thetaOwl

VLO

Valero Energy CorporationClose $267.76EOD only
Max Pain
$260.00
Next expiry Jul 10, 2026
Expected Move
±$6.10
2.3% from close
Price Gap
-7.76
Distance to max pain
IV Rank
7
Low premium
P/C OI
0.77
Slightly call-heavy
Consensus
No reports available
Published snapshot: Jul 2, 2026 close
End-of-day snapshot

This page reflects VLO options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Jul 2, 2026 close
VLO Options Chain
Data as of market close Jul 2, 2026

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row
Next expiry (DTE 8)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
205.0030.8962.0064.900.0022106.6%0.9700.0017-0.2130.0250.038
225.0034.9342.1044.500.002071.4%0.9650.0029-0.1700.0280.041
230.0016.5037.1039.600.0001065.2%0.9590.0036-0.1780.0330.042
232.5018.8034.6037.200.000162.5%0.9540.0042-0.1860.0360.042
235.0034.0032.6034.709.311363.6%0.9380.0052-0.2320.0450.042
237.5032.0329.7032.3021.732556.9%0.9420.0055-0.2010.0430.042
240.0029.4127.4029.800.00293554.8%0.9320.0065-0.2160.0490.042
242.5025.4325.3027.300.0017253.8%0.9160.0077-0.2460.0570.042
245.0024.8222.6024.900.0223362.6%0.8590.0096-0.3950.0830.039
247.5022.6020.1022.600.001259.8%0.8420.0109-0.4070.0900.039
250.0019.0218.1020.305.8265856.8%0.8220.0124-0.4160.0970.038
252.5015.7115.7018.100.001954.3%0.7960.0141-0.4300.1050.037
255.0015.0514.0016.002.8053552.3%0.7650.0159-0.4480.1140.036
257.5014.3012.0014.003.7012050.5%0.7280.0177-0.4650.1230.035
260.0010.559.4012.10-0.311524548.8%0.6850.0197-0.4790.1320.033
262.509.398.3010.200.8977646.4%0.6380.0218-0.4800.1390.031
265.008.207.008.000.404010441.5%0.5880.0253-0.4450.1440.029
267.506.805.706.50-0.702247040.3%0.5240.0267-0.4410.1480.026
270.005.354.605.30-0.257010340.0%0.4570.0267-0.4340.1470.023
275.003.302.853.40-0.50506139.8%0.3290.0245-0.3910.1340.016
277.504.371.352.852.1281641.1%0.2790.0221-0.3740.1250.014
280.002.031.552.10-0.477325339.9%0.2220.0201-0.3210.1100.011
285.001.200.801.600.10123643.8%0.1620.0151-0.2900.0910.008
290.000.750.451.00-0.30562044.4%0.1050.0110-0.2170.0670.005
295.000.450.250.95-0.27101350.3%0.0890.0087-0.2180.0600.004
300.000.450.050.950.3013256.5%0.0800.0071-0.2250.0550.004
305.000.500.050.900.00596053.5%0.0440.0047-0.1330.0340.002
310.001.600.050.800.001157.5%0.0370.0038-0.1230.0300.002
315.001.250.050.750.001161.7%0.0320.0032-0.1190.0270.002

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
180.000.260.000.650.00010131.5%-0.0110.0006-0.1040.011-0.001
185.000.240.000.700.00243125.0%-0.0130.0007-0.1100.012-0.001
190.000.720.000.700.00554117.1%-0.0140.0008-0.1090.013-0.001
195.000.420.000.700.0011109.4%-0.0150.0009-0.1080.014-0.001
200.000.250.000.700.00010101.8%-0.0160.0011-0.1070.015-0.001
210.000.150.000.700.002187.0%-0.0190.0014-0.1040.017-0.001
212.500.550.000.700.0001083.4%-0.0190.0015-0.1040.017-0.001
215.000.060.000.45-0.16202774.2%-0.0140.0013-0.0700.013-0.001
220.000.050.000.70-0.32112372.8%-0.0220.0020-0.1020.020-0.001
225.000.280.050.750.1628367.3%-0.0270.0025-0.1110.023-0.001
227.500.170.050.50-3.143159.6%-0.0210.0023-0.0800.019-0.001
230.000.250.050.450.0013055.3%-0.0210.0025-0.0730.019-0.001
235.000.450.050.900.2012055.1%-0.0390.0042-0.1220.031-0.002
237.500.390.050.900.04154251.5%-0.0420.0047-0.1200.033-0.002
240.000.340.050.40-0.11284346.1%-0.0390.0050-0.1030.032-0.002
242.501.140.051.050.0052354.0%-0.0850.0078-0.2190.058-0.004
245.000.570.151.05-0.10111049.8%-0.0910.0089-0.2130.061-0.005
247.500.600.351.25-0.0811748.2%-0.1100.0105-0.2370.070-0.006
250.000.860.401.45-0.44610646.0%-0.1310.0125-0.2550.079-0.007
252.501.080.701.35-0.322840.5%-0.1380.0147-0.2320.082-0.007
255.001.521.401.80-0.862110040.2%-0.1790.0175-0.2720.097-0.009
257.502.751.052.300.001514439.4%-0.2240.0205-0.3050.111-0.012
260.002.572.152.95-0.804815338.9%-0.2780.0233-0.3360.124-0.015
265.004.504.005.00-1.041831339.9%-0.4090.0262-0.3980.144-0.022
290.0031.9021.3023.900.001152.0%-0.8560.0118-0.2830.084-0.048
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.