VLO - Options Database

VLO

VALERO ENERGY CORP N

$305.26 -1.82%

$306.37 (+0.36%)🌙

as of 07/23 04:19 PM

(7/23 15:58) ◀

Thursday, July 23, 2026 (4:00pm)

▶ (7/23 18:07)

◀ 7/23 16:19 ▶

Option Volume

Detail

ℹ

Current (07/23 4:00pm) 6,573

Calls: 3,131 (48%)

Puts: 3,442 (52%)

Prior (07/22) 4,910

Calls: 2,782 (57%)

Puts: 2,128 (43%)

Current vs Prior +33.87%

Calls: +12.54% (Calls)

Puts: +61.75% (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 -45.28%

Calls: -59.09%

Puts: -21.04%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/23 4:00pm) $7.27M

Calls: $4.42M (61%)

Puts: $2.85M (39%)

Prior (07/22) $6.50M

Calls: $4.43M (68%)

Puts: $2.07M (32%)

Current vs Prior +11.91%

Calls: -0.20%

Puts: +37.81%

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 -55.08%

Calls: -62.65%

Puts: -34.48%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/23 4:00pm) 1.10

Prior (07/22) 0.76

Current vs Prior +43.72%

Prior 7-Day Average 0.79

Current vs Prior 7-Day Avg +40.03%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/23 4:00pm) 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 2.46% | 7.11%10.96% | 16.10%

Prior 3.22% | 6.92%10.98% | 16.29%

Current vs Prior -23.41% | +2.80%-0.23% | -1.16%

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

Current vs 7-Day Avg -34.42% | +7.39%+72.42% | +11.82%

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

Current vs 7-Day Eod -23.41% | +2.80%-0.23% | -1.16%

Sentiment BULLISHBULLISH

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

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Moderately bullish flow with 61% call dollar volume ($4.42M). Slightly bearish P/C ratio of 1.10. P/C ratio rising 44% - increased hedging/bearish positioning.

Smart Money BULLISH

Retail Flow NEUTRAL

Overall MIXED

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
16:00	BULLISH	NEUTRAL	MIXED
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

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High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 30 of results (avg 7.7%, best 5.3%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 31	53.60	56.50	$55.05	5.3%	8	1.00	41
$245.00	Jul 31	58.60	62.10	$60.35	5.8%	--	1.00	29
$255.00	Jul 24	48.30	51.20	$49.75	5.8%	--	1.00	11
$250.00	Aug 21	54.40	57.80	$56.10	6.1%	4	0.94	114
$250.00	Aug 7	54.00	57.40	$55.70	6.1%	--	1.00	27

PUTS (4)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	56.70	59.80	$58.25	5.3%	--	0.87	30
$325.00	Aug 21	27.60	29.70	$28.65	7.3%	19	0.66	15
$300.00	Aug 21	13.00	14.20	$13.60	8.8%	8	0.43	91
$280.00	Aug 21	5.80	6.40	$6.10	9.8%	46	0.24	817

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 0.77, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 24	53.30	57.00	$55.15	6.7%	8	1.00	17
$255.00	Jul 24	48.30	51.20	$49.75	5.8%	--	1.00	11
$260.00	Jul 24	43.40	46.30	$44.85	6.5%	5	1.00	75
$265.00	Jul 24	38.40	41.20	$39.80	7.0%	8	1.00	17
$270.00	Jul 24	33.40	36.40	$34.90	8.6%	5	1.00	118

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$330.00	Jul 24	23.70	26.80	$25.25	12.3%	1	0.96	3
$322.50	Jul 24	16.30	19.20	$17.75	16.3%	1	0.95	--
$320.00	Jul 24	13.60	16.20	$14.90	17.4%	11	0.93	5
$317.50	Jul 24	11.30	14.30	$12.80	23.4%	10	0.91	1
$315.00	Jul 24	8.80	12.00	$10.40	30.8%	104	0.88	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	14.70	$13.55	17.0%	260	0.47	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	9.10	10.90	$10.00	18.0%	145	0.51	59

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Jul 24	1.00	1.50	$1.25	40.0%	1.0K	0.26	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	8.80	12.00	$10.40	30.8%	104	0.88	145
$290.00	Jul 24	0.05	0.50	$0.28	160.7%	72	0.06	143

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 75.6%, max 320.2%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 24	Aug 21	173.2%	47.7%	263.1%	12	131
$345.00	Jul 24	Aug 21	119.1%	48.4%	146.3%	6	85
$255.00	Jul 24	Jul 31	165.9%	67.7%	145.2%	4	28
$260.00	Jul 24	Aug 21	117.0%	48.7%	140.1%	9	261
$275.00	Jul 24	Sep 4	103.8%	45.4%	128.6%	4	127

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$245.00	Jul 24	Aug 28	197.7%	47.1%	320.2%	2	45
$250.00	Jul 24	Sep 4	173.2%	46.3%	274.4%	9	154
$255.00	Jul 24	Aug 28	165.9%	46.9%	253.5%	10	104
$260.00	Jul 24	Sep 4	117.0%	45.6%	156.9%	2	218
$257.50	Jul 24	Jul 31	158.1%	65.3%	142.2%	183	218

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 155 found (best R:R 40.67, avg 5.39)

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
$325.00	$327.50	Jul 24	$0.10	$2.40	$0.10	24.00	$325.10
$350.00	$355.00	Jul 31	$0.20	$4.80	$0.20	24.00	$350.20
$315.00	$317.50	Jul 24	$0.12	$2.38	$0.12	19.83	$315.12
$335.00	$340.00	Aug 14	$0.30	$4.70	$0.30	15.67	$335.30

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	$0.23	$4.77	$0.23	20.74	$254.77
$270.00	$267.50	Jul 31	$0.12	$2.38	$0.12	19.83	$269.88
$250.00	$245.00	Jul 31	$0.25	$4.75	$0.25	19.00	$249.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 200 found (best R:R 49.00, avg 2.43)

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
$250.00	$265.00	Aug 7	$14.55	$14.55	$0.45	32.33	$264.55
$250.00	$255.00	Jul 31	$4.80	$4.80	$0.20	24.00	$254.80
$260.00	$265.00	Jul 31	$4.80	$4.80	$0.20	24.00	$264.80

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$317.50	$315.00	Jul 31	$2.25	$2.25	$0.25	9.00	$315.25
$360.00	$325.00	Aug 21	$29.60	$29.60	$5.40	5.48	$330.40
$320.00	$317.50	Jul 24	$2.10	$2.10	$0.40	5.25	$317.90
$315.00	$312.50	Jul 24	$2.05	$2.05	$0.45	4.56	$312.95
$312.50	$310.00	Jul 24	$2.00	$2.00	$0.50	4.00	$310.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 61 found (avg debit $3.19, cheapest $0.25)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$260.00	Jul 24	Jul 31	$0.40	117.0%	61.5%
$255.00	Jul 24	Jul 31	$0.50	165.9%	67.7%
$265.00	Jul 24	Jul 31	$0.65	104.2%	59.3%
$350.00	Jul 24	Jul 31	$0.70	110.0%	60.4%
$360.00	Aug 7	Aug 14	$0.73	54.5%	51.4%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 24	Jul 31	$0.25	173.2%	72.3%
$255.00	Jul 24	Jul 31	$0.25	165.9%	67.7%
$257.50	Jul 24	Jul 31	$0.27	158.1%	65.3%
$260.00	Jul 24	Jul 31	$0.40	117.0%	61.5%
$267.50	Jul 24	Jul 31	$0.50	127.0%	57.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 82 found (cheapest 2.00% of stock, avg 9.68%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$305.00	Jul 24	$2.97	$3.15	$6.12	$298.88	$311.12	2.00%
$302.50	Jul 24	$4.40	$2.03	$6.43	$296.07	$308.93	2.11%
$307.50	Jul 24	$2.03	$4.55	$6.58	$300.92	$314.08	2.16%
$300.00	Jul 24	$5.90	$1.25	$7.15	$292.85	$307.15	2.34%
$310.00	Jul 24	$1.25	$6.35	$7.60	$302.40	$317.60	2.49%
$297.50	Jul 24	$8.15	$0.73	$8.88	$288.62	$306.38	2.91%
$312.50	Jul 24	$0.75	$8.35	$9.10	$303.40	$321.60	2.98%
$295.00	Jul 24	$10.20	$0.50	$10.70	$284.30	$305.70	3.51%
$315.00	Jul 24	$0.50	$10.40	$10.90	$304.10	$325.90	3.57%
$292.50	Jul 24	$12.60	$0.25	$12.85	$279.65	$305.35	4.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 153 found (cheapest 0.25% of stock, avg 5.03%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$315.00	$292.50	Jul 24	$0.50	$0.25	$0.75	$291.75	$315.75
$312.50	$292.50	Jul 24	$0.75	$0.25	$1.00	$291.50	$313.50
$315.00	$295.00	Jul 24	$0.50	$0.50	$1.00	$294.00	$316.00
$315.00	$297.50	Jul 24	$0.50	$0.73	$1.23	$296.27	$316.23
$312.50	$295.00	Jul 24	$0.75	$0.50	$1.25	$293.75	$313.75
$312.50	$297.50	Jul 24	$0.75	$0.73	$1.48	$296.02	$313.98
$310.00	$292.50	Jul 24	$1.25	$0.25	$1.50	$291.00	$311.50
$310.00	$295.00	Jul 24	$1.25	$0.50	$1.75	$293.25	$311.75
$315.00	$300.00	Jul 24	$0.50	$1.25	$1.75	$298.25	$316.75
$310.00	$297.50	Jul 24	$1.25	$0.73	$1.98	$295.52	$311.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 205 found (best R:R 24.00, avg credit $4.15)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
260/262	275/278	Jul 24	$2.40	$0.10	24.00	$260.10	$277.40
265/268	275/278	Jul 24	$2.40	$0.10	24.00	$265.10	$277.40
270/272	275/278	Jul 24	$2.40	$0.10	24.00	$270.10	$277.40
275/280	285/290	Aug 7	$4.80	$0.20	24.00	$275.20	$289.80
270/275	285/290	Aug 21	$4.80	$0.20	24.00	$270.20	$289.80
250/255	270/275	Aug 7	$4.78	$0.22	21.73	$250.22	$274.78
275/280	290/295	Aug 28	$4.75	$0.25	19.00	$275.25	$294.75
290/295	300/305	Aug 21	$4.70	$0.30	15.67	$290.30	$304.70
250/255	265/270	Aug 7	$4.68	$0.32	14.62	$250.32	$269.68
250/255	275/280	Aug 7	$4.68	$0.32	14.62	$250.32	$279.68

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 101 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$315.00	$320.00	$325.00	Aug 28	$0.05	$4.95	99.00
$260.00	$265.00	$270.00	Jul 31	$0.10	$4.90	49.00
$270.00	$275.00	$280.00	Aug 7	$0.10	$4.90	49.00
$295.00	$300.00	$305.00	Aug 7	$0.10	$4.90	49.00
$300.00	$302.50	$305.00	Jul 24	$0.07	$2.43	34.71

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$310.00	$312.50	$315.00	Jul 24	$0.05	$2.45	49.00
$307.50	$310.00	$312.50	Jul 31	$0.05	$2.45	49.00
$295.00	$300.00	$305.00	Aug 7	$0.10	$4.90	49.00
$270.00	$275.00	$280.00	Aug 21	$0.10	$4.90	49.00
$260.00	$265.00	$270.00	Aug 21	$0.15	$4.85	32.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 119 found (best net $-0.10, 104 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	-$1.73	$8.27
$340.00	$345.00	1:2	Jul 24	-$0.28	$4.72
$350.00	$355.00	1:2	Jul 31	-$0.35	$4.65
$325.00	$335.00	1:2	Aug 28	-$5.35	$4.65

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$270.00	$255.00	1:2	Aug 28	-$0.10	$14.90
$295.00	$280.00	1:2	Aug 28	-$1.60	$13.40
$270.00	$260.00	1:2	Aug 7	-$0.02	$9.98
$270.00	$260.00	1:2	Aug 14	-$0.33	$9.67
$260.00	$250.00	1:2	Sep 4	-$0.94	$9.06

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 65 found (best yield 4.49%, avg 1.60%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$310.00	Aug 28	$13.70	0.47	1.6%	4.49%	6.04%	--	16
$310.00	Aug 21	$12.40	0.47	1.6%	4.06%	5.61%	260	698
$312.50	Aug 21	$12.20	0.45	2.4%	4.00%	6.37%	7	54
$315.00	Aug 28	$11.80	0.43	3.2%	3.87%	7.06%	2	7
$320.00	Sep 4	$11.60	0.41	4.8%	3.80%	8.63%	2	--
$310.00	Aug 14	$11.10	0.46	1.6%	3.64%	5.19%	--	56
$315.00	Aug 21	$10.60	0.42	3.2%	3.47%	6.66%	5	51
$317.50	Aug 21	$9.90	0.40	4.0%	3.24%	7.25%	300	8
$320.00	Aug 28	$9.90	0.39	4.8%	3.24%	8.07%	--	13
$307.50	Aug 7	$9.60	0.48	0.7%	3.14%	3.88%	3	--

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 3,131

Total Puts 3,442

Put/Call Ratio 1.10

Net Difference -311

Prior's Put/Call Breakdown

Total Calls 2,782

Total Puts 2,128

Put/Call Ratio 0.76

Net Difference 654

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
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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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