VLO - Options Database

VLO

VALERO ENERGY CORP N

$310.25 -0.22%

(7/23 10:00) ◀

Thursday, July 23, 2026 (12:00pm)

▶ (7/23 13:00)

◀ 7/23 12:00 ▶

Option Volume

Detail

ℹ

Current (07/23 12:00pm) 3,122

Calls: 2,020 (65%)

Puts: 1,102 (35%)

Prior (07/22) 2,763

Calls: 1,693 (61%)

Puts: 1,070 (39%)

Current vs Prior +12.99%

Calls: +19.31% (Calls)

Puts: +2.99% (Puts)

Prior 7-Day Total 84,087

Calls: 53,573 (64%)

Puts: 30,514 (36%)

Prior 7-Day Average 12,012

Calls: 7,653 (64%)

Puts: 4,359 (36%)

Current vs Prior 7-Day Avg -74.01%

Calls: -73.61%

Puts: -74.72%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/23 12:00pm) $5.00M

Calls: $3.30M (66%)

Puts: $1.70M (34%)

Prior (07/22) $3.94M

Calls: $2.89M (73%)

Puts: $1.04M (27%)

Current vs Prior +27.08%

Calls: +14.15%

Puts: +62.91%

Prior 7-Day Total $113.35M

Calls: $82.87M (73%)

Puts: $30.49M (27%)

Prior 7-Day Average $16.19M

Calls: $11.84M (73%)

Puts: $4.36M (27%)

Current vs Prior 7-Day Avg -69.11%

Calls: -72.12%

Puts: -60.94%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/23 12:00pm) 0.55

Prior (07/22) 0.63

Current vs Prior -13.68%

Prior 7-Day Average 0.79

Current vs Prior 7-Day Avg -30.51%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/23 12:00pm) 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 824,971

Calls: 453,555 (55%)

Puts: 371,416 (45%)

Prior 7-Day Average 117,853

Calls: 64,793 (55%)

Puts: 53,059 (45%)

Current vs Prior 7-Day Avg +3.89%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 3.14% | 7.09%11.36% | 16.28%

Prior 3.22% | 6.92%10.98% | 16.29%

Current vs Prior -2.29% | +2.55%+3.44% | -0.08%

Prior 7-Day Avg 3.76% | 6.62%6.36% | 14.40%

Current vs 7-Day Avg -16.34% | +7.12%+78.78% | +13.05%

Prior 7-Day Eod 3.22% | 6.91%10.98% | 16.29%

Current vs 7-Day Eod -2.29% | +2.55%+3.44% | -0.08%

Sentiment BULLISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 40.08% | 14.36%

Calls: 40.91% | 11.76%

Puts: 39.25% | 16.95%

Prior 15.96% | 12.12%

Calls: 14.43% | 12.68%

Puts: 17.48% | 11.56%

Current vs Prior +151.13% | +18.48%

Prior 7-Day Avg 22.07% | 11.81%

Calls: 20.77% | 10.64%

Puts: 23.36% | 12.96%

Current vs 7-Day Avg +81.62% | +21.64%

Liquidity Expensive

Add Card

🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($3.30M). Bullish P/C ratio of 0.55.

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 BULLISH

7-Day Avg NEUTRAL

Current BULLISH

Prior BULLISH

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
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 56 of results (avg 7.4%, best 4.5%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 24	59.10	62.00	$60.55	4.8%	6	1.00	17
$255.00	Jul 24	54.10	56.90	$55.50	5.0%	--	1.00	11
$312.50	Aug 21	15.40	16.20	$15.80	5.1%	6	0.50	54
$265.00	Jul 24	44.50	46.90	$45.70	5.3%	7	1.00	17
$255.00	Jul 31	54.40	57.50	$55.95	5.5%	--	1.00	17

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	52.10	54.50	$53.30	4.5%	--	0.83	30
$310.00	Aug 14	14.80	15.60	$15.20	5.3%	--	0.48	350
$312.50	Aug 21	17.70	18.70	$18.20	5.5%	2	0.50	27
$305.00	Aug 21	13.90	14.70	$14.30	5.6%	1	0.43	4
$315.00	Aug 14	17.30	18.40	$17.85	6.2%	2	0.53	2

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. 85 found (avg delta 0.77, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 24	59.10	62.00	$60.55	4.8%	6	1.00	17
$255.00	Jul 24	54.10	56.90	$55.50	5.0%	--	1.00	11
$260.00	Jul 24	49.00	51.90	$50.45	5.7%	--	1.00	75
$265.00	Jul 24	44.50	46.90	$45.70	5.3%	7	1.00	17
$270.00	Jul 24	39.10	41.90	$40.50	6.9%	2	1.00	118

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$330.00	Jul 24	18.30	20.80	$19.55	12.8%	1	0.94	3
$360.00	Aug 21	52.10	54.50	$53.30	4.5%	--	0.83	30
$320.00	Jul 24	8.90	11.90	$10.40	28.8%	11	0.81	5
$317.50	Jul 24	7.20	9.80	$8.50	30.6%	10	0.75	1
$315.00	Jul 24	5.30	8.10	$6.70	41.8%	1	0.67	145

Most actively traded options today. High liquidity = easy entry/exit. 139 active (total vol 1.9K, top 300)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$317.50	Aug 21	13.30	15.10	$14.20	12.7%	300	0.45	8
$310.00	Aug 21	16.50	17.60	$17.05	6.5%	252	0.52	698
$317.50	Jul 24	0.80	2.05	$1.42	88.0%	226	0.24	48
$305.00	Jul 31	12.00	13.70	$12.85	13.2%	80	0.59	59
$300.00	Jul 31	13.90	17.00	$15.45	20.1%	51	0.67	169

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Jul 24	3.10	4.80	$3.95	43.0%	43	0.48	124
$305.00	Jul 24	1.00	2.40	$1.70	82.4%	37	0.28	261
$307.50	Jul 24	2.05	3.00	$2.53	37.5%	34	0.37	39
$300.00	Aug 7	8.10	8.90	$8.50	9.4%	24	0.36	23
$302.50	Jul 24	0.60	1.65	$1.13	92.9%	22	0.20	149

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 58 strikes (avg 66.9%, max 274.9%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 24	Aug 21	180.1%	48.4%	271.9%	10	131
$270.00	Jul 24	Aug 21	123.3%	46.4%	165.5%	2	399
$260.00	Jul 24	Aug 21	118.5%	47.4%	150.0%	4	261
$255.00	Jul 24	Jul 31	165.7%	71.1%	133.2%	--	28
$275.00	Jul 24	Sep 4	106.7%	46.7%	128.4%	2	127

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 24	Sep 4	180.1%	48.0%	274.9%	7	154
$255.00	Jul 24	Aug 28	165.7%	48.2%	243.4%	--	104
$270.00	Jul 24	Aug 28	123.3%	44.8%	175.0%	--	142
$260.00	Jul 24	Sep 4	118.5%	47.1%	151.8%	2	218
$275.00	Jul 24	Aug 21	106.7%	44.9%	137.6%	--	37

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 149 found (best R:R 49.00, avg 5.65)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$357.50	$370.00	Jul 31	$0.25	$12.25	$0.25	49.00	$357.75
$345.00	$350.00	Jul 24	$0.13	$4.87	$0.13	37.46	$345.13
$350.00	$355.00	Jul 31	$0.14	$4.86	$0.14	34.71	$350.14
$360.00	$370.00	Aug 7	$0.50	$9.50	$0.50	19.00	$360.50
$345.00	$350.00	Jul 31	$0.28	$4.72	$0.28	16.86	$345.28

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$255.00	$250.00	Jul 31	$0.10	$4.90	$0.10	49.00	$254.90
$255.00	$250.00	Aug 7	$0.18	$4.82	$0.18	26.78	$254.82
$290.00	$287.50	Jul 24	$0.10	$2.40	$0.10	24.00	$289.90
$280.00	$275.00	Aug 7	$0.20	$4.80	$0.20	24.00	$279.80
$275.00	$270.00	Aug 14	$0.20	$4.80	$0.20	24.00	$274.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 183 found (best R:R 49.00, avg 2.33)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$270.00	$275.00	Aug 7	$4.90	$4.90	$0.10	49.00	$274.90
$255.00	$260.00	Jul 31	$4.85	$4.85	$0.15	32.33	$259.85
$250.00	$270.00	Aug 7	$19.35	$19.35	$0.65	29.77	$269.35
$275.00	$277.50	Jul 24	$2.40	$2.40	$0.10	24.00	$277.40
$250.00	$260.00	Aug 21	$9.55	$9.55	$0.45	21.22	$259.55

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$330.00	$320.00	Jul 24	$9.15	$9.15	$0.85	10.76	$320.85
$360.00	$325.00	Aug 21	$27.85	$27.85	$7.15	3.90	$332.15
$320.00	$317.50	Jul 24	$1.90	$1.90	$0.60	3.17	$318.10
$317.50	$315.00	Jul 24	$1.80	$1.80	$0.70	2.57	$315.70
$330.00	$315.00	Aug 14	$9.75	$9.75	$5.25	1.86	$320.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 59 found (avg debit $3.15, cheapest $0.12)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$265.00	Jul 24	Jul 31	$0.20	106.9%	59.8%
$255.00	Jul 24	Jul 31	$0.45	165.7%	71.1%
$250.00	Jul 24	Jul 31	$0.55	180.1%	73.5%
$370.00	Jul 31	Aug 7	$0.57	66.1%	57.1%
$260.00	Jul 24	Jul 31	$0.65	118.5%	62.7%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 24	Jul 31	$0.12	180.1%	73.5%
$255.00	Jul 24	Jul 31	$0.22	165.7%	71.1%
$257.50	Jul 24	Jul 31	$0.25	158.6%	68.8%
$260.00	Jul 24	Jul 31	$0.30	118.5%	62.7%
$267.50	Jul 24	Jul 31	$0.32	130.3%	58.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 70 found (cheapest 2.64% of stock, avg 10.36%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$307.50	Jul 24	$5.65	$2.53	$8.18	$299.32	$315.68	2.64%
$310.00	Jul 24	$4.40	$3.95	$8.35	$301.65	$318.35	2.69%
$312.50	Jul 24	$3.05	$5.35	$8.40	$304.10	$320.90	2.71%
$315.00	Jul 24	$2.08	$6.70	$8.78	$306.22	$323.78	2.83%
$305.00	Jul 24	$7.30	$1.70	$9.00	$296.00	$314.00	2.90%
$317.50	Jul 24	$1.42	$8.50	$9.92	$307.58	$327.42	3.20%
$302.50	Jul 24	$8.95	$1.13	$10.08	$292.42	$312.58	3.25%
$320.00	Jul 24	$1.05	$10.40	$11.45	$308.55	$331.45	3.69%
$300.00	Jul 24	$11.20	$0.75	$11.95	$288.05	$311.95	3.85%
$297.50	Jul 24	$13.30	$0.50	$13.80	$283.70	$311.30	4.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 151 found (cheapest 0.46% of stock, avg 4.85%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$322.50	$300.00	Jul 24	$0.68	$0.75	$1.43	$298.57	$323.93
$320.00	$300.00	Jul 24	$1.05	$0.75	$1.80	$298.20	$321.80
$322.50	$302.50	Jul 24	$0.68	$1.13	$1.81	$300.69	$324.31
$317.50	$300.00	Jul 24	$1.42	$0.75	$2.17	$297.83	$319.67
$320.00	$302.50	Jul 24	$1.05	$1.13	$2.18	$300.32	$322.18
$322.50	$305.00	Jul 24	$0.68	$1.70	$2.38	$302.62	$324.88
$317.50	$302.50	Jul 24	$1.42	$1.13	$2.55	$299.95	$320.05
$320.00	$305.00	Jul 24	$1.05	$1.70	$2.75	$302.25	$322.75
$315.00	$300.00	Jul 24	$2.08	$0.75	$2.83	$297.17	$317.83
$317.50	$305.00	Jul 24	$1.42	$1.70	$3.12	$301.88	$320.62

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 202 found (best R:R 40.67, avg credit $4.57)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
268/270	280/285	Jul 31	$4.88	$0.12	40.67	$265.12	$284.88
250/255	280/285	Jul 31	$4.85	$0.15	32.33	$250.15	$284.85
280/285	290/295	Aug 7	$4.75	$0.25	19.00	$280.25	$294.75
280/285	295/300	Aug 7	$4.75	$0.25	19.00	$280.25	$299.75
250/255	265/270	Jul 31	$4.70	$0.30	15.67	$250.30	$269.70
285/288	290/295	Jul 31	$4.67	$0.33	14.15	$282.83	$294.67
250/255	280/285	Aug 7	$4.63	$0.37	12.51	$250.37	$284.63
285/288	298/300	Aug 21	$2.30	$0.20	11.50	$285.20	$299.80
270/280	285/295	Aug 28	$9.17	$0.83	11.05	$270.83	$294.17
268/270	275/280	Jul 31	$4.53	$0.47	9.64	$265.47	$279.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 77 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$285.00	$290.00	$295.00	Jul 31	$0.10	$4.90	49.00
$310.00	$312.50	$315.00	Jul 31	$0.05	$2.45	49.00
$345.00	$350.00	$355.00	Jul 31	$0.14	$4.86	34.71
$330.00	$335.00	$340.00	Aug 21	$0.15	$4.85	32.33
$325.00	$327.50	$330.00	Jul 31	$0.10	$2.40	24.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$275.00	$280.00	$285.00	Aug 21	$0.05	$4.95	99.00
$265.00	$267.50	$270.00	Jul 31	$0.06	$2.44	40.67
$290.00	$292.50	$295.00	Jul 24	$0.07	$2.43	34.71
$295.00	$300.00	$305.00	Aug 21	$0.15	$4.85	32.33
$272.50	$275.00	$277.50	Jul 24	$0.08	$2.42	30.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 107 found (best net $-2.15, 96 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$345.00	$360.00	1:2	Aug 7	-$0.42	$14.58
$357.50	$370.00	1:2	Jul 31	-$0.23	$12.27
$360.00	$370.00	1:2	Aug 7	-$0.55	$9.45
$360.00	$370.00	1:2	Aug 21	-$2.11	$7.89
$350.00	$360.00	1:2	Aug 21	-$2.25	$7.75

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$315.00	$295.00	1:2	Aug 28	-$2.15	$17.85
$295.00	$280.00	1:2	Aug 28	$0.00	$15.00
$270.00	$255.00	1:2	Aug 28	-$0.47	$14.53
$285.00	$275.00	1:2	Aug 14	-$0.05	$9.95
$270.00	$260.00	1:2	Aug 7	-$0.19	$9.81

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 59 found (best yield 4.96%, avg 1.84%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$312.50	Aug 21	$15.40	0.50	0.7%	4.96%	5.69%	6	54
$320.00	Sep 4	$14.60	0.45	3.1%	4.71%	7.85%	2	--
$315.00	Aug 21	$14.30	0.47	1.5%	4.61%	6.14%	4	51
$320.00	Aug 28	$14.20	0.45	3.1%	4.58%	7.72%	--	13
$317.50	Aug 21	$13.30	0.45	2.3%	4.29%	6.62%	300	8
$315.00	Aug 14	$12.50	0.47	1.5%	4.03%	5.56%	9	24
$325.00	Aug 28	$12.40	0.41	4.8%	4.00%	8.75%	8	6
$320.00	Aug 21	$12.30	0.43	3.1%	3.96%	7.11%	13	2.5K
$322.50	Aug 21	$11.40	0.41	4.0%	3.67%	7.62%	5	16
$325.00	Aug 21	$10.60	0.39	4.8%	3.42%	8.17%	--	16

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 2,020

Total Puts 1,102

Put/Call Ratio 0.55

Net Difference 918

Prior's Put/Call Breakdown

Total Calls 1,693

Total Puts 1,070

Put/Call Ratio 0.63

Net Difference 623

Prior 7-Day Put/Call Summary

Total Calls 53,573

Total Puts 30,514

Average Put/Call Ratio 0.79

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