VLO - Options Database

VLO

VALERO ENERGY CORP N

$311.27 -1.12%

(7/22 13:00) ◀

Wednesday, July 22, 2026 (2:00pm)

▶ (7/22 15:00)

◀ 7/22 14:00 ▶

Option Volume

Detail

ℹ

Current (07/22 2:00pm) 3,897

Calls: 2,230 (57%)

Puts: 1,667 (43%)

Prior (07/21) 5,029

Calls: 2,500 (50%)

Puts: 2,529 (50%)

Current vs Prior -22.51%

Calls: -10.80% (Calls)

Puts: -34.08% (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 -69.71%

Calls: -72.84%

Puts: -64.17%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/22 2:00pm) $5.22M

Calls: $3.65M (70%)

Puts: $1.58M (30%)

Prior (07/21) $8.68M

Calls: $7.12M (82%)

Puts: $1.56M (18%)

Current vs Prior -39.80%

Calls: -48.76%

Puts: +1.01%

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 -69.67%

Calls: -71.51%

Puts: -64.36%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/22 2:00pm) 0.75

Prior (07/21) 1.01

Current vs Prior -26.10%

Prior 7-Day Average 0.77

Current vs Prior 7-Day Avg -2.31%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (07/22 2:00pm) 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 3.33% | 6.94%11.00% | 16.13%

Prior 3.94% | 7.08%11.25% | 15.96%

Current vs Prior -15.59% | -2.04%-2.15% | +1.03%

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

Current vs 7-Day Avg -15.80% | +5.61%+102.33% | +15.11%

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

Current vs 7-Day Eod -15.59% | -2.04%-2.15% | +1.03%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 20.28% | 16.62%

Calls: 20.95% | 15.38%

Puts: 19.61% | 17.86%

Prior 19.54% | 13.45%

Calls: 17.65% | 14.29%

Puts: 21.43% | 12.61%

Current vs Prior +3.79% | +23.57%

Prior 7-Day Avg 21.48% | 11.47%

Calls: 19.99% | 10.43%

Puts: 22.97% | 12.50%

Current vs 7-Day Avg -5.59% | +44.94%

Liquidity Expensive

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Moderately bullish flow with 70% call dollar volume ($3.65M). P/C ratio dropping 26% - 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 NEUTRAL

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
14:00	BULLISH	BULLISH	BULLISH
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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💰 Best Value Under $1

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🔥 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 46 of results (avg 7.7%, best 4.7%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Aug 21	60.60	63.50	$62.05	4.7%	9	0.94	114
$315.00	Aug 21	14.60	15.30	$14.95	4.7%	45	0.48	9
$250.00	Jul 24	59.60	62.70	$61.15	5.1%	--	1.00	17
$252.50	Jul 24	57.00	60.10	$58.55	5.3%	1	1.00	3
$260.00	Aug 21	51.30	54.10	$52.70	5.3%	--	0.91	186

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	51.30	54.30	$52.80	5.7%	--	0.83	30
$330.00	Aug 14	25.60	27.60	$26.60	7.5%	--	0.67	43
$290.00	Aug 21	7.20	7.80	$7.50	8.0%	11	0.28	370
$330.00	Aug 21	26.90	29.30	$28.10	8.5%	2	0.64	1
$320.00	Aug 21	20.50	22.50	$21.50	9.3%	10	0.56	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. 91 found (avg delta 0.77, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 24	59.60	62.70	$61.15	5.1%	--	1.00	17
$252.50	Jul 24	57.00	60.10	$58.55	5.3%	1	1.00	3
$255.00	Jul 24	54.60	57.60	$56.10	5.3%	--	1.00	11
$260.00	Jul 24	49.60	52.80	$51.20	6.2%	10	1.00	86
$265.00	Jul 24	44.60	47.50	$46.05	6.3%	--	1.00	17

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$327.50	Jul 24	15.50	18.40	$16.95	17.1%	1	0.90	--
$360.00	Aug 21	51.30	54.30	$52.80	5.7%	--	0.83	30
$320.00	Jul 24	9.30	10.60	$9.95	13.1%	5	0.76	--
$317.50	Jul 24	7.60	8.70	$8.15	13.5%	4	0.70	--
$330.00	Aug 14	25.60	27.60	$26.60	7.5%	--	0.67	43

Most actively traded options today. High liquidity = easy entry/exit. 172 active (total vol 2.6K, top 221)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$320.00	Jul 31	5.80	7.20	$6.50	21.5%	221	0.38	58
$315.00	Jul 24	2.65	3.50	$3.08	27.6%	110	0.38	684
$310.00	Jul 31	9.60	11.20	$10.40	15.4%	107	0.52	221
$340.00	Jul 24	0.00	0.15	$0.08	187.5%	95	0.02	541
$320.00	Jul 24	1.25	1.95	$1.60	43.7%	86	0.24	127

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$295.00	Jul 31	3.40	4.20	$3.80	21.1%	177	0.25	237
$310.00	Aug 14	13.30	15.10	$14.20	12.7%	160	0.47	1
$302.50	Jul 24	1.10	1.70	$1.40	42.9%	134	0.21	49
$290.00	Jul 31	2.25	3.20	$2.73	34.8%	51	0.19	302
$265.00	Jul 24	0.00	0.10	$0.05	200.0%	40	0.01	121

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 57 strikes (avg 37.0%, max 181.1%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 24	Aug 21	136.5%	50.6%	170.0%	9	131
$265.00	Jul 24	Aug 28	88.1%	47.0%	87.3%	--	27
$255.00	Jul 24	Jul 31	125.7%	68.1%	84.5%	1	28
$260.00	Jul 24	Aug 21	90.1%	49.0%	83.7%	10	272
$275.00	Jul 24	Aug 7	85.4%	48.5%	76.0%	1	138

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 24	Aug 28	136.5%	48.6%	181.1%	--	165
$255.00	Jul 24	Aug 28	125.7%	47.4%	165.1%	--	104
$275.00	Jul 24	Aug 28	85.4%	45.8%	86.5%	1	36
$267.50	Jul 24	Jul 31	99.2%	53.3%	86.0%	5	93
$257.50	Jul 24	Jul 31	120.3%	65.3%	84.4%	--	218

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 153 found (best R:R 32.33, avg 4.46)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$350.00	$355.00	Jul 31	$0.20	$4.80	$0.20	24.00	$350.20
$347.50	$350.00	Jul 24	$0.13	$2.37	$0.13	18.23	$347.63
$350.00	$360.00	Aug 14	$0.67	$9.33	$0.67	13.93	$350.67
$337.50	$340.00	Jul 24	$0.17	$2.33	$0.17	13.71	$337.67
$340.00	$345.00	Jul 31	$0.37	$4.63	$0.37	12.51	$340.37

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
$262.50	$260.00	Jul 24	$0.15	$2.35	$0.15	15.67	$262.35
$272.50	$270.00	Jul 24	$0.15	$2.35	$0.15	15.67	$272.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 191 found (best R:R 49.00, avg 3.13)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$255.00	$260.00	Jul 24	$4.90	$4.90	$0.10	49.00	$259.90
$265.00	$270.00	Jul 24	$4.90	$4.90	$0.10	49.00	$269.90
$255.00	$260.00	Jul 31	$4.90	$4.90	$0.10	49.00	$259.90
$265.00	$270.00	Jul 31	$4.90	$4.90	$0.10	49.00	$269.90
$270.00	$275.00	Jul 31	$4.90	$4.90	$0.10	49.00	$274.90

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$327.50	$320.00	Jul 24	$7.00	$7.00	$0.50	14.00	$320.50
$360.00	$330.00	Aug 21	$24.70	$24.70	$5.30	4.66	$335.30
$320.00	$317.50	Jul 24	$1.80	$1.80	$0.70	2.57	$318.20
$325.00	$320.00	Aug 21	$3.30	$3.30	$1.70	1.94	$321.70
$330.00	$325.00	Aug 21	$3.30	$3.30	$1.70	1.94	$326.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 59 found (avg debit $2.99, cheapest $0.20)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 24	Jul 31	$0.30	136.5%	73.0%
$255.00	Jul 24	Jul 31	$0.55	125.7%	68.1%
$260.00	Jul 24	Jul 31	$0.55	90.1%	60.2%
$265.00	Jul 24	Jul 31	$0.60	88.1%	58.7%
$270.00	Jul 24	Jul 31	$0.60	78.9%	56.9%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 24	Jul 31	$0.20	136.5%	73.0%
$267.50	Jul 24	Jul 31	$0.20	99.2%	53.3%
$255.00	Jul 24	Jul 31	$0.22	125.7%	68.1%
$257.50	Jul 24	Jul 31	$0.22	120.3%	65.3%
$260.00	Jul 24	Jul 31	$0.30	90.1%	60.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 76 found (cheapest 2.91% of stock, avg 10.44%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$310.00	Jul 24	$5.25	$3.80	$9.05	$300.95	$319.05	2.91%
$312.50	Jul 24	$4.00	$5.10	$9.10	$303.40	$321.60	2.92%
$315.00	Jul 24	$3.08	$6.55	$9.63	$305.37	$324.63	3.09%
$307.50	Jul 24	$6.80	$2.85	$9.65	$297.85	$317.15	3.10%
$317.50	Jul 24	$2.13	$8.15	$10.28	$307.22	$327.78	3.30%
$305.00	Jul 24	$8.40	$2.03	$10.43	$294.57	$315.43	3.35%
$320.00	Jul 24	$1.60	$9.95	$11.55	$308.45	$331.55	3.71%
$302.50	Jul 24	$10.25	$1.40	$11.65	$290.85	$314.15	3.74%
$300.00	Jul 24	$12.55	$0.98	$13.53	$286.47	$313.53	4.35%
$297.50	Jul 24	$14.25	$0.60	$14.85	$282.65	$312.35	4.77%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.68% of stock, avg 4.99%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$322.50	$300.00	Jul 24	$1.13	$0.98	$2.11	$297.89	$324.61
$322.50	$302.50	Jul 24	$1.13	$1.40	$2.53	$299.97	$325.03
$320.00	$300.00	Jul 24	$1.60	$0.98	$2.58	$297.42	$322.58
$320.00	$302.50	Jul 24	$1.60	$1.40	$3.00	$299.50	$323.00
$317.50	$300.00	Jul 24	$2.13	$0.98	$3.11	$296.89	$320.61
$322.50	$305.00	Jul 24	$1.13	$2.03	$3.16	$301.84	$325.66
$317.50	$302.50	Jul 24	$2.13	$1.40	$3.53	$298.97	$321.03
$320.00	$305.00	Jul 24	$1.60	$2.03	$3.63	$301.37	$323.63
$322.50	$307.50	Jul 24	$1.13	$2.85	$3.98	$303.52	$326.48
$315.00	$300.00	Jul 24	$3.08	$0.98	$4.06	$295.94	$319.06

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 180 found (best R:R 32.33, avg credit $4.38)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
285/290	292/298	Aug 21	$4.85	$0.15	32.33	$285.15	$297.35
260/265	275/280	Jul 31	$4.80	$0.20	24.00	$260.20	$279.80
280/285	292/298	Aug 21	$4.75	$0.25	19.00	$280.25	$297.25
250/255	275/280	Aug 7	$4.72	$0.28	16.86	$250.28	$279.72
280/285	290/295	Aug 7	$4.72	$0.28	16.86	$280.28	$294.72
290/292	298/300	Aug 21	$2.35	$0.15	15.67	$290.15	$299.85
275/280	285/290	Jul 31	$4.67	$0.33	14.15	$275.33	$289.67
285/290	295/300	Aug 14	$4.65	$0.35	13.29	$285.35	$299.65
268/270	280/285	Jul 31	$4.60	$0.40	11.50	$265.40	$284.60
290/295	300/305	Aug 7	$4.60	$0.40	11.50	$290.40	$304.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 90 found (best R:R 49.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$305.00	$307.50	$310.00	Jul 24	$0.05	$2.45	49.00
$280.00	$285.00	$290.00	Jul 31	$0.10	$4.90	49.00
$285.00	$290.00	$295.00	Jul 31	$0.10	$4.90	49.00
$325.00	$327.50	$330.00	Jul 31	$0.05	$2.45	49.00
$300.00	$305.00	$310.00	Aug 14	$0.10	$4.90	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$290.00	$292.50	$295.00	Jul 24	$0.05	$2.45	49.00
$292.50	$295.00	$297.50	Jul 31	$0.05	$2.45	49.00
$280.00	$285.00	$290.00	Aug 21	$0.10	$4.90	49.00
$280.00	$285.00	$290.00	Aug 7	$0.13	$4.87	37.46
$275.00	$280.00	$285.00	Aug 7	$0.17	$4.83	28.41

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 $-3.40, 93 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$345.00	$360.00	1:2	Aug 7	-$0.22	$14.78
$340.00	$350.00	1:2	Aug 14	-$1.30	$8.70
$335.00	$345.00	1:2	Aug 7	-$1.31	$8.69
$360.00	$370.00	1:2	Aug 21	-$1.60	$8.40
$350.00	$360.00	1:2	Aug 14	-$1.81	$8.19

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$360.00	$330.00	1:2	Aug 21	-$3.40	$26.60
$330.00	$310.00	1:2	Aug 14	-$1.80	$18.20
$310.00	$295.00	1:2	Aug 28	-$4.20	$10.80
$270.00	$260.00	1:2	Aug 7	-$0.10	$9.90
$260.00	$250.00	1:2	Aug 21	-$0.42	$9.58

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 56 found (best yield 4.82%, avg 1.81%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$312.50	Aug 21	$15.00	0.51	0.4%	4.82%	5.21%	10	50
$315.00	Aug 21	$14.60	0.48	1.2%	4.69%	5.89%	45	9
$320.00	Aug 28	$13.40	0.45	2.8%	4.30%	7.11%	1	13
$317.50	Aug 21	$12.80	0.46	2.0%	4.11%	6.11%	3	6
$315.00	Aug 14	$12.10	0.48	1.2%	3.89%	5.09%	1	25
$320.00	Aug 21	$12.00	0.44	2.8%	3.86%	6.66%	32	2.5K
$325.00	Aug 28	$11.40	0.41	4.4%	3.66%	8.07%	1	6
$322.50	Aug 21	$11.10	0.42	3.6%	3.57%	7.17%	13	2
$312.50	Aug 7	$10.90	0.49	0.4%	3.50%	3.90%	3	2
$320.00	Aug 14	$10.10	0.42	2.8%	3.24%	6.05%	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 2,230

Total Puts 1,667

Put/Call Ratio 0.75

Net Difference 563

Prior's Put/Call Breakdown

Total Calls 2,500

Total Puts 2,529

Put/Call Ratio 1.01

Net Difference -29

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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