VLO - Options Database

VLO

VALERO ENERGY CORP N

$311.91 -0.92%

(7/22 11:25) ◀

Wednesday, July 22, 2026 (12:00pm)

▶ (7/22 13:00)

◀ 7/22 12:01 ▶

Option Volume

Detail

ℹ

Current (07/22 12:00pm) 2,763

Calls: 1,693 (61%)

Puts: 1,070 (39%)

Prior (07/21) 3,697

Calls: 1,953 (53%)

Puts: 1,744 (47%)

Current vs Prior -25.26%

Calls: -13.31% (Calls)

Puts: -38.65% (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 -78.52%

Calls: -79.38%

Puts: -77.00%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/22 12:00pm) $3.94M

Calls: $2.89M (73%)

Puts: $1.04M (27%)

Prior (07/21) $7.19M

Calls: $6.16M (86%)

Puts: $1.03M (14%)

Current vs Prior -45.29%

Calls: -53.09%

Puts: +1.37%

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 -77.15%

Calls: -77.40%

Puts: -76.41%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/22 12:00pm) 0.63

Prior (07/21) 0.89

Current vs Prior -29.22%

Prior 7-Day Average 0.77

Current vs Prior 7-Day Avg -17.41%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/22 12:00pm) 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 3.27% | 6.91%11.03% | 16.32%

Prior 3.94% | 7.08%11.25% | 15.96%

Current vs Prior -16.98% | -2.47%-1.92% | +2.23%

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

Current vs 7-Day Avg -17.19% | +5.14%+102.80% | +16.47%

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

Current vs 7-Day Eod -16.98% | -2.47%-1.92% | +2.23%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 29.41% | 13.46%

Calls: 35.29% | 13.21%

Puts: 23.53% | 13.70%

Prior 19.54% | 13.45%

Calls: 17.65% | 14.29%

Puts: 21.43% | 12.61%

Current vs Prior +50.51% | +0.07%

Prior 7-Day Avg 21.48% | 11.47%

Calls: 19.99% | 10.43%

Puts: 22.97% | 12.50%

Current vs 7-Day Avg +36.92% | +17.38%

Liquidity Expensive

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Moderately bullish flow with 73% call dollar volume ($2.89M). Bullish P/C ratio of 0.63. P/C ratio dropping 29% - 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
12:00	BULLISH	BULLISH	BULLISH
11:00	BULLISH	BULLISH	BULLISH
10:00	BULLISH	BEARISH	BEARISH

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💰 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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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 46 of results (avg 6.7%, best 2.1%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$260.00	Jul 24	50.80	52.80	$51.80	3.9%	10	1.00	86
$250.00	Aug 21	60.90	63.70	$62.30	4.5%	9	0.95	114
$250.00	Aug 7	60.50	63.40	$61.95	4.7%	--	1.00	27
$250.00	Jul 31	60.30	63.30	$61.80	4.9%	2	1.00	41
$250.00	Jul 24	60.00	63.10	$61.55	5.0%	--	1.00	17

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$280.00	Aug 21	4.80	4.90	$4.85	2.1%	7	0.20	814
$300.00	Aug 21	10.80	11.30	$11.05	4.5%	13	0.37	80
$360.00	Aug 21	51.40	54.00	$52.70	4.9%	--	0.83	30
$290.00	Aug 21	7.30	7.70	$7.50	5.3%	11	0.28	370
$297.50	Aug 21	9.80	10.40	$10.10	5.9%	1	0.35	3

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	60.00	63.10	$61.55	5.0%	--	1.00	17
$252.50	Jul 24	57.30	60.30	$58.80	5.1%	1	1.00	3
$255.00	Jul 24	54.80	58.00	$56.40	5.7%	--	1.00	11
$260.00	Jul 24	50.80	52.80	$51.80	3.9%	10	1.00	86
$265.00	Jul 24	45.00	47.80	$46.40	6.0%	--	1.00	17

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$327.50	Jul 24	15.40	18.10	$16.75	16.1%	1	0.89	--
$360.00	Aug 21	51.40	54.00	$52.70	4.9%	--	0.83	30
$320.00	Jul 24	9.20	10.60	$9.90	14.1%	5	0.75	--
$317.50	Jul 24	7.40	8.80	$8.10	17.3%	4	0.69	--
$330.00	Aug 14	25.60	27.70	$26.65	7.9%	--	0.67	43

Most actively traded options today. High liquidity = easy entry/exit. 157 active (total vol 1.7K, top 106)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Jul 31	9.90	11.30	$10.60	13.2%	106	0.53	221
$315.00	Jul 24	2.65	3.60	$3.13	30.4%	97	0.39	684
$340.00	Jul 24	0.00	0.15	$0.08	187.5%	94	0.02	541
$320.00	Jul 24	1.30	2.10	$1.70	47.1%	57	0.24	127
$370.00	Aug 21	2.00	3.20	$2.60	46.2%	57	0.12	61

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$302.50	Jul 24	1.10	1.60	$1.35	37.0%	70	0.21	49
$290.00	Jul 31	2.30	3.40	$2.85	38.6%	50	0.19	302
$265.00	Jul 24	0.00	0.10	$0.05	200.0%	40	0.01	121
$310.00	Jul 24	3.40	4.40	$3.90	25.6%	33	0.44	110
$285.00	Aug 21	5.80	6.20	$6.00	6.7%	30	0.24	10

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 53 strikes (avg 38.5%, max 183.3%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 24	Aug 21	134.1%	50.6%	164.8%	9	131
$270.00	Jul 24	Aug 21	96.3%	47.6%	102.0%	1	403
$260.00	Jul 24	Aug 21	88.6%	47.9%	84.7%	10	272
$265.00	Jul 24	Aug 28	86.6%	47.6%	82.1%	--	27
$255.00	Jul 24	Jul 31	123.5%	68.8%	79.6%	--	28

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 24	Aug 28	134.1%	47.3%	183.3%	--	165
$255.00	Jul 24	Aug 28	123.5%	47.5%	160.0%	--	104
$270.00	Jul 24	Aug 28	96.3%	46.0%	109.2%	1	139
$260.00	Jul 24	Aug 21	88.6%	47.9%	84.7%	10	619
$267.50	Jul 24	Jul 31	99.6%	54.6%	82.5%	5	93

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 141 found (best R:R 37.46, avg 4.82)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$345.00	$350.00	Jul 24	$0.13	$4.87	$0.13	37.46	$345.13
$350.00	$355.00	Jul 31	$0.20	$4.80	$0.20	24.00	$350.20
$345.00	$350.00	Jul 31	$0.32	$4.68	$0.32	14.63	$345.32
$340.00	$345.00	Jul 31	$0.38	$4.62	$0.38	12.16	$340.38
$350.00	$360.00	Aug 14	$0.83	$9.17	$0.83	11.05	$350.83

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
$295.00	$292.50	Jul 24	$0.12	$2.38	$0.12	19.83	$294.88
$292.50	$290.00	Jul 24	$0.13	$2.37	$0.13	18.23	$292.37
$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. 185 found (best R:R 49.00, avg 2.45)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$260.00	$265.00	Jul 31	$4.90	$4.90	$0.10	49.00	$264.90
$250.00	$270.00	Aug 7	$19.25	$19.25	$0.75	25.67	$269.25
$252.50	$255.00	Jul 24	$2.40	$2.40	$0.10	24.00	$254.90
$265.00	$270.00	Jul 31	$4.80	$4.80	$0.20	24.00	$269.80
$270.00	$275.00	Aug 7	$4.80	$4.80	$0.20	24.00	$274.80

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$327.50	$320.00	Jul 24	$6.85	$6.85	$0.65	10.54	$320.65
$360.00	$330.00	Aug 21	$24.35	$24.35	$5.65	4.31	$335.65
$320.00	$317.50	Jul 24	$1.80	$1.80	$0.70	2.57	$318.20
$320.00	$317.50	Aug 21	$1.75	$1.75	$0.75	2.33	$318.25
$317.50	$315.00	Jul 24	$1.70	$1.70	$0.80	2.12	$315.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 57 found (avg debit $3.19, cheapest $0.20)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 24	Jul 31	$0.25	134.1%	72.9%
$265.00	Jul 24	Jul 31	$0.45	86.6%	58.6%
$270.00	Jul 24	Jul 31	$0.60	96.3%	57.8%
$255.00	Jul 24	Jul 31	$0.65	123.5%	68.8%
$275.00	Jul 24	Jul 31	$0.85	84.0%	53.3%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 24	Jul 31	$0.20	134.1%	72.9%
$267.50	Jul 24	Jul 31	$0.23	99.6%	54.6%
$255.00	Jul 24	Jul 31	$0.25	123.5%	68.8%
$257.50	Jul 24	Jul 31	$0.27	118.3%	66.6%
$260.00	Jul 24	Jul 31	$0.30	88.6%	60.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 74 found (cheapest 2.89% of stock, avg 10.54%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$310.00	Jul 24	$5.10	$3.90	$9.00	$301.00	$319.00	2.89%
$312.50	Jul 24	$4.10	$5.10	$9.20	$303.30	$321.70	2.95%
$315.00	Jul 24	$3.13	$6.40	$9.53	$305.47	$324.53	3.06%
$307.50	Jul 24	$7.00	$2.93	$9.93	$297.57	$317.43	3.18%
$317.50	Jul 24	$2.28	$8.10	$10.38	$307.12	$327.88	3.33%
$305.00	Jul 24	$8.90	$2.08	$10.98	$294.02	$315.98	3.52%
$320.00	Jul 24	$1.70	$9.90	$11.60	$308.40	$331.60	3.72%
$302.50	Jul 24	$10.60	$1.35	$11.95	$290.55	$314.45	3.83%
$300.00	Jul 24	$12.30	$1.02	$13.32	$286.68	$313.32	4.27%
$297.50	Jul 24	$14.40	$0.70	$15.10	$282.40	$312.60	4.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.70% of stock, avg 4.87%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$322.50	$300.00	Jul 24	$1.15	$1.02	$2.17	$297.83	$324.67
$322.50	$302.50	Jul 24	$1.15	$1.35	$2.50	$300.00	$325.00
$320.00	$300.00	Jul 24	$1.70	$1.02	$2.72	$297.28	$322.72
$320.00	$302.50	Jul 24	$1.70	$1.35	$3.05	$299.45	$323.05
$322.50	$305.00	Jul 24	$1.15	$2.08	$3.23	$301.77	$325.73
$317.50	$300.00	Jul 24	$2.28	$1.02	$3.30	$296.70	$320.80
$317.50	$302.50	Jul 24	$2.28	$1.35	$3.63	$298.87	$321.13
$320.00	$305.00	Jul 24	$1.70	$2.08	$3.78	$301.22	$323.78
$322.50	$307.50	Jul 24	$1.15	$2.93	$4.08	$303.42	$326.58
$315.00	$300.00	Jul 24	$3.13	$1.02	$4.15	$295.85	$319.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 170 found (best R:R 32.33, avg credit $4.33)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
260/265	270/275	Jul 31	$4.85	$0.15	32.33	$260.15	$274.85
285/290	292/298	Aug 21	$4.85	$0.15	32.33	$285.15	$297.35
275/280	285/290	Jul 31	$4.82	$0.18	26.78	$275.18	$289.82
270/275	280/285	Aug 28	$4.77	$0.23	20.74	$270.23	$284.77
275/280	285/290	Aug 7	$4.70	$0.30	15.67	$275.30	$289.70
285/290	295/300	Aug 7	$4.65	$0.35	13.29	$285.35	$299.65
280/282	285/290	Jul 31	$4.63	$0.37	12.51	$277.87	$289.63
270/275	280/285	Aug 7	$4.63	$0.37	12.51	$270.37	$284.63
270/275	285/290	Aug 7	$4.63	$0.37	12.51	$270.37	$289.63
275/280	292/298	Aug 21	$4.62	$0.38	12.16	$275.38	$297.12

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 81 found (best R:R 82.33, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$340.00	$345.00	$350.00	Jul 31	$0.06	$4.94	82.33
$322.50	$325.00	$327.50	Jul 24	$0.05	$2.45	49.00
$260.00	$265.00	$270.00	Jul 31	$0.10	$4.90	49.00
$265.00	$270.00	$275.00	Jul 31	$0.10	$4.90	49.00
$305.00	$310.00	$315.00	Aug 14	$0.10	$4.90	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$270.00	$275.00	$280.00	Aug 7	$0.07	$4.93	70.43
$275.00	$280.00	$285.00	Aug 7	$0.07	$4.93	70.43
$295.00	$297.50	$300.00	Jul 24	$0.07	$2.43	34.71
$310.00	$312.50	$315.00	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 $-4.00, 91 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$345.00	$360.00	1:2	Aug 7	-$0.07	$14.93
$330.00	$345.00	1:2	Aug 7	-$0.16	$14.84
$350.00	$360.00	1:2	Aug 14	-$1.59	$8.41
$340.00	$350.00	1:2	Aug 14	-$1.60	$8.40
$360.00	$370.00	1:2	Aug 21	-$1.60	$8.40

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$360.00	$330.00	1:2	Aug 21	-$4.00	$26.00
$270.00	$255.00	1:2	Aug 28	-$0.03	$14.97
$310.00	$295.00	1:2	Aug 28	-$4.40	$10.60
$270.00	$260.00	1:2	Aug 7	-$0.15	$9.85
$270.00	$260.00	1:2	Aug 14	-$0.29	$9.71

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 4.94%, avg 1.78%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$312.50	Aug 21	$15.40	0.51	0.2%	4.94%	5.13%	8	50
$315.00	Aug 21	$13.10	0.48	1.0%	4.20%	5.19%	3	9
$320.00	Aug 28	$13.00	0.45	2.6%	4.17%	6.76%	1	13
$320.00	Aug 21	$12.20	0.43	2.6%	3.91%	6.51%	30	2.5K
$315.00	Aug 14	$12.10	0.48	1.0%	3.88%	4.87%	1	25
$317.50	Aug 21	$12.10	0.46	1.8%	3.88%	5.67%	3	6
$322.50	Aug 21	$11.70	0.41	3.4%	3.75%	7.15%	11	2
$325.00	Aug 28	$11.00	0.41	4.2%	3.53%	7.72%	1	6
$312.50	Aug 7	$10.20	0.49	0.2%	3.27%	3.46%	2	2
$315.00	Aug 7	$10.10	0.46	1.0%	3.24%	4.23%	6	380

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 1,693

Total Puts 1,070

Put/Call Ratio 0.63

Net Difference 623

Prior's Put/Call Breakdown

Total Calls 1,953

Total Puts 1,744

Put/Call Ratio 0.89

Net Difference 209

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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