VLO - Options Database

VLO

VALERO ENERGY CORP N

$304.13 -2.18%

(7/23 13:00) ◀

Thursday, July 23, 2026 (3:30pm)

▶ (7/23 16:19)

◀ 7/23 15:58 ▶

Option Volume

Detail

ℹ

Current (07/23 3:30pm) 6,562

Calls: 3,121 (48%)

Puts: 3,441 (52%)

Prior (07/22) 4,412

Calls: 2,496 (57%)

Puts: 1,916 (43%)

Current vs Prior +48.73%

Calls: +25.04% (Calls)

Puts: +79.59% (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 -45.37%

Calls: -59.22%

Puts: -21.06%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/23 3:30pm) $7.28M

Calls: $4.40M (60%)

Puts: $2.88M (40%)

Prior (07/22) $6.06M

Calls: $4.26M (70%)

Puts: $1.81M (30%)

Current vs Prior +20.13%

Calls: +3.30%

Puts: +59.81%

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 -55.04%

Calls: -62.86%

Puts: -33.77%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/23 3:30pm) 1.10

Prior (07/22) 0.77

Current vs Prior +43.63%

Prior 7-Day Average 0.79

Current vs Prior 7-Day Avg +40.44%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/23 3:30pm) 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 2.50% | 6.94%11.11% | 16.21%

Prior 3.22% | 6.92%10.98% | 16.29%

Current vs Prior -22.30% | +0.33%+1.19% | -0.49%

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

Current vs 7-Day Avg -33.47% | +4.81%+74.87% | +12.58%

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

Current vs 7-Day Eod -22.30% | +0.33%+1.19% | -0.49%

Sentiment BULLISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 52.33% | 16.98%

Calls: 42.37% | 20.37%

Puts: 62.30% | 13.59%

Prior 15.96% | 12.12%

Calls: 14.43% | 12.68%

Puts: 17.48% | 11.56%

Current vs Prior +227.88% | +40.10%

Prior 7-Day Avg 22.07% | 11.81%

Calls: 20.77% | 10.64%

Puts: 23.36% | 12.96%

Current vs 7-Day Avg +137.12% | +43.83%

Liquidity Expensive

Add Card

🤖 AI Insights

Moderately bullish flow with 60% call dollar volume ($4.40M). Slightly bearish P/C ratio of 1.10. P/C ratio rising 44% - increased hedging/bearish positioning.

Smart Money BULLISH

Retail Flow BEARISH

Overall BEARISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BULLISH

7-Day Avg BULLISH

Current NEUTRAL

Prior BULLISH

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
15:30	BULLISH	BEARISH	BEARISH
13:00	BULLISH	BULLISH	BULLISH
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 32 of results (avg 7.8%, best 4.4%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 31	58.40	61.00	$59.70	4.4%	--	0.99	29
$250.00	Jul 31	53.30	56.50	$54.90	5.8%	8	0.97	41
$255.00	Jul 24	48.10	51.20	$49.65	6.2%	--	0.98	11
$250.00	Aug 21	53.90	57.60	$55.75	6.6%	4	0.93	114
$255.00	Jul 31	48.40	51.80	$50.10	6.8%	4	0.97	17

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	56.70	59.90	$58.30	5.5%	--	0.87	30
$300.00	Aug 21	13.40	14.20	$13.80	5.8%	8	0.44	91
$310.00	Aug 14	17.60	18.80	$18.20	6.6%	--	0.55	350
$305.00	Aug 21	16.00	17.40	$16.70	8.4%	2	0.49	4
$290.00	Aug 14	7.80	8.60	$8.20	9.8%	1	0.33	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. 95 found (avg delta 0.76, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Aug 7	53.00	56.90	$54.95	7.1%	--	1.00	27
$260.00	Jul 24	43.00	46.30	$44.65	7.4%	5	1.00	75
$265.00	Jul 24	38.00	41.20	$39.60	8.1%	8	1.00	17
$270.00	Jul 24	33.10	36.40	$34.75	9.5%	5	1.00	118
$250.00	Jul 24	52.50	56.20	$54.35	6.8%	8	0.99	17

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$330.00	Jul 24	23.70	27.00	$25.35	13.0%	1	0.98	3
$322.50	Jul 24	16.30	19.30	$17.80	16.9%	1	0.98	--
$320.00	Jul 24	13.80	17.10	$15.45	21.4%	11	0.97	5
$317.50	Jul 24	11.50	14.40	$12.95	22.4%	10	0.94	1
$315.00	Jul 24	9.70	12.50	$11.10	25.2%	103	0.91	145

Most actively traded options today. High liquidity = easy entry/exit. 197 active (total vol 4.7K, top 1.0K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$317.50	Aug 21	9.90	12.10	$11.00	20.0%	300	0.40	8
$310.00	Aug 21	12.40	13.90	$13.15	11.4%	260	0.46	698
$317.50	Jul 24	0.05	0.70	$0.38	171.1%	254	0.09	48
$360.00	Aug 21	1.85	3.40	$2.63	58.9%	209	0.13	158
$305.00	Jul 31	8.60	10.90	$9.75	23.6%	145	0.50	59

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Jul 24	1.10	1.50	$1.30	30.8%	1.0K	0.27	245
$257.50	Jul 31	0.05	0.85	$0.45	177.8%	183	0.04	173
$260.00	Jul 31	0.25	0.60	$0.43	81.4%	179	0.04	258
$315.00	Jul 24	9.70	12.50	$11.10	25.2%	103	0.91	145
$290.00	Jul 24	0.05	0.55	$0.30	166.7%	72	0.07	143

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 56 strikes (avg 76.2%, max 316.7%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 24	Aug 21	171.6%	47.3%	263.0%	12	131
$255.00	Jul 24	Jul 31	164.3%	67.2%	144.4%	4	28
$345.00	Jul 24	Aug 21	118.6%	48.9%	142.5%	6	85
$260.00	Jul 24	Aug 21	115.9%	48.2%	140.2%	9	261
$275.00	Jul 24	Sep 4	102.7%	45.3%	126.4%	4	127

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$245.00	Jul 24	Aug 28	195.9%	47.0%	316.7%	2	45
$250.00	Jul 24	Sep 4	171.6%	46.2%	271.4%	9	154
$255.00	Jul 24	Aug 28	164.3%	47.2%	247.9%	10	104
$260.00	Jul 24	Sep 4	115.9%	45.5%	154.7%	2	218
$257.50	Jul 24	Jul 31	156.5%	64.8%	141.4%	183	218

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 157 found (best R:R 40.67, avg 5.22)

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
$335.00	$340.00	Aug 14	$0.20	$4.80	$0.20	24.00	$335.20
$315.00	$317.50	Jul 24	$0.12	$2.38	$0.12	19.83	$315.12
$340.00	$342.50	Jul 31	$0.16	$2.34	$0.16	14.63	$340.16

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$260.00	$255.00	Aug 7	$0.12	$4.88	$0.12	40.67	$259.88
$265.00	$260.00	Jul 31	$0.17	$4.83	$0.17	28.41	$264.83
$255.00	$250.00	Aug 7	$0.20	$4.80	$0.20	24.00	$254.80
$250.00	$245.00	Jul 31	$0.25	$4.75	$0.25	19.00	$249.75
$297.50	$295.00	Jul 24	$0.13	$2.37	$0.13	18.23	$297.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 201 found (best R:R 32.33, avg 2.15)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$265.00	$270.00	Jul 24	$4.85	$4.85	$0.15	32.33	$269.85
$245.00	$250.00	Jul 31	$4.80	$4.80	$0.20	24.00	$249.80
$250.00	$255.00	Jul 31	$4.80	$4.80	$0.20	24.00	$254.80
$260.00	$265.00	Jul 31	$4.75	$4.75	$0.25	19.00	$264.75
$265.00	$270.00	Jul 31	$4.75	$4.75	$0.25	19.00	$269.75

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$322.50	$320.00	Jul 24	$2.35	$2.35	$0.15	15.67	$320.15
$360.00	$325.00	Aug 21	$29.05	$29.05	$5.95	4.88	$330.95
$320.00	$317.50	Jul 31	$2.05	$2.05	$0.45	4.56	$317.95
$310.00	$307.50	Jul 24	$2.00	$2.00	$0.50	4.00	$308.00
$325.00	$317.50	Aug 7	$5.80	$5.80	$1.70	3.41	$319.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 62 found (avg debit $3.18, cheapest $0.25)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$260.00	Jul 24	Jul 31	$0.40	115.9%	61.1%
$255.00	Jul 24	Jul 31	$0.45	164.3%	67.2%
$250.00	Jul 24	Jul 31	$0.55	171.6%	71.9%
$265.00	Jul 24	Jul 31	$0.70	103.1%	58.9%
$350.00	Jul 24	Jul 31	$0.70	109.6%	60.7%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 24	Jul 31	$0.25	171.6%	71.9%
$255.00	Jul 24	Jul 31	$0.25	164.3%	67.2%
$257.50	Jul 24	Jul 31	$0.27	156.5%	64.8%
$260.00	Jul 24	Jul 31	$0.40	115.9%	61.1%
$267.50	Jul 24	Jul 31	$0.52	125.7%	57.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 82 found (cheapest 2.03% of stock, avg 9.71%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$305.00	Jul 24	$2.93	$3.25	$6.18	$298.82	$311.18	2.03%
$302.50	Jul 24	$4.35	$2.08	$6.43	$296.07	$308.93	2.11%
$307.50	Jul 24	$2.03	$4.60	$6.63	$300.87	$314.13	2.18%
$300.00	Jul 24	$5.90	$1.30	$7.20	$292.80	$307.20	2.37%
$310.00	Jul 24	$1.23	$6.60	$7.83	$302.17	$317.83	2.57%
$297.50	Jul 24	$7.95	$0.73	$8.68	$288.82	$306.18	2.85%
$312.50	Jul 24	$0.75	$8.40	$9.15	$303.35	$321.65	3.01%
$295.00	Jul 24	$9.95	$0.60	$10.55	$284.45	$305.55	3.47%
$315.00	Jul 24	$0.50	$11.10	$11.60	$303.40	$326.60	3.81%
$292.50	Jul 24	$12.45	$0.25	$12.70	$279.80	$305.20	4.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 153 found (cheapest 0.26% of stock, avg 5.06%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$315.00	$290.00	Jul 24	$0.50	$0.30	$0.80	$289.20	$315.80
$312.50	$290.00	Jul 24	$0.75	$0.30	$1.05	$288.95	$313.55
$315.00	$295.00	Jul 24	$0.50	$0.60	$1.10	$293.90	$316.10
$315.00	$297.50	Jul 24	$0.50	$0.73	$1.23	$296.27	$316.23
$312.50	$295.00	Jul 24	$0.75	$0.60	$1.35	$293.65	$313.85
$312.50	$297.50	Jul 24	$0.75	$0.73	$1.48	$296.02	$313.98
$310.00	$290.00	Jul 24	$1.23	$0.30	$1.53	$288.47	$311.53
$315.00	$300.00	Jul 24	$0.50	$1.30	$1.80	$298.20	$316.80
$310.00	$295.00	Jul 24	$1.23	$0.60	$1.83	$293.17	$311.83
$310.00	$297.50	Jul 24	$1.23	$0.73	$1.96	$295.54	$311.96

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 206 found (best R:R 32.33, avg credit $4.18)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
250/255	265/270	Aug 7	$4.85	$0.15	32.33	$250.15	$269.85
270/275	295/300	Aug 14	$4.82	$0.18	26.78	$270.18	$299.82
295/300	305/310	Aug 21	$4.80	$0.20	24.00	$295.20	$309.80
255/260	265/270	Aug 7	$4.77	$0.23	20.74	$255.23	$269.77
270/275	280/285	Aug 21	$4.75	$0.25	19.00	$270.25	$284.75
260/262	275/278	Jul 24	$2.35	$0.15	15.67	$260.15	$277.35
265/268	275/278	Jul 24	$2.35	$0.15	15.67	$265.15	$277.35
270/272	275/278	Jul 24	$2.35	$0.15	15.67	$270.15	$277.35
272/275	285/290	Jul 31	$4.65	$0.35	13.29	$270.35	$289.65
250/255	275/280	Aug 7	$4.65	$0.35	13.29	$250.35	$279.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 96 found (best R:R 49.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$325.00	$330.00	$335.00	Aug 14	$0.10	$4.90	49.00
$280.00	$285.00	$290.00	Aug 21	$0.10	$4.90	49.00
$320.00	$322.50	$325.00	Aug 21	$0.05	$2.45	49.00
$285.00	$290.00	$295.00	Aug 7	$0.15	$4.85	32.33
$320.00	$325.00	$330.00	Aug 14	$0.15	$4.85	32.33

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$275.00	$277.50	$280.00	Jul 31	$0.06	$2.44	40.67
$245.00	$250.00	$255.00	Aug 7	$0.12	$4.88	40.67
$260.00	$265.00	$270.00	Aug 21	$0.15	$4.85	32.33
$295.00	$300.00	$305.00	Aug 7	$0.25	$4.75	19.00
$315.00	$317.50	$320.00	Jul 31	$0.15	$2.35	15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 118 found (best net $-0.20, 103 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$340.00	$350.00	1:2	Aug 14	-$0.90	$9.10
$350.00	$360.00	1:2	Aug 21	-$1.68	$8.32
$325.00	$335.00	1:2	Aug 28	-$4.55	$5.45
$340.00	$345.00	1:2	Jul 24	-$0.28	$4.72
$350.00	$355.00	1:2	Jul 31	-$0.35	$4.65

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$360.00	$325.00	1:2	Aug 21	-$0.20	$34.80
$270.00	$255.00	1:2	Aug 28	-$0.25	$14.75
$295.00	$280.00	1:2	Aug 28	-$1.70	$13.30
$270.00	$260.00	1:2	Aug 7	$0.00	$10.00
$270.00	$260.00	1:2	Aug 14	-$0.32	$9.68

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 69 found (best yield 4.80%, avg 1.73%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$305.00	Aug 21	$14.60	0.51	0.3%	4.80%	5.09%	1	5
$310.00	Aug 28	$13.70	0.47	1.9%	4.50%	6.43%	--	16
$305.00	Aug 14	$13.30	0.50	0.3%	4.37%	4.66%	1	207
$310.00	Aug 21	$12.40	0.46	1.9%	4.08%	6.01%	260	698
$312.50	Aug 21	$12.00	0.44	2.8%	3.95%	6.70%	7	54
$315.00	Aug 28	$11.80	0.43	3.6%	3.88%	7.45%	2	7
$320.00	Sep 4	$11.60	0.41	5.2%	3.81%	9.03%	2	--
$310.00	Aug 14	$11.00	0.45	1.9%	3.62%	5.55%	--	56
$315.00	Aug 21	$10.60	0.42	3.6%	3.49%	7.06%	5	51
$305.00	Aug 7	$10.40	0.50	0.3%	3.42%	3.71%	3	577

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 3,121

Total Puts 3,441

Put/Call Ratio 1.10

Net Difference -320

Prior's Put/Call Breakdown

Total Calls 2,496

Total Puts 1,916

Put/Call Ratio 0.77

Net Difference 580

Prior 7-Day Put/Call Summary

Total Calls 53,573

Total Puts 30,514

Average Put/Call Ratio 0.79

Ratio Trend Rising

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