VLO - Options Database

VLO

VALERO ENERGY CORP N

$276.11 -1.83%

(7/10 12:00) ◀

Friday, July 10, 2026 (1:00pm)

▶ (7/10 14:00)

◀ 7/10 13:00 ▶

Option Volume

Detail

ℹ

Current (07/10 1:00pm) 4,531

Calls: 2,194 (48%)

Puts: 2,337 (52%)

Prior (07/08) 8,117

Calls: 5,930 (73%)

Puts: 2,187 (27%)

Current vs Prior -44.18%

Calls: -63.00% (Calls)

Puts: +6.86% (Puts)

Prior 7-Day Total 44,587

Calls: 24,439 (55%)

Puts: 20,148 (45%)

Prior 7-Day Average 6,369

Calls: 3,491 (55%)

Puts: 2,878 (45%)

Current vs Prior 7-Day Avg -28.86%

Calls: -37.16%

Puts: -18.81%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/10 1:00pm) $3.46M

Calls: $1.91M (55%)

Puts: $1.55M (45%)

Prior (07/08) $7.85M

Calls: $6.29M (80%)

Puts: $1.56M (20%)

Current vs Prior -56.00%

Calls: -69.66%

Puts: -1.07%

Prior 7-Day Total $41.91M

Calls: $31.36M (75%)

Puts: $10.55M (25%)

Prior 7-Day Average $5.99M

Calls: $4.48M (75%)

Puts: $1.51M (25%)

Current vs Prior 7-Day Avg -42.28%

Calls: -57.41%

Puts: +2.69%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/10 1:00pm) 1.07

Prior (07/08) 0.37

Current vs Prior +188.82%

Prior 7-Day Average 0.91

Current vs Prior 7-Day Avg +16.79%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/10 1:00pm) 103,038

Calls: 57,045 (55%)

Puts: 45,993 (45%)

Prior (07/08) 96,244

Calls: 53,209 (55%)

Puts: 43,035 (45%)

Current vs Prior +7.06%

Prior 7-Day Total 654,395

Calls: 366,552 (56%)

Puts: 287,843 (44%)

Prior 7-Day Average 93,485

Calls: 52,364 (56%)

Puts: 41,120 (44%)

Current vs Prior 7-Day Avg +10.22%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 1.70% | 4.85%4.85% | 13.06%

Prior 3.48% | 5.83%5.83% | 14.33%

Current vs Prior -51.11% | -16.80%-16.80% | -8.92%

Prior 7-Day Avg 3.75% | 6.31%6.50% | 13.80%

Current vs 7-Day Avg -54.56% | -23.05%-25.31% | -5.38%

Prior 7-Day Eod 3.48% | 5.83%-- | --

Current vs 7-Day Eod -51.11% | -16.80%-- | --

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 59.82% | 11.94%

Calls: 63.64% | 11.94%

Puts: 56.00% | 11.94%

Prior 21.01% | 14.68%

Calls: 18.60% | 17.72%

Puts: 23.42% | 11.63%

Current vs Prior +184.72% | -18.66%

Prior 7-Day Avg 33.79% | 13.88%

Calls: 35.30% | 14.43%

Puts: 32.29% | 13.33%

Current vs 7-Day Avg +77.01% | -13.98%

Liquidity Expensive

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Light premium activity with dollar volume down 56% vs prior. Below-average activity with volume down 44% vs prior. Slightly bearish P/C ratio of 1.07. P/C ratio rising 189% - increased hedging/bearish positioning.

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 BULLISH

7-Day Avg NEUTRAL

Current NEUTRAL

Prior BULLISH

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
13:00	BULLISH	NEUTRAL	MIXED
12:00	BULLISH	BULLISH	BULLISH
11:00	BULLISH	BULLISH	BULLISH
10:00	BULLISH	NEUTRAL	MIXED

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📉 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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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 49 of results (avg 7.6%, best 3.4%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$280.00	Aug 21	13.70	14.20	$13.95	3.6%	32	0.48	222
$260.00	Aug 14	22.90	24.10	$23.50	5.1%	9	0.69	--
$270.00	Aug 7	15.70	16.60	$16.15	5.6%	--	0.59	10
$230.00	Jul 17	45.10	47.80	$46.45	5.8%	5	0.98	111
$275.00	Aug 7	13.20	14.00	$13.60	5.9%	5	0.53	3

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Aug 21	23.30	24.10	$23.70	3.4%	126	0.61	165
$280.00	Aug 21	17.30	18.00	$17.65	4.0%	11	0.52	141
$290.00	Aug 7	21.10	22.10	$21.60	4.6%	1	0.64	3
$270.00	Aug 21	12.20	12.90	$12.55	5.6%	1	0.42	575
$280.00	Jul 31	13.00	13.80	$13.40	6.0%	20	0.54	25

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.28, cheapest $0.28)

CALLS (0)

No calls meet the criteria

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 17	0.25	0.30	$0.28	17.9%	99	0.04	287

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 82 found (avg delta 0.79, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$230.00	Jul 10	44.30	47.10	$45.70	6.1%	--	1.00	10
$240.00	Jul 10	34.20	37.10	$35.65	8.1%	--	1.00	37
$265.00	Jul 10	9.40	12.10	$10.75	25.1%	8	0.99	115
$230.00	Jul 17	45.10	47.80	$46.45	5.8%	5	0.98	111
$242.50	Jul 10	31.80	34.50	$33.15	8.1%	--	0.98	72

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$292.50	Jul 10	15.40	18.10	$16.75	16.1%	1	0.95	--
$285.00	Jul 10	7.90	10.00	$8.95	23.5%	66	0.94	4
$282.50	Jul 10	5.50	8.30	$6.90	40.6%	186	0.92	25
$280.00	Jul 10	3.40	6.00	$4.70	55.3%	20	0.84	185
$290.00	Jul 17	14.20	17.20	$15.70	19.1%	5	0.80	11

Most actively traded options today. High liquidity = easy entry/exit. 156 active (total vol 3.9K, top 316)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$280.00	Jul 10	0.10	0.65	$0.38	144.7%	265	0.18	332
$290.00	Jul 17	1.50	1.90	$1.70	23.5%	236	0.20	593
$305.00	Aug 14	3.70	6.00	$4.85	47.4%	202	0.24	1
$290.00	Aug 21	9.60	10.30	$9.95	7.0%	164	0.39	411
$270.00	Jul 10	4.50	7.00	$5.75	43.5%	57	0.93	144

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$275.00	Jul 10	0.30	1.45	$0.88	130.7%	316	0.36	231
$282.50	Jul 10	5.50	8.30	$6.90	40.6%	186	0.92	25
$290.00	Jul 31	18.80	21.90	$20.35	15.2%	166	0.66	13
$267.50	Jul 17	2.30	2.80	$2.55	19.6%	159	0.27	396
$275.00	Jul 17	5.20	5.60	$5.40	7.4%	142	0.46	242

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 54 strikes (avg 349.3%, max 914.7%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$325.00	Jul 10	Jul 31	411.8%	50.1%	722.5%	2	62
$230.00	Jul 10	Jul 31	365.9%	45.3%	706.8%	--	53
$245.00	Jul 10	Jul 31	327.5%	43.2%	657.6%	--	59
$242.50	Jul 10	Jul 17	351.0%	48.1%	629.7%	--	149
$240.00	Jul 10	Aug 21	288.8%	42.3%	582.4%	--	75

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$225.00	Jul 10	Aug 7	517.6%	51.0%	914.7%	--	97
$235.00	Jul 10	Aug 14	421.7%	46.8%	801.4%	10	20
$230.00	Jul 10	Aug 21	365.9%	42.5%	760.0%	23	168
$247.50	Jul 10	Jul 24	304.1%	38.7%	685.0%	2	35
$245.00	Jul 10	Aug 14	327.5%	43.2%	658.7%	1	120

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 118 found (best R:R 44.45, avg 5.77)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$305.00	$310.00	Jul 31	$0.13	$4.87	$0.13	37.46	$305.13
$300.00	$305.00	Jul 17	$0.14	$4.86	$0.14	34.71	$300.14
$305.00	$310.00	Jul 17	$0.18	$4.82	$0.18	26.78	$305.18
$305.00	$315.00	Jul 24	$0.57	$9.43	$0.57	16.54	$305.57
$280.00	$282.50	Jul 10	$0.15	$2.35	$0.15	15.67	$280.15

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$230.00	$225.00	Aug 7	$0.11	$4.89	$0.11	44.45	$229.89
$235.00	$230.00	Jul 10	$0.15	$4.85	$0.15	32.33	$234.85
$245.00	$242.50	Jul 17	$0.10	$2.40	$0.10	24.00	$244.90
$250.00	$245.00	Jul 31	$0.27	$4.73	$0.27	17.52	$249.73
$242.50	$240.00	Jul 10	$0.15	$2.35	$0.15	15.67	$242.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 152 found (best R:R 24.00, avg 2.05)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$250.00	$252.50	Jul 10	$2.40	$2.40	$0.10	24.00	$252.40
$250.00	$252.50	Jul 24	$2.40	$2.40	$0.10	24.00	$252.40
$240.00	$250.00	Jul 24	$9.55	$9.55	$0.45	21.22	$249.55
$230.00	$240.00	Jul 24	$9.50	$9.50	$0.50	19.00	$239.50
$252.50	$255.00	Jul 17	$2.35	$2.35	$0.15	15.67	$254.85

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$290.00	$287.50	Jul 17	$2.25	$2.25	$0.25	9.00	$287.75
$280.00	$277.50	Jul 10	$2.20	$2.20	$0.30	7.33	$277.80
$282.50	$280.00	Jul 10	$2.20	$2.20	$0.30	7.33	$280.30
$285.00	$282.50	Jul 10	$2.05	$2.05	$0.45	4.56	$282.95
$287.50	$285.00	Jul 17	$1.95	$1.95	$0.55	3.55	$285.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 53 found (avg debit $1.88, cheapest $0.10)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$305.00	Jul 10	Jul 17	$0.25	272.8%	44.5%
$300.00	Jul 10	Jul 17	$0.39	234.9%	41.4%
$315.00	Jul 17	Jul 24	$0.63	53.5%	47.4%
$240.00	Jul 10	Jul 17	$0.65	288.8%	58.7%
$245.00	Jul 10	Jul 17	$0.70	327.5%	48.6%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$245.00	Jul 10	Jul 17	$0.10	327.5%	48.6%
$225.00	Jul 10	Jul 17	$0.12	517.6%	77.3%
$230.00	Jul 10	Jul 17	$0.12	365.9%	62.9%
$235.00	Jul 10	Jul 17	$0.15	421.7%	64.2%
$252.50	Jul 10	Jul 17	$0.22	257.3%	41.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 72 found (cheapest 1.12% of stock, avg 8.49%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$275.00	Jul 10	$2.20	$0.88	$3.08	$271.92	$278.08	1.12%
$277.50	Jul 10	$0.73	$2.50	$3.23	$274.27	$280.73	1.17%
$272.50	Jul 10	$3.78	$0.38	$4.16	$268.34	$276.66	1.51%
$280.00	Jul 10	$0.38	$4.70	$5.08	$274.92	$285.08	1.84%
$270.00	Jul 10	$5.75	$0.13	$5.88	$264.12	$275.88	2.13%
$282.50	Jul 10	$0.23	$6.90	$7.13	$275.37	$289.63	2.58%
$267.50	Jul 10	$8.25	$0.20	$8.45	$259.05	$275.95	3.06%
$285.00	Jul 10	$0.20	$8.95	$9.15	$275.85	$294.15	3.31%
$265.00	Jul 10	$10.75	$0.03	$10.78	$254.22	$275.78	3.90%
$275.00	Jul 17	$6.70	$5.40	$12.10	$262.90	$287.10	4.38%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 162 found (cheapest 0.12% of stock, avg 3.31%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$285.00	$270.00	Jul 10	$0.20	$0.13	$0.33	$269.67	$285.33
$287.50	$270.00	Jul 10	$0.20	$0.13	$0.33	$269.67	$287.83
$282.50	$270.00	Jul 10	$0.23	$0.13	$0.36	$269.64	$282.86
$285.00	$267.50	Jul 10	$0.20	$0.20	$0.40	$267.10	$285.40
$285.00	$262.50	Jul 10	$0.20	$0.20	$0.40	$262.10	$285.40
$287.50	$267.50	Jul 10	$0.20	$0.20	$0.40	$267.10	$287.90
$287.50	$262.50	Jul 10	$0.20	$0.20	$0.40	$262.10	$287.90
$282.50	$267.50	Jul 10	$0.23	$0.20	$0.43	$267.07	$282.93
$282.50	$262.50	Jul 10	$0.23	$0.20	$0.43	$262.07	$282.93
$280.00	$270.00	Jul 10	$0.38	$0.13	$0.51	$269.49	$280.51

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 169 found (best R:R 49.00, avg credit $4.19)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
260/265	270/275	Jul 31	$4.90	$0.10	49.00	$260.10	$274.90
230/232	240/242	Jul 17	$2.38	$0.12	19.83	$230.12	$242.38
250/255	260/265	Aug 14	$4.75	$0.25	19.00	$250.25	$264.75
255/258	260/262	Jul 17	$2.36	$0.14	16.86	$255.14	$262.36
248/250	255/258	Jul 17	$2.35	$0.15	15.67	$247.65	$257.35
230/232	245/248	Jul 17	$2.33	$0.17	13.71	$230.17	$247.33
260/265	275/280	Jul 31	$4.65	$0.35	13.29	$260.35	$279.65
230/232	260/262	Jul 17	$2.28	$0.22	10.36	$230.22	$262.28
255/260	265/270	Aug 7	$4.55	$0.45	10.11	$255.45	$269.55
252/255	260/262	Jul 17	$2.27	$0.23	9.87	$252.73	$262.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 111 found (best R:R 61.50, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$260.00	$262.50	$265.00	Jul 17	$0.05	$2.45	49.00
$240.00	$245.00	$250.00	Jul 31	$0.10	$4.90	49.00
$295.00	$297.50	$300.00	Jul 24	$0.07	$2.43	34.71
$270.00	$275.00	$280.00	Aug 7	$0.15	$4.85	32.33
$285.00	$290.00	$295.00	Aug 7	$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	$0.08	$4.92	61.50
$252.50	$255.00	$257.50	Jul 17	$0.09	$2.41	26.78
$265.00	$267.50	$270.00	Jul 17	$0.10	$2.40	24.00
$275.00	$277.50	$280.00	Jul 17	$0.10	$2.40	24.00
$280.00	$282.50	$285.00	Jul 17	$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. 129 found (best net $-0.18, 115 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$305.00	$325.00	1:2	Jul 10	-$0.18	$19.82
$310.00	$325.00	1:2	Jul 31	-$0.21	$14.79
$320.00	$330.00	1:2	Jul 17	-$0.17	$9.83
$305.00	$315.00	1:2	Jul 24	-$0.41	$9.59
$320.00	$330.00	1:2	Aug 21	-$1.90	$8.10

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$245.00	$230.00	1:2	Aug 7	-$0.16	$14.84
$310.00	$290.00	1:2	Aug 21	-$8.40	$11.60
$240.00	$230.00	1:2	Aug 21	-$0.38	$9.62
$250.00	$240.00	1:2	Aug 21	-$1.26	$8.74
$245.00	$235.00	1:2	Aug 14	-$1.51	$8.49

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 51 found (best yield 4.96%, avg 1.34%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$280.00	Aug 21	$13.70	0.48	1.4%	4.96%	6.37%	32	222
$280.00	Aug 7	$10.80	0.47	1.4%	3.91%	5.32%	7	17
$290.00	Aug 21	$9.60	0.39	5.0%	3.48%	8.51%	164	411
$280.00	Jul 31	$9.30	0.46	1.4%	3.37%	4.78%	30	26
$285.00	Aug 7	$8.80	0.41	3.2%	3.19%	6.41%	23	430
$277.50	Jul 24	$7.80	0.49	0.5%	2.82%	3.33%	18	65
$285.00	Jul 31	$7.30	0.40	3.2%	2.64%	5.86%	5	23
$290.00	Aug 7	$7.10	0.35	5.0%	2.57%	7.60%	2	6
$280.00	Jul 24	$6.70	0.45	1.4%	2.43%	3.84%	11	15
$300.00	Aug 21	$6.60	0.30	8.7%	2.39%	11.04%	41	643

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 2,194

Total Puts 2,337

Put/Call Ratio 1.07

Net Difference -143

Prior's Put/Call Breakdown

Total Calls 5,930

Total Puts 2,187

Put/Call Ratio 0.37

Net Difference 3,743

Prior 7-Day Put/Call Summary

Total Calls 24,439

Total Puts 20,148

Average Put/Call Ratio 0.91

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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