VLO - Options Database

VLO

VALERO ENERGY CORP N

$266.22 -1.52%

(7/7 15:00) ◀

Tuesday, July 7, 2026 (4:00pm)

▶ (7/7 18:04)

◀ 7/7 16:00 ▶

Option Volume

Detail

ℹ

Current (07/07 4:00pm) 3,942

Calls: 1,961 (50%)

Puts: 1,981 (50%)

Prior (07/06) 4,467

Calls: 2,054 (46%)

Puts: 2,413 (54%)

Current vs Prior -11.75%

Calls: -4.53% (Calls)

Puts: -17.90% (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 -32.35%

Calls: -38.14%

Puts: -25.45%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/07 4:00pm) $2.91M

Calls: $1.77M (61%)

Puts: $1.14M (39%)

Prior (07/06) $3.84M

Calls: $2.30M (60%)

Puts: $1.54M (40%)

Current vs Prior -24.13%

Calls: -22.87%

Puts: -26.01%

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 -44.43%

Calls: -54.07%

Puts: -17.42%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/07 4:00pm) 1.01

Prior (07/06) 1.17

Current vs Prior -14.01%

Prior 7-Day Average 0.87

Current vs Prior 7-Day Avg +15.93%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/07 4:00pm) 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 4.04% | 6.78%6.78% | 13.54%

Prior 4.35% | 6.88%6.88% | 13.52%

Current vs Prior -7.10% | -1.46%-1.46% | +0.15%

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

Current vs 7-Day Avg +2.58% | +6.85%-1.46% | +0.15%

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

Current vs 7-Day Eod -7.10% | -1.46%-- | --

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 23.28% | 7.29%

Calls: 18.52% | 8.38%

Puts: 28.04% | 6.19%

Prior 12.75% | 11.47%

Calls: 12.39% | 8.59%

Puts: 13.11% | 14.35%

Current vs Prior +82.59% | -36.44%

Prior 7-Day Avg 36.48% | 18.37%

Calls: 38.02% | 18.71%

Puts: 34.94% | 18.02%

Current vs 7-Day Avg -36.18% | -60.31%

Liquidity Expensive

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Moderately bullish flow with 61% call dollar volume ($1.77M). Slightly bearish P/C ratio of 1.01.

Smart Money BULLISH

Retail Flow NEUTRAL

Overall MIXED

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

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
15:00	BULLISH	NEUTRAL	BULLISH
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

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Tightest Spreads

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Best Value <$1

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High Delta

⚖️

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 37 of results (avg 7.5%, best 3.4%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$220.00	Jul 17	45.70	47.80	$46.75	4.5%	--	1.00	71
$260.00	Aug 21	18.10	19.00	$18.55	4.9%	11	0.58	182
$222.50	Jul 10	42.70	45.20	$43.95	5.7%	1	1.00	--
$270.00	Aug 21	13.20	14.00	$13.60	5.9%	80	0.48	305
$225.00	Jul 10	40.20	42.70	$41.45	6.0%	2	1.00	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Aug 21	17.20	17.80	$17.50	3.4%	159	0.52	410
$310.00	Aug 21	45.90	48.50	$47.20	5.5%	--	0.82	10
$260.00	Aug 21	12.20	12.90	$12.55	5.6%	4	0.42	143
$270.00	Jul 24	11.10	11.80	$11.45	6.1%	--	0.55	66
$270.00	Jul 17	9.40	10.00	$9.70	6.2%	77	0.56	90

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. 63 found (avg delta 0.76, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$222.50	Jul 10	42.70	45.20	$43.95	5.7%	1	1.00	--
$225.00	Jul 10	40.20	42.70	$41.45	6.0%	2	1.00	--
$227.50	Jul 10	37.20	39.90	$38.55	7.0%	2	1.00	2
$230.00	Jul 10	35.30	37.70	$36.50	6.6%	--	1.00	10
$220.00	Jul 17	45.70	47.80	$46.75	4.5%	--	1.00	71

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Jul 17	23.10	26.30	$24.70	13.0%	--	0.87	11
$280.00	Jul 10	13.50	15.70	$14.60	15.1%	8	0.86	11
$310.00	Aug 21	45.90	48.50	$47.20	5.5%	--	0.82	10
$277.50	Jul 10	11.40	13.50	$12.45	16.9%	2	0.82	2
$290.00	Jul 31	26.70	29.30	$28.00	9.3%	--	0.77	13

Most actively traded options today. High liquidity = easy entry/exit. 129 active (total vol 3.1K, top 235)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Jul 17	5.70	6.30	$6.00	10.0%	235	0.43	1.4K
$275.00	Jul 17	3.80	4.40	$4.10	14.6%	173	0.34	566
$275.00	Jul 10	1.25	2.20	$1.73	54.9%	153	0.24	80
$300.00	Aug 21	4.50	5.00	$4.75	10.5%	140	0.22	475
$265.00	Jul 10	4.90	5.90	$5.40	18.5%	114	0.55	123

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$240.00	Jul 17	0.75	1.25	$1.00	50.0%	217	0.10	394
$250.00	Jul 17	1.85	2.55	$2.20	31.8%	176	0.19	354
$270.00	Aug 21	17.20	17.80	$17.50	3.4%	159	0.52	410
$240.00	Aug 21	5.10	5.60	$5.35	9.3%	137	0.22	456
$265.00	Jul 10	3.50	4.80	$4.15	31.3%	114	0.45	332

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 43 strikes (avg 38.0%, max 131.6%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$305.00	Jul 10	Aug 7	74.0%	42.8%	72.8%	10	169
$225.00	Jul 10	Jul 17	94.6%	57.7%	63.9%	4	--
$300.00	Jul 10	Aug 21	69.6%	42.5%	63.7%	140	508
$240.00	Jul 10	Aug 21	66.8%	41.2%	62.3%	2	75
$230.00	Jul 10	Jul 31	75.5%	46.6%	62.1%	--	53

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$220.00	Jul 10	Aug 21	100.8%	43.5%	131.6%	5	290
$225.00	Jul 10	Aug 7	94.6%	46.3%	104.2%	10	98
$215.00	Jul 10	Jul 31	111.2%	55.8%	99.2%	--	196
$235.00	Jul 10	Jul 31	81.4%	43.8%	85.8%	19	35
$230.00	Jul 10	Aug 21	75.5%	41.5%	81.8%	29	140

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 114 found (best R:R 20.74, avg 4.33)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$300.00	$305.00	Jul 24	$0.23	$4.77	$0.23	20.74	$300.23
$295.00	$300.00	Jul 17	$0.28	$4.72	$0.28	16.86	$295.28
$305.00	$310.00	Jul 17	$0.32	$4.68	$0.32	14.62	$305.32
$280.00	$282.50	Jul 10	$0.20	$2.30	$0.20	11.50	$280.20
$290.00	$295.00	Jul 17	$0.42	$4.58	$0.42	10.90	$290.42

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$235.00	$230.00	Jul 24	$0.23	$4.77	$0.23	20.74	$234.77
$247.50	$245.00	Jul 10	$0.12	$2.38	$0.12	19.83	$247.38
$227.50	$225.00	Jul 17	$0.12	$2.38	$0.12	19.83	$227.38
$235.00	$230.00	Jul 31	$0.32	$4.68	$0.32	14.62	$234.68
$222.50	$220.00	Jul 17	$0.17	$2.33	$0.17	13.71	$222.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 143 found (best R:R 32.33, avg 1.91)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$220.00	$230.00	Jul 24	$9.70	$9.70	$0.30	32.33	$229.70
$230.00	$240.00	Jul 17	$9.45	$9.45	$0.55	17.18	$239.45
$242.50	$245.00	Jul 17	$2.30	$2.30	$0.20	11.50	$244.80
$245.00	$247.50	Jul 17	$2.30	$2.30	$0.20	11.50	$247.30
$245.00	$250.00	Jul 10	$4.55	$4.55	$0.45	10.11	$249.55

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$280.00	$277.50	Jul 10	$2.15	$2.15	$0.35	6.14	$277.85
$290.00	$280.00	Jul 17	$8.35	$8.35	$1.65	5.06	$281.65
$277.50	$275.00	Jul 10	$2.00	$2.00	$0.50	4.00	$275.50
$310.00	$270.00	Aug 21	$29.70	$29.70	$10.30	2.88	$280.30
$275.00	$270.00	Jul 10	$3.65	$3.65	$1.35	2.70	$271.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 43 found (avg debit $1.52, cheapest $0.13)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$225.00	Jul 10	Jul 17	$0.25	94.6%	57.7%
$220.00	Jul 17	Jul 24	$0.30	60.7%	53.8%
$305.00	Jul 10	Jul 17	$0.35	74.0%	50.3%
$300.00	Jul 10	Jul 17	$0.37	69.6%	46.9%
$230.00	Jul 10	Jul 17	$0.65	75.5%	50.7%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$220.00	Jul 10	Jul 17	$0.13	100.8%	60.7%
$225.00	Jul 10	Jul 17	$0.18	94.6%	57.7%
$215.00	Jul 10	Jul 17	$0.23	111.2%	70.6%
$230.00	Jul 10	Jul 17	$0.25	75.5%	50.7%
$235.00	Jul 10	Jul 17	$0.25	81.4%	49.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 59 found (cheapest 3.59% of stock, avg 9.41%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$265.00	Jul 10	$5.40	$4.15	$9.55	$255.45	$274.55	3.59%
$267.50	Jul 10	$4.25	$5.35	$9.60	$257.90	$277.10	3.61%
$270.00	Jul 10	$3.23	$6.80	$10.03	$259.97	$280.03	3.77%
$262.50	Jul 10	$6.95	$3.13	$10.08	$252.42	$272.58	3.79%
$260.00	Jul 10	$9.00	$2.17	$11.17	$248.83	$271.17	4.20%
$257.50	Jul 10	$10.50	$1.67	$12.17	$245.33	$269.67	4.57%
$275.00	Jul 10	$1.73	$10.45	$12.18	$262.82	$287.18	4.58%
$277.50	Jul 10	$1.18	$12.45	$13.63	$263.87	$291.13	5.12%
$255.00	Jul 10	$12.60	$1.08	$13.68	$241.32	$268.68	5.14%
$265.00	Jul 17	$8.35	$7.05	$15.40	$249.60	$280.40	5.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.85% of stock, avg 4.13%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$277.50	$255.00	Jul 10	$1.18	$1.08	$2.26	$252.74	$279.76
$275.00	$255.00	Jul 10	$1.73	$1.08	$2.81	$252.19	$277.81
$277.50	$257.50	Jul 10	$1.18	$1.67	$2.85	$254.65	$280.35
$277.50	$260.00	Jul 10	$1.18	$2.17	$3.35	$256.65	$280.85
$272.50	$255.00	Jul 10	$2.33	$1.08	$3.41	$251.59	$275.91
$275.00	$257.50	Jul 10	$1.73	$1.67	$3.40	$254.10	$278.40
$290.00	$252.50	Jul 17	$1.27	$2.55	$3.82	$248.68	$293.82
$275.00	$260.00	Jul 10	$1.73	$2.17	$3.90	$256.10	$278.90
$272.50	$257.50	Jul 10	$2.33	$1.67	$4.00	$253.50	$276.50
$285.00	$252.50	Jul 17	$1.73	$2.55	$4.28	$248.22	$289.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 183 found (best R:R 32.33, avg credit $3.75)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
235/240	245/250	Jul 31	$4.85	$0.15	32.33	$235.15	$249.85
220/222	230/240	Jul 17	$9.62	$0.38	25.32	$212.88	$239.62
230/232	245/250	Jul 10	$4.80	$0.20	24.00	$227.70	$249.80
225/228	230/240	Jul 17	$9.57	$0.43	22.26	$217.93	$239.57
225/228	240/242	Jul 17	$2.37	$0.13	18.23	$225.13	$242.37
220/222	225/230	Jul 17	$4.72	$0.28	16.86	$217.78	$229.72
230/232	255/258	Jul 10	$2.35	$0.15	15.67	$230.15	$257.35
240/242	252/255	Jul 17	$2.35	$0.15	15.67	$240.15	$254.85
250/255	260/265	Jul 24	$4.70	$0.30	15.67	$250.30	$264.70
248/250	255/258	Jul 10	$2.33	$0.17	13.71	$247.67	$257.33

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	Aug 7	$0.05	$4.95	99.00
$260.00	$265.00	$270.00	Jul 31	$0.10	$4.90	49.00
$290.00	$295.00	$300.00	Jul 17	$0.14	$4.86	34.71
$270.00	$275.00	$280.00	Jul 31	$0.15	$4.85	32.33
$287.50	$290.00	$292.50	Jul 10	$0.08	$2.42	30.25

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$250.00	$252.50	$255.00	Jul 10	$0.05	$2.45	49.00
$235.00	$240.00	$245.00	Jul 31	$0.10	$4.90	49.00
$260.00	$262.50	$265.00	Jul 10	$0.06	$2.44	40.67
$225.00	$230.00	$235.00	Jul 24	$0.18	$4.82	26.78
$237.50	$240.00	$242.50	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 $-0.05, 104 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$290.00	$300.00	1:2	Jul 24	-$0.20	$9.80
$300.00	$310.00	1:2	Aug 21	-$2.19	$7.81
$290.00	$300.00	1:2	Aug 21	-$2.60	$7.40
$280.00	$290.00	1:2	Aug 21	-$4.10	$5.90
$300.00	$305.00	1:2	Jul 10	-$0.10	$4.90

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$245.00	$230.00	1:2	Aug 7	-$0.05	$14.95
$230.00	$220.00	1:2	Aug 21	-$0.82	$9.18
$240.00	$230.00	1:2	Aug 21	-$1.01	$8.99
$250.00	$240.00	1:2	Aug 21	-$2.20	$7.80
$260.00	$250.00	1:2	Aug 21	-$4.45	$5.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 4.96%, avg 1.41%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$270.00	Aug 21	$13.20	0.48	1.4%	4.96%	6.38%	80	305
$270.00	Aug 7	$10.30	0.47	1.4%	3.87%	5.29%	1	6
$270.00	Jul 31	$9.70	0.47	1.4%	3.64%	5.06%	15	44
$280.00	Aug 21	$9.40	0.38	5.2%	3.53%	8.71%	16	151
$275.00	Aug 7	$8.00	0.42	3.3%	3.01%	6.30%	2	1
$275.00	Jul 31	$7.80	0.40	3.3%	2.93%	6.23%	5	310
$270.00	Jul 24	$7.50	0.45	1.4%	2.82%	4.24%	1	114
$290.00	Aug 21	$6.60	0.30	8.9%	2.48%	11.41%	28	357
$280.00	Aug 7	$6.40	0.36	5.2%	2.40%	7.58%	2	6
$280.00	Jul 31	$6.10	0.34	5.2%	2.29%	7.47%	--	16

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 1,961

Total Puts 1,981

Put/Call Ratio 1.01

Net Difference -20

Prior's Put/Call Breakdown

Total Calls 2,054

Total Puts 2,413

Put/Call Ratio 1.17

Net Difference -359

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
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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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