VLO - Options Database

VLO

VALERO ENERGY CORP N

$265.48 -1.79%

(7/7 14:00) ◀

Tuesday, July 7, 2026 (3:00pm)

▶ (7/7 16:00)

◀ 7/7 15:00 ▶

Option Volume

Detail

ℹ

Current (07/07 3:00pm) 3,250

Calls: 1,644 (51%)

Puts: 1,606 (49%)

Prior (07/06) 3,982

Calls: 1,784 (45%)

Puts: 2,198 (55%)

Current vs Prior -18.38%

Calls: -7.85% (Calls)

Puts: -26.93% (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 -44.23%

Calls: -48.14%

Puts: -39.56%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/07 3:00pm) $2.56M

Calls: $1.52M (59%)

Puts: $1.04M (41%)

Prior (07/06) $3.08M

Calls: $1.72M (56%)

Puts: $1.36M (44%)

Current vs Prior -16.80%

Calls: -11.75%

Puts: -23.21%

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 -51.08%

Calls: -60.64%

Puts: -24.29%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/07 3:00pm) 0.98

Prior (07/06) 1.23

Current vs Prior -20.71%

Prior 7-Day Average 0.87

Current vs Prior 7-Day Avg +12.11%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (07/07 3:00pm) 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 3.94% | 6.65%6.65% | 13.41%

Prior 4.35% | 6.88%6.88% | 13.52%

Current vs Prior -9.44% | -3.38%-3.38% | -0.82%

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

Current vs 7-Day Avg -0.00% | +4.77%-3.38% | -0.82%

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

Current vs 7-Day Eod -9.44% | -3.38%-- | --

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 18.38% | 9.81%

Calls: 20.83% | 11.46%

Puts: 15.93% | 8.16%

Prior 12.75% | 11.47%

Calls: 12.39% | 8.59%

Puts: 13.11% | 14.35%

Current vs Prior +44.16% | -14.47%

Prior 7-Day Avg 36.48% | 18.37%

Calls: 38.02% | 18.71%

Puts: 34.94% | 18.02%

Current vs 7-Day Avg -49.61% | -46.59%

Liquidity Expensive

Add Card

🤖 AI Insights

P/C ratio dropping 21% - sentiment shifting bullish.

Smart Money BULLISH

Retail Flow NEUTRAL

Overall BULLISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BULLISH

7-Day Avg BULLISH

Current NEUTRAL

Prior BEARISH

7-Day Avg NEUTRAL

Current NEUTRAL

Prior BEARISH

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
14:00	BULLISH	NEUTRAL	BULLISH
13:00	BEARISH	BEARISH	BEARISH
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

🎯

Tightest Spreads

💰

Best Value <$1

📊

High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 27 of results (avg 7.4%, best 5.0%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$260.00	Aug 21	17.50	18.40	$17.95	5.0%	11	0.57	182
$230.00	Jul 10	34.40	36.20	$35.30	5.1%	--	1.00	10
$250.00	Aug 21	23.20	24.50	$23.85	5.5%	1	0.68	111
$220.00	Jul 24	44.50	47.20	$45.85	5.9%	1	0.93	1
$270.00	Aug 21	12.70	13.50	$13.10	6.1%	75	0.47	305

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Aug 21	17.20	18.10	$17.65	5.1%	159	0.53	410
$310.00	Aug 21	46.70	49.50	$48.10	5.8%	--	0.84	10
$260.00	Aug 21	12.10	12.90	$12.50	6.4%	4	0.42	143
$270.00	Jul 24	11.20	12.10	$11.65	7.7%	--	0.56	66
$265.00	Jul 31	10.90	11.80	$11.35	7.9%	2	0.48	21

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 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$212.50	Jul 10	51.00	54.40	$52.70	6.5%	1	1.00	--
$222.50	Jul 10	41.10	43.80	$42.45	6.4%	1	1.00	--
$225.00	Jul 10	38.60	41.40	$40.00	7.0%	2	1.00	--
$230.00	Jul 10	34.40	36.20	$35.30	5.1%	--	1.00	10
$220.00	Jul 17	43.90	47.10	$45.50	7.0%	--	0.97	71

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$280.00	Jul 10	14.50	17.20	$15.85	17.0%	8	0.88	11
$290.00	Jul 17	24.60	27.40	$26.00	10.8%	--	0.88	11
$310.00	Aug 21	46.70	49.50	$48.10	5.8%	--	0.84	10
$277.50	Jul 10	12.40	14.20	$13.30	13.5%	2	0.84	2
$275.00	Jul 10	10.30	13.10	$11.70	23.9%	37	0.79	72

Most actively traded options today. High liquidity = easy entry/exit. 122 active (total vol 2.6K, top 217)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Jul 17	5.10	5.90	$5.50	14.5%	217	0.42	1.4K
$275.00	Jul 17	3.10	4.10	$3.60	27.8%	161	0.32	566
$275.00	Jul 10	1.10	1.65	$1.38	39.9%	150	0.21	80
$300.00	Aug 21	4.00	4.80	$4.40	18.2%	140	0.21	475
$270.00	Aug 21	12.70	13.50	$13.10	6.1%	75	0.47	305

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 17	1.85	2.35	$2.10	23.8%	176	0.19	354
$270.00	Aug 21	17.20	18.10	$17.65	5.1%	159	0.53	410
$240.00	Aug 21	5.10	5.70	$5.40	11.1%	134	0.23	456
$250.00	Jul 10	0.45	0.85	$0.65	61.5%	81	0.10	130
$270.00	Jul 17	9.40	10.20	$9.80	8.2%	77	0.58	90

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 34.6%, max 125.6%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$305.00	Jul 10	Aug 7	74.7%	43.2%	72.9%	10	169
$300.00	Jul 10	Aug 21	70.4%	41.7%	68.7%	140	508
$230.00	Jul 10	Jul 31	73.8%	45.9%	61.0%	--	53
$240.00	Jul 10	Aug 21	65.0%	40.8%	59.3%	1	75
$295.00	Jul 10	Jul 31	62.3%	42.5%	46.8%	--	75

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$220.00	Jul 10	Aug 21	98.9%	43.9%	125.6%	4	290
$215.00	Jul 10	Jul 31	109.4%	54.3%	101.5%	--	196
$225.00	Jul 10	Aug 7	83.5%	46.0%	81.5%	10	98
$230.00	Jul 10	Aug 21	73.8%	41.8%	76.4%	4	140
$235.00	Jul 10	Jul 24	71.7%	43.4%	65.0%	14	166

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 116 found (best R:R 26.78, avg 5.20)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$295.00	$300.00	Jul 17	$0.22	$4.78	$0.22	21.73	$295.22
$305.00	$310.00	Jul 17	$0.25	$4.75	$0.25	19.00	$305.25
$300.00	$305.00	Jul 24	$0.28	$4.72	$0.28	16.86	$300.28
$282.50	$285.00	Jul 10	$0.18	$2.32	$0.18	12.89	$282.68
$290.00	$295.00	Jul 17	$0.38	$4.62	$0.38	12.16	$290.38

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$225.00	$220.00	Jul 24	$0.18	$4.82	$0.18	26.78	$224.82
$232.50	$230.00	Jul 10	$0.10	$2.40	$0.10	24.00	$232.40
$247.50	$245.00	Jul 10	$0.10	$2.40	$0.10	24.00	$247.40
$220.00	$215.00	Jul 24	$0.20	$4.80	$0.20	24.00	$219.80
$245.00	$242.50	Jul 17	$0.13	$2.37	$0.13	18.23	$244.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 145 found (best R:R 39.00, avg 2.06)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$220.00	$230.00	Jul 24	$9.75	$9.75	$0.25	39.00	$229.75
$230.00	$240.00	Jul 17	$9.65	$9.65	$0.35	27.57	$239.65
$220.00	$230.00	Jul 17	$9.55	$9.55	$0.45	21.22	$229.55
$225.00	$230.00	Jul 10	$4.70	$4.70	$0.30	15.67	$229.70
$240.00	$242.50	Jul 17	$2.30	$2.30	$0.20	11.50	$242.30

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$275.00	$270.00	Jul 10	$4.50	$4.50	$0.50	9.00	$270.50
$280.00	$275.00	Jul 17	$4.30	$4.30	$0.70	6.14	$275.70
$290.00	$280.00	Jul 17	$8.50	$8.50	$1.50	5.67	$281.50
$310.00	$270.00	Aug 21	$30.45	$30.45	$9.55	3.19	$279.55
$270.00	$265.00	Jul 31	$3.40	$3.40	$1.60	2.13	$266.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 42 found (avg debit $1.48, cheapest $0.10)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$305.00	Jul 10	Jul 17	$0.25	74.7%	48.6%
$300.00	Jul 10	Jul 17	$0.28	70.4%	45.5%
$220.00	Jul 17	Jul 24	$0.35	60.1%	53.2%
$295.00	Jul 10	Jul 17	$0.50	62.3%	44.3%
$230.00	Jul 10	Jul 17	$0.65	73.8%	50.1%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$215.00	Jul 10	Jul 17	$0.10	109.4%	65.2%
$220.00	Jul 10	Jul 17	$0.13	98.9%	60.1%
$230.00	Jul 10	Jul 17	$0.25	73.8%	50.1%
$225.00	Jul 10	Jul 17	$0.28	83.5%	57.1%
$232.50	Jul 10	Jul 17	$0.35	76.9%	51.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 58 found (cheapest 3.39% of stock, avg 9.20%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$265.00	Jul 10	$4.80	$4.20	$9.00	$256.00	$274.00	3.39%
$267.50	Jul 10	$3.55	$5.65	$9.20	$258.30	$276.70	3.47%
$262.50	Jul 10	$6.20	$3.10	$9.30	$253.20	$271.80	3.50%
$270.00	Jul 10	$2.85	$7.20	$10.05	$259.95	$280.05	3.79%
$260.00	Jul 10	$7.90	$2.35	$10.25	$249.75	$270.25	3.86%
$257.50	Jul 10	$9.35	$1.65	$11.00	$246.50	$268.50	4.14%
$255.00	Jul 10	$11.05	$1.15	$12.20	$242.80	$267.20	4.60%
$275.00	Jul 10	$1.38	$11.70	$13.08	$261.92	$288.08	4.93%
$277.50	Jul 10	$0.98	$13.30	$14.28	$263.22	$291.78	5.38%
$265.00	Jul 17	$7.85	$7.05	$14.90	$250.10	$279.90	5.61%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.80% of stock, avg 4.03%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$277.50	$255.00	Jul 10	$0.98	$1.15	$2.13	$252.87	$279.63
$275.00	$255.00	Jul 10	$1.38	$1.15	$2.53	$252.47	$277.53
$277.50	$257.50	Jul 10	$0.98	$1.65	$2.63	$254.87	$280.13
$275.00	$257.50	Jul 10	$1.38	$1.65	$3.03	$254.47	$278.03
$272.50	$255.00	Jul 10	$1.95	$1.15	$3.10	$251.90	$275.60
$277.50	$260.00	Jul 10	$0.98	$2.35	$3.33	$256.67	$280.83
$272.50	$257.50	Jul 10	$1.95	$1.65	$3.60	$253.90	$276.10
$275.00	$260.00	Jul 10	$1.38	$2.35	$3.73	$256.27	$278.73
$290.00	$252.50	Jul 17	$1.08	$2.65	$3.73	$248.77	$293.73
$270.00	$255.00	Jul 10	$2.85	$1.15	$4.00	$251.00	$274.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 219 found (best R:R 24.00, avg credit $3.50)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
230/232	245/248	Jul 17	$2.40	$0.10	24.00	$230.10	$247.40
220/225	230/235	Jul 31	$4.79	$0.21	22.81	$220.21	$234.79
252/255	258/260	Jul 17	$2.38	$0.12	19.83	$252.62	$259.88
238/240	245/248	Jul 17	$2.35	$0.15	15.67	$237.65	$247.35
245/250	255/260	Jul 31	$4.65	$0.35	13.29	$245.35	$259.65
250/252	255/258	Jul 17	$2.30	$0.20	11.50	$250.20	$257.30
250/252	258/260	Jul 17	$2.30	$0.20	11.50	$250.20	$259.80
215/220	230/240	Jul 24	$9.15	$0.85	10.76	$210.85	$239.15
242/245	250/255	Jul 10	$4.57	$0.43	10.63	$240.43	$254.57
220/225	230/240	Jul 24	$9.13	$0.87	10.49	$215.87	$239.13

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 94 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$275.00	$280.00	$285.00	Jul 31	$0.05	$4.95	99.00
$277.50	$280.00	$282.50	Jul 10	$0.06	$2.44	40.67
$285.00	$290.00	$295.00	Jul 17	$0.12	$4.88	40.67
$295.00	$300.00	$305.00	Jul 17	$0.14	$4.86	34.71
$240.00	$245.00	$250.00	Jul 31	$0.15	$4.85	32.33

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$220.00	$225.00	$230.00	Jul 31	$0.07	$4.93	70.43
$217.50	$220.00	$222.50	Jul 17	$0.07	$2.43	34.71
$232.50	$235.00	$237.50	Jul 10	$0.08	$2.42	30.25
$250.00	$252.50	$255.00	Jul 17	$0.08	$2.42	30.25
$247.50	$250.00	$252.50	Jul 10	$0.10	$2.40	24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 110 found (best net $-1.20, 105 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$290.00	$300.00	1:2	Jul 24	-$0.11	$9.89
$300.00	$310.00	1:2	Aug 21	-$1.66	$8.34
$290.00	$300.00	1:2	Aug 21	-$2.40	$7.60
$280.00	$290.00	1:2	Aug 21	-$3.50	$6.50
$300.00	$305.00	1:2	Jul 10	-$0.10	$4.90

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$290.00	$270.00	1:2	Jul 31	-$1.20	$18.80
$240.00	$230.00	1:2	Jul 31	-$0.46	$9.54
$230.00	$220.00	1:2	Aug 21	-$0.91	$9.09
$240.00	$230.00	1:2	Aug 21	-$1.30	$8.70
$250.00	$240.00	1:2	Aug 21	-$2.30	$7.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 40 found (best yield 4.78%, avg 1.36%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$270.00	Aug 21	$12.70	0.47	1.7%	4.78%	6.49%	75	305
$270.00	Aug 7	$10.10	0.46	1.7%	3.80%	5.51%	1	6
$270.00	Jul 31	$9.10	0.46	1.7%	3.43%	5.13%	13	44
$280.00	Aug 21	$8.90	0.37	5.5%	3.35%	8.82%	16	151
$275.00	Aug 7	$8.10	0.40	3.6%	3.05%	6.64%	2	1
$275.00	Jul 31	$7.20	0.39	3.6%	2.71%	6.30%	5	310
$270.00	Jul 24	$7.00	0.44	1.7%	2.64%	4.34%	1	114
$280.00	Aug 7	$6.50	0.34	5.5%	2.45%	7.92%	2	6
$290.00	Aug 21	$6.00	0.28	9.2%	2.26%	11.50%	28	357
$280.00	Jul 31	$5.60	0.33	5.5%	2.11%	7.58%	--	16

Current 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 1,644

Total Puts 1,606

Put/Call Ratio 0.98

Net Difference 38

Prior's Put/Call Breakdown

Total Calls 1,784

Total Puts 2,198

Put/Call Ratio 1.23

Net Difference -414

Prior 7-Day Put/Call Summary

Total Calls 22,192

Total Puts 18,600

Average Put/Call Ratio 0.87

Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date	Calls	Puts	Ratio	Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker	Earnings Date	Days Away	Call Volume	Put Volume	IV Rank
Loading data...

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

Add Card