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VLO Options Strategy Builder

2006 contracts
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Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Click a strike to add a leg · drag a leg to move it
VLO 394.95
Expected move by Sep 25 ±$17.81 ±4.5% $377.14 – $412.76 90%: $357.02 – $432.88
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Every quote and Greek, one row per strike.
204 contracts 151 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 - - 232.50 235.70 $160.00 0.00 0.50 - - 0 0
1 0 - - 227.80 230.60 $165.00 0.00 0.85 - - 0 0
0 0 - - 222.70 225.60 $170.00 0.00 1.70 - - 0 0
0 0 - - 217.80 220.60 $175.00 0.00 2.10 - - 1 1
0 0 - - 212.50 214.90 $180.00 0.00 2.10 - - 0 0
2 2 - - 207.70 210.60 $185.00 0.00 1.50 - - 0 0
5 4 - - 202.70 205.60 $190.00 0.00 1.70 - - 0 0
1 1 - - 197.70 200.60 $195.00 0.00 1.50 - - 0 0
0 0 - - 192.70 195.50 $200.00 0.00 1.50 305% -0.01 1 1
0 0 - - 187.70 190.50 $205.00 0.00 2.10 295% -0.01 0 0
0 2 - - 182.70 185.50 $210.00 0.00 1.50 286% -0.01 0 0
0 0 - - 177.60 180.80 $215.00 0.00 1.50 277% -0.01 0 0
0 0 - - 172.60 175.50 $220.00 0.00 1.50 262% -0.01 0 0
1 5 - - 167.40 170.50 $225.00 0.00 1.50 252% -0.01 0 0
0 0 - - 162.10 165.60 $230.00 0.00 1.50 241% -0.01 0 0
0 0 - - 157.70 160.50 $235.00 0.00 2.15 232% -0.01 2 4
6 5 - - 152.70 155.60 $240.00 0.00 2.15 224% -0.01 0 0
0 0 - - 147.70 150.50 $245.00 0.00 2.15 214% -0.01 10 13
1 1 - - 142.70 145.60 $250.00 0.00 2.15 206% -0.01 2 2
0 0 - - 137.80 140.50 $255.00 0.00 2.15 198% -0.01 1 3
3 3 - - 132.70 135.50 $260.00 0.00 0.05 190% -0.01 9 163
5 1 - - 127.70 130.60 $265.00 0.00 0.85 181% -0.01 1 7
0 5 - - 122.10 125.70 $270.00 0.00 1.00 175% -0.02 2 8
0 0 - - 117.90 120.60 $275.00 0.00 0.65 141% -0.01 2 37
0 1 - - 112.90 115.60 $280.00 0.00 0.50 157% -0.02 9 43
1 1 - - 107.90 110.70 $285.00 0.00 0.65 153% -0.02 11 11
8 1 - - 103.00 105.70 $290.00 0.00 0.50 142% -0.02 2 59
4 2 - - 97.90 100.60 $295.00 0.00 0.55 135% -0.02 10 13
3 1 - - 93.00 95.80 $300.00 0.00 0.50 128% -0.02 1 32
16 1 - - 88.30 90.90 $305.00 0.00 0.50 121% -0.02 1 56
5 1 - - 82.90 85.70 $310.00 0.00 0.05 96% -0.01 32 217
2 2 - - 78.00 80.80 $315.00 0.00 0.55 108% -0.02 3 18
0 0 - - 75.40 78.10 $317.50 0.00 0.55 106% -0.02 1 5
3 1 - - 73.00 75.60 $320.00 0.00 0.60 106% -0.03 1 615
2 2 - - 70.50 73.20 $322.50 0.00 0.55 99% -0.02 4 2
15 4 - - 68.10 70.70 $325.00 0.00 0.60 82% -0.01 9 58
6 5 - - 65.60 68.50 $327.50 0.00 0.60 93% -0.02 9 9
35 1 - - 62.80 65.70 $330.00 0.00 0.20 78% -0.01 27 139
1 1 - - 60.60 63.30 $332.50 0.05 0.30 76% -0.01 2 9
6 4 - - 58.20 60.90 $335.00 0.05 0.40 76% -0.02 6 126
0 0 - - 55.70 58.50 $337.50 0.05 0.40 73% -0.02 292 139
99 2 - - 53.40 56.00 $340.00 0.15 0.50 75% -0.03 605 118
0 0 - - 50.90 53.70 $342.50 0.05 0.90 76% -0.04 5 11
38 6 1.00 0% 48.60 51.30 $345.00 0.35 0.75 75% -0.04 81 205
0 0 - - 46.00 48.70 $347.50 0.20 1.10 74% -0.05 2 19
24 10 - - 43.60 46.20 $350.00 0.40 0.75 69% -0.05 125 360
3 2 0.99 45% 41.30 43.90 $352.50 0.20 1.10 68% -0.05 1 1
25 2 0.97 54% 39.00 41.60 $355.00 0.75 1.20 71% -0.07 607 238
3 2 0.96 54% 36.60 39.20 $357.50 0.60 1.75 70% -0.08 27 1,304
46 15 0.94 57% 34.30 37.00 $360.00 0.80 1.95 69% -0.10 166 245
1 1 0.92 59% 32.10 34.90 $362.50 1.25 2.25 70% -0.12 899 10
12 1 0.91 57% 29.80 32.40 $365.00 1.20 2.20 66% -0.12 128 153
1 1 0.89 57% 27.60 30.20 $367.50 1.85 2.90 68% -0.15 20 35
44 4 0.87 57% 25.30 28.00 $370.00 2.35 2.85 66% -0.17 1,189 394
6 5 0.84 57% 23.40 25.90 $372.50 1.90 3.30 62% -0.18 107 60
59 2 0.82 56% 21.30 23.80 $375.00 2.60 3.80 63% -0.21 1,210 766
0 0 0.78 59% 19.40 22.30 $377.50 3.10 4.40 62% -0.23 84 165
52 4 0.75 56% 17.50 19.90 $380.00 4.10 4.70 61% -0.27 336 315
16 3 0.72 55% 15.50 18.20 $382.50 4.10 6.20 61% -0.30 80 47
60 2 0.68 56% 14.00 16.30 $385.00 5.00 6.70 61% -0.33 244 144
31 4 0.64 55% 12.40 14.60 $387.50 6.30 7.80 62% -0.37 12 70
349 4 0.60 56% 11.10 13.40 $390.00 7.30 9.20 63% -0.41 833 180
5 2 0.56 55% 9.70 11.60 $392.50 9.10 10.50 66% -0.45 49 15
30 30 0.51 57% 8.70 10.30 $395.00 9.00 11.10 60% -0.49 1,177 55
17 8 0.47 56% 7.50 9.10 $397.50 10.20 12.80 60% -0.53 25 22
78 93 0.43 54% 6.50 7.40 $400.00 11.70 14.40 61% -0.56 325 467
12 43 0.39 56% 5.60 7.00 $402.50 13.50 15.70 61% -0.60 44 23
84 108 0.35 55% 4.40 6.10 $405.00 15.40 17.20 63% -0.63 81 74
70 61 0.31 56% 3.90 5.30 $407.50 16.60 19.30 62% -0.67 8 63
130 152 0.28 57% 3.40 4.80 $410.00 18.20 21.10 61% -0.70 83 57
105 56 0.24 56% 2.75 3.70 $412.50 20.10 23.00 62% -0.73 19 30
147 139 0.22 57% 2.25 3.50 $415.00 22.70 25.00 65% -0.75 8 63
72 480 0.19 57% 1.95 3.10 $417.50 25.00 27.00 66% -0.77 10 9
144 69 0.17 58% 1.80 2.60 $420.00 27.20 29.10 67% -0.79 20 14
83 16 0.14 58% 1.20 2.30 $422.50 28.40 31.30 64% -0.83 4 4
175 80 0.13 59% 1.05 2.00 $425.00 30.60 33.30 64% -0.85 11 12
46 53 0.10 57% 0.75 1.65 $427.50 33.50 35.80 70% -0.85 0 0
84 66 0.09 59% 0.65 1.55 $430.00 35.20 38.20 68% -0.88 2 1
207 12 0.08 59% 0.30 1.35 $432.50 37.50 40.40 67% -0.89 0 0
237 32 0.07 60% 0.40 1.10 $435.00 39.90 42.80 69% -0.90 0 0
14 7 0.06 60% 0.30 0.95 $437.50 42.30 45.20 71% -0.91 0 0
104 56 0.04 58% 0.15 0.70 $440.00 44.90 47.60 74% -0.91 10 10
17 1 0.04 61% 0.05 0.85 $442.50 47.30 50.00 76% -0.92 0 0
453 36 0.04 63% 0.05 0.75 $445.00 49.80 52.40 78% -0.92 0 0
7 1 0.04 65% 0.05 0.70 $447.50 52.20 55.10 81% -0.92 0 0
55 21 0.02 61% 0.05 0.40 $450.00 54.50 57.30 79% -0.94 1 3
16 11 0.03 67% 0.05 0.60 $452.50 57.10 59.80 83% -0.93 0 0
34 9 0.03 69% 0.00 0.60 $455.00 59.50 62.30 84% -0.94 0 0
5 2 0.01 58% 0.00 1.20 $457.50 62.10 64.80 88% -0.94 0 0
21 11 0.01 60% 0.00 0.60 $460.00 64.60 67.50 92% -0.94 0 0
0 1 0.03 77% 0.00 0.55 $462.50 67.10 69.90 94% -0.94 0 0
105 4 0.02 71% 0.00 0.55 $465.00 69.50 73.00 102% -0.93 0 0
23 1 0.03 81% 0.00 0.55 $467.50 71.90 75.00 97% -0.94 0 0
40 30 0.02 81% 0.00 0.50 $470.00 74.60 77.40 101% -0.94 1 6
0 0 0.03 89% 0.00 0.55 $472.50 77.10 79.80 102% -0.95 0 1
14 16 0.03 87% 0.00 0.50 $475.00 79.60 82.60 108% -0.94 1 1
27 20 0.02 89% 0.00 0.50 $477.50 82.00 84.70 105% -0.95 1 0
62 31 0.03 93% 0.00 0.50 $480.00 84.60 87.40 110% -0.95 1 1
10 10 0.02 99% 0.00 0.50 $490.00 94.60 97.40 119% -0.95 1 0
15 2 0.02 108% 0.00 1.95 $500.00 104.50 107.40 127% -0.95 1 0
5 3 0.02 116% 0.00 1.95 $510.00 114.50 117.40 136% -0.96 1 0
210 12 0.01 102% 0.00 1.95 $520.00 124.50 127.40 145% -0.96 1 0