VLO
Valero Energy CorporationClose $253.77EOD 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 130.00 | 123.50 | 123.20 | 125.90 | 1.80 | 11 | 2 | 395.7% | 0.992 | 0.0003 | -0.401 | 0.004 | 0.007 |
| 150.00 | 103.70 | 102.90 | 105.90 | 2.04 | 90 | 10 | 308.4% | 0.992 | 0.0004 | -0.328 | 0.004 | 0.008 |
| 165.00 | 88.70 | 88.10 | 90.90 | 18.30 | 10 | 1 | 266.2% | 0.989 | 0.0006 | -0.386 | 0.006 | 0.009 |
| 185.00 | 68.80 | 68.10 | 70.90 | 11.80 | 60 | 7 | 204.9% | 0.985 | 0.0010 | -0.393 | 0.007 | 0.010 |
| 200.00 | 53.50 | 52.90 | 55.90 | 18.50 | 30 | 4 | 157.2% | 0.982 | 0.0015 | -0.344 | 0.008 | 0.011 |
| 205.00 | 48.60 | 48.10 | 50.90 | -4.80 | 37 | 5 | 148.1% | 0.977 | 0.0019 | -0.397 | 0.010 | 0.011 |
| 210.00 | 43.70 | 43.10 | 45.90 | -8.15 | 40 | 6 | 134.5% | 0.975 | 0.0023 | -0.397 | 0.011 | 0.011 |
| 212.50 | 41.00 | 40.60 | 43.40 | 11.86 | 10 | 2 | 127.7% | 0.973 | 0.0026 | -0.398 | 0.012 | 0.011 |
| 215.00 | 38.50 | 37.90 | 40.90 | 5.10 | 10 | 2 | 117.1% | 0.975 | 0.0027 | -0.347 | 0.011 | 0.011 |
| 220.00 | 33.70 | 33.20 | 35.90 | 8.56 | 155 | 20 | 109.2% | 0.965 | 0.0038 | -0.422 | 0.015 | 0.012 |
| 225.00 | 28.60 | 27.90 | 30.90 | 5.00 | 35 | 5 | 90.8% | 0.966 | 0.0044 | -0.346 | 0.014 | 0.012 |
| 227.50 | 32.98 | 25.60 | 28.40 | 0.00 | 1 | 0 | 87.4% | 0.958 | 0.0055 | -0.395 | 0.017 | 0.012 |
| 230.00 | 23.60 | 23.10 | 25.90 | -7.60 | 175 | 24 | 80.7% | 0.954 | 0.0064 | -0.394 | 0.018 | 0.012 |
| 232.50 | 21.40 | 20.40 | 23.40 | -6.62 | 285 | 36 | 71.1% | 0.955 | 0.0071 | -0.343 | 0.018 | 0.012 |
| 235.00 | 19.30 | 18.30 | 20.90 | -4.20 | 480 | 134 | 69.5% | 0.936 | 0.0096 | -0.434 | 0.023 | 0.012 |
| 237.50 | 16.15 | 15.60 | 18.40 | -7.08 | 530 | 67 | 60.2% | 0.935 | 0.0112 | -0.384 | 0.024 | 0.012 |
| 240.00 | 14.10 | 13.30 | 15.80 | -6.76 | 1,937 | 420 | 54.3% | 0.921 | 0.0144 | -0.400 | 0.028 | 0.012 |
| 242.50 | 11.05 | 10.00 | 13.40 | -7.35 | 301 | 54 | 69.1% | 0.821 | 0.0202 | -0.873 | 0.049 | 0.011 |
| 245.00 | 8.83 | 8.20 | 11.00 | -5.62 | 6 | 167 | 61.5% | 0.788 | 0.0251 | -0.859 | 0.054 | 0.010 |
| 247.50 | 6.69 | 6.40 | 9.00 | -7.61 | 3 | 281 | 58.3% | 0.728 | 0.0303 | -0.929 | 0.062 | 0.010 |
| 250.00 | 5.50 | 4.50 | 6.90 | -7.05 | 13 | 254 | 52.5% | 0.659 | 0.0372 | -0.922 | 0.069 | 0.009 |
| 252.50 | 4.30 | 3.70 | 5.30 | -6.00 | 41 | 56 | 50.7% | 0.563 | 0.0414 | -0.954 | 0.074 | 0.008 |
| 255.00 | 3.00 | 2.75 | 4.00 | -5.86 | 74 | 146 | 49.9% | 0.458 | 0.0423 | -0.943 | 0.075 | 0.006 |
| 257.50 | 2.05 | 1.90 | 2.85 | -5.22 | 31 | 135 | 48.3% | 0.351 | 0.0408 | -0.852 | 0.070 | 0.005 |
| 260.00 | 1.65 | 1.30 | 2.00 | -3.95 | 181 | 417 | 47.8% | 0.254 | 0.0357 | -0.726 | 0.060 | 0.003 |
| 262.50 | 0.98 | 0.85 | 1.55 | -3.05 | 148 | 101 | 50.1% | 0.187 | 0.0286 | -0.638 | 0.051 | 0.003 |
| 265.00 | 0.69 | 0.55 | 1.10 | -2.46 | 72 | 184 | 50.6% | 0.129 | 0.0221 | -0.504 | 0.040 | 0.002 |
| 267.50 | 0.45 | 0.30 | 0.80 | -1.85 | 23 | 38 | 51.7% | 0.088 | 0.0165 | -0.391 | 0.030 | 0.001 |
| 270.00 | 0.34 | 0.15 | 0.65 | -1.36 | 80 | 171 | 54.5% | 0.066 | 0.0125 | -0.329 | 0.024 | 0.001 |
| 272.50 | 0.76 | 0.05 | 0.80 | -0.49 | 1 | 50 | 54.2% | 0.040 | 0.0085 | -0.221 | 0.016 | 0.001 |
| 275.00 | 0.13 | 0.00 | 0.35 | -0.67 | 6 | 68 | 56.9% | 0.030 | 0.0064 | -0.183 | 0.013 | 0.000 |
| 280.00 | 0.05 | 0.00 | 0.60 | -0.35 | 80 | 299 | 64.6% | 0.021 | 0.0042 | -0.155 | 0.010 | 0.000 |
| 282.50 | 0.25 | 0.00 | 1.20 | 0.00 | 3 | 4 | 80.1% | 0.038 | 0.0055 | -0.311 | 0.015 | 0.001 |
| 285.00 | 0.20 | 0.00 | 0.95 | 0.05 | 1 | 3 | 80.8% | 0.028 | 0.0043 | -0.247 | 0.012 | 0.000 |
| 290.00 | 0.15 | 0.00 | 1.35 | 0.00 | 2 | 1 | 97.1% | 0.035 | 0.0042 | -0.350 | 0.014 | 0.000 |
| 295.00 | 1.22 | 0.00 | 0.95 | 0.00 | 1 | 1 | 99.0% | 0.022 | 0.0028 | -0.245 | 0.010 | 0.000 |
| 300.00 | 0.15 | 0.00 | 0.25 | -0.05 | 1 | 4 | 86.3% | 0.005 | 0.0009 | -0.058 | 0.003 | 0.000 |
| 330.00 | 0.05 | 0.00 | 2.15 | 0.00 | 3 | 6 | 180.2% | 0.029 | 0.0019 | -0.555 | 0.012 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 130.00 | 0.35 | 0.00 | 2.15 | 0.00 | 0 | 1 | 419.2% | -0.010 | 0.0003 | -0.543 | 0.005 | -0.000 |
| 155.00 | 0.30 | 0.00 | 2.15 | 0.00 | 0 | 2 | 321.8% | -0.014 | 0.0006 | -0.548 | 0.007 | -0.000 |
| 165.00 | 0.44 | 0.00 | 1.05 | 0.00 | 74 | 204 | 251.2% | -0.008 | 0.0005 | -0.258 | 0.004 | -0.000 |
| 170.00 | 0.60 | 0.00 | 0.80 | 0.00 | 30 | 162 | 225.6% | -0.006 | 0.0004 | -0.193 | 0.003 | -0.000 |
| 175.00 | 0.60 | 0.00 | 0.20 | 0.00 | 1 | 11 | 173.4% | -0.002 | 0.0002 | -0.041 | 0.001 | -0.000 |
| 180.00 | 0.20 | 0.00 | 0.95 | 0.00 | 32 | 32 | 203.1% | -0.009 | 0.0006 | -0.234 | 0.005 | -0.000 |
| 185.00 | 0.77 | 0.00 | 1.05 | 0.00 | 306 | 293 | 192.6% | -0.011 | 0.0008 | -0.262 | 0.005 | -0.000 |
| 195.00 | 2.55 | 0.00 | 0.95 | 0.00 | 0 | 1 | 162.1% | -0.012 | 0.0010 | -0.237 | 0.006 | -0.000 |
| 200.00 | 0.09 | 0.00 | 1.10 | 0.00 | 1 | 337 | 153.1% | -0.015 | 0.0013 | -0.278 | 0.007 | -0.000 |
| 205.00 | 0.08 | 0.00 | 1.55 | 0.00 | 1 | 20 | 150.1% | -0.024 | 0.0020 | -0.396 | 0.011 | -0.000 |
| 207.50 | 1.10 | 0.00 | 1.35 | 0.00 | 0 | 2 | 139.0% | -0.022 | 0.0020 | -0.344 | 0.010 | -0.000 |
| 210.00 | 0.01 | 0.00 | 0.20 | -0.05 | 9 | 228 | 95.3% | -0.003 | 0.0005 | -0.044 | 0.002 | -0.000 |
| 215.00 | 0.24 | 0.00 | 0.95 | 0.00 | 2 | 65 | 110.4% | -0.019 | 0.0022 | -0.241 | 0.009 | -0.000 |
| 217.50 | 0.75 | 0.00 | 0.95 | 0.00 | 1 | 11 | 104.1% | -0.021 | 0.0025 | -0.241 | 0.009 | -0.000 |
| 220.00 | 0.09 | 0.00 | 0.75 | 0.00 | 6 | 395 | 93.3% | -0.018 | 0.0025 | -0.190 | 0.008 | -0.000 |
| 222.50 | 0.05 | 0.00 | 0.60 | -0.70 | 2 | 33 | 83.5% | -0.015 | 0.0025 | -0.151 | 0.007 | -0.000 |
| 225.00 | 0.10 | 0.00 | 0.60 | 0.00 | 20 | 209 | 77.6% | -0.017 | 0.0029 | -0.151 | 0.008 | -0.000 |
| 227.50 | 0.05 | 0.00 | 1.10 | -0.02 | 1 | 30 | 81.6% | -0.033 | 0.0048 | -0.279 | 0.014 | -0.000 |
| 230.00 | 0.10 | 0.00 | 0.35 | -0.24 | 6 | 216 | 59.5% | -0.012 | 0.0028 | -0.086 | 0.006 | -0.000 |
| 232.50 | 0.85 | 0.00 | 0.75 | 0.00 | 8 | 130 | 62.9% | -0.028 | 0.0055 | -0.190 | 0.012 | -0.000 |
| 235.00 | 0.16 | 0.00 | 0.30 | -0.09 | 54 | 194 | 54.1% | -0.026 | 0.0059 | -0.152 | 0.011 | -0.000 |
| 237.50 | 0.30 | 0.05 | 0.60 | 0.11 | 38 | 98 | 57.0% | -0.055 | 0.0104 | -0.297 | 0.021 | -0.001 |
| 240.00 | 0.45 | 0.20 | 0.60 | 0.25 | 70 | 140 | 50.2% | -0.064 | 0.0132 | -0.292 | 0.023 | -0.001 |
| 242.50 | 0.62 | 0.40 | 0.90 | 0.27 | 52 | 106 | 49.4% | -0.103 | 0.0193 | -0.411 | 0.034 | -0.001 |
| 245.00 | 1.10 | 0.75 | 1.35 | 0.65 | 89 | 223 | 49.0% | -0.160 | 0.0264 | -0.555 | 0.046 | -0.002 |
| 247.50 | 1.80 | 1.30 | 2.10 | 1.19 | 55 | 94 | 50.4% | -0.243 | 0.0331 | -0.734 | 0.059 | -0.003 |
| 250.00 | 2.63 | 1.95 | 3.00 | 1.73 | 334 | 422 | 51.0% | -0.337 | 0.0381 | -0.863 | 0.069 | -0.005 |
| 252.50 | 3.15 | 2.95 | 4.20 | 1.44 | 21 | 27 | 52.5% | -0.439 | 0.0400 | -0.959 | 0.074 | -0.006 |
| 255.00 | 6.15 | 4.00 | 6.00 | 3.60 | 11 | 152 | 58.3% | -0.534 | 0.0363 | -1.072 | 0.075 | -0.008 |
| 257.50 | 6.15 | 5.50 | 7.50 | 2.75 | 24 | 112 | 58.8% | -0.621 | 0.0345 | -1.031 | 0.071 | -0.009 |
| 260.00 | 8.26 | 7.30 | 9.40 | 4.26 | 179 | 186 | 62.0% | -0.692 | 0.0302 | -1.002 | 0.066 | -0.010 |
| 262.50 | 5.50 | 8.80 | 11.70 | 0.20 | 1 | 10 | 68.7% | -0.737 | 0.0253 | -1.029 | 0.061 | -0.011 |
| 265.00 | 10.20 | 11.00 | 13.50 | 0.00 | 2 | 3 | 67.9% | -0.797 | 0.0221 | -0.876 | 0.053 | -0.012 |
| 267.50 | 19.50 | 13.40 | 16.10 | 0.00 | 1 | 1 | 55.9% | -0.894 | 0.0175 | -0.453 | 0.034 | -0.013 |
| 270.00 | 25.72 | 15.60 | 18.60 | 0.00 | 1 | 3 | 59.3% | -0.917 | 0.0137 | -0.397 | 0.029 | -0.014 |
| 277.50 | 40.60 | 22.90 | 25.90 | 0.00 | 0 | 2 | 71.8% | -0.951 | 0.0076 | -0.313 | 0.019 | -0.015 |
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.