Valero Energy Corp/Tx options tape
Read from CBOE's delayed chain on 23 September 2026, with Valero Energy Corp/Tx at $377.25: open interest within 90 days was 34,762 call and 67,304 put contracts, a put/call ratio of 1.94; the day's volume was 8,462 calls and 22,708 puts (2.68). The most call open interest sits at the $390.00 strike (5,272 contracts) and the most put open interest at $320.00 (20,383). The at-the-money straddle for 25 September 2026, 2 days out, was priced at 4.4% of spot. For 16 October 2026, implied volatility was 53.5% at the put 5% below spot and 53.0% at the call 5% above, +0.4 points.
Where the open interest sits
| Side | Strike | Open interest |
|---|---|---|
| Calls | $390.00 | 5,272 |
| Puts | $320.00 | 20,383 |
The strike with the most open interest on each side, across expiries within 90 days.
Strikes where the day's volume was at least twice the open interest
| Contract | Volume | Open interest before | Premium traded |
|---|---|---|---|
| 2 October 2026 put at $360.00 | 1,824 | 584 | $1.2 million |
| 18 December 2026 call at $500.00 | 987 | 300 | $838,950 |
| 16 October 2026 put at $300.00 | 5,461 | 2,658 | $764,540 |
| 16 October 2026 put at $365.00 | 352 | 4 | $515,680 |
| 16 October 2026 call at $395.00 | 331 | 2 | $453,470 |
| 16 October 2026 call at $415.00 | 353 | 1 | $287,695 |
| 25 September 2026 call at $400.00 | 227 | 108 | $38,590 |
| 25 September 2026 call at $410.00 | 390 | 178 | $28,275 |
Volume of at least 200 contracts and at least twice the open interest, with at least $25,000 of premium at the mid; contracts expiring the same day are left out. Premium is mid price times volume times 100.
Open interest built since 22 September 2026
| Contract | Open interest now | Change |
|---|---|---|
| 16 October 2026 call at $520.00 | 1,224 | +1,118 |
| 25 September 2026 put at $362.50 | 859 | +849 |
| 25 September 2026 put at $370.00 | 1,200 | +806 |
| 25 September 2026 put at $390.00 | 803 | +623 |
| 25 September 2026 put at $340.00 | 681 | +563 |
| 25 September 2026 put at $375.00 | 1,308 | +542 |
| 2 October 2026 put at $375.00 | 888 | +497 |
| 25 September 2026 put at $395.00 | 517 | +462 |
Contracts whose open interest rose by 250 or more against the previous day's snapshot.
Source
CBOE delayed quotes for VLO, the free 15-minute-delayed chain, read once a day. Figures describe positioning; they are not a forecast.
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