VLO - Options Database

VLO

VALERO ENERGY CORP N

$261.85 -3.13%

(7/7 12:00) ◀

Tuesday, July 7, 2026 (1:00pm)

▶ (7/7 14:00)

◀ 7/7 13:00 ▶

Option Volume

Detail

ℹ

Current (07/07 1:00pm) 2,487

Calls: 1,177 (47%)

Puts: 1,310 (53%)

Prior (07/06) 3,252

Calls: 1,551 (48%)

Puts: 1,701 (52%)

Current vs Prior -23.52%

Calls: -24.11% (Calls)

Puts: -22.99% (Puts)

Prior 7-Day Total 40,792

Calls: 22,192 (54%)

Puts: 18,600 (46%)

Prior 7-Day Average 5,827

Calls: 3,170 (54%)

Puts: 2,657 (46%)

Current vs Prior 7-Day Avg -57.32%

Calls: -62.87%

Puts: -50.70%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/07 1:00pm) $2.02M

Calls: $949.4K (47%)

Puts: $1.07M (53%)

Prior (07/06) $2.61M

Calls: $1.38M (53%)

Puts: $1.23M (47%)

Current vs Prior -22.55%

Calls: -31.03%

Puts: -13.05%

Prior 7-Day Total $36.70M

Calls: $27.04M (74%)

Puts: $9.66M (26%)

Prior 7-Day Average $5.24M

Calls: $3.86M (74%)

Puts: $1.38M (26%)

Current vs Prior 7-Day Avg -61.49%

Calls: -75.42%

Puts: -22.45%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (07/07 1:00pm) 1.11

Prior (07/06) 1.10

Current vs Prior +1.49%

Prior 7-Day Average 0.87

Current vs Prior 7-Day Avg +27.73%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/07 1:00pm) 94,264

Calls: 52,456 (56%)

Puts: 41,808 (44%)

Prior (07/06) 91,754

Calls: 51,306 (56%)

Puts: 40,448 (44%)

Current vs Prior +2.74%

Prior 7-Day Total 641,443

Calls: 360,864 (56%)

Puts: 280,579 (44%)

Prior 7-Day Average 91,634

Calls: 51,552 (56%)

Puts: 40,082 (44%)

Current vs Prior 7-Day Avg +2.87%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)

Current 4.07% | 6.64%6.64% | 13.54%

Prior 4.35% | 6.88%6.88% | 13.52%

Current vs Prior -6.43% | -3.43%-3.43% | +0.13%

Prior 7-Day Avg 3.94% | 6.35%6.88% | 13.52%

Current vs 7-Day Avg +3.32% | +4.72%-3.43% | +0.13%

Prior 7-Day Eod 4.35% | 6.88%-- | --

Current vs 7-Day Eod -6.43% | -3.43%-- | --

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 17.73% | 10.38%

Calls: 19.13% | 11.76%

Puts: 16.33% | 8.99%

Prior 12.75% | 11.47%

Calls: 12.39% | 8.59%

Puts: 13.11% | 14.35%

Current vs Prior +39.06% | -9.50%

Prior 7-Day Avg 36.48% | 18.37%

Calls: 38.02% | 18.71%

Puts: 34.94% | 18.02%

Current vs 7-Day Avg -51.39% | -43.49%

Liquidity Expensive

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Slightly bearish P/C ratio of 1.11.

Smart Money BEARISH

Retail Flow BEARISH

Overall BEARISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BEARISH

Prior BULLISH

7-Day Avg BULLISH

Current NEUTRAL

Prior NEUTRAL

7-Day Avg NEUTRAL

Current NEUTRAL

Prior NEUTRAL

7-Day Avg NEUTRAL

Current BULLISH

Prior BULLISH

7-Day Avg NEUTRAL

Current BEARISH

Prior BULLISH

7-Day Avg BULLISH

Sentiment Timeline (Today)

Time	Smart Money	Retail	Overall
12:00	BEARISH	BEARISH	BEARISH
11:00	BULLISH	BEARISH	BEARISH
10:00	BULLISH	BEARISH	BEARISH

📈 Options Analysis

🎯 Tightest Spreads

💰 Best Value Under $1

📊 High Delta (ITM)

🔥 High Volume

⏰ Backwardation

📈 Debit Spreads

📉 Credit Spreads

📅 Calendar Spreads

⚡ Straddles

🔀 Strangles

🦅 Iron Condors

🦋 Butterflies

⚖️ Ratio Spreads

🛡️ Covered Calls

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Tightest Spreads

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Best Value <$1

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High Delta

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Ratio Spreads

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 29 of results (avg 7.8%, best 4.6%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Aug 21	11.30	11.90	$11.60	5.2%	14	0.44	305
$212.50	Jul 10	48.20	50.90	$49.55	5.4%	1	0.98	--
$210.00	Jul 10	50.50	53.40	$51.95	5.6%	1	0.99	--
$210.00	Jul 17	50.70	53.70	$52.20	5.7%	--	0.99	58
$210.00	Jul 31	51.20	54.40	$52.80	6.1%	--	0.94	17

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Aug 21	19.10	20.00	$19.55	4.6%	159	0.56	410
$310.00	Aug 21	49.20	52.20	$50.70	5.9%	--	0.85	10
$260.00	Aug 21	13.60	14.50	$14.05	6.4%	1	0.46	143
$265.00	Jul 31	12.60	13.50	$13.05	6.9%	2	0.52	21
$265.00	Jul 24	10.30	11.10	$10.70	7.5%	--	0.53	29

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 62 found (avg delta 0.75, highest 0.99)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$225.00	Jul 10	35.50	38.60	$37.05	8.4%	2	0.99	--
$210.00	Jul 17	50.70	53.70	$52.20	5.7%	--	0.99	58
$210.00	Jul 10	50.50	53.40	$51.95	5.6%	1	0.99	--
$212.50	Jul 10	48.20	50.90	$49.55	5.4%	1	0.98	--
$230.00	Jul 10	30.30	33.50	$31.90	10.0%	--	0.98	10

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$280.00	Jul 10	17.30	19.00	$18.15	9.4%	8	0.92	11
$290.00	Jul 17	27.20	30.30	$28.75	10.8%	--	0.91	11
$275.00	Jul 10	12.30	15.00	$13.65	19.8%	37	0.85	72
$310.00	Aug 21	49.20	52.20	$50.70	5.9%	--	0.85	10
$280.00	Jul 17	18.50	21.20	$19.85	13.6%	--	0.81	83

Most actively traded options today. High liquidity = easy entry/exit. 112 active (total vol 2.0K, top 159)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$275.00	Jul 17	2.35	3.10	$2.73	27.5%	158	0.26	566
$275.00	Jul 10	0.70	1.10	$0.90	44.4%	145	0.15	80
$270.00	Jul 17	4.00	4.60	$4.30	14.0%	140	0.35	1.4K
$300.00	Aug 21	3.50	4.20	$3.85	18.2%	139	0.19	475
$285.00	Jul 24	2.00	2.60	$2.30	26.1%	47	0.19	41

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Aug 21	19.10	20.00	$19.55	4.6%	159	0.56	410
$240.00	Aug 21	5.90	6.60	$6.25	11.2%	132	0.26	456
$270.00	Jul 17	11.60	12.70	$12.15	9.1%	77	0.65	90
$250.00	Jul 10	0.80	1.20	$1.00	40.0%	73	0.15	130
$255.00	Jul 10	1.65	2.25	$1.95	30.8%	59	0.27	112

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 42 strikes (avg 32.8%, max 109.7%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$210.00	Jul 10	Jul 31	112.6%	53.7%	109.7%	1	17
$300.00	Jul 10	Aug 21	74.1%	42.3%	75.0%	139	508
$305.00	Jul 10	Aug 7	79.7%	46.3%	72.1%	10	169
$230.00	Jul 10	Jul 31	69.4%	42.6%	62.9%	--	53
$295.00	Jul 10	Jul 31	67.9%	45.9%	48.1%	--	75

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$220.00	Jul 10	Aug 21	91.8%	45.3%	102.5%	4	290
$215.00	Jul 10	Jul 31	102.2%	51.3%	99.2%	--	196
$230.00	Jul 10	Aug 21	69.4%	41.2%	68.3%	4	140
$225.00	Jul 10	Aug 7	73.7%	47.1%	56.7%	10	98
$235.00	Jul 10	Jul 24	65.8%	43.5%	51.2%	14	166

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 122 found (best R:R 49.00, avg 6.22)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$290.00	$295.00	Jul 17	$0.13	$4.87	$0.13	37.46	$290.13
$300.00	$305.00	Jul 17	$0.20	$4.80	$0.20	24.00	$300.20
$305.00	$310.00	Jul 17	$0.20	$4.80	$0.20	24.00	$305.20
$287.50	$290.00	Jul 10	$0.12	$2.38	$0.12	19.83	$287.62
$300.00	$305.00	Jul 24	$0.28	$4.72	$0.28	16.86	$300.28

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$235.00	$230.00	Jul 10	$0.10	$4.90	$0.10	49.00	$234.90
$220.00	$215.00	Jul 24	$0.10	$4.90	$0.10	49.00	$219.90
$215.00	$210.00	Jul 17	$0.15	$4.85	$0.15	32.33	$214.85
$230.00	$225.00	Jul 24	$0.17	$4.83	$0.17	28.41	$229.83
$222.50	$220.00	Jul 17	$0.11	$2.39	$0.11	21.73	$222.39

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 151 found (best R:R 39.00, avg 2.07)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$220.00	$230.00	Jul 17	$9.75	$9.75	$0.25	39.00	$229.75
$230.00	$240.00	Jul 10	$9.70	$9.70	$0.30	32.33	$239.70
$220.00	$230.00	Jul 24	$9.50	$9.50	$0.50	19.00	$229.50
$210.00	$230.00	Jul 31	$19.00	$19.00	$1.00	19.00	$229.00
$240.00	$242.50	Jul 10	$2.30	$2.30	$0.20	11.50	$242.30

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$270.00	$267.50	Jul 10	$2.30	$2.30	$0.20	11.50	$267.70
$280.00	$275.00	Jul 10	$4.50	$4.50	$0.50	9.00	$275.50
$290.00	$280.00	Jul 17	$8.90	$8.90	$1.10	8.09	$281.10
$275.00	$270.00	Jul 17	$3.95	$3.95	$1.05	3.76	$271.05
$310.00	$270.00	Aug 21	$31.15	$31.15	$8.85	3.52	$278.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 43 found (avg debit $1.49, cheapest $0.07)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$305.00	Jul 10	Jul 17	$0.20	79.7%	51.0%
$210.00	Jul 10	Jul 17	$0.25	112.6%	61.0%
$300.00	Jul 10	Jul 17	$0.37	74.1%	50.9%
$295.00	Jul 10	Jul 17	$0.45	67.9%	47.7%
$220.00	Jul 17	Jul 24	$0.45	54.4%	48.8%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$220.00	Jul 10	Jul 17	$0.07	91.8%	54.4%
$215.00	Jul 10	Jul 17	$0.13	102.2%	62.5%
$230.00	Jul 10	Jul 17	$0.27	69.4%	47.3%
$225.00	Jul 10	Jul 17	$0.30	73.7%	53.1%
$235.00	Jul 10	Jul 17	$0.50	65.8%	46.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 58 found (cheapest 3.57% of stock, avg 9.24%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$262.50	Jul 10	$4.45	$4.90	$9.35	$253.15	$271.85	3.57%
$260.00	Jul 10	$5.75	$3.70	$9.45	$250.55	$269.45	3.61%
$265.00	Jul 10	$3.38	$6.25	$9.63	$255.37	$274.63	3.68%
$257.50	Jul 10	$7.30	$2.70	$10.00	$247.50	$267.50	3.82%
$267.50	Jul 10	$2.42	$8.00	$10.42	$257.08	$277.92	3.98%
$255.00	Jul 10	$8.95	$1.95	$10.90	$244.10	$265.90	4.16%
$270.00	Jul 10	$1.80	$10.30	$12.10	$257.90	$282.10	4.62%
$250.00	Jul 10	$12.90	$1.00	$13.90	$236.10	$263.90	5.31%
$275.00	Jul 10	$0.90	$13.65	$14.55	$260.45	$289.55	5.56%
$260.00	Jul 17	$8.50	$6.30	$14.80	$245.20	$274.80	5.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 155 found (cheapest 0.87% of stock, avg 4.29%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$272.50	$250.00	Jul 10	$1.27	$1.00	$2.27	$247.73	$274.77
$272.50	$252.50	Jul 10	$1.27	$1.40	$2.67	$249.83	$275.17
$270.00	$250.00	Jul 10	$1.80	$1.00	$2.80	$247.20	$272.80
$270.00	$252.50	Jul 10	$1.80	$1.40	$3.20	$249.30	$273.20
$272.50	$255.00	Jul 10	$1.27	$1.95	$3.22	$251.78	$275.72
$267.50	$250.00	Jul 10	$2.42	$1.00	$3.42	$246.58	$270.92
$270.00	$255.00	Jul 10	$1.80	$1.95	$3.75	$251.25	$273.75
$267.50	$252.50	Jul 10	$2.42	$1.40	$3.82	$248.68	$271.32
$285.00	$250.00	Jul 17	$1.15	$2.78	$3.93	$246.07	$288.93
$272.50	$257.50	Jul 10	$1.27	$2.70	$3.97	$253.53	$276.47

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 235 found (best R:R 24.00, avg credit $3.46)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
240/242	245/248	Jul 17	$2.40	$0.10	24.00	$240.10	$247.40
240/245	250/255	Jul 31	$4.75	$0.25	19.00	$240.25	$254.75
235/238	240/242	Jul 17	$2.37	$0.13	18.23	$235.13	$242.37
232/235	240/242	Jul 17	$2.35	$0.15	15.67	$232.65	$242.35
238/240	245/248	Jul 17	$2.33	$0.17	13.71	$237.67	$247.33
245/248	250/252	Jul 17	$2.33	$0.17	13.71	$245.17	$252.33
235/238	245/248	Jul 17	$2.32	$0.18	12.89	$235.18	$247.32
210/215	230/240	Jul 17	$9.25	$0.75	12.33	$205.75	$239.25
220/222	230/240	Jul 17	$9.21	$0.79	11.66	$213.29	$239.21
232/235	245/248	Jul 17	$2.30	$0.20	11.50	$232.70	$247.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 93 found (best R:R 70.43, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$280.00	$285.00	$290.00	Aug 7	$0.08	$4.92	61.50
$285.00	$290.00	$295.00	Jul 31	$0.09	$4.91	54.56
$282.50	$285.00	$287.50	Jul 10	$0.05	$2.45	49.00
$210.00	$220.00	$230.00	Jul 17	$0.25	$9.75	39.00
$255.00	$260.00	$265.00	Jul 31	$0.15	$4.85	32.33

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$230.00	$235.00	$240.00	Jul 24	$0.07	$4.93	70.43
$220.00	$225.00	$230.00	Jul 31	$0.07	$4.93	70.43
$220.00	$225.00	$230.00	Jul 24	$0.10	$4.90	49.00
$220.00	$225.00	$230.00	Jul 10	$0.12	$4.88	40.67
$230.00	$232.50	$235.00	Jul 17	$0.07	$2.43	34.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 113 found (best net $-1.25, 107 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$290.00	$305.00	1:2	Aug 7	-$0.68	$14.32
$290.00	$300.00	1:2	Jul 24	-$0.21	$9.79
$300.00	$310.00	1:2	Aug 21	-$1.91	$8.09
$290.00	$300.00	1:2	Aug 21	-$2.10	$7.90
$280.00	$290.00	1:2	Aug 21	-$3.05	$6.95

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$290.00	$270.00	1:2	Jul 31	-$1.25	$18.75
$220.00	$210.00	1:2	Aug 21	-$0.10	$9.90
$240.00	$230.00	1:2	Aug 21	-$1.35	$8.65
$230.00	$220.00	1:2	Aug 21	-$1.80	$8.20
$250.00	$240.00	1:2	Aug 21	-$2.80	$7.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 46 found (best yield 4.54%, avg 1.39%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$265.00	Aug 14	$11.90	0.49	1.2%	4.54%	5.75%	10	--
$270.00	Aug 21	$11.30	0.44	3.1%	4.32%	7.43%	14	305
$265.00	Aug 7	$10.70	0.48	1.2%	4.09%	5.29%	1	2
$265.00	Jul 31	$9.70	0.47	1.2%	3.70%	4.91%	1	36
$270.00	Aug 7	$8.60	0.42	3.1%	3.28%	6.40%	1	6
$270.00	Jul 31	$7.70	0.41	3.1%	2.94%	6.05%	13	44
$280.00	Aug 21	$7.70	0.34	6.9%	2.94%	9.87%	16	151
$265.00	Jul 24	$7.60	0.47	1.2%	2.90%	4.11%	--	22
$275.00	Jul 31	$6.00	0.35	5.0%	2.29%	7.31%	5	310
$265.00	Jul 17	$5.60	0.45	1.2%	2.14%	3.34%	--	304

Current 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
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Current Put/Call Breakdown

Total Calls 1,177

Total Puts 1,310

Put/Call Ratio 1.11

Net Difference -133

Prior's Put/Call Breakdown

Total Calls 1,551

Total Puts 1,701

Put/Call Ratio 1.10

Net Difference -150

Prior 7-Day Put/Call Summary

Total Calls 22,192

Total Puts 18,600

Average Put/Call Ratio 0.87

Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date	Calls	Puts	Ratio	Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker	Earnings Date	Days Away	Call Volume	Put Volume	IV Rank
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Option Volume

Dollar Volume

Put/Call Ratio

Open Interest

Expected Move

Relative Spread

🤖 AI Insights

📈 Options Analysis

Current 5-Minute Volume Snapshots

Prior's 5-Minute Volume Snapshots

Current Put/Call Breakdown

Prior's Put/Call Breakdown

Prior 7-Day Put/Call Summary

Daily Put/Call History (Last 7 Days)

Upcoming Earnings - 2 Weeks Prior

Upcoming Earnings - 1 Week Prior

Earnings This Week

Earnings - Day Before / Day After

Options Activity Around Earnings

Chart Title

Price — Past 7 Days

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