VLO - Options Database

VLO

VALERO ENERGY CORP N

$312.17 -0.84%

(7/22 10:00) ◀

Wednesday, July 22, 2026 (11:00am)

▶ (7/22 12:01)

◀ 7/22 11:25 ▶

Option Volume

Detail

ℹ

Current (07/22 11:00am) 2,174

Calls: 1,364 (63%)

Puts: 810 (37%)

Prior (07/21) 2,949

Calls: 1,553 (53%)

Puts: 1,396 (47%)

Current vs Prior -26.28%

Calls: -12.17% (Calls)

Puts: -41.98% (Puts)

Prior 7-Day Total 90,049

Calls: 57,477 (64%)

Puts: 32,572 (36%)

Prior 7-Day Average 12,864

Calls: 8,211 (64%)

Puts: 4,653 (36%)

Current vs Prior 7-Day Avg -83.10%

Calls: -83.39%

Puts: -82.59%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/22 11:00am) $3.42M

Calls: $2.50M (73%)

Puts: $925.5K (27%)

Prior (07/21) $6.18M

Calls: $5.53M (89%)

Puts: $649.0K (11%)

Current vs Prior -44.62%

Calls: -54.85%

Puts: +42.61%

Prior 7-Day Total $120.58M

Calls: $89.59M (74%)

Puts: $30.99M (26%)

Prior 7-Day Average $17.23M

Calls: $12.80M (74%)

Puts: $4.43M (26%)

Current vs Prior 7-Day Avg -80.13%

Calls: -80.49%

Puts: -79.09%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/22 11:00am) 0.59

Prior (07/21) 0.90

Current vs Prior -33.94%

Prior 7-Day Average 0.77

Current vs Prior 7-Day Avg -22.40%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/22 11:00am) 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 804,082

Calls: 444,831 (55%)

Puts: 359,251 (45%)

Prior 7-Day Average 114,868

Calls: 63,547 (55%)

Puts: 51,321 (45%)

Current vs Prior 7-Day Avg +4.63%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 3.40% | 6.94%10.96% | 16.11%

Prior 3.94% | 7.08%11.25% | 15.96%

Current vs Prior -13.80% | -2.10%-2.58% | +0.94%

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

Current vs 7-Day Avg -14.01% | +5.54%+101.46% | +15.00%

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

Current vs 7-Day Eod -13.80% | -2.10%-2.58% | +0.94%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 17.11% | 11.52%

Calls: 15.65% | 13.70%

Puts: 18.56% | 9.35%

Prior 19.54% | 13.45%

Calls: 17.65% | 14.29%

Puts: 21.43% | 12.61%

Current vs Prior -12.44% | -14.35%

Prior 7-Day Avg 21.48% | 11.47%

Calls: 19.99% | 10.43%

Puts: 22.97% | 12.50%

Current vs 7-Day Avg -20.34% | +0.46%

Liquidity Expensive

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Moderately bullish flow with 73% call dollar volume ($2.50M). Bullish P/C ratio of 0.59. P/C ratio dropping 34% - 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 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

Sentiment Timeline (Today)

Time	Smart Money	Retail	Overall
11:00	BULLISH	BULLISH	BULLISH
10:00	BULLISH	BEARISH	BEARISH

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📉 Credit Spreads

📅 Calendar Spreads

⚡ Straddles

🔀 Strangles

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⚖️ Ratio Spreads

🛡️ Covered Calls

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Tightest Spreads

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Best Value <$1

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 59 of results (avg 7.3%, best 3.5%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Aug 21	61.80	64.00	$62.90	3.5%	--	0.94	114
$265.00	Jul 24	46.50	48.30	$47.40	3.8%	--	1.00	17
$252.50	Jul 24	58.40	60.90	$59.65	4.2%	1	1.00	3
$250.00	Jul 24	60.80	63.80	$62.30	4.8%	--	1.00	17
$322.50	Aug 21	12.00	12.60	$12.30	4.9%	6	0.42	2

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	50.20	53.20	$51.70	5.8%	--	0.83	30
$320.00	Aug 21	20.70	22.00	$21.35	6.1%	10	0.55	10
$330.00	Aug 14	25.20	27.10	$26.15	7.3%	--	0.66	43
$315.00	Aug 21	17.70	19.10	$18.40	7.6%	13	0.50	26
$315.00	Jul 31	11.60	12.70	$12.15	9.1%	12	0.54	16

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. 90 found (avg delta 0.77, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 24	60.80	63.80	$62.30	4.8%	--	1.00	17
$252.50	Jul 24	58.40	60.90	$59.65	4.2%	1	1.00	3
$255.00	Jul 24	55.80	58.80	$57.30	5.2%	--	1.00	11
$260.00	Jul 24	51.00	53.90	$52.45	5.5%	5	1.00	86
$265.00	Jul 24	46.50	48.30	$47.40	3.8%	--	1.00	17

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$327.50	Jul 24	14.30	17.20	$15.75	18.4%	1	0.88	--
$360.00	Aug 21	50.20	53.20	$51.70	5.8%	--	0.83	30
$320.00	Jul 24	9.00	10.00	$9.50	10.5%	5	0.73	--
$317.50	Jul 24	7.30	8.30	$7.80	12.8%	4	0.67	--
$330.00	Aug 14	25.20	27.10	$26.15	7.3%	--	0.66	43

Most actively traded options today. High liquidity = easy entry/exit. 145 active (total vol 1.3K, top 94)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$340.00	Jul 24	0.00	0.35	$0.18	194.4%	94	0.03	541
$315.00	Jul 24	3.20	3.70	$3.45	14.5%	90	0.41	684
$370.00	Aug 21	2.45	3.50	$2.98	35.2%	56	0.14	61
$332.50	Jul 31	2.70	3.70	$3.20	31.2%	40	0.22	--
$335.00	Jul 31	2.35	3.20	$2.78	30.6%	40	0.20	4

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$302.50	Jul 24	1.15	1.50	$1.33	26.3%	68	0.20	49
$265.00	Jul 24	0.00	0.10	$0.05	200.0%	40	0.01	121
$310.00	Jul 24	3.20	3.90	$3.55	19.7%	33	0.42	110
$285.00	Aug 21	4.60	6.60	$5.60	35.7%	29	0.23	10
$290.00	Jul 31	2.15	2.70	$2.42	22.7%	22	0.17	302

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 56 strikes (avg 36.5%, max 180.3%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 24	Aug 21	134.5%	49.5%	171.8%	--	131
$270.00	Jul 24	Aug 21	95.1%	47.2%	101.3%	1	403
$260.00	Jul 24	Aug 21	89.0%	48.1%	85.1%	5	272
$265.00	Jul 24	Aug 28	87.2%	48.0%	81.7%	--	27
$255.00	Jul 24	Jul 31	124.0%	68.4%	81.2%	--	28

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 24	Aug 28	134.5%	48.0%	180.3%	--	165
$255.00	Jul 24	Aug 28	124.0%	47.4%	161.8%	--	104
$270.00	Jul 24	Aug 28	95.1%	45.4%	109.5%	1	139
$260.00	Jul 24	Aug 21	89.0%	48.1%	85.1%	8	619
$267.50	Jul 24	Jul 31	100.3%	55.0%	82.2%	5	93

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 139 found (best R:R 32.33, avg 4.68)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$345.00	$350.00	Jul 24	$0.15	$4.85	$0.15	32.33	$345.15
$340.00	$345.00	Jul 31	$0.22	$4.78	$0.22	21.73	$340.22
$360.00	$370.00	Aug 21	$0.67	$9.33	$0.67	13.93	$360.67
$327.50	$330.00	Jul 24	$0.18	$2.32	$0.18	12.89	$327.68
$330.00	$332.50	Jul 24	$0.20	$2.30	$0.20	11.50	$330.20

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$265.00	$260.00	Jul 31	$0.15	$4.85	$0.15	32.33	$264.85
$255.00	$250.00	Aug 7	$0.15	$4.85	$0.15	32.33	$254.85
$270.00	$267.50	Jul 31	$0.10	$2.40	$0.10	24.00	$269.90
$297.50	$295.00	Jul 24	$0.13	$2.37	$0.13	18.23	$297.37
$262.50	$260.00	Jul 24	$0.15	$2.35	$0.15	15.67	$262.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 179 found (best R:R 32.33, avg 2.36)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$255.00	$260.00	Jul 24	$4.85	$4.85	$0.15	32.33	$259.85
$275.00	$280.00	Jul 31	$4.85	$4.85	$0.15	32.33	$279.85
$250.00	$270.00	Aug 7	$19.40	$19.40	$0.60	32.33	$269.40
$280.00	$285.00	Aug 7	$4.80	$4.80	$0.20	24.00	$284.80
$252.50	$255.00	Jul 24	$2.35	$2.35	$0.15	15.67	$254.85

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$327.50	$320.00	Jul 24	$6.25	$6.25	$1.25	5.00	$321.25
$320.00	$317.50	Aug 21	$2.05	$2.05	$0.45	4.56	$317.95
$360.00	$330.00	Aug 21	$24.30	$24.30	$5.70	4.26	$335.70
$315.00	$312.50	Aug 21	$1.95	$1.95	$0.55	3.55	$313.05
$330.00	$325.00	Aug 21	$3.45	$3.45	$1.55	2.23	$326.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 57 found (avg debit $3.05, cheapest $0.05)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$265.00	Jul 24	Jul 31	$0.05	87.2%	59.1%
$250.00	Jul 24	Jul 31	$0.15	134.5%	73.3%
$255.00	Jul 24	Jul 31	$0.15	124.0%	68.4%
$270.00	Jul 24	Jul 31	$0.15	95.1%	54.5%
$275.00	Jul 24	Jul 31	$0.75	84.8%	50.1%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 24	Jul 31	$0.20	134.5%	73.3%
$255.00	Jul 24	Jul 31	$0.22	124.0%	68.4%
$257.50	Jul 24	Jul 31	$0.22	118.8%	65.6%
$267.50	Jul 24	Jul 31	$0.23	100.3%	55.0%
$260.00	Jul 24	Jul 31	$0.30	89.0%	60.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 72 found (cheapest 2.98% of stock, avg 10.55%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$310.00	Jul 24	$5.75	$3.55	$9.30	$300.70	$319.30	2.98%
$312.50	Jul 24	$4.55	$4.85	$9.40	$303.10	$321.90	3.01%
$315.00	Jul 24	$3.45	$6.20	$9.65	$305.35	$324.65	3.09%
$307.50	Jul 24	$7.40	$2.68	$10.08	$297.42	$317.58	3.23%
$317.50	Jul 24	$2.60	$7.80	$10.40	$307.10	$327.90	3.33%
$305.00	Jul 24	$9.15	$1.83	$10.98	$294.02	$315.98	3.52%
$320.00	Jul 24	$1.92	$9.50	$11.42	$308.58	$331.42	3.66%
$302.50	Jul 24	$11.10	$1.33	$12.43	$290.07	$314.93	3.98%
$300.00	Jul 24	$13.00	$0.95	$13.95	$286.05	$313.95	4.47%
$297.50	Jul 24	$15.10	$0.63	$15.73	$281.77	$313.23	5.04%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.75% of stock, avg 4.99%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$322.50	$300.00	Jul 24	$1.40	$0.95	$2.35	$297.65	$324.85
$322.50	$302.50	Jul 24	$1.40	$1.33	$2.73	$299.77	$325.23
$320.00	$300.00	Jul 24	$1.92	$0.95	$2.87	$297.13	$322.87
$322.50	$305.00	Jul 24	$1.40	$1.83	$3.23	$301.77	$325.73
$320.00	$302.50	Jul 24	$1.92	$1.33	$3.25	$299.25	$323.25
$317.50	$300.00	Jul 24	$2.60	$0.95	$3.55	$296.45	$321.05
$320.00	$305.00	Jul 24	$1.92	$1.83	$3.75	$301.25	$323.75
$317.50	$302.50	Jul 24	$2.60	$1.33	$3.93	$298.57	$321.43
$322.50	$307.50	Jul 24	$1.40	$2.68	$4.08	$303.42	$326.58
$315.00	$300.00	Jul 24	$3.45	$0.95	$4.40	$295.60	$319.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 161 found (best R:R 40.67, avg credit $4.36)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
275/280	285/290	Jul 31	$4.88	$0.12	40.67	$275.12	$289.88
260/262	272/275	Jul 24	$2.40	$0.10	24.00	$260.10	$274.90
265/268	272/275	Jul 24	$2.40	$0.10	24.00	$265.10	$274.90
260/265	280/285	Jul 31	$4.80	$0.20	24.00	$260.20	$284.80
268/270	280/285	Jul 31	$4.75	$0.25	19.00	$265.25	$284.75
250/255	270/275	Aug 7	$4.75	$0.25	19.00	$250.25	$274.75
310/315	320/325	Aug 28	$4.75	$0.25	19.00	$310.25	$324.75
280/282	285/290	Jul 31	$4.65	$0.35	13.29	$277.85	$289.65
295/300	305/310	Aug 7	$4.65	$0.35	13.29	$295.35	$309.65
288/290	295/298	Jul 31	$2.32	$0.18	12.89	$287.68	$297.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 88 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$340.00	$350.00	$360.00	Aug 21	$0.10	$9.90	99.00
$290.00	$292.50	$295.00	Jul 24	$0.05	$2.45	49.00
$312.50	$315.00	$317.50	Jul 31	$0.05	$2.45	49.00
$315.00	$317.50	$320.00	Jul 31	$0.05	$2.45	49.00
$295.00	$300.00	$305.00	Aug 14	$0.10	$4.90	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$310.00	$312.50	$315.00	Jul 24	$0.05	$2.45	49.00
$297.50	$300.00	$302.50	Jul 24	$0.06	$2.44	40.67
$282.50	$285.00	$287.50	Jul 24	$0.07	$2.43	34.71
$290.00	$292.50	$295.00	Jul 24	$0.10	$2.40	24.00
$315.00	$317.50	$320.00	Jul 24	$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. 99 found (best net $-3.10, 92 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$330.00	$345.00	1:2	Aug 7	-$0.01	$14.99
$345.00	$360.00	1:2	Aug 7	-$0.18	$14.82
$350.00	$360.00	1:2	Aug 14	-$1.66	$8.34
$340.00	$350.00	1:2	Aug 14	-$2.00	$8.00
$350.00	$360.00	1:2	Aug 21	-$2.05	$7.95

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$360.00	$330.00	1:2	Aug 21	-$3.10	$26.90
$270.00	$255.00	1:2	Aug 28	-$0.10	$14.90
$310.00	$295.00	1:2	Aug 28	-$4.05	$10.95
$270.00	$260.00	1:2	Aug 7	-$0.03	$9.97
$260.00	$250.00	1:2	Aug 21	-$0.32	$9.68

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 5.06%, avg 1.95%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$312.50	Aug 21	$15.80	0.52	0.1%	5.06%	5.17%	8	50
$315.00	Aug 21	$14.70	0.49	0.9%	4.71%	5.62%	3	9
$320.00	Aug 28	$14.10	0.46	2.5%	4.52%	7.03%	1	13
$317.50	Aug 21	$13.70	0.47	1.7%	4.39%	6.10%	2	6
$315.00	Aug 14	$12.70	0.48	0.9%	4.07%	4.97%	1	25
$320.00	Aug 21	$12.60	0.45	2.5%	4.04%	6.54%	24	2.5K
$322.50	Aug 21	$12.00	0.42	3.3%	3.84%	7.15%	6	2
$325.00	Aug 28	$12.00	0.42	4.1%	3.84%	7.95%	1	6
$312.50	Aug 7	$11.00	0.51	0.1%	3.52%	3.63%	1	2
$325.00	Aug 21	$10.80	0.41	4.1%	3.46%	7.57%	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 1,364

Total Puts 810

Put/Call Ratio 0.59

Net Difference 554

Prior's Put/Call Breakdown

Total Calls 1,553

Total Puts 1,396

Put/Call Ratio 0.90

Net Difference 157

Prior 7-Day Put/Call Summary

Total Calls 57,477

Total Puts 32,572

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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