VLO - Options Database

VLO

VALERO ENERGY CORP N

$313.82 +0.93%

(7/22 18:22) ◀

Thursday, July 23, 2026 (10:00am)

▶ (7/23 12:00)

◀ 7/23 10:00 ▶

Option Volume

Detail

ℹ

Current (07/23 10:00am) 1,006

Calls: 798 (79%)

Puts: 208 (21%)

Prior (07/22) 631

Calls: 289 (46%)

Puts: 342 (54%)

Current vs Prior +59.43%

Calls: +176.12% (Calls)

Puts: -39.18% (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 -92.18%

Calls: -90.28%

Puts: -95.53%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/23 10:00am) $1.52M

Calls: $1.34M (88%)

Puts: $180.6K (12%)

Prior (07/22) $635.7K

Calls: $386.3K (61%)

Puts: $249.5K (39%)

Current vs Prior +139.46%

Calls: +247.35%

Puts: -27.59%

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 -91.16%

Calls: -89.52%

Puts: -95.92%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/23 10:00am) 0.26

Prior (07/22) 1.18

Current vs Prior -77.97%

Prior 7-Day Average 0.77

Current vs Prior 7-Day Avg -65.93%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/23 10:00am) 122,442

Calls: 64,450 (53%)

Puts: 57,992 (47%)

Prior (07/22) 120,193

Calls: 63,485 (53%)

Puts: 56,708 (47%)

Current vs Prior +1.87%

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 +6.59%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 2.87% | 6.90%11.14% | 15.92%

Prior 3.94% | 7.08%11.25% | 15.96%

Current vs Prior -27.19% | -2.61%-0.96% | -0.29%

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

Current vs 7-Day Avg -27.38% | +4.99%+104.79% | +13.60%

Prior 7-Day Eod 3.94% | 7.08%10.98% | 16.29%

Current vs 7-Day Eod -27.19% | -2.61%+1.40% | -2.29%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 54.63% | 25.50%

Calls: 42.42% | 21.62%

Puts: 66.84% | 29.38%

Prior 19.54% | 13.45%

Calls: 17.65% | 14.29%

Puts: 21.43% | 12.61%

Current vs Prior +179.58% | +89.59%

Prior 7-Day Avg 21.48% | 11.47%

Calls: 19.99% | 10.43%

Puts: 22.97% | 12.50%

Current vs 7-Day Avg +154.33% | +122.37%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 88% of dollar volume in calls ($1.34M) vs puts ($180.6K). Massive premium surge with dollar volume up 139% vs prior. Above-average activity with volume up 59% vs prior. Extreme bullish P/C ratio of 0.26 - heavy call buying (798 calls vs 208 puts).

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
16:00	BULLISH	BULLISH	BULLISH
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	BULLISH	BULLISH

📈 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 27 of results (avg 7.8%, best 5.4%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$260.00	Jul 31	52.70	55.60	$54.15	5.4%	--	0.98	89
$255.00	Jul 24	57.40	60.80	$59.10	5.8%	--	0.99	11
$260.00	Jul 24	52.60	55.80	$54.20	5.9%	--	1.00	75
$260.00	Aug 21	53.80	57.10	$55.45	6.0%	4	0.93	186
$255.00	Jul 31	57.70	61.30	$59.50	6.1%	--	0.97	17

PUTS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	48.70	52.20	$50.45	6.9%	--	0.81	30
$312.50	Aug 21	15.40	16.80	$16.10	8.7%	2	0.46	27

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. 76 found (avg delta 0.78, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$260.00	Jul 24	52.60	55.80	$54.20	5.9%	--	1.00	75
$265.00	Jul 24	47.40	50.80	$49.10	6.9%	--	1.00	17
$255.00	Jul 24	57.40	60.80	$59.10	5.8%	--	0.99	11
$285.00	Jul 24	27.80	30.90	$29.35	10.6%	--	0.98	58
$270.00	Jul 24	42.40	46.00	$44.20	8.1%	--	0.98	118

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	48.70	52.20	$50.45	6.9%	--	0.81	30
$320.00	Jul 24	6.10	8.90	$7.50	37.3%	6	0.70	5
$330.00	Aug 14	23.80	26.80	$25.30	11.9%	--	0.64	43
$325.00	Aug 7	18.20	21.30	$19.75	15.7%	--	0.61	146
$317.50	Jul 24	5.30	7.00	$6.15	27.6%	1	0.61	1

Most actively traded options today. High liquidity = easy entry/exit. 75 active (total vol 850, top 300)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$317.50	Aug 21	14.30	17.20	$15.75	18.4%	300	0.49	8
$310.00	Aug 21	17.10	20.10	$18.60	16.1%	251	0.56	698
$315.00	Jul 24	2.85	4.50	$3.68	44.8%	23	0.48	676
$305.00	Jul 31	13.60	16.60	$15.10	19.9%	20	0.66	59
$317.50	Jul 24	2.05	4.50	$3.28	74.7%	17	0.40	48

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Aug 7	6.50	7.70	$7.10	16.9%	15	0.32	23
$310.00	Jul 24	1.55	2.65	$2.10	52.4%	12	0.33	124
$255.00	Aug 7	0.25	1.15	$0.70	128.6%	10	0.04	75
$307.50	Jul 24	0.95	2.00	$1.48	70.9%	8	0.25	39
$320.00	Jul 24	6.10	8.90	$7.50	37.3%	6	0.70	5

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 62.0%, max 245.9%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$270.00	Jul 24	Aug 21	130.4%	47.1%	176.9%	--	399
$260.00	Jul 24	Aug 21	121.5%	47.0%	158.2%	4	261
$265.00	Jul 24	Aug 28	110.4%	47.8%	131.1%	--	27
$275.00	Jul 24	Aug 7	116.9%	51.2%	128.2%	--	137
$255.00	Jul 24	Jul 31	168.4%	75.0%	124.4%	--	28

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$255.00	Jul 24	Aug 28	168.4%	48.7%	245.9%	--	104
$270.00	Jul 24	Aug 28	130.4%	47.3%	175.7%	--	142
$260.00	Jul 24	Aug 21	121.5%	47.0%	158.2%	1	629
$275.00	Jul 24	Aug 21	116.9%	45.7%	156.0%	--	37
$257.50	Jul 24	Jul 31	161.5%	72.1%	124.1%	--	218

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 125 found (best R:R 40.67, avg 5.19)

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
$332.50	$335.00	Jul 24	$0.10	$2.40	$0.10	24.00	$332.60
$330.00	$332.50	Jul 24	$0.15	$2.35	$0.15	15.67	$330.15
$350.00	$355.00	Jul 31	$0.35	$4.65	$0.35	13.29	$350.35
$337.50	$340.00	Jul 24	$0.20	$2.30	$0.20	11.50	$337.70

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$280.00	$275.00	Aug 7	$0.12	$4.88	$0.12	40.67	$279.88
$265.00	$260.00	Jul 31	$0.17	$4.83	$0.17	28.41	$264.83
$287.50	$285.00	Jul 24	$0.10	$2.40	$0.10	24.00	$287.40
$270.00	$260.00	Aug 7	$0.40	$9.60	$0.40	24.00	$269.60
$270.00	$260.00	Aug 14	$0.55	$9.45	$0.55	17.18	$269.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 160 found (best R:R 49.00, avg 2.59)

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
$295.00	$297.50	Jul 24	$2.40	$2.40	$0.10	24.00	$297.40
$270.00	$275.00	Jul 31	$4.75	$4.75	$0.25	19.00	$274.75
$280.00	$285.00	Jul 31	$4.75	$4.75	$0.25	19.00	$284.75

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$317.50	$315.00	Jul 24	$2.10	$2.10	$0.40	5.25	$315.40
$360.00	$325.00	Aug 21	$27.30	$27.30	$7.70	3.55	$332.70
$312.50	$310.00	Aug 21	$1.90	$1.90	$0.60	3.17	$310.60
$325.00	$320.00	Aug 21	$3.35	$3.35	$1.65	2.03	$321.65
$330.00	$315.00	Aug 28	$9.25	$9.25	$5.75	1.61	$320.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 53 found (avg debit $2.93, cheapest $0.22)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$270.00	Jul 24	Jul 31	$0.35	130.4%	61.6%
$255.00	Jul 24	Jul 31	$0.40	168.4%	75.0%
$265.00	Jul 24	Jul 31	$0.50	110.4%	66.0%
$275.00	Jul 24	Jul 31	$0.60	116.9%	61.0%
$280.00	Jul 24	Jul 31	$0.80	103.4%	54.1%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$255.00	Jul 24	Jul 31	$0.22	168.4%	75.0%
$257.50	Jul 24	Jul 31	$0.22	161.5%	72.1%
$260.00	Jul 24	Jul 31	$0.30	121.5%	66.7%
$267.50	Jul 24	Jul 31	$0.35	134.4%	63.5%
$270.00	Jul 24	Jul 31	$0.38	130.4%	61.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 63 found (cheapest 2.46% of stock, avg 10.22%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$315.00	Jul 24	$3.68	$4.05	$7.73	$307.27	$322.73	2.46%
$312.50	Jul 24	$4.95	$3.20	$8.15	$304.35	$320.65	2.60%
$310.00	Jul 24	$6.50	$2.10	$8.60	$301.40	$318.60	2.74%
$317.50	Jul 24	$3.28	$6.15	$9.43	$308.07	$326.93	3.00%
$320.00	Jul 24	$2.28	$7.50	$9.78	$310.22	$329.78	3.12%
$307.50	Jul 24	$8.35	$1.48	$9.83	$297.67	$317.33	3.13%
$305.00	Jul 24	$10.05	$0.78	$10.83	$294.17	$315.83	3.45%
$302.50	Jul 24	$12.40	$0.58	$12.98	$289.52	$315.48	4.14%
$300.00	Jul 24	$14.65	$0.40	$15.05	$284.95	$315.05	4.80%
$297.50	Jul 24	$17.10	$0.43	$17.53	$279.97	$315.03	5.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 0.54% of stock, avg 4.76%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$325.00	$302.50	Jul 24	$1.13	$0.58	$1.71	$300.79	$326.71
$325.00	$305.00	Jul 24	$1.13	$0.78	$1.91	$303.09	$326.91
$322.50	$302.50	Jul 24	$1.75	$0.58	$2.33	$300.17	$324.83
$322.50	$305.00	Jul 24	$1.75	$0.78	$2.53	$302.47	$325.03
$325.00	$307.50	Jul 24	$1.13	$1.48	$2.61	$304.89	$327.61
$320.00	$302.50	Jul 24	$2.28	$0.58	$2.86	$299.64	$322.86
$320.00	$305.00	Jul 24	$2.28	$0.78	$3.06	$301.94	$323.06
$322.50	$307.50	Jul 24	$1.75	$1.48	$3.23	$304.27	$325.73
$325.00	$310.00	Jul 24	$1.13	$2.10	$3.23	$306.77	$328.23
$320.00	$307.50	Jul 24	$2.28	$1.48	$3.76	$303.74	$323.76

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 174 found (best R:R 37.46, avg credit $4.22)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
260/265	275/280	Jul 31	$4.87	$0.13	37.46	$260.13	$279.87
280/282	285/290	Jul 31	$4.80	$0.20	24.00	$277.70	$289.80
270/275	280/285	Aug 7	$4.75	$0.25	19.00	$270.25	$284.75
288/290	295/298	Jul 31	$2.37	$0.13	18.23	$287.63	$297.37
312/315	318/320	Aug 21	$2.35	$0.15	15.67	$312.65	$319.85
272/275	285/290	Jul 31	$4.68	$0.32	14.63	$270.32	$289.68
280/285	290/295	Aug 7	$4.65	$0.35	13.29	$280.35	$294.65
260/265	285/290	Jul 31	$4.62	$0.38	12.16	$260.38	$289.62
280/282	290/295	Jul 31	$4.55	$0.45	10.11	$277.95	$294.55
295/300	310/315	Aug 7	$4.55	$0.45	10.11	$295.45	$314.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 75 found (best R:R 199.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$290.00	$300.00	$310.00	Aug 21	$0.05	$9.95	199.00
$270.00	$275.00	$280.00	Jul 31	$0.05	$4.95	99.00
$335.00	$340.00	$345.00	Jul 31	$0.10	$4.90	49.00
$330.00	$340.00	$350.00	Aug 14	$0.25	$9.75	39.00
$260.00	$265.00	$270.00	Jul 24	$0.20	$4.80	24.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$310.00	$312.50	$315.00	Jul 31	$0.05	$2.45	49.00
$275.00	$280.00	$285.00	Aug 21	$0.18	$4.82	26.78
$285.00	$290.00	$295.00	Aug 7	$0.19	$4.81	25.32
$287.50	$290.00	$292.50	Jul 24	$0.12	$2.38	19.83
$270.00	$272.50	$275.00	Jul 31	$0.16	$2.34	14.63

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 100 found (best net $-0.15, 90 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$335.00	$360.00	1:2	Aug 28	-$0.15	$24.85
$320.00	$335.00	1:2	Aug 28	-$5.85	$9.15
$360.00	$370.00	1:2	Aug 21	-$2.15	$7.85
$340.00	$350.00	1:2	Aug 14	-$2.35	$7.65
$350.00	$360.00	1:2	Aug 21	-$2.80	$7.20

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$315.00	$295.00	1:2	Aug 28	-$0.70	$19.30
$330.00	$310.00	1:2	Aug 14	-$1.00	$19.00
$295.00	$280.00	1:2	Aug 28	-$1.25	$13.75
$270.00	$260.00	1:2	Aug 21	-$0.21	$9.79
$270.00	$260.00	1:2	Aug 7	-$0.33	$9.67

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 4.94%, avg 1.84%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$315.00	Aug 21	$15.50	0.51	0.4%	4.94%	5.32%	--	51
$320.00	Aug 28	$14.60	0.48	2.0%	4.65%	6.62%	--	13
$317.50	Aug 21	$14.30	0.49	1.2%	4.56%	5.73%	300	8
$320.00	Aug 21	$13.40	0.47	2.0%	4.27%	6.24%	1	2.5K
$315.00	Aug 14	$13.30	0.51	0.4%	4.24%	4.61%	2	24
$322.50	Aug 21	$12.50	0.45	2.8%	3.98%	6.75%	--	16
$320.00	Aug 14	$11.20	0.46	2.0%	3.57%	5.54%	5	145
$315.00	Aug 7	$11.10	0.51	0.4%	3.54%	3.91%	3	389
$325.00	Aug 21	$10.90	0.42	3.6%	3.47%	7.04%	--	16
$317.50	Aug 7	$10.40	0.48	1.2%	3.31%	4.49%	3	22

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 798

Total Puts 208

Put/Call Ratio 0.26

Net Difference 590

Prior's Put/Call Breakdown

Total Calls 289

Total Puts 342

Put/Call Ratio 1.18

Net Difference -53

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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