VLO - Options Database

VLO

VALERO ENERGY CORP N

$304.93 +0.80%

$304.85 (-0.03%)🌙

as of 07/27 06:07 PM

(7/27 16:00) ◀

Monday, July 27, 2026 (6:07pm)

▶ (7/28 10:00)

◀ 7/27 18:07 ▶

Option Volume

Detail

ℹ

Current (07/27) 4,023

Calls: 2,490 (62%)

Puts: 1,533 (38%)

Prior (07/24) 15,595

Calls: 7,921 (51%)

Puts: 7,674 (49%)

Current vs Prior -74.20%

Calls: -68.56% (Calls)

Puts: -80.02% (Puts)

Prior 7-Day Total 70,557

Calls: 34,843 (49%)

Puts: 35,714 (51%)

Prior 7-Day Average 10,079

Calls: 4,977 (49%)

Puts: 5,102 (51%)

Current vs Prior 7-Day Avg -60.09%

Calls: -49.98%

Puts: -69.95%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/27) $4.67M

Calls: $3.44M (74%)

Puts: $1.23M (26%)

Prior (07/24) $19.66M

Calls: $6.98M (36%)

Puts: $12.68M (64%)

Current vs Prior -76.25%

Calls: -50.72%

Puts: -90.30%

Prior 7-Day Total $91.86M

Calls: $53.47M (58%)

Puts: $38.38M (42%)

Prior 7-Day Average $13.12M

Calls: $7.64M (58%)

Puts: $5.48M (42%)

Current vs Prior 7-Day Avg -64.41%

Calls: -54.96%

Puts: -77.58%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/27) 0.62

Prior (07/24) 0.97

Current vs Prior -36.45%

Prior 7-Day Average 1.02

Current vs Prior 7-Day Avg -39.86%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/27) 126,244

Calls: 65,805 (52%)

Puts: 60,439 (48%)

Prior (07/24) 55,249

Calls: 28,966 (52%)

Puts: 26,283 (48%)

Current vs Prior +128.50%

Prior 7-Day Total 720,886

Calls: 395,511 (55%)

Puts: 325,375 (45%)

Prior 7-Day Average 102,983

Calls: 56,501 (55%)

Puts: 46,482 (45%)

Current vs Prior 7-Day Avg +22.59%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 5.69% | 7.81%10.40% | 15.28%

Prior 6.07% | 7.87%10.20% | 15.57%

Current vs Prior -6.20% | -0.80%+1.94% | -1.85%

Prior 7-Day Avg 3.94% | 7.08%8.34% | 15.14%

Current vs 7-Day Avg +44.51% | +10.22%+24.65% | +0.95%

Prior 7-Day Eod 6.07% | 7.87%10.20% | 15.57%

Current vs 7-Day Eod -6.20% | -0.80%+1.94% | -1.85%

Sentiment BULLISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 12.09% | 10.09%

Calls: 12.29% | 9.92%

Puts: 11.90% | 10.26%

Prior 77.87% | 10.53%

Calls: 66.67% | 9.73%

Puts: 89.07% | 11.32%

Current vs Prior -84.47% | -4.18%

Prior 7-Day Avg 32.53% | 11.22%

Calls: 29.07% | 11.50%

Puts: 35.99% | 10.93%

Current vs 7-Day Avg -62.83% | -10.05%

Liquidity Expensive

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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($3.44M). Light premium activity with dollar volume down 76% vs prior. Below-average activity with volume down 74% vs prior. Bullish P/C ratio of 0.62.

Smart Money BULLISH

Retail Flow BULLISH

Overall BULLISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BEARISH

7-Day Avg BULLISH

Current BULLISH

Prior NEUTRAL

7-Day Avg NEUTRAL

Current BULLISH

Prior NEUTRAL

7-Day Avg NEUTRAL

Current NEUTRAL

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

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Tightest Spreads

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Best Value <$1

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High Delta

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Ratio Spreads

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 39 of results (avg 7.5%, best 4.3%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 31	58.50	61.20	$59.85	4.5%	--	1.00	29
$250.00	Jul 31	53.50	56.00	$54.75	4.6%	--	1.00	38
$250.00	Aug 21	54.00	56.60	$55.30	4.7%	2	0.95	114
$250.00	Aug 7	53.50	56.40	$54.95	5.3%	--	1.00	27
$260.00	Jul 31	43.60	46.10	$44.85	5.6%	--	1.00	89

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	56.90	59.40	$58.15	4.3%	--	0.89	30
$325.00	Aug 7	24.30	25.50	$24.90	4.8%	--	0.75	146
$325.00	Aug 21	27.50	29.20	$28.35	6.0%	4	0.68	15
$317.50	Aug 21	22.50	24.00	$23.25	6.5%	1	0.61	5
$300.00	Aug 21	12.60	13.60	$13.10	7.6%	12	0.44	99

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. 68 found (avg delta 0.72, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 31	58.50	61.20	$59.85	4.5%	--	1.00	29
$250.00	Jul 31	53.50	56.00	$54.75	4.6%	--	1.00	38
$255.00	Jul 31	48.50	51.60	$50.05	6.2%	1	1.00	17
$260.00	Jul 31	43.60	46.10	$44.85	5.6%	--	1.00	89
$265.00	Jul 31	38.60	41.30	$39.95	6.8%	--	1.00	51

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	56.90	59.40	$58.15	4.3%	--	0.89	30
$325.00	Aug 7	24.30	25.50	$24.90	4.8%	--	0.75	146
$330.00	Aug 14	29.70	32.40	$31.05	8.7%	--	0.75	43
$330.00	Aug 28	32.10	34.80	$33.45	8.1%	--	0.70	84
$315.00	Jul 31	14.50	16.10	$15.30	10.5%	5	0.69	28

Most actively traded options today. High liquidity = easy entry/exit. 150 active (total vol 2.4K, top 175)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$320.00	Jul 31	2.05	3.10	$2.58	40.7%	175	0.23	331
$335.00	Jul 31	0.40	1.00	$0.70	85.7%	119	0.08	44
$310.00	Jul 31	5.30	5.80	$5.55	9.0%	111	0.40	286
$330.00	Jul 31	0.90	1.35	$1.13	39.8%	96	0.12	100
$305.00	Jul 31	7.00	8.40	$7.70	18.2%	81	0.50	188

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Jul 31	5.70	6.40	$6.05	11.6%	105	0.40	220
$285.00	Jul 31	1.55	2.00	$1.78	25.3%	52	0.16	208
$290.00	Jul 31	2.30	2.90	$2.60	23.1%	47	0.22	405
$270.00	Jul 31	0.10	0.90	$0.50	160.0%	46	0.05	77
$295.00	Aug 7	6.60	7.60	$7.10	14.1%	43	0.35	25

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 51 strikes (avg 41.3%, max 104.8%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Aug 21	97.5%	50.4%	93.2%	2	152
$265.00	Jul 31	Aug 28	76.6%	47.7%	60.5%	--	61
$260.00	Jul 31	Aug 28	74.9%	47.8%	56.8%	1	89
$270.00	Jul 31	Aug 21	72.0%	47.3%	52.2%	3	382
$355.00	Jul 31	Aug 21	76.4%	50.2%	52.1%	14	12

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Sep 4	97.5%	47.6%	104.8%	2	99
$255.00	Jul 31	Aug 28	90.3%	47.8%	88.9%	2	32
$245.00	Jul 31	Aug 28	84.1%	49.0%	71.8%	2	56
$265.00	Jul 31	Sep 4	76.6%	46.6%	64.5%	15	55
$270.00	Jul 31	Aug 28	72.0%	45.7%	57.6%	48	94

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 148 found (best R:R 75.92, avg 5.69)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$350.00	$360.00	Aug 7	$0.13	$9.87	$0.13	75.92	$350.13
$345.00	$350.00	Jul 31	$0.17	$4.83	$0.17	28.41	$345.17
$357.50	$360.00	Jul 31	$0.10	$2.40	$0.10	24.00	$357.60
$340.00	$345.00	Aug 7	$0.22	$4.78	$0.22	21.73	$340.22
$330.00	$332.50	Jul 31	$0.13	$2.37	$0.13	18.23	$330.13

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$260.00	$255.00	Aug 7	$0.15	$4.85	$0.15	32.33	$259.85
$255.00	$250.00	Aug 7	$0.17	$4.83	$0.17	28.41	$254.83
$280.00	$277.50	Jul 31	$0.10	$2.40	$0.10	24.00	$279.90
$250.00	$245.00	Jul 31	$0.23	$4.77	$0.23	20.74	$249.77
$260.00	$255.00	Aug 21	$0.25	$4.75	$0.25	19.00	$259.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 182 found (best R:R 59.00, avg 2.04)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$250.00	$265.00	Aug 7	$14.75	$14.75	$0.25	59.00	$264.75
$260.00	$265.00	Jul 31	$4.90	$4.90	$0.10	49.00	$264.90
$250.00	$255.00	Jul 31	$4.70	$4.70	$0.30	15.67	$254.70
$270.00	$275.00	Jul 31	$4.70	$4.70	$0.30	15.67	$274.70
$265.00	$270.00	Aug 7	$4.70	$4.70	$0.30	15.67	$269.70

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$360.00	$325.00	Aug 21	$29.80	$29.80	$5.20	5.73	$330.20
$315.00	$312.50	Jul 31	$2.05	$2.05	$0.45	4.56	$312.95
$320.00	$317.50	Aug 21	$2.00	$2.00	$0.50	4.00	$318.00
$330.00	$310.00	Aug 14	$14.75	$14.75	$5.25	2.81	$315.25
$315.00	$312.50	Aug 21	$1.80	$1.80	$0.70	2.57	$313.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 51 found (avg debit $2.37, cheapest $0.20)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 31	Aug 7	$0.20	97.5%	64.0%
$265.00	Jul 31	Aug 7	$0.25	76.6%	56.7%
$350.00	Jul 31	Aug 7	$0.45	71.7%	51.9%
$360.00	Jul 31	Aug 7	$0.45	75.9%	57.6%
$270.00	Jul 31	Aug 7	$0.60	72.0%	55.1%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 31	Aug 7	$0.20	97.5%	64.0%
$255.00	Jul 31	Aug 7	$0.35	90.3%	62.3%
$245.00	Jul 31	Aug 7	$0.38	84.1%	68.1%
$260.00	Jul 31	Aug 7	$0.62	74.9%	59.3%
$270.00	Jul 31	Aug 7	$0.90	72.0%	55.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 57 found (cheapest 5.23% of stock, avg 10.44%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$302.50	Jul 31	$8.95	$7.00	$15.95	$286.55	$318.45	5.23%
$305.00	Jul 31	$7.70	$8.40	$16.10	$288.90	$321.10	5.28%
$307.50	Jul 31	$6.45	$9.90	$16.35	$291.15	$323.85	5.36%
$300.00	Jul 31	$10.40	$6.05	$16.45	$283.55	$316.45	5.39%
$297.50	Jul 31	$12.00	$4.85	$16.85	$280.65	$314.35	5.53%
$310.00	Jul 31	$5.55	$11.65	$17.20	$292.80	$327.20	5.64%
$295.00	Jul 31	$13.70	$4.00	$17.70	$277.30	$312.70	5.80%
$312.50	Jul 31	$4.65	$13.25	$17.90	$294.60	$330.40	5.87%
$292.50	Jul 31	$15.40	$3.30	$18.70	$273.80	$311.20	6.13%
$315.00	Jul 31	$3.70	$15.30	$19.00	$296.00	$334.00	6.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 2.30% of stock, avg 5.33%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$315.00	$292.50	Jul 31	$3.70	$3.30	$7.00	$285.50	$322.00
$325.00	$260.00	Aug 14	$6.10	$1.13	$7.23	$252.77	$332.23
$315.00	$295.00	Jul 31	$3.70	$4.00	$7.70	$287.30	$322.70
$312.50	$292.50	Jul 31	$4.65	$3.30	$7.95	$284.55	$320.45
$325.00	$270.00	Aug 14	$6.10	$2.35	$8.45	$261.55	$333.45
$320.00	$260.00	Aug 14	$7.35	$1.13	$8.48	$251.52	$328.48
$315.00	$297.50	Jul 31	$3.70	$4.85	$8.55	$288.95	$323.55
$312.50	$295.00	Jul 31	$4.65	$4.00	$8.65	$286.35	$321.15
$310.00	$292.50	Jul 31	$5.55	$3.30	$8.85	$283.65	$318.85
$325.00	$275.00	Aug 14	$6.10	$2.90	$9.00	$266.00	$334.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 238 found (best R:R 37.46, avg credit $3.81)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
250/255	265/270	Aug 7	$4.87	$0.13	37.46	$250.13	$269.87
255/260	265/270	Aug 7	$4.85	$0.15	32.33	$255.15	$269.85
245/250	280/285	Jul 31	$4.83	$0.17	28.41	$245.17	$284.83
262/265	270/275	Jul 31	$4.83	$0.17	28.41	$260.17	$274.83
275/278	280/285	Jul 31	$4.80	$0.20	24.00	$272.70	$284.80
285/288	310/312	Aug 21	$2.40	$0.10	24.00	$285.10	$312.40
272/275	280/285	Jul 31	$4.77	$0.23	20.74	$270.23	$284.77
268/270	280/285	Jul 31	$4.75	$0.25	19.00	$265.25	$284.75
250/255	260/270	Aug 21	$9.50	$0.50	19.00	$245.50	$269.50
250/255	260/265	Aug 28	$4.75	$0.25	19.00	$250.25	$264.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 84 found (best R:R 49.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$335.00	$337.50	$340.00	Jul 31	$0.06	$2.44	40.67
$337.50	$340.00	$342.50	Jul 31	$0.07	$2.43	34.71
$345.00	$350.00	$355.00	Jul 31	$0.14	$4.86	34.71
$265.00	$270.00	$275.00	Aug 7	$0.15	$4.85	32.33
$270.00	$280.00	$290.00	Aug 21	$0.30	$9.70	32.33

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$285.00	$287.50	$290.00	Aug 7	$0.05	$2.45	49.00
$260.00	$262.50	$265.00	Jul 31	$0.06	$2.44	40.67
$245.00	$250.00	$255.00	Aug 7	$0.12	$4.88	40.67
$270.00	$275.00	$280.00	Aug 7	$0.12	$4.88	40.67
$245.00	$250.00	$255.00	Aug 28	$0.15	$4.85	32.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 91 found (best net $-1.55, 85 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$345.00	$360.00	1:2	Aug 28	-$1.40	$13.60
$350.00	$360.00	1:2	Aug 7	-$0.47	$9.53
$335.00	$345.00	1:2	Aug 28	-$2.75	$7.25
$285.00	$300.00	1:2	Aug 28	-$9.75	$5.25
$345.00	$350.00	1:2	Jul 31	-$0.11	$4.89

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$330.00	$310.00	1:2	Aug 14	-$1.55	$18.45
$325.00	$307.50	1:2	Aug 7	-$1.90	$15.60
$280.00	$265.00	1:2	Sep 4	-$0.50	$14.50
$295.00	$280.00	1:2	Aug 28	-$1.15	$13.85
$310.00	$295.00	1:2	Aug 28	-$4.35	$10.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 64 found (best yield 4.89%, avg 1.74%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$305.00	Aug 28	$14.90	0.52	0.0%	4.89%	4.91%	1	5
$305.00	Aug 21	$13.70	0.51	0.0%	4.49%	4.52%	80	23
$310.00	Aug 28	$12.80	0.47	1.7%	4.20%	5.86%	--	16
$305.00	Aug 14	$12.70	0.51	0.0%	4.16%	4.19%	2	207
$307.50	Aug 21	$12.60	0.48	0.8%	4.13%	4.97%	17	1
$310.00	Aug 21	$12.60	0.46	1.7%	4.13%	5.79%	12	653
$307.50	Aug 14	$10.60	0.48	0.8%	3.48%	4.32%	2	--
$312.50	Aug 21	$10.60	0.43	2.5%	3.48%	5.96%	5	52
$315.00	Aug 21	$10.60	0.41	3.3%	3.48%	6.78%	13	62
$310.00	Aug 14	$10.50	0.46	1.7%	3.44%	5.11%	1	57

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 2,490

Total Puts 1,533

Put/Call Ratio 0.62

Net Difference 957

Prior's Put/Call Breakdown

Total Calls 7,921

Total Puts 7,674

Put/Call Ratio 0.97

Net Difference 247

Prior 7-Day Put/Call Summary

Total Calls 34,843

Total Puts 35,714

Average Put/Call Ratio 1.02

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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