VLO - Options Database

VLO

VALERO ENERGY CORP N

$310.92 -1.23%

$311.60 (+0.22%)🌙

as of 07/22 06:22 PM

(7/22 16:00) ◀

Wednesday, July 22, 2026 (6:22pm)

▶ (7/23 10:00)

◀ 7/22 18:22 ▶

Option Volume

Detail

ℹ

Current (07/22) 4,910

Calls: 2,782 (57%)

Puts: 2,128 (43%)

Prior (07/21) 6,191

Calls: 3,103 (50%)

Puts: 3,088 (50%)

Current vs Prior -20.69%

Calls: -10.34% (Calls)

Puts: -31.09% (Puts)

Prior 7-Day Total 87,544

Calls: 54,977 (63%)

Puts: 32,567 (37%)

Prior 7-Day Average 12,506

Calls: 7,853 (63%)

Puts: 4,652 (37%)

Current vs Prior 7-Day Avg -60.74%

Calls: -64.58%

Puts: -54.26%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/22) $6.50M

Calls: $4.43M (68%)

Puts: $2.07M (32%)

Prior (07/21) $10.05M

Calls: $8.27M (82%)

Puts: $1.78M (18%)

Current vs Prior -35.31%

Calls: -46.44%

Puts: +16.42%

Prior 7-Day Total $118.75M

Calls: $87.76M (74%)

Puts: $30.99M (26%)

Prior 7-Day Average $16.96M

Calls: $12.54M (74%)

Puts: $4.43M (26%)

Current vs Prior 7-Day Avg -61.68%

Calls: -64.67%

Puts: -53.22%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/22) 0.76

Prior (07/21) 1.00

Current vs Prior -23.14%

Prior 7-Day Average 0.77

Current vs Prior 7-Day Avg -0.77%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (07/22) 58,788

Calls: 37,556 (64%)

Puts: 21,232 (36%)

Prior (07/21) 117,760

Calls: 62,408 (53%)

Puts: 55,352 (47%)

Current vs Prior -50.08%

Prior 7-Day Total 690,933

Calls: 394,342 (57%)

Puts: 296,591 (43%)

Prior 7-Day Average 98,704

Calls: 56,334 (57%)

Puts: 42,370 (43%)

Current vs Prior 7-Day Avg -40.44%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)

Current 3.22% | 6.92%10.98% | 16.29%

Prior 3.94% | 7.08%11.25% | 15.96%

Current vs Prior -18.35% | -2.38%-2.33% | +2.05%

Prior 7-Day Avg 3.95% | 6.57%5.44% | 14.01%

Current vs 7-Day Avg -18.55% | +5.23%+101.97% | +16.27%

Prior 7-Day Eod 3.94% | 7.08%11.25% | 15.96%

Current vs 7-Day Eod -18.35% | -2.38%-2.33% | +2.05%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 15.96% | 12.12%

Calls: 14.43% | 12.68%

Puts: 17.48% | 11.56%

Prior 19.54% | 13.45%

Calls: 17.65% | 14.29%

Puts: 21.43% | 12.61%

Current vs Prior -18.32% | -9.89%

Prior 7-Day Avg 21.48% | 11.47%

Calls: 19.99% | 10.43%

Puts: 22.97% | 12.50%

Current vs 7-Day Avg -25.70% | +5.69%

Liquidity Expensive

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🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($4.43M). P/C ratio dropping 23% - sentiment shifting bullish. Call-heavy open interest (37,556 calls vs 21,232 puts) suggests bullish positioning. Declining open interest (down 50%) indicates positions being closed.

Smart Money BULLISH

Retail Flow BULLISH

Overall BULLISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BULLISH

7-Day Avg BULLISH

Current BULLISH

Prior NEUTRAL

7-Day Avg NEUTRAL

Current NEUTRAL

Prior NEUTRAL

7-Day Avg NEUTRAL

Current BULLISH

Prior NEUTRAL

7-Day Avg NEUTRAL

Current BEARISH

Prior BULLISH

7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads

💰 Best Value Under $1

📊 High Delta (ITM)

🔥 High Volume

⏰ Backwardation

📈 Debit Spreads

📉 Credit Spreads

📅 Calendar Spreads

⚡ Straddles

🔀 Strangles

🦅 Iron Condors

🦋 Butterflies

⚖️ Ratio Spreads

🛡️ Covered Calls

🎯

Tightest Spreads

💰

Best Value <$1

📊

High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 37 of results (avg 7.2%, best 4.2%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$260.00	Aug 21	51.40	53.60	$52.50	4.2%	1	0.93	186
$250.00	Jul 31	59.60	62.20	$60.90	4.3%	2	1.00	41
$250.00	Aug 21	60.70	63.40	$62.05	4.4%	9	0.94	114
$260.00	Jul 24	49.60	52.00	$50.80	4.7%	11	1.00	86
$315.00	Aug 21	14.30	15.00	$14.65	4.8%	45	0.48	9

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$370.00	Aug 28	60.90	64.30	$62.60	5.4%	1	0.85	--
$320.00	Aug 21	21.40	22.80	$22.10	6.3%	10	0.57	10
$310.00	Aug 14	14.20	15.20	$14.70	6.8%	350	0.48	1
$315.00	Aug 21	18.40	19.70	$19.05	6.8%	16	0.52	26
$307.50	Aug 21	14.40	15.60	$15.00	8.0%	1	0.45	1

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 63 found (avg delta 0.74, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$252.50	Jul 24	56.80	60.00	$58.40	5.5%	1	1.00	3
$260.00	Jul 24	49.60	52.00	$50.80	4.7%	11	1.00	86
$270.00	Jul 24	39.60	42.40	$41.00	6.8%	1	1.00	--
$272.50	Jul 24	37.00	39.50	$38.25	6.5%	3	1.00	17
$275.00	Jul 24	34.60	37.00	$35.80	6.7%	1	1.00	128

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$327.50	Jul 24	15.60	18.30	$16.95	15.9%	1	0.90	--
$370.00	Aug 28	60.90	64.30	$62.60	5.4%	1	0.85	--
$320.00	Jul 24	9.90	11.60	$10.75	15.8%	5	0.78	--
$317.50	Jul 24	7.90	9.00	$8.45	13.0%	7	0.72	--
$330.00	Aug 21	27.20	29.50	$28.35	8.1%	2	0.65	--

Most actively traded options today. High liquidity = easy entry/exit. 190 active (total vol 3.5K, top 426)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$320.00	Jul 31	4.90	6.70	$5.80	31.0%	426	0.36	58
$315.00	Jul 24	2.30	3.00	$2.65	26.4%	124	0.36	684
$310.00	Jul 31	9.60	10.90	$10.25	12.7%	110	0.52	221
$320.00	Jul 24	1.25	1.65	$1.45	27.6%	106	0.22	127
$340.00	Jul 24	0.00	0.15	$0.08	187.5%	104	0.02	541

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Aug 14	14.20	15.20	$14.70	6.8%	350	0.48	1
$295.00	Jul 31	3.10	4.60	$3.85	39.0%	177	0.25	237
$302.50	Jul 24	1.15	1.65	$1.40	35.7%	141	0.22	49
$267.50	Jul 31	0.05	0.80	$0.43	174.4%	61	0.04	31
$305.00	Jul 24	1.80	2.35	$2.08	26.4%	56	0.29	223

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 45 strikes (avg 28.0%, max 110.9%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$270.00	Jul 24	Aug 21	95.1%	45.1%	110.9%	8	284
$260.00	Jul 24	Aug 21	93.5%	46.3%	102.0%	12	272
$275.00	Jul 24	Jul 31	88.4%	53.5%	65.4%	2	356
$345.00	Jul 24	Aug 21	74.0%	48.0%	54.1%	9	78
$285.00	Jul 24	Aug 21	69.1%	45.4%	52.1%	2	--

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$270.00	Jul 24	Aug 28	95.1%	46.8%	103.3%	16	14
$265.00	Jul 24	Aug 21	96.1%	48.5%	98.2%	44	125
$275.00	Jul 24	Aug 28	88.4%	45.7%	93.3%	11	6
$272.50	Jul 24	Jul 31	94.0%	52.2%	79.9%	16	--
$285.00	Jul 24	Aug 21	69.1%	45.4%	52.1%	37	241

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 128 found (best R:R 32.33, avg 4.34)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$350.00	$355.00	Jul 31	$0.20	$4.80	$0.20	24.00	$350.20
$332.50	$335.00	Jul 24	$0.12	$2.38	$0.12	19.83	$332.62
$325.00	$327.50	Jul 24	$0.13	$2.37	$0.13	18.23	$325.13
$345.00	$350.00	Jul 31	$0.32	$4.68	$0.32	14.63	$345.32
$327.50	$330.00	Jul 24	$0.17	$2.33	$0.17	13.71	$327.67

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$270.00	$265.00	Aug 21	$0.15	$4.85	$0.15	32.33	$269.85
$260.00	$250.00	Aug 21	$0.50	$9.50	$0.50	19.00	$259.50
$295.00	$292.50	Jul 24	$0.14	$2.36	$0.14	16.86	$294.86
$270.00	$267.50	Jul 31	$0.15	$2.35	$0.15	15.67	$269.85
$292.50	$290.00	Jul 24	$0.18	$2.32	$0.18	12.89	$292.32

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 157 found (best R:R 49.00, avg 2.28)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$260.00	$270.00	Jul 24	$9.80	$9.80	$0.20	49.00	$269.80
$275.00	$285.00	Jul 24	$9.70	$9.70	$0.30	32.33	$284.70
$250.00	$260.00	Aug 21	$9.55	$9.55	$0.45	21.22	$259.55
$290.00	$295.00	Jul 24	$4.75	$4.75	$0.25	19.00	$294.75
$295.00	$297.50	Jul 24	$2.35	$2.35	$0.15	15.67	$297.35

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$320.00	$317.50	Jul 24	$2.30	$2.30	$0.20	11.50	$317.70
$327.50	$320.00	Jul 24	$6.20	$6.20	$1.30	4.77	$321.30
$320.00	$317.50	Aug 21	$2.05	$2.05	$0.45	4.56	$317.95
$370.00	$315.00	Aug 28	$41.80	$41.80	$13.20	3.17	$328.20
$317.50	$315.00	Jul 24	$1.75	$1.75	$0.75	2.33	$315.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $3.35, cheapest $0.35)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$275.00	Jul 24	Jul 31	$0.90	88.4%	53.5%
$370.00	Aug 21	Aug 28	$0.90	50.8%	49.8%
$265.00	Jul 31	Aug 14	$1.05	57.7%	48.6%
$360.00	Aug 14	Aug 21	$1.05	50.3%	49.4%
$250.00	Jul 31	Aug 21	$1.15	73.4%	49.7%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$265.00	Jul 24	Jul 31	$0.35	96.1%	57.7%
$272.50	Jul 24	Jul 31	$0.37	94.0%	52.2%
$270.00	Jul 24	Jul 31	$0.43	95.1%	55.2%
$275.00	Jul 24	Jul 31	$0.63	88.4%	53.5%
$260.00	Aug 7	Aug 21	$0.92	52.1%	46.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 52 found (cheapest 2.81% of stock, avg 9.45%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$310.00	Jul 24	$4.85	$3.90	$8.75	$301.25	$318.75	2.81%
$312.50	Jul 24	$3.60	$5.15	$8.75	$303.75	$321.25	2.81%
$307.50	Jul 24	$6.30	$2.85	$9.15	$298.35	$316.65	2.94%
$315.00	Jul 24	$2.65	$6.70	$9.35	$305.65	$324.35	3.01%
$305.00	Jul 24	$7.90	$2.08	$9.98	$295.02	$314.98	3.21%
$317.50	Jul 24	$1.90	$8.45	$10.35	$307.15	$327.85	3.33%
$302.50	Jul 24	$10.00	$1.40	$11.40	$291.10	$313.90	3.67%
$320.00	Jul 24	$1.45	$10.75	$12.20	$307.80	$332.20	3.92%
$300.00	Jul 24	$11.75	$1.02	$12.77	$287.23	$312.77	4.11%
$297.50	Jul 24	$14.10	$0.57	$14.67	$282.83	$312.17	4.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.64% of stock, avg 4.93%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$322.50	$300.00	Jul 24	$0.98	$1.02	$2.00	$298.00	$324.50
$322.50	$302.50	Jul 24	$0.98	$1.40	$2.38	$300.12	$324.88
$320.00	$300.00	Jul 24	$1.45	$1.02	$2.47	$297.53	$322.47
$320.00	$302.50	Jul 24	$1.45	$1.40	$2.85	$299.65	$322.85
$317.50	$300.00	Jul 24	$1.90	$1.02	$2.92	$297.08	$320.42
$322.50	$305.00	Jul 24	$0.98	$2.08	$3.06	$301.94	$325.56
$317.50	$302.50	Jul 24	$1.90	$1.40	$3.30	$299.20	$320.80
$320.00	$305.00	Jul 24	$1.45	$2.08	$3.53	$301.47	$323.53
$315.00	$300.00	Jul 24	$2.65	$1.02	$3.67	$296.33	$318.67
$322.50	$307.50	Jul 24	$0.98	$2.85	$3.83	$303.67	$326.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 176 found (best R:R 20.74, avg credit $4.04)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
275/280	285/290	Jul 31	$4.77	$0.23	20.74	$275.23	$289.77
272/275	285/290	Jul 31	$4.66	$0.34	13.71	$270.34	$289.66
290/292	298/300	Aug 21	$2.30	$0.20	11.50	$290.20	$299.80
290/292	298/300	Jul 31	$2.28	$0.22	10.36	$290.22	$299.78
268/270	285/290	Jul 31	$4.55	$0.45	10.11	$265.45	$289.55
290/295	300/305	Aug 7	$4.55	$0.45	10.11	$290.45	$304.55
280/285	292/298	Aug 21	$4.55	$0.45	10.11	$280.45	$297.05
268/270	275/285	Jul 31	$9.05	$0.95	9.53	$260.95	$284.05
260/265	280/285	Aug 21	$4.48	$0.52	8.62	$260.52	$284.48
260/265	270/280	Aug 21	$8.93	$1.07	8.35	$256.07	$278.93

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 70 found (best R:R 49.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$305.00	$307.50	$310.00	Jul 31	$0.05	$2.45	49.00
$345.00	$350.00	$355.00	Jul 31	$0.12	$4.88	40.67
$285.00	$290.00	$295.00	Jul 24	$0.15	$4.85	32.33
$340.00	$345.00	$350.00	Aug 14	$0.15	$4.85	32.33
$300.00	$305.00	$310.00	Aug 21	$0.15	$4.85	32.33

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$305.00	$307.50	$310.00	Aug 21	$0.05	$2.45	49.00
$270.00	$275.00	$280.00	Aug 28	$0.10	$4.90	49.00
$302.50	$305.00	$307.50	Jul 24	$0.09	$2.41	26.78
$275.00	$280.00	$285.00	Jul 31	$0.18	$4.82	26.78
$287.50	$290.00	$292.50	Aug 21	$0.10	$2.40	24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 83 found (best net $-0.60, 74 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$335.00	$345.00	1:2	Aug 7	-$0.80	$9.20
$350.00	$360.00	1:2	Aug 14	-$1.70	$8.30
$360.00	$370.00	1:2	Aug 21	-$1.75	$8.25
$350.00	$360.00	1:2	Aug 21	-$2.10	$7.90
$330.00	$340.00	1:2	Aug 14	-$2.40	$7.60

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$295.00	$280.00	1:2	Aug 28	-$0.60	$14.40
$310.00	$295.00	1:2	Aug 28	-$4.55	$10.45
$260.00	$250.00	1:2	Aug 21	-$0.65	$9.35
$280.00	$270.00	1:2	Aug 21	-$0.81	$9.19
$282.50	$275.00	1:2	Jul 24	-$0.17	$7.33

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 58 found (best yield 4.63%, avg 1.68%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$312.50	Aug 21	$14.40	0.50	0.5%	4.63%	5.14%	11	50
$315.00	Aug 21	$14.30	0.48	1.3%	4.60%	5.91%	45	9
$317.50	Aug 21	$12.90	0.46	2.1%	4.15%	6.27%	3	6
$320.00	Aug 28	$12.70	0.44	2.9%	4.08%	7.01%	1	--
$315.00	Aug 14	$12.00	0.47	1.3%	3.86%	5.17%	1	--
$320.00	Aug 21	$12.00	0.43	2.9%	3.86%	6.78%	40	2.5K
$322.50	Aug 21	$11.00	0.41	3.7%	3.54%	7.26%	14	2
$325.00	Aug 28	$10.90	0.40	4.5%	3.51%	8.03%	1	--
$312.50	Aug 7	$10.40	0.48	0.5%	3.34%	3.85%	4	2
$325.00	Aug 21	$9.70	0.39	4.5%	3.12%	7.65%	2	15

Current 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
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Current Put/Call Breakdown

Total Calls 2,782

Total Puts 2,128

Put/Call Ratio 0.76

Net Difference 654

Prior's Put/Call Breakdown

Total Calls 3,103

Total Puts 3,088

Put/Call Ratio 1.00

Net Difference 15

Prior 7-Day Put/Call Summary

Total Calls 54,977

Total Puts 32,567

Average Put/Call Ratio 0.77

Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date	Calls	Puts	Ratio	Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker	Earnings Date	Days Away	Call Volume	Put Volume	IV Rank
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Option Volume

Dollar Volume

Put/Call Ratio

Open Interest

Expected Move

Relative Spread

🤖 AI Insights

📈 Options Analysis

Current 5-Minute Volume Snapshots

Prior's 5-Minute Volume Snapshots

Current Put/Call Breakdown

Prior's Put/Call Breakdown

Prior 7-Day Put/Call Summary

Daily Put/Call History (Last 7 Days)

Upcoming Earnings - 2 Weeks Prior

Upcoming Earnings - 1 Week Prior

Earnings This Week

Earnings - Day Before / Day After

Options Activity Around Earnings

Chart Title

Price — Past 7 Days

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