VLO - Options Database

VLO

VALERO ENERGY CORP N

$317.39 +0.82%

(7/21 18:06) ◀

Wednesday, July 22, 2026 (10:00am)

▶ (7/22 11:25)

◀ 7/22 10:00 ▶

Option Volume

Detail

ℹ

Current (07/22 10:00am) 631

Calls: 289 (46%)

Puts: 342 (54%)

Prior (07/21) 1,390

Calls: 990 (71%)

Puts: 400 (29%)

Current vs Prior -54.60%

Calls: -70.81% (Calls)

Puts: -14.50% (Puts)

Prior 7-Day Total 90,443

Calls: 57,926 (64%)

Puts: 32,517 (36%)

Prior 7-Day Average 12,920

Calls: 8,275 (64%)

Puts: 4,645 (36%)

Current vs Prior 7-Day Avg -95.12%

Calls: -96.51%

Puts: -92.64%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/22 10:00am) $635.7K

Calls: $386.3K (61%)

Puts: $249.5K (39%)

Prior (07/21) $3.26M

Calls: $3.08M (94%)

Puts: $184.9K (6%)

Current vs Prior -80.52%

Calls: -87.46%

Puts: +34.89%

Prior 7-Day Total $115.36M

Calls: $84.78M (73%)

Puts: $30.58M (27%)

Prior 7-Day Average $16.48M

Calls: $12.11M (73%)

Puts: $4.37M (27%)

Current vs Prior 7-Day Avg -96.14%

Calls: -96.81%

Puts: -94.29%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/22 10:00am) 1.18

Prior (07/21) 0.40

Current vs Prior +192.89%

Prior 7-Day Average 0.74

Current vs Prior 7-Day Avg +58.84%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/22 10:00am) 120,193

Calls: 63,485 (53%)

Puts: 56,708 (47%)

Prior (07/21) 117,760

Calls: 62,408 (53%)

Puts: 55,352 (47%)

Current vs Prior +2.07%

Prior 7-Day Total 789,360

Calls: 439,468 (56%)

Puts: 349,892 (44%)

Prior 7-Day Average 112,765

Calls: 62,781 (56%)

Puts: 49,984 (44%)

Current vs Prior 7-Day Avg +6.59%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 3.43% | 7.07%11.12% | 15.97%

Prior 4.42% | 7.45%11.30% | 16.10%

Current vs Prior -22.31% | -5.09%-1.56% | -0.80%

Prior 7-Day Avg 4.05% | 6.50%4.49% | 13.64%

Current vs 7-Day Avg -15.16% | +8.85%+147.52% | +17.14%

Prior 7-Day Eod 4.42% | 7.45%11.25% | 15.96%

Current vs 7-Day Eod -22.31% | -5.09%-1.10% | +0.07%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 43.80% | 18.16%

Calls: 44.29% | 21.65%

Puts: 43.30% | 14.68%

Prior 15.21% | 8.98%

Calls: 11.43% | 7.79%

Puts: 18.98% | 10.17%

Current vs Prior +187.97% | +102.23%

Prior 7-Day Avg 20.65% | 11.16%

Calls: 19.09% | 9.67%

Puts: 22.20% | 12.65%

Current vs 7-Day Avg +112.12% | +62.72%

Liquidity Expensive

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Moderately bullish flow with 61% call dollar volume ($386.3K). Light premium activity with dollar volume down 81% vs prior. Below-average activity with volume down 55% vs prior. Slightly bearish P/C ratio of 1.18.

Smart Money BULLISH

Retail Flow BEARISH

Overall BEARISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BULLISH

7-Day Avg BULLISH

Current NEUTRAL

Prior BULLISH

7-Day Avg NEUTRAL

Current NEUTRAL

Prior BULLISH

7-Day Avg NEUTRAL

Current NEUTRAL

Prior NEUTRAL

7-Day Avg NEUTRAL

Current BEARISH

Prior BULLISH

7-Day Avg BULLISH

Sentiment Timeline (Today)

Time	Smart Money	Retail	Overall
16:00	BULLISH	NEUTRAL	BULLISH
15:00	BULLISH	NEUTRAL	BULLISH
14:00	BULLISH	NEUTRAL	MIXED
13:00	BULLISH	NEUTRAL	BULLISH
12:00	BULLISH	BULLISH	BULLISH
11:00	BULLISH	BULLISH	BULLISH
10:00	BULLISH	BEARISH	BEARISH

📈 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 37 of results (avg 7.2%, best 4.8%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$255.00	Jul 24	60.80	63.80	$62.30	4.8%	--	0.99	11
$260.00	Jul 24	55.90	58.80	$57.35	5.1%	--	1.00	86
$255.00	Jul 31	61.00	64.20	$62.60	5.1%	--	1.00	17
$260.00	Jul 31	56.00	59.10	$57.55	5.4%	--	1.00	89
$260.00	Aug 21	57.10	60.30	$58.70	5.5%	--	0.92	186

PUTS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	46.30	49.20	$47.75	6.1%	--	0.79	30
$320.00	Aug 21	17.90	19.50	$18.70	8.6%	--	0.50	10

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. 84 found (avg delta 0.78, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$255.00	Jul 31	61.00	64.20	$62.60	5.1%	--	1.00	17
$260.00	Jul 31	56.00	59.10	$57.55	5.4%	--	1.00	89
$265.00	Jul 31	51.20	54.50	$52.85	6.2%	--	1.00	57
$260.00	Jul 24	55.90	58.80	$57.35	5.1%	--	1.00	86
$265.00	Jul 24	50.90	53.80	$52.35	5.5%	--	0.99	17

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	46.30	49.20	$47.75	6.1%	--	0.79	30
$330.00	Aug 14	21.70	24.70	$23.20	12.9%	--	0.60	43
$330.00	Aug 21	23.30	25.80	$24.55	10.2%	2	0.58	1
$325.00	Aug 7	16.60	19.60	$18.10	16.6%	--	0.58	146
$320.00	Jul 24	5.00	7.80	$6.40	43.7%	4	0.57	--

Most actively traded options today. High liquidity = easy entry/exit. 87 active (total vol 471, top 81)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$315.00	Jul 24	4.50	7.60	$6.05	51.2%	81	0.59	684
$305.00	Jul 31	16.00	18.90	$17.45	16.6%	17	0.70	67
$320.00	Jul 31	8.00	10.10	$9.05	23.2%	17	0.47	58
$325.00	Jul 31	6.20	7.70	$6.95	21.6%	15	0.39	52
$320.00	Aug 21	15.40	16.50	$15.95	6.9%	13	0.50	2.5K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$302.50	Jul 24	0.45	0.95	$0.70	71.4%	52	0.11	49
$265.00	Jul 24	0.00	0.10	$0.05	200.0%	40	0.01	121
$310.00	Jul 24	1.45	2.15	$1.80	38.9%	16	0.25	110
$325.00	Aug 21	20.00	22.50	$21.25	11.8%	15	0.54	--
$315.00	Aug 21	14.40	16.70	$15.55	14.8%	11	0.46	26

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 49 strikes (avg 40.2%, max 174.1%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$270.00	Jul 24	Aug 21	102.7%	48.8%	110.6%	--	403
$265.00	Jul 24	Aug 28	93.6%	47.3%	98.0%	--	27
$260.00	Jul 24	Aug 21	94.9%	48.6%	95.4%	--	272
$275.00	Jul 24	Aug 7	92.7%	50.5%	83.7%	--	138
$280.00	Jul 24	Aug 28	82.7%	45.8%	80.5%	--	68

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$255.00	Jul 24	Aug 28	130.8%	47.7%	174.1%	--	104
$270.00	Jul 24	Aug 28	102.7%	46.1%	122.8%	1	139
$275.00	Jul 24	Aug 21	92.7%	46.8%	98.0%	--	40
$260.00	Jul 24	Aug 21	94.9%	48.6%	95.4%	1	619
$267.50	Jul 24	Jul 31	107.8%	57.8%	86.4%	2	93

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 120 found (best R:R 40.67, avg 5.24)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$345.00	$350.00	Jul 24	$0.25	$4.75	$0.25	19.00	$345.25
$335.00	$337.50	Jul 24	$0.17	$2.33	$0.17	13.71	$335.17
$355.00	$357.50	Jul 31	$0.17	$2.33	$0.17	13.71	$355.17
$337.50	$340.00	Jul 24	$0.20	$2.30	$0.20	11.50	$337.70
$370.00	$380.00	Aug 21	$1.00	$9.00	$1.00	9.00	$371.00

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$275.00	$270.00	Jul 31	$0.12	$4.88	$0.12	40.67	$274.88
$265.00	$260.00	Jul 31	$0.15	$4.85	$0.15	32.33	$264.85
$270.00	$260.00	Aug 7	$0.37	$9.63	$0.37	26.03	$269.63
$280.00	$275.00	Jul 31	$0.20	$4.80	$0.20	24.00	$279.80
$270.00	$260.00	Aug 14	$0.40	$9.60	$0.40	24.00	$269.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 159 found (best R:R 32.33, avg 2.59)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$265.00	$270.00	Jul 31	$4.85	$4.85	$0.15	32.33	$269.85
$272.50	$275.00	Jul 24	$2.40	$2.40	$0.10	24.00	$274.90
$282.50	$285.00	Jul 24	$2.40	$2.40	$0.10	24.00	$284.90
$297.50	$300.00	Jul 24	$2.40	$2.40	$0.10	24.00	$299.90
$290.00	$292.50	Jul 24	$2.35	$2.35	$0.15	15.67	$292.35

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$360.00	$330.00	Aug 21	$23.20	$23.20	$6.80	3.41	$336.80
$320.00	$317.50	Aug 21	$1.80	$1.80	$0.70	2.57	$318.20
$330.00	$325.00	Aug 21	$3.30	$3.30	$1.70	1.94	$326.70
$320.00	$317.50	Jul 24	$1.55	$1.55	$0.95	1.63	$318.45
$330.00	$315.00	Aug 28	$8.80	$8.80	$6.20	1.42	$321.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $2.98, cheapest $0.15)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$260.00	Jul 24	Jul 31	$0.20	94.9%	65.1%
$255.00	Jul 24	Jul 31	$0.30	130.8%	73.0%
$265.00	Jul 24	Jul 31	$0.50	93.6%	63.9%
$270.00	Jul 24	Jul 31	$0.70	102.7%	59.5%
$280.00	Jul 24	Jul 31	$0.75	82.7%	53.7%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$267.50	Jul 24	Jul 31	$0.15	107.8%	57.8%
$255.00	Jul 24	Jul 31	$0.22	130.8%	73.0%
$257.50	Jul 24	Jul 31	$0.22	125.7%	70.2%
$260.00	Jul 24	Jul 31	$0.30	94.9%	65.1%
$270.00	Jul 24	Jul 31	$0.33	102.7%	59.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 63 found (cheapest 3.04% of stock, avg 10.78%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$317.50	Jul 24	$4.80	$4.85	$9.65	$307.85	$327.15	3.04%
$315.00	Jul 24	$6.05	$3.63	$9.68	$305.32	$324.68	3.05%
$312.50	Jul 24	$7.70	$2.42	$10.12	$302.38	$322.62	3.19%
$320.00	Jul 24	$3.85	$6.40	$10.25	$309.75	$330.25	3.23%
$310.00	Jul 24	$9.15	$1.80	$10.95	$299.05	$320.95	3.45%
$307.50	Jul 24	$11.25	$1.27	$12.52	$294.98	$320.02	3.94%
$305.00	Jul 24	$13.15	$1.05	$14.20	$290.80	$319.20	4.47%
$302.50	Jul 24	$15.50	$0.70	$16.20	$286.30	$318.70	5.10%
$300.00	Jul 24	$17.75	$0.57	$18.32	$281.68	$318.32	5.77%
$312.50	Jul 31	$12.55	$7.80	$20.35	$292.15	$332.85	6.41%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 0.79% of stock, avg 4.59%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$330.00	$307.50	Jul 24	$1.25	$1.27	$2.52	$304.98	$332.52
$327.50	$307.50	Jul 24	$1.75	$1.27	$3.02	$304.48	$330.52
$330.00	$310.00	Jul 24	$1.25	$1.80	$3.05	$306.95	$333.05
$327.50	$310.00	Jul 24	$1.75	$1.80	$3.55	$306.45	$331.05
$325.00	$307.50	Jul 24	$2.35	$1.27	$3.62	$303.88	$328.62
$330.00	$312.50	Jul 24	$1.25	$2.42	$3.67	$308.83	$333.67
$325.00	$310.00	Jul 24	$2.35	$1.80	$4.15	$305.85	$329.15
$327.50	$312.50	Jul 24	$1.75	$2.42	$4.17	$308.33	$331.67
$360.00	$260.00	Aug 14	$3.15	$1.25	$4.40	$255.60	$364.40
$322.50	$307.50	Jul 24	$3.28	$1.27	$4.55	$302.95	$327.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 159 found (best R:R 37.46, avg credit $4.36)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
285/288	290/295	Jul 31	$4.87	$0.13	37.46	$282.63	$294.87
260/265	270/275	Jul 31	$4.80	$0.20	24.00	$260.20	$274.80
268/270	280/285	Jul 31	$4.78	$0.22	21.73	$265.22	$284.78
260/265	280/285	Jul 31	$4.75	$0.25	19.00	$260.25	$284.75
280/282	285/290	Jul 31	$4.75	$0.25	19.00	$277.75	$289.75
280/282	290/295	Jul 31	$4.75	$0.25	19.00	$277.75	$294.75
270/275	280/285	Jul 31	$4.72	$0.28	16.86	$270.28	$284.72
275/280	285/290	Jul 31	$4.70	$0.30	15.67	$275.30	$289.70
275/280	290/295	Jul 31	$4.70	$0.30	15.67	$275.30	$294.70
300/302	310/312	Aug 21	$2.35	$0.15	15.67	$300.15	$312.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 66 found (best R:R 61.50, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$295.00	$297.50	$300.00	Jul 24	$0.05	$2.45	49.00
$280.00	$285.00	$290.00	Jul 31	$0.10	$4.90	49.00
$325.00	$327.50	$330.00	Jul 31	$0.05	$2.45	49.00
$260.00	$265.00	$270.00	Aug 21	$0.10	$4.90	49.00
$360.00	$370.00	$380.00	Aug 21	$0.25	$9.75	39.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$270.00	$275.00	$280.00	Jul 31	$0.08	$4.92	61.50
$270.00	$275.00	$280.00	Aug 7	$0.08	$4.92	61.50
$280.00	$285.00	$290.00	Aug 21	$0.10	$4.90	49.00
$307.50	$310.00	$312.50	Jul 24	$0.09	$2.41	26.78
$290.00	$292.50	$295.00	Jul 31	$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. 90 found (best net $-1.35, 80 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$350.00	$360.00	1:2	Aug 14	-$1.45	$8.55
$320.00	$335.00	1:2	Aug 28	-$6.50	$8.50
$330.00	$340.00	1:2	Jul 31	-$1.60	$8.40
$370.00	$380.00	1:2	Aug 21	-$1.60	$8.40
$360.00	$370.00	1:2	Aug 21	-$2.35	$7.65

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$360.00	$330.00	1:2	Aug 21	-$1.35	$28.65
$310.00	$295.00	1:2	Aug 28	-$2.90	$12.10
$270.00	$260.00	1:2	Aug 21	-$0.26	$9.74
$270.00	$260.00	1:2	Aug 7	-$0.31	$9.69
$285.00	$275.00	1:2	Aug 14	-$0.65	$9.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 42 found (best yield 5.20%, avg 1.79%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$320.00	Aug 28	$16.50	0.50	0.8%	5.20%	6.02%	1	13
$317.50	Aug 21	$15.80	0.52	0.0%	4.98%	5.01%	1	6
$320.00	Aug 21	$15.40	0.50	0.8%	4.85%	5.67%	13	2.5K
$325.00	Aug 21	$13.00	0.46	2.4%	4.10%	6.49%	1	15
$320.00	Aug 14	$12.80	0.49	0.8%	4.03%	4.86%	1	148
$317.50	Aug 7	$11.50	0.51	0.0%	3.62%	3.66%	11	6
$330.00	Aug 21	$11.20	0.41	4.0%	3.53%	7.50%	3	400
$320.00	Aug 7	$10.80	0.48	0.8%	3.40%	4.23%	--	182
$335.00	Aug 28	$10.70	0.39	5.5%	3.37%	8.92%	--	11
$325.00	Aug 14	$10.40	0.44	2.4%	3.28%	5.67%	2	13

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 289

Total Puts 342

Put/Call Ratio 1.18

Net Difference -53

Prior's Put/Call Breakdown

Total Calls 990

Total Puts 400

Put/Call Ratio 0.40

Net Difference 590

Prior 7-Day Put/Call Summary

Total Calls 57,926

Total Puts 32,517

Average Put/Call Ratio 0.74

Ratio Trend Rising

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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