VLO
Valero Energy CorporationClose $350.05EOD onlyThis page reflects VLO options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Compare calls and puts side by side with OI, volume, IV, and positioning context.
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
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 160.00 | 152.60 | 188.50 | 191.70 | 0.00 | 20 | 0 | 267.2% | 1.000 | 0.0000 | -0.039 | 0.000 | 0.013 |
| 165.00 | 181.96 | 183.50 | 186.70 | 0.00 | 2 | 1 | 257.0% | 1.000 | 0.0000 | -0.040 | 0.000 | 0.014 |
| 185.00 | 126.37 | 163.50 | 167.10 | 0.00 | 1,485 | 0 | 264.1% | 0.997 | 0.0001 | -0.137 | 0.003 | 0.015 |
| 190.00 | 70.60 | 158.60 | 161.80 | 0.00 | 0 | 0 | 238.3% | 0.998 | 0.0001 | -0.089 | 0.002 | 0.016 |
| 200.00 | 134.36 | 148.60 | 151.70 | 0.00 | 2 | 2 | 209.8% | 0.999 | 0.0001 | -0.067 | 0.001 | 0.016 |
| 210.00 | 105.39 | 138.60 | 141.70 | 0.00 | 0 | 0 | 193.0% | 0.999 | 0.0001 | -0.069 | 0.001 | 0.017 |
| 220.00 | 92.20 | 128.60 | 131.70 | 0.00 | 40 | 0 | 177.0% | 0.999 | 0.0001 | -0.070 | 0.002 | 0.018 |
| 230.00 | 82.10 | 118.60 | 122.00 | 0.00 | 31 | 0 | 181.1% | 0.996 | 0.0002 | -0.143 | 0.004 | 0.019 |
| 235.00 | 67.70 | 114.00 | 116.80 | 0.00 | 0 | 1 | 181.3% | 0.994 | 0.0003 | -0.192 | 0.005 | 0.019 |
| 240.00 | 75.91 | 109.20 | 112.00 | 0.00 | 1 | 3 | 185.4% | 0.990 | 0.0004 | -0.286 | 0.008 | 0.019 |
| 250.00 | 53.41 | 99.10 | 101.70 | 0.00 | 76 | 79 | 156.3% | 0.993 | 0.0004 | -0.193 | 0.006 | 0.020 |
| 255.00 | 88.15 | 94.10 | 96.70 | 0.00 | 1 | 3 | 148.1% | 0.992 | 0.0004 | -0.193 | 0.007 | 0.021 |
| 260.00 | 88.03 | 89.10 | 91.60 | -0.27 | 2 | 143 | 136.9% | 0.993 | 0.0004 | -0.170 | 0.006 | 0.021 |
| 265.00 | 56.00 | 84.10 | 86.70 | 0.00 | 0 | 1 | 132.4% | 0.991 | 0.0006 | -0.195 | 0.007 | 0.022 |
| 270.00 | 77.86 | 79.00 | 81.70 | -1.09 | 4 | 263 | 121.7% | 0.992 | 0.0006 | -0.171 | 0.007 | 0.022 |
| 275.00 | 75.17 | 74.10 | 77.00 | 0.00 | 2 | 11 | 124.2% | 0.986 | 0.0009 | -0.264 | 0.011 | 0.022 |
| 280.00 | 69.72 | 69.20 | 71.70 | 0.47 | 6 | 128 | 111.9% | 0.988 | 0.0009 | -0.218 | 0.010 | 0.023 |
| 282.50 | 65.45 | 66.20 | 69.30 | 0.00 | 1 | 6 | 97.0% | 0.994 | 0.0006 | -0.126 | 0.006 | 0.023 |
| 285.00 | 54.55 | 64.10 | 67.00 | 0.00 | 1 | 9 | 108.5% | 0.984 | 0.0012 | -0.264 | 0.013 | 0.023 |
| 287.50 | 27.50 | 61.10 | 64.20 | 0.00 | 4 | 4 | 81.8% | 0.996 | 0.0004 | -0.079 | 0.003 | 0.024 |
| 290.00 | 56.80 | 59.20 | 61.70 | -1.14 | 3 | 436 | 96.9% | 0.986 | 0.0012 | -0.219 | 0.011 | 0.023 |
| 292.50 | 23.42 | 56.20 | 59.10 | 0.00 | 1 | 3 | 75.4% | 0.996 | 0.0005 | -0.080 | 0.004 | 0.024 |
| 295.00 | 52.95 | 54.10 | 56.70 | 0.32 | 1 | 32 | 87.4% | 0.986 | 0.0013 | -0.196 | 0.011 | 0.024 |
| 297.50 | 42.93 | 51.10 | 54.30 | 0.00 | 2 | 4 | 73.1% | 0.994 | 0.0008 | -0.104 | 0.006 | 0.024 |
| 300.00 | 49.50 | 49.10 | 51.80 | 1.50 | 15 | 653 | 82.0% | 0.983 | 0.0016 | -0.219 | 0.013 | 0.024 |
| 302.50 | 44.38 | 46.30 | 49.20 | 0.00 | 3 | 11 | 69.6% | 0.991 | 0.0011 | -0.128 | 0.008 | 0.025 |
| 305.00 | 43.70 | 44.30 | 46.70 | 3.45 | 2 | 221 | 76.3% | 0.979 | 0.0021 | -0.240 | 0.016 | 0.024 |
| 307.50 | 40.00 | 41.80 | 44.20 | 0.00 | 5 | 45 | 72.6% | 0.978 | 0.0023 | -0.240 | 0.017 | 0.025 |
| 310.00 | 39.40 | 39.30 | 41.80 | 1.15 | 8 | 659 | 70.3% | 0.974 | 0.0027 | -0.260 | 0.019 | 0.025 |
| 312.50 | 28.45 | 36.40 | 39.30 | 0.00 | 19 | 37 | 60.3% | 0.983 | 0.0023 | -0.174 | 0.014 | 0.025 |
| 315.00 | 34.00 | 34.40 | 36.90 | 1.00 | 7 | 82 | 65.2% | 0.966 | 0.0037 | -0.299 | 0.024 | 0.025 |
| 317.50 | 26.45 | 31.90 | 34.30 | 0.00 | 1 | 313 | 60.2% | 0.966 | 0.0040 | -0.278 | 0.024 | 0.025 |
| 320.00 | 28.30 | 29.40 | 31.90 | -0.10 | 6 | 2,256 | 57.4% | 0.961 | 0.0047 | -0.295 | 0.027 | 0.025 |
| 322.50 | 28.32 | 26.90 | 29.50 | 0.00 | 5 | 296 | 54.5% | 0.954 | 0.0055 | -0.312 | 0.030 | 0.025 |
| 325.00 | 23.18 | 24.60 | 27.00 | -1.59 | 3 | 456 | 52.4% | 0.945 | 0.0067 | -0.346 | 0.036 | 0.025 |
| 327.50 | 22.14 | 22.30 | 24.60 | 0.00 | 19 | 113 | 50.7% | 0.931 | 0.0083 | -0.393 | 0.042 | 0.025 |
| 330.00 | 19.43 | 19.90 | 22.30 | 0.55 | 19 | 431 | 62.7% | 0.858 | 0.0113 | -0.778 | 0.071 | 0.023 |
| 332.50 | 18.80 | 17.70 | 20.00 | 1.86 | 62 | 17 | 59.6% | 0.838 | 0.0130 | -0.806 | 0.078 | 0.023 |
| 335.00 | 14.82 | 15.30 | 17.70 | -0.13 | 53 | 129 | 56.1% | 0.815 | 0.0150 | -0.825 | 0.085 | 0.022 |
| 337.50 | 12.75 | 13.30 | 15.60 | -0.98 | 4 | 19 | 54.1% | 0.781 | 0.0172 | -0.875 | 0.094 | 0.021 |
| 340.00 | 10.85 | 11.30 | 13.60 | 0.05 | 26 | 138 | 52.3% | 0.741 | 0.0195 | -0.925 | 0.103 | 0.020 |
| 342.50 | 9.90 | 9.50 | 11.70 | -0.53 | 5 | 83 | 50.6% | 0.694 | 0.0219 | -0.966 | 0.111 | 0.019 |
| 345.00 | 8.30 | 7.70 | 9.70 | 0.30 | 70 | 456 | 47.4% | 0.643 | 0.0248 | -0.961 | 0.118 | 0.018 |
| 347.50 | 6.85 | 6.30 | 8.00 | 0.05 | 53 | 61 | 45.6% | 0.582 | 0.0270 | -0.966 | 0.124 | 0.016 |
| 350.00 | 5.90 | 5.40 | 6.80 | 0.47 | 150 | 567 | 46.4% | 0.513 | 0.0271 | -0.998 | 0.127 | 0.014 |
| 352.50 | 5.20 | 4.40 | 5.40 | 0.45 | 39 | 65 | 44.7% | 0.443 | 0.0279 | -0.951 | 0.125 | 0.012 |
| 355.00 | 3.45 | 3.00 | 4.60 | -0.15 | 43 | 353 | 46.1% | 0.380 | 0.0260 | -0.944 | 0.121 | 0.011 |
| 360.00 | 1.90 | 1.90 | 2.80 | -0.20 | 32 | 517 | 44.7% | 0.254 | 0.0226 | -0.766 | 0.102 | 0.007 |
| 365.00 | 1.40 | 1.05 | 1.65 | 0.00 | 37 | 142 | 44.2% | 0.155 | 0.0170 | -0.564 | 0.076 | 0.004 |
| 370.00 | 0.50 | 0.30 | 1.10 | -0.32 | 29 | 262 | 46.3% | 0.099 | 0.0118 | -0.430 | 0.055 | 0.003 |
| 375.00 | 0.30 | 0.10 | 0.55 | -0.25 | 5 | 10 | 45.1% | 0.049 | 0.0071 | -0.243 | 0.032 | 0.001 |
| 380.00 | 0.22 | 0.05 | 0.30 | -0.15 | 12 | 169 | 45.5% | 0.025 | 0.0040 | -0.142 | 0.019 | 0.001 |
| 385.00 | 0.15 | 0.05 | 0.55 | -0.20 | 2 | 4 | 51.3% | 0.022 | 0.0032 | -0.143 | 0.017 | 0.001 |
| 390.00 | 0.09 | 0.05 | 0.50 | -0.06 | 2 | 6 | 56.0% | 0.018 | 0.0025 | -0.131 | 0.014 | 0.001 |
| 395.00 | 0.05 | 0.00 | 0.45 | -0.06 | 2 | 59 | 59.3% | 0.013 | 0.0018 | -0.108 | 0.011 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 150.00 | 0.05 | 0.00 | 0.05 | 0.00 | 3 | 4 | 270.3% | -0.000 | 0.0000 | -0.009 | 0.000 | -0.000 |
| 155.00 | 0.05 | 0.00 | 0.75 | 0.00 | 9 | 132 | 348.8% | -0.003 | 0.0001 | -0.175 | 0.003 | -0.000 |
| 160.00 | 0.70 | 0.00 | 0.65 | 0.00 | 0 | 1 | 329.9% | -0.003 | 0.0001 | -0.151 | 0.003 | -0.000 |
| 165.00 | 0.04 | 0.00 | 0.05 | -0.01 | 2 | 204 | 240.6% | -0.000 | 0.0000 | -0.009 | 0.000 | -0.000 |
| 170.00 | 0.09 | 0.00 | 1.10 | -0.66 | 1 | 1 | 329.7% | -0.005 | 0.0001 | -0.258 | 0.005 | -0.000 |
| 175.00 | 0.13 | 0.00 | 2.15 | -0.72 | 1 | 1 | 353.8% | -0.010 | 0.0002 | -0.502 | 0.009 | -0.000 |
| 180.00 | 0.05 | 0.00 | 0.05 | 0.00 | 97 | 101 | 215.6% | -0.000 | 0.0000 | -0.010 | 0.000 | -0.000 |
| 185.00 | 0.04 | 0.00 | 0.05 | -0.01 | 2 | 18 | 206.3% | -0.000 | 0.0000 | -0.009 | 0.000 | -0.000 |
| 190.00 | 0.11 | 0.00 | 0.35 | -0.19 | 2 | 17 | 243.0% | -0.002 | 0.0001 | -0.080 | 0.002 | -0.000 |
| 195.00 | 0.08 | 0.00 | 0.10 | 0.00 | 5 | 56 | 203.1% | -0.001 | 0.0000 | -0.020 | 0.001 | -0.000 |
| 200.00 | 0.08 | 0.00 | 0.05 | 0.00 | 1 | 18 | 182.8% | -0.000 | 0.0000 | -0.010 | 0.000 | -0.000 |
| 210.00 | 0.04 | 0.00 | 0.05 | 0.00 | 2 | 412 | 168.0% | -0.000 | 0.0000 | -0.010 | 0.000 | -0.000 |
| 220.00 | 0.20 | 0.00 | 2.15 | 0.00 | 2 | 167 | 249.0% | -0.015 | 0.0005 | -0.496 | 0.012 | -0.000 |
| 230.00 | 0.05 | 0.00 | 0.20 | 0.00 | 1 | 95 | 161.3% | -0.002 | 0.0001 | -0.044 | 0.002 | -0.000 |
| 235.00 | 0.19 | 0.00 | 0.35 | 0.00 | 10 | 13 | 164.8% | -0.003 | 0.0002 | -0.081 | 0.003 | -0.000 |
| 240.00 | 0.05 | 0.00 | 0.40 | -0.01 | 1 | 1,084 | 159.8% | -0.004 | 0.0002 | -0.093 | 0.003 | -0.000 |
| 245.00 | 0.05 | 0.00 | 0.40 | 0.00 | 3 | 27 | 152.0% | -0.004 | 0.0002 | -0.093 | 0.004 | -0.000 |
| 250.00 | 0.05 | 0.00 | 0.10 | 0.00 | 30 | 516 | 122.3% | -0.001 | 0.0001 | -0.021 | 0.001 | -0.000 |
| 255.00 | 0.17 | 0.00 | 0.40 | 0.00 | 14 | 49 | 136.7% | -0.004 | 0.0003 | -0.093 | 0.004 | -0.000 |
| 260.00 | 0.04 | 0.00 | 0.05 | 0.00 | 2 | 479 | 101.6% | -0.001 | 0.0001 | -0.010 | 0.001 | -0.000 |
| 265.00 | 0.04 | 0.00 | 0.40 | -0.01 | 1 | 38 | 121.9% | -0.005 | 0.0004 | -0.093 | 0.005 | -0.000 |
| 270.00 | 0.05 | 0.00 | 0.10 | -0.05 | 1 | 1,073 | 96.5% | -0.001 | 0.0001 | -0.021 | 0.001 | -0.000 |
| 272.50 | 0.50 | - | 0.40 | 0.00 | 0 | 1 | 123.5% | -0.011 | 0.0007 | -0.187 | 0.009 | -0.000 |
| 275.00 | 0.05 | 0.00 | 0.40 | 0.00 | 1 | 267 | 107.6% | -0.006 | 0.0005 | -0.093 | 0.005 | -0.000 |
| 277.50 | 0.09 | - | 0.40 | 0.00 | 1 | 1 | 115.8% | -0.012 | 0.0008 | -0.186 | 0.010 | -0.000 |
| 280.00 | 0.03 | 0.00 | 0.40 | -0.06 | 5 | 830 | 100.5% | -0.006 | 0.0005 | -0.093 | 0.006 | -0.000 |
| 282.50 | 0.28 | 0.00 | 0.40 | 0.00 | 1 | 11 | 97.1% | -0.006 | 0.0006 | -0.093 | 0.006 | -0.000 |
| 285.00 | 0.05 | 0.00 | 0.05 | 0.00 | 9 | 388 | 72.7% | -0.001 | 0.0001 | -0.010 | 0.001 | -0.000 |
| 287.50 | 0.27 | 0.00 | 0.40 | 0.00 | 1 | 17 | 90.0% | -0.007 | 0.0007 | -0.093 | 0.006 | -0.000 |
| 290.00 | 0.05 | 0.00 | 0.25 | 0.00 | 3 | 478 | 81.1% | -0.005 | 0.0005 | -0.058 | 0.004 | -0.000 |
| 292.50 | 0.22 | 0.00 | 0.40 | 0.00 | 3 | 18 | 83.2% | -0.008 | 0.0008 | -0.093 | 0.007 | -0.000 |
| 295.00 | 0.10 | 0.00 | 0.40 | 0.00 | 1 | 131 | 79.8% | -0.008 | 0.0009 | -0.093 | 0.007 | -0.000 |
| 297.50 | 0.15 | 0.00 | 0.20 | -0.03 | 1 | 55 | 69.1% | -0.004 | 0.0006 | -0.046 | 0.004 | -0.000 |
| 300.00 | 0.10 | 0.00 | 0.30 | 0.00 | 2 | 179 | 69.9% | -0.007 | 0.0008 | -0.069 | 0.006 | -0.000 |
| 302.50 | 0.15 | 0.00 | 0.40 | 0.00 | 1 | 21 | 69.6% | -0.009 | 0.0011 | -0.092 | 0.008 | -0.000 |
| 305.00 | 0.15 | 0.05 | 0.20 | -0.18 | 49 | 105 | 61.7% | -0.006 | 0.0009 | -0.057 | 0.006 | -0.000 |
| 307.50 | 0.10 | 0.00 | 0.10 | 0.00 | 360 | 401 | 51.8% | -0.003 | 0.0005 | -0.022 | 0.003 | -0.000 |
| 310.00 | 0.07 | 0.05 | 0.15 | -0.06 | 19 | 277 | 53.6% | -0.006 | 0.0010 | -0.046 | 0.005 | -0.000 |
| 312.50 | 0.15 | 0.00 | 0.15 | 0.00 | 18 | 74 | 53.7% | -0.009 | 0.0014 | -0.069 | 0.008 | -0.000 |
| 315.00 | 0.12 | 0.10 | 0.20 | -0.07 | 3 | 271 | 50.5% | -0.010 | 0.0016 | -0.069 | 0.008 | -0.000 |
| 317.50 | 0.20 | 0.05 | 0.40 | -0.09 | 6 | 32 | 50.6% | -0.015 | 0.0024 | -0.103 | 0.012 | -0.000 |
| 320.00 | 0.25 | 0.20 | 0.30 | -0.03 | 16 | 197 | 49.7% | -0.022 | 0.0033 | -0.135 | 0.016 | -0.001 |
| 322.50 | 0.60 | 0.10 | 0.45 | 0.14 | 3 | 260 | 50.2% | -0.033 | 0.0047 | -0.196 | 0.024 | -0.001 |
| 325.00 | 0.40 | 0.05 | 0.65 | -0.25 | 30 | 247 | 50.5% | -0.049 | 0.0064 | -0.271 | 0.032 | -0.001 |
| 327.50 | 0.60 | 0.25 | 0.85 | -0.22 | 44 | 43 | 49.9% | -0.067 | 0.0082 | -0.338 | 0.041 | -0.002 |
| 330.00 | 0.68 | 0.50 | 1.05 | -0.39 | 125 | 322 | 48.6% | -0.085 | 0.0101 | -0.397 | 0.050 | -0.003 |
| 332.50 | 0.98 | 0.60 | 1.05 | -0.61 | 412 | 18 | 44.1% | -0.094 | 0.0120 | -0.388 | 0.053 | -0.003 |
| 335.00 | 1.37 | 0.85 | 1.35 | -0.63 | 522 | 95 | 43.1% | -0.124 | 0.0150 | -0.462 | 0.065 | -0.004 |
| 337.50 | 1.70 | 1.35 | 1.85 | -0.82 | 9 | 195 | 43.3% | -0.169 | 0.0183 | -0.569 | 0.080 | -0.005 |
| 340.00 | 2.07 | 1.60 | 2.55 | -1.40 | 38 | 101 | 44.1% | -0.224 | 0.0214 | -0.688 | 0.095 | -0.007 |
| 342.50 | 3.20 | 1.95 | 3.40 | -1.10 | 85 | 84 | 44.9% | -0.286 | 0.0239 | -0.795 | 0.108 | -0.008 |
| 345.00 | 4.10 | 2.80 | 4.00 | -0.97 | 73 | 126 | 42.7% | -0.343 | 0.0271 | -0.816 | 0.117 | -0.010 |
| 347.50 | 4.41 | 3.80 | 5.00 | -2.39 | 19 | 34 | 42.5% | -0.414 | 0.0289 | -0.858 | 0.124 | -0.012 |
| 350.00 | 6.30 | 4.70 | 6.50 | -1.59 | 91 | 95 | 44.6% | -0.487 | 0.0281 | -0.921 | 0.127 | -0.014 |
| 355.00 | 10.66 | 7.40 | 9.50 | 0.00 | 6 | 11 | 45.8% | -0.621 | 0.0262 | -0.894 | 0.121 | -0.019 |
| 360.00 | 14.51 | 10.70 | 13.10 | 1.01 | 12 | 43 | 47.4% | -0.733 | 0.0218 | -0.794 | 0.104 | -0.022 |
| 365.00 | 17.00 | 15.00 | 17.50 | 0.00 | 2 | 3 | 52.7% | -0.801 | 0.0167 | -0.744 | 0.089 | -0.024 |
| 375.00 | 74.00 | 23.70 | 26.70 | 0.00 | 0 | 0 | 62.1% | -0.883 | 0.0100 | -0.607 | 0.062 | -0.028 |
| 380.00 | 79.30 | 28.70 | 31.50 | 0.00 | 0 | 0 | 67.3% | -0.905 | 0.0079 | -0.563 | 0.054 | -0.029 |
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.
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
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.