VLO - Options Database

VLO

VALERO ENERGY CORP N

$310.61 -1.33%

(7/22 12:01) ◀

Wednesday, July 22, 2026 (1:00pm)

▶ (7/22 14:00)

◀ 7/22 13:00 ▶

Option Volume

Detail

ℹ

Current (07/22 1:00pm) 3,231

Calls: 1,934 (60%)

Puts: 1,297 (40%)

Prior (07/21) 4,399

Calls: 2,273 (52%)

Puts: 2,126 (48%)

Current vs Prior -26.55%

Calls: -14.91% (Calls)

Puts: -38.99% (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 -74.88%

Calls: -76.45%

Puts: -72.13%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/22 1:00pm) $4.38M

Calls: $3.17M (72%)

Puts: $1.22M (28%)

Prior (07/21) $8.07M

Calls: $6.72M (83%)

Puts: $1.34M (17%)

Current vs Prior -45.66%

Calls: -52.93%

Puts: -9.28%

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 -74.55%

Calls: -75.27%

Puts: -72.47%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/22 1:00pm) 0.67

Prior (07/21) 0.94

Current vs Prior -28.30%

Prior 7-Day Average 0.77

Current vs Prior 7-Day Avg -12.36%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/22 1:00pm) 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 3.32% | 6.92%11.12% | 16.02%

Prior 3.94% | 7.08%11.25% | 15.96%

Current vs Prior -15.81% | -2.29%-1.08% | +0.34%

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

Current vs 7-Day Avg -16.03% | +5.34%+104.54% | +14.32%

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

Current vs 7-Day Eod -15.81% | -2.29%-1.08% | +0.34%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 17.50% | 11.20%

Calls: 19.61% | 12.44%

Puts: 15.38% | 9.95%

Prior 19.54% | 13.45%

Calls: 17.65% | 14.29%

Puts: 21.43% | 12.61%

Current vs Prior -10.44% | -16.73%

Prior 7-Day Avg 21.48% | 11.47%

Calls: 19.99% | 10.43%

Puts: 22.97% | 12.50%

Current vs 7-Day Avg -18.53% | -2.33%

Liquidity Expensive

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Moderately bullish flow with 72% call dollar volume ($3.17M). Bullish P/C ratio of 0.67. P/C ratio dropping 28% - 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
13:00	BULLISH	BULLISH	BULLISH
12:00	BULLISH	BULLISH	BULLISH
11:00	BULLISH	BULLISH	BULLISH
10:00	BULLISH	BEARISH	BEARISH

📈 Options Analysis

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⏰ Backwardation

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📉 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 67 of results (avg 7.1%, best 4.2%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Aug 21	61.30	63.90	$62.60	4.2%	9	0.94	114
$250.00	Jul 24	60.30	63.00	$61.65	4.4%	--	0.99	17
$255.00	Jul 24	55.50	58.00	$56.75	4.4%	--	0.99	11
$325.00	Jul 31	4.40	4.60	$4.50	4.4%	32	0.30	52
$270.00	Aug 21	43.30	45.30	$44.30	4.5%	3	0.86	284

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	50.80	53.80	$52.30	5.7%	--	0.83	30
$330.00	Aug 28	28.30	30.30	$29.30	6.8%	--	0.63	84
$310.00	Aug 14	13.90	15.00	$14.45	7.6%	63	0.48	1
$320.00	Aug 21	20.50	22.20	$21.35	8.0%	10	0.56	10
$305.00	Aug 21	12.90	14.00	$13.45	8.2%	1	0.42	2

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.98, cheapest $0.98)

CALLS (0)

No calls meet the criteria

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Jul 24	0.90	1.05	$0.98	15.3%	10	0.16	240

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 91 found (avg delta 0.76, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 31	60.40	63.20	$61.80	4.5%	2	1.00	41
$255.00	Jul 31	55.00	58.30	$56.65	5.8%	--	1.00	17
$260.00	Jul 31	50.60	53.00	$51.80	4.6%	--	1.00	89
$250.00	Aug 7	60.60	63.40	$62.00	4.5%	--	1.00	27
$260.00	Jul 24	50.30	53.00	$51.65	5.2%	10	1.00	86

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$327.50	Jul 24	15.10	18.00	$16.55	17.5%	1	0.92	--
$360.00	Aug 21	50.80	53.80	$52.30	5.7%	--	0.83	30
$320.00	Jul 24	10.10	11.20	$10.65	10.3%	5	0.79	--
$317.50	Jul 24	8.10	9.20	$8.65	12.7%	4	0.71	--
$330.00	Aug 14	25.30	27.60	$26.45	8.7%	--	0.68	43

Most actively traded options today. High liquidity = easy entry/exit. 165 active (total vol 2.1K, top 119)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$320.00	Jul 31	5.80	6.70	$6.25	14.4%	119	0.37	58
$315.00	Jul 24	2.60	3.40	$3.00	26.7%	107	0.38	684
$310.00	Jul 31	9.80	11.10	$10.45	12.4%	106	0.52	221
$340.00	Jul 24	0.00	0.15	$0.08	187.5%	94	0.02	541
$320.00	Jul 24	1.35	1.60	$1.48	16.9%	71	0.23	127

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$302.50	Jul 24	1.05	1.55	$1.30	38.5%	97	0.21	49
$310.00	Aug 14	13.90	15.00	$14.45	7.6%	63	0.48	1
$290.00	Jul 31	2.00	2.85	$2.42	35.1%	50	0.18	302
$265.00	Jul 24	0.00	0.10	$0.05	200.0%	40	0.01	121
$305.00	Jul 24	1.75	2.20	$1.98	22.7%	37	0.28	223

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 55 strikes (avg 38.0%, max 175.9%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 24	Aug 21	134.9%	50.4%	167.4%	9	131
$270.00	Jul 24	Aug 21	94.8%	48.3%	96.3%	4	403
$260.00	Jul 24	Aug 21	89.0%	47.3%	88.3%	10	272
$265.00	Jul 24	Aug 28	87.0%	47.0%	85.1%	--	27
$255.00	Jul 24	Jul 31	124.2%	68.0%	82.6%	--	28

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 24	Aug 28	134.9%	48.9%	175.9%	--	165
$255.00	Jul 24	Aug 28	124.2%	48.0%	158.6%	--	104
$270.00	Jul 24	Aug 28	94.8%	46.8%	102.7%	1	139
$260.00	Jul 24	Aug 21	89.0%	47.3%	88.3%	11	619
$275.00	Jul 24	Aug 28	84.3%	45.8%	84.2%	1	36

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 146 found (best R:R 37.46, avg 4.89)

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
$340.00	$345.00	Jul 31	$0.27	$4.73	$0.27	17.52	$340.27
$325.00	$327.50	Jul 24	$0.15	$2.35	$0.15	15.67	$325.15
$350.00	$360.00	Aug 14	$0.60	$9.40	$0.60	15.67	$350.60

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	$0.17	$4.83	$0.17	28.41	$254.83
$267.50	$265.00	Jul 24	$0.13	$2.37	$0.13	18.23	$267.37
$295.00	$292.50	Jul 24	$0.13	$2.37	$0.13	18.23	$294.87
$260.00	$250.00	Aug 21	$0.52	$9.48	$0.52	18.23	$259.48

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 188 found (best R:R 32.33, avg 2.20)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$255.00	$260.00	Jul 31	$4.85	$4.85	$0.15	32.33	$259.85
$270.00	$275.00	Jul 31	$4.85	$4.85	$0.15	32.33	$274.85
$250.00	$270.00	Aug 7	$19.30	$19.30	$0.70	27.57	$269.30
$252.50	$255.00	Jul 24	$2.35	$2.35	$0.15	15.67	$254.85
$270.00	$272.50	Jul 24	$2.35	$2.35	$0.15	15.67	$272.35

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$360.00	$330.00	Aug 21	$24.60	$24.60	$5.40	4.56	$335.40
$320.00	$317.50	Jul 24	$2.00	$2.00	$0.50	4.00	$318.00
$327.50	$320.00	Jul 24	$5.90	$5.90	$1.60	3.69	$321.60
$317.50	$315.00	Jul 24	$1.80	$1.80	$0.70	2.57	$315.70
$325.00	$317.50	Aug 7	$5.15	$5.15	$2.35	2.19	$319.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 58 found (avg debit $2.95, cheapest $0.15)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 24	Jul 31	$0.15	134.9%	72.1%
$260.00	Jul 24	Jul 31	$0.15	89.0%	60.1%
$265.00	Jul 24	Jul 31	$0.20	87.0%	58.6%
$270.00	Jul 24	Jul 31	$0.70	94.8%	56.9%
$360.00	Aug 7	Aug 14	$0.85	53.5%	50.6%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 24	Jul 31	$0.17	134.9%	72.1%
$255.00	Jul 24	Jul 31	$0.22	124.2%	68.0%
$257.50	Jul 24	Jul 31	$0.22	118.9%	65.2%
$267.50	Jul 24	Jul 31	$0.25	98.0%	54.5%
$260.00	Jul 24	Jul 31	$0.30	89.0%	60.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 76 found (cheapest 2.90% of stock, avg 10.52%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$310.00	Jul 24	$5.10	$3.90	$9.00	$301.00	$319.00	2.90%
$312.50	Jul 24	$3.95	$5.20	$9.15	$303.35	$321.65	2.95%
$307.50	Jul 24	$6.50	$2.90	$9.40	$298.10	$316.90	3.03%
$315.00	Jul 24	$3.00	$6.85	$9.85	$305.15	$324.85	3.17%
$305.00	Jul 24	$8.05	$1.98	$10.03	$294.97	$315.03	3.23%
$317.50	Jul 24	$2.10	$8.65	$10.75	$306.75	$328.25	3.46%
$302.50	Jul 24	$9.85	$1.30	$11.15	$291.35	$313.65	3.59%
$320.00	Jul 24	$1.48	$10.65	$12.13	$307.87	$332.13	3.91%
$300.00	Jul 24	$12.15	$0.98	$13.13	$286.87	$313.13	4.23%
$297.50	Jul 24	$14.90	$0.68	$15.58	$281.92	$313.08	5.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.69% of stock, avg 5.00%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$322.50	$300.00	Jul 24	$1.15	$0.98	$2.13	$297.87	$324.63
$320.00	$300.00	Jul 24	$1.48	$0.98	$2.46	$297.54	$322.46
$322.50	$302.50	Jul 24	$1.15	$1.30	$2.45	$300.05	$324.95
$320.00	$302.50	Jul 24	$1.48	$1.30	$2.78	$299.72	$322.78
$317.50	$300.00	Jul 24	$2.10	$0.98	$3.08	$296.92	$320.58
$322.50	$305.00	Jul 24	$1.15	$1.98	$3.13	$301.87	$325.63
$317.50	$302.50	Jul 24	$2.10	$1.30	$3.40	$299.10	$320.90
$320.00	$305.00	Jul 24	$1.48	$1.98	$3.46	$301.54	$323.46
$315.00	$300.00	Jul 24	$3.00	$0.98	$3.98	$296.02	$318.98
$322.50	$307.50	Jul 24	$1.15	$2.90	$4.05	$303.45	$326.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 175 found (best R:R 32.33, avg credit $4.48)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
268/270	275/280	Jul 31	$4.85	$0.15	32.33	$265.15	$279.85
295/300	305/310	Aug 7	$4.85	$0.15	32.33	$295.15	$309.85
270/275	280/285	Aug 7	$4.78	$0.22	21.73	$270.22	$284.78
280/285	290/295	Aug 7	$4.77	$0.23	20.74	$280.23	$294.77
272/275	280/285	Jul 31	$4.76	$0.24	19.83	$270.24	$284.76
260/265	275/280	Jul 31	$4.75	$0.25	19.00	$260.25	$279.75
268/270	280/285	Jul 31	$4.75	$0.25	19.00	$265.25	$284.75
275/280	285/290	Jul 31	$4.72	$0.28	16.86	$275.28	$289.72
260/262	275/278	Jul 24	$2.35	$0.15	15.67	$260.15	$277.35
290/292	298/300	Aug 21	$2.35	$0.15	15.67	$290.15	$299.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 86 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$320.00	$325.00	$330.00	Aug 14	$0.05	$4.95	99.00
$350.00	$360.00	$370.00	Aug 21	$0.15	$9.85	65.67
$312.50	$315.00	$317.50	Jul 24	$0.05	$2.45	49.00
$275.00	$280.00	$285.00	Jul 31	$0.10	$4.90	49.00
$305.00	$307.50	$310.00	Jul 31	$0.05	$2.45	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$320.00	$325.00	$330.00	Aug 21	$0.15	$4.85	32.33
$305.00	$307.50	$310.00	Jul 24	$0.08	$2.42	30.25
$280.00	$285.00	$290.00	Aug 7	$0.18	$4.82	26.78
$297.50	$300.00	$302.50	Jul 31	$0.10	$2.40	24.00
$310.00	$312.50	$315.00	Aug 21	$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. 103 found (best net $-3.10, 95 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$345.00	$360.00	1:2	Aug 7	-$0.41	$14.59
$335.00	$345.00	1:2	Aug 7	-$1.15	$8.85
$340.00	$350.00	1:2	Aug 14	-$1.31	$8.69
$360.00	$370.00	1:2	Aug 21	-$1.60	$8.40
$350.00	$360.00	1:2	Aug 14	-$1.88	$8.12

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$360.00	$330.00	1:2	Aug 21	-$3.10	$26.90
$330.00	$310.00	1:2	Aug 14	-$2.45	$17.55
$270.00	$255.00	1:2	Aug 28	$0.00	$15.00
$310.00	$295.00	1:2	Aug 28	-$3.40	$11.60
$270.00	$260.00	1:2	Aug 7	-$0.13	$9.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 56 found (best yield 4.93%, avg 1.85%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$312.50	Aug 21	$15.30	0.51	0.6%	4.93%	5.53%	10	50
$315.00	Aug 21	$14.30	0.49	1.4%	4.60%	6.02%	3	9
$320.00	Aug 28	$13.40	0.45	3.0%	4.31%	7.34%	1	13
$317.50	Aug 21	$12.80	0.47	2.2%	4.12%	6.34%	3	6
$315.00	Aug 14	$12.30	0.47	1.4%	3.96%	5.37%	1	25
$320.00	Aug 21	$12.20	0.44	3.0%	3.93%	6.95%	31	2.5K
$325.00	Aug 28	$11.40	0.41	4.6%	3.67%	8.30%	1	6
$322.50	Aug 21	$11.30	0.42	3.8%	3.64%	7.47%	11	2
$312.50	Aug 7	$11.20	0.49	0.6%	3.61%	4.21%	2	2
$320.00	Aug 14	$10.20	0.42	3.0%	3.28%	6.31%	11	148

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 1,934

Total Puts 1,297

Put/Call Ratio 0.67

Net Difference 637

Prior's Put/Call Breakdown

Total Calls 2,273

Total Puts 2,126

Put/Call Ratio 0.94

Net Difference 147

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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