Tour v456
VLO
VALERO ENERGY CORP N
$301.32 +0.82%
$303.70 (+0.79%)🌙
as of 07/29 06:09 PM
(7/29 16:00) ◀
|
Wednesday, July 29, 2026 (6:09pm)
January 2026
|
▶ (7/30 10:00)
◀ 7/29 18:09 ▶

Option Volume

Detail
ℹ
Current (07/29) 10,778
Calls: 7,949 (74%)
Puts: 2,829 (26%)
Prior (07/28) 4,092
Calls: 2,784 (68%)
Puts: 1,308 (32%)
Current vs Prior +163.39%
Calls: +185.52% (Calls)
Puts: +116.28% (Puts)
Prior 7-Day Total 50,294
Calls: 27,742 (55%)
Puts: 22,552 (45%)
Prior 7-Day Average 7,184
Calls: 3,963 (55%)
Puts: 3,221 (45%)
Current vs Prior 7-Day Avg +50.01%
Calls: +100.57%
Puts: -12.19%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (07/29) $8.54M
Calls: $6.79M (80%)
Puts: $1.75M (20%)
Prior (07/28) $14.32M
Calls: $13.27M (93%)
Puts: $1.05M (7%)
Current vs Prior -40.35%
Calls: -48.80%
Puts: +66.22%
Prior 7-Day Total $73.99M
Calls: $49.48M (67%)
Puts: $24.51M (33%)
Prior 7-Day Average $10.57M
Calls: $7.07M (67%)
Puts: $3.50M (33%)
Current vs Prior 7-Day Avg -19.20%
Calls: -3.90%
Puts: -50.08%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (07/29) 0.36
Prior (07/28) 0.47
Current vs Prior -24.25%
Prior 7-Day Average 0.79
Current vs Prior 7-Day Avg -54.91%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (07/29) 129,272
Calls: 67,400 (52%)
Puts: 61,872 (48%)
Prior (07/28) 44,450
Calls: 33,834 (76%)
Puts: 10,616 (24%)
Current vs Prior +190.83%
Prior 7-Day Total 639,026
Calls: 353,644 (55%)
Puts: 285,382 (45%)
Prior 7-Day Average 91,289
Calls: 50,520 (55%)
Puts: 40,768 (45%)
Current vs Prior 7-Day Avg +41.61%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 4.86% | 7.28%10.04% | 15.07%
Prior 5.45% | 7.58%10.26% | 15.44%
Current vs Prior -10.85% | -3.88%-2.10% | -2.42%
Prior 7-Day Avg 4.46% | 7.40%10.76% | 15.82%
Current vs 7-Day Avg +8.91% | -1.58%-6.72% | -4.77%
Prior 7-Day Eod 5.45% | 7.58%10.26% | 15.44%
Current vs 7-Day Eod -10.85% | -3.88%-2.10% | -2.42%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 29.23% | 20.54%
Calls: 33.11% | 19.47%
Puts: 25.35% | 21.60%
Prior 23.30% | 15.58%
Calls: 22.22% | 20.00%
Puts: 24.39% | 11.16%
Current vs Prior +25.45% | +31.84%
Prior 7-Day Avg 30.90% | 12.53%
Calls: 26.72% | 13.54%
Puts: 35.08% | 11.52%
Current vs 7-Day Avg -5.40% | +63.89%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($6.79M) vs puts ($1.75M). Unusually high activity with volume up 163% vs prior - elevated interest. Extreme bullish P/C ratio of 0.36 - heavy call buying (7,949 calls vs 2,829 puts). P/C ratio dropping 24% - sentiment shifting bullish.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 17 of results (avg 7.9%, best 5.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$245.00Jul 3155.9059.20$57.555.7%--0.9829
$250.00Jul 3151.0054.20$52.606.1%--0.9938
$250.00Aug 2151.7055.00$53.356.2%760.93112
$250.00Aug 750.9054.30$52.606.5%--0.9727
$255.00Jul 3145.9049.20$47.556.9%--0.9816
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2157.7061.20$59.455.9%--0.9030
$320.00Aug 2124.5026.80$25.659.0%--0.6619
$325.00Aug 2128.2030.90$29.559.1%--0.7015

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 0.71, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 3151.0054.20$52.606.1%--0.9938
$245.00Jul 3155.9059.20$57.555.7%--0.9829
$255.00Jul 3145.9049.20$47.556.9%--0.9816
$265.00Jul 3136.2039.20$37.708.0%--0.9751
$260.00Jul 3140.9044.20$42.557.8%200.9789
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2157.7061.20$59.455.9%--0.9030
$330.00Aug 1430.2033.70$31.9511.0%--0.7943
$325.00Aug 724.8027.60$26.2010.7%--0.78146
$315.00Jul 3114.2016.70$15.4516.2%50.7826
$312.50Jul 3112.3015.00$13.6519.8%100.7429

Most actively traded options today. High liquidity = easy entry/exit. 163 active (total vol 8.8K, top 1.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Aug 76.608.00$7.3019.2%1.8K0.401.8K
$325.00Aug 72.604.00$3.3042.4%1.5K0.221.5K
$325.00Aug 216.507.30$6.9011.6%3860.3032
$330.00Aug 215.306.10$5.7014.0%3070.26448
$317.50Aug 74.405.40$4.9020.4%3020.3030
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Jul 310.651.65$1.1587.0%7880.14251
$310.00Aug 1415.9018.30$17.1014.0%3500.58350
$290.00Aug 217.9010.00$8.9523.5%1050.35390
$260.00Aug 281.504.00$2.7590.9%1020.125
$300.00Jul 315.006.70$5.8529.1%700.46248

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 54 strikes (avg 70.2%, max 186.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$260.00Jul 31Aug 21111.5%50.7%120.0%69273
$250.00Jul 31Aug 21111.0%52.9%109.7%76150
$265.00Jul 31Aug 2892.7%46.4%99.9%--61
$350.00Jul 31Aug 21100.5%50.5%98.8%46309
$355.00Jul 31Sep 491.8%47.6%93.0%210
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$245.00Jul 31Aug 28144.0%50.3%186.6%--58
$255.00Jul 31Aug 28119.9%48.8%146.0%--32
$260.00Jul 31Sep 4111.5%47.2%136.1%6198
$250.00Jul 31Sep 4111.0%48.3%129.7%--100
$270.00Jul 31Aug 2891.2%44.0%107.2%3118

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 145 found (best R:R 37.46, avg 4.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$350.00$355.00Jul 31$0.13$4.87$0.1337.46$350.13
$350.00$355.00Aug 21$0.23$4.77$0.2320.74$350.23
$355.00$360.00Aug 14$0.25$4.75$0.2519.00$355.25
$345.00$350.00Aug 7$0.37$4.63$0.3712.51$345.37
$345.00$350.00Aug 14$0.38$4.62$0.3812.16$345.38
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$255.00$250.00Jul 31$0.17$4.83$0.1728.41$254.83
$255.00$250.00Aug 7$0.20$4.80$0.2024.00$254.80
$270.00$265.00Aug 7$0.33$4.67$0.3314.15$269.67
$255.00$250.00Aug 21$0.33$4.67$0.3314.15$254.67
$277.50$275.00Jul 31$0.17$2.33$0.1713.71$277.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 175 found (best R:R 32.33, avg 1.61)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$260.00$265.00Jul 31$4.85$4.85$0.1532.33$264.85
$280.00$285.00Jul 31$4.85$4.85$0.1532.33$284.85
$250.00$270.00Aug 7$19.20$19.20$0.8024.00$269.20
$270.00$275.00Aug 7$4.55$4.55$0.4510.11$274.55
$250.00$260.00Aug 21$9.10$9.10$0.9010.11$259.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$325.00Aug 21$29.90$29.90$5.105.86$330.10
$325.00$320.00Aug 21$3.90$3.90$1.103.55$321.10
$325.00$315.00Aug 7$7.60$7.60$2.403.17$317.40
$330.00$310.00Aug 14$14.85$14.85$5.152.88$315.15
$312.50$310.00Jul 31$1.85$1.85$0.652.85$310.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 53 found (avg debit $2.68, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$360.00Aug 7Aug 14$0.4063.1%53.4%
$350.00Jul 31Aug 7$0.45100.5%57.9%
$355.00Jul 31Aug 7$0.5091.8%60.7%
$270.00Jul 31Aug 7$0.7091.2%56.2%
$342.50Jul 31Aug 7$0.7297.8%57.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$245.00Jul 31Aug 7$0.15144.0%72.6%
$260.00Jul 31Aug 7$0.25111.5%58.4%
$250.00Jul 31Aug 7$0.35111.0%67.4%
$255.00Jul 31Aug 7$0.38119.9%66.2%
$265.00Jul 31Aug 7$0.7092.7%58.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 61 found (cheapest 4.38% of stock, avg 9.90%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$302.50Jul 31$6.10$7.10$13.20$289.30$315.704.38%
$300.00Jul 31$7.55$5.85$13.40$286.60$313.404.45%
$305.00Jul 31$5.20$8.60$13.80$291.20$318.804.58%
$297.50Jul 31$9.25$4.60$13.85$283.65$311.354.60%
$295.00Jul 31$10.75$3.70$14.45$280.55$309.454.80%
$307.50Jul 31$4.50$10.10$14.60$292.90$322.104.85%
$310.00Jul 31$3.50$11.80$15.30$294.70$325.305.08%
$292.50Jul 31$12.65$2.72$15.37$277.13$307.875.10%
$312.50Jul 31$2.60$13.65$16.25$296.25$328.755.39%
$290.00Jul 31$14.25$2.15$16.40$273.60$306.405.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 1.58% of stock, avg 5.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$312.50$290.00Jul 31$2.60$2.15$4.75$285.25$317.25
$312.50$292.50Jul 31$2.60$2.72$5.32$287.18$317.82
$310.00$290.00Jul 31$3.50$2.15$5.65$284.35$315.65
$355.00$250.00Sep 4$3.60$2.23$5.83$244.17$360.83
$310.00$292.50Jul 31$3.50$2.72$6.22$286.28$316.22
$312.50$295.00Jul 31$2.60$3.70$6.30$288.70$318.80
$307.50$290.00Jul 31$4.50$2.15$6.65$283.35$314.15
$355.00$260.00Sep 4$3.60$3.53$7.13$252.87$362.13
$310.00$295.00Jul 31$3.50$3.70$7.20$287.80$317.20
$312.50$297.50Jul 31$2.60$4.60$7.20$290.30$319.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 261 found (best R:R 49.00, avg credit $3.60)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
260/265270/275Aug 7$4.90$0.1049.00$260.10$274.90
278/280285/288Jul 31$2.40$0.1024.00$277.60$287.40
250/255270/275Aug 7$4.75$0.2519.00$250.25$274.75
268/270285/288Jul 31$2.35$0.1515.67$267.65$287.35
278/280288/290Jul 31$2.35$0.1515.67$277.65$289.85
282/285288/290Jul 31$2.35$0.1515.67$282.65$289.85
260/265275/280Aug 7$4.70$0.3015.67$260.30$279.70
290/292295/298Aug 21$2.35$0.1515.67$290.15$297.35
290/292298/300Aug 21$2.35$0.1515.67$290.15$299.85
270/275295/300Aug 28$4.70$0.3015.67$270.30$299.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 91 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$250.00$255.00$260.00Jul 31$0.05$4.9599.00
$315.00$320.00$325.00Aug 14$0.05$4.9599.00
$340.00$345.00$350.00Aug 14$0.07$4.9370.43
$310.00$315.00$320.00Aug 14$0.10$4.9049.00
$330.00$335.00$340.00Aug 21$0.10$4.9049.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$270.00$275.00$280.00Aug 21$0.10$4.9049.00
$295.00$297.50$300.00Aug 21$0.05$2.4549.00
$300.00$302.50$305.00Aug 21$0.05$2.4549.00
$265.00$270.00$275.00Aug 7$0.12$4.8840.67
$275.00$277.50$280.00Jul 31$0.08$2.4230.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 106 found (best net $-1.60, 98 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$305.00$325.001:2Sep 4-$1.60$18.40
$320.00$335.001:2Aug 28-$1.10$13.90
$265.00$285.001:2Aug 14-$6.50$13.50
$250.00$270.001:2Aug 7-$14.20$5.80
$345.00$350.001:2Aug 7-$0.26$4.74
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$310.001:2Aug 14-$2.25$17.75
$330.00$310.001:2Aug 28-$6.60$13.40
$310.00$295.001:2Aug 28-$5.05$9.95
$270.00$260.001:2Aug 14-$0.51$9.49
$260.00$250.001:2Sep 4-$0.93$9.07

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 66 found (best yield 4.98%, avg 1.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$305.00Sep 4$15.000.511.2%4.98%6.20%1--
$302.50Aug 21$13.600.520.4%4.51%4.91%13
$305.00Aug 28$13.500.501.2%4.48%5.70%56
$305.00Aug 21$12.700.491.2%4.21%5.44%1699
$307.50Aug 21$11.800.472.0%3.92%5.97%--43
$310.00Aug 28$11.400.452.9%3.78%6.66%316
$302.50Aug 14$11.200.510.4%3.72%4.11%81
$305.00Aug 14$10.900.481.2%3.62%4.84%14207
$310.00Aug 21$10.500.442.9%3.48%6.37%12641
$312.50Aug 21$10.100.423.7%3.35%7.06%245

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 7,949
Total Puts 2,829
Put/Call Ratio 0.36
Net Difference 5,120

Prior's Put/Call Breakdown

Total Calls 2,784
Total Puts 1,308
Put/Call Ratio 0.47
Net Difference 1,476

Prior 7-Day Put/Call Summary

Total Calls 27,742
Total Puts 22,552
Average Put/Call Ratio 0.79
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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Chart Title

Price — Past 7 Days

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