VLO - Options Database

VLO

VALERO ENERGY CORP N

$312.72 -0.66%

(7/22 14:00) ◀

Wednesday, July 22, 2026 (3:00pm)

▶ (7/22 16:00)

◀ 7/22 15:00 ▶

Option Volume

Detail

ℹ

Current (07/22 3:00pm) 4,412

Calls: 2,496 (57%)

Puts: 1,916 (43%)

Prior (07/21) 5,649

Calls: 2,867 (51%)

Puts: 2,782 (49%)

Current vs Prior -21.90%

Calls: -12.94% (Calls)

Puts: -31.13% (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 -65.70%

Calls: -69.60%

Puts: -58.82%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/22 3:00pm) $6.06M

Calls: $4.26M (70%)

Puts: $1.81M (30%)

Prior (07/21) $9.33M

Calls: $7.67M (82%)

Puts: $1.66M (18%)

Current vs Prior -35.01%

Calls: -44.49%

Puts: +8.77%

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 -64.81%

Calls: -66.75%

Puts: -59.22%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/22 3:00pm) 0.77

Prior (07/21) 0.97

Current vs Prior -20.89%

Prior 7-Day Average 0.77

Current vs Prior 7-Day Avg +0.31%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (07/22 3:00pm) 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 3.28% | 6.88%11.02% | 16.12%

Prior 3.94% | 7.08%11.25% | 15.96%

Current vs Prior -16.79% | -2.95%-2.04% | +0.97%

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

Current vs 7-Day Avg -17.00% | +4.63%+102.57% | +15.03%

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

Current vs 7-Day Eod -16.79% | -2.95%-2.04% | +0.97%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 18.66% | 14.17%

Calls: 19.78% | 16.49%

Puts: 17.54% | 11.86%

Prior 19.54% | 13.45%

Calls: 17.65% | 14.29%

Puts: 21.43% | 12.61%

Current vs Prior -4.50% | +5.35%

Prior 7-Day Avg 21.48% | 11.47%

Calls: 19.99% | 10.43%

Puts: 22.97% | 12.50%

Current vs 7-Day Avg -13.13% | +23.57%

Liquidity Expensive

Add Card

🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($4.26M). P/C ratio dropping 21% - 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
15:00	BULLISH	BULLISH	BULLISH
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

🎯 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

🎯

Tightest Spreads

💰

Best Value <$1

📊

High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 45 of results (avg 7.3%, best 4.8%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$252.50	Jul 24	58.40	61.30	$59.85	4.8%	1	1.00	3
$260.00	Aug 21	52.30	55.00	$53.65	5.0%	1	0.93	186
$255.00	Jul 24	55.90	58.80	$57.35	5.1%	--	1.00	11
$315.00	Aug 21	15.30	16.10	$15.70	5.1%	45	0.49	9
$260.00	Jul 24	50.90	53.70	$52.30	5.4%	10	1.00	86

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$370.00	Aug 28	59.40	62.40	$60.90	4.9%	1	0.84	--
$325.00	Aug 21	23.60	25.10	$24.35	6.2%	15	0.60	--
$360.00	Aug 21	50.10	53.40	$51.75	6.4%	--	0.83	30
$315.00	Aug 21	17.70	18.90	$18.30	6.6%	15	0.51	26
$320.00	Aug 21	20.40	22.00	$21.20	7.5%	10	0.55	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. 88 found (avg delta 0.76, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$252.50	Jul 24	58.40	61.30	$59.85	4.8%	1	1.00	3
$255.00	Jul 24	55.90	58.80	$57.35	5.1%	--	1.00	11
$260.00	Jul 24	50.90	53.70	$52.30	5.4%	10	1.00	86
$265.00	Jul 24	45.90	48.80	$47.35	6.1%	--	1.00	17
$270.00	Jul 24	40.90	43.80	$42.35	6.8%	1	1.00	119

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$327.50	Jul 24	14.50	16.90	$15.70	15.3%	1	0.89	--
$370.00	Aug 28	59.40	62.40	$60.90	4.9%	1	0.84	--
$360.00	Aug 21	50.10	53.40	$51.75	6.4%	--	0.83	30
$320.00	Jul 24	8.50	9.50	$9.00	11.1%	5	0.74	--
$330.00	Aug 14	24.00	26.70	$25.35	10.7%	--	0.66	43

Most actively traded options today. High liquidity = easy entry/exit. 181 active (total vol 3.0K, top 336)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$320.00	Jul 31	6.50	7.00	$6.75	7.4%	336	0.39	58
$315.00	Jul 24	3.00	3.90	$3.45	26.1%	112	0.42	684
$310.00	Jul 31	10.10	11.80	$10.95	15.5%	107	0.54	221
$340.00	Jul 24	0.00	0.15	$0.08	187.5%	95	0.02	541
$320.00	Jul 24	1.45	2.10	$1.78	36.5%	86	0.26	127

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Aug 14	13.00	14.30	$13.65	9.5%	269	0.46	1
$295.00	Jul 31	3.20	4.20	$3.70	27.0%	177	0.24	237
$302.50	Jul 24	1.00	1.40	$1.20	33.3%	135	0.18	49
$267.50	Jul 31	0.30	0.65	$0.48	72.9%	55	0.04	31
$290.00	Jul 31	2.25	3.00	$2.63	28.5%	51	0.18	302

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 51 strikes (avg 37.3%, max 172.5%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$270.00	Jul 24	Aug 21	95.0%	47.7%	99.2%	8	403
$260.00	Jul 24	Aug 21	92.9%	48.2%	92.7%	11	272
$265.00	Jul 24	Aug 28	91.0%	47.5%	91.5%	--	27
$255.00	Jul 24	Jul 31	129.2%	69.2%	86.6%	1	28
$275.00	Jul 24	Aug 7	88.7%	50.7%	74.8%	1	138

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$255.00	Jul 24	Aug 28	129.2%	47.4%	172.5%	--	104
$270.00	Jul 24	Aug 28	95.0%	47.6%	99.6%	11	139
$260.00	Jul 24	Aug 21	92.9%	48.2%	92.7%	14	619
$275.00	Jul 24	Aug 28	88.7%	46.6%	90.3%	11	36
$265.00	Jul 24	Aug 21	91.0%	48.2%	88.8%	41	125

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 151 found (best R:R 32.33, avg 4.15)

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
$337.50	$340.00	Jul 24	$0.20	$2.30	$0.20	11.50	$337.70
$360.00	$370.00	Aug 21	$0.85	$9.15	$0.85	10.76	$360.85
$345.00	$360.00	Aug 7	$1.30	$13.70	$1.30	10.54	$346.30

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
$265.00	$260.00	Aug 14	$0.25	$4.75	$0.25	19.00	$264.75
$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
$295.00	$292.50	Jul 24	$0.15	$2.35	$0.15	15.67	$294.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 187 found (best R:R 32.33, avg 1.92)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$285.00	$290.00	Jul 24	$4.85	$4.85	$0.15	32.33	$289.85
$270.00	$275.00	Jul 31	$4.75	$4.75	$0.25	19.00	$274.75
$270.00	$272.50	Jul 24	$2.35	$2.35	$0.15	15.67	$272.35
$275.00	$277.50	Jul 24	$2.35	$2.35	$0.15	15.67	$277.35
$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
$327.50	$320.00	Jul 24	$6.70	$6.70	$0.80	8.37	$320.80
$360.00	$330.00	Aug 21	$24.35	$24.35	$5.65	4.31	$335.65
$370.00	$330.00	Aug 28	$32.25	$32.25	$7.75	4.16	$337.75
$320.00	$317.50	Jul 24	$1.75	$1.75	$0.75	2.33	$318.25
$325.00	$317.50	Aug 7	$4.90	$4.90	$2.60	1.88	$320.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 58 found (avg debit $3.07, cheapest $0.22)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$255.00	Jul 24	Jul 31	$0.40	129.2%	69.2%
$265.00	Jul 24	Jul 31	$0.40	91.0%	59.8%
$260.00	Jul 24	Jul 31	$0.45	92.9%	61.3%
$270.00	Jul 24	Jul 31	$0.45	95.0%	58.1%
$275.00	Jul 24	Jul 31	$0.70	88.7%	54.6%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$255.00	Jul 24	Jul 31	$0.22	129.2%	69.2%
$257.50	Jul 24	Jul 31	$0.22	123.8%	66.4%
$260.00	Jul 24	Jul 31	$0.30	92.9%	61.3%
$267.50	Jul 24	Jul 31	$0.30	102.5%	56.9%
$272.50	Jul 24	Jul 31	$0.37	94.0%	53.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 75 found (cheapest 2.86% of stock, avg 10.29%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$312.50	Jul 24	$4.55	$4.40	$8.95	$303.55	$321.45	2.86%
$315.00	Jul 24	$3.45	$5.70	$9.15	$305.85	$324.15	2.93%
$310.00	Jul 24	$6.00	$3.33	$9.33	$300.67	$319.33	2.98%
$317.50	Jul 24	$2.53	$7.25	$9.78	$307.72	$327.28	3.13%
$307.50	Jul 24	$7.60	$2.42	$10.02	$297.48	$317.52	3.20%
$320.00	Jul 24	$1.78	$9.00	$10.78	$309.22	$330.78	3.45%
$305.00	Jul 24	$9.45	$1.75	$11.20	$293.80	$316.20	3.58%
$302.50	Jul 24	$11.00	$1.20	$12.20	$290.30	$314.70	3.90%
$300.00	Jul 24	$13.00	$0.80	$13.80	$286.20	$313.80	4.41%
$297.50	Jul 24	$15.30	$0.50	$15.80	$281.70	$313.30	5.05%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.66% of stock, avg 5.11%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$325.00	$302.50	Jul 24	$0.85	$1.20	$2.05	$300.45	$327.05
$322.50	$302.50	Jul 24	$1.27	$1.20	$2.47	$300.03	$324.97
$325.00	$305.00	Jul 24	$0.85	$1.75	$2.60	$302.40	$327.60
$320.00	$302.50	Jul 24	$1.78	$1.20	$2.98	$299.52	$322.98
$322.50	$305.00	Jul 24	$1.27	$1.75	$3.02	$301.98	$325.52
$325.00	$307.50	Jul 24	$0.85	$2.42	$3.27	$304.23	$328.27
$320.00	$305.00	Jul 24	$1.78	$1.75	$3.53	$301.47	$323.53
$322.50	$307.50	Jul 24	$1.27	$2.42	$3.69	$303.81	$326.19
$317.50	$302.50	Jul 24	$2.53	$1.20	$3.73	$298.77	$321.23
$320.00	$307.50	Jul 24	$1.78	$2.42	$4.20	$303.30	$324.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 199 found (best R:R 32.33, avg credit $4.14)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
275/280	285/290	Aug 7	$4.85	$0.15	32.33	$275.15	$289.85
275/280	285/290	Jul 31	$4.77	$0.23	20.74	$275.23	$289.77
268/270	275/280	Jul 31	$4.75	$0.25	19.00	$265.25	$279.75
270/275	285/290	Aug 7	$4.75	$0.25	19.00	$270.25	$289.75
272/275	280/285	Jul 31	$4.71	$0.29	16.24	$270.29	$284.71
260/265	275/280	Jul 31	$4.70	$0.30	15.67	$260.30	$279.70
290/292	298/300	Aug 21	$2.35	$0.15	15.67	$290.15	$299.85
275/280	290/295	Jul 31	$4.67	$0.33	14.15	$275.33	$294.67
285/290	295/300	Aug 7	$4.67	$0.33	14.15	$285.33	$299.67
268/270	280/285	Jul 31	$4.65	$0.35	13.29	$265.35	$284.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 91 found (best R:R 82.33, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$255.00	$260.00	$265.00	Jul 24	$0.10	$4.90	49.00
$275.00	$280.00	$285.00	Jul 31	$0.10	$4.90	49.00
$285.00	$290.00	$295.00	Jul 31	$0.10	$4.90	49.00
$340.00	$345.00	$350.00	Aug 21	$0.10	$4.90	49.00
$280.00	$285.00	$290.00	Jul 31	$0.15	$4.85	32.33

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$260.00	$265.00	$270.00	Aug 21	$0.06	$4.94	82.33
$290.00	$292.50	$295.00	Jul 24	$0.05	$2.45	49.00
$270.00	$275.00	$280.00	Aug 7	$0.10	$4.90	49.00
$285.00	$287.50	$290.00	Aug 21	$0.05	$2.45	49.00
$307.50	$310.00	$312.50	Aug 21	$0.05	$2.45	49.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 102 found (best net $-3.05, 92 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$345.00	$360.00	1:2	Aug 7	-$0.35	$14.65
$335.00	$345.00	1:2	Aug 7	-$1.10	$8.90
$350.00	$360.00	1:2	Aug 14	-$1.51	$8.49
$360.00	$370.00	1:2	Aug 21	-$1.85	$8.15
$350.00	$360.00	1:2	Aug 21	-$1.95	$8.05

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$360.00	$330.00	1:2	Aug 21	-$3.05	$26.95
$330.00	$310.00	1:2	Aug 14	-$1.95	$18.05
$310.00	$295.00	1:2	Aug 28	-$3.60	$11.40
$270.00	$260.00	1:2	Aug 7	-$0.13	$9.87
$285.00	$275.00	1:2	Aug 14	-$1.25	$8.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 54 found (best yield 4.89%, avg 1.73%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$315.00	Aug 21	$15.30	0.49	0.7%	4.89%	5.62%	45	9
$320.00	Aug 28	$13.50	0.46	2.3%	4.32%	6.64%	1	13
$320.00	Aug 21	$13.00	0.45	2.3%	4.16%	6.49%	34	2.5K
$317.50	Aug 21	$12.80	0.46	1.5%	4.09%	5.62%	3	6
$315.00	Aug 14	$12.40	0.48	0.7%	3.97%	4.69%	1	25
$325.00	Aug 28	$11.60	0.42	3.9%	3.71%	7.64%	1	6
$320.00	Aug 14	$10.80	0.43	2.3%	3.45%	5.78%	25	148
$322.50	Aug 21	$10.80	0.42	3.1%	3.45%	6.58%	13	2
$325.00	Aug 21	$10.00	0.40	3.9%	3.20%	7.12%	2	15
$315.00	Aug 7	$9.70	0.47	0.7%	3.10%	3.83%	23	380

Current 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 2,496

Total Puts 1,916

Put/Call Ratio 0.77

Net Difference 580

Prior's Put/Call Breakdown

Total Calls 2,867

Total Puts 2,782

Put/Call Ratio 0.97

Net Difference 85

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
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker	Earnings Date	Days Away	Call Volume	Put Volume	IV Rank
Loading data...

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

Add Card