VLO - Options Database

VLO

VALERO ENERGY CORP N

$303.03 -0.73%

(7/23 18:07) ◀

Friday, July 24, 2026 (12:30pm)

▶ (7/24 17:09)

◀ 7/24 12:32 ▶

Option Volume

Detail

ℹ

Current (07/24 12:30pm) 11,647

Calls: 5,189 (45%)

Puts: 6,458 (55%)

Prior (07/23) 3,122

Calls: 2,020 (65%)

Puts: 1,102 (35%)

Current vs Prior +273.06%

Calls: +156.88% (Calls)

Puts: +486.03% (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 -3.04%

Calls: -32.20%

Puts: +48.15%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/24 12:30pm) $15.65M

Calls: $3.65M (23%)

Puts: $12.01M (77%)

Prior (07/23) $5.00M

Calls: $3.30M (66%)

Puts: $1.70M (34%)

Current vs Prior +212.93%

Calls: +10.53%

Puts: +605.64%

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 -3.33%

Calls: -69.18%

Puts: +175.65%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (07/24 12:30pm) 1.24

Prior (07/23) 0.55

Current vs Prior +128.13%

Prior 7-Day Average 0.79

Current vs Prior 7-Day Avg +58.54%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/24 12:30pm) 125,285

Calls: 65,783 (53%)

Puts: 59,502 (47%)

Prior (07/23) 122,442

Calls: 64,450 (53%)

Puts: 57,992 (47%)

Current vs Prior +2.32%

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 +6.31%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 1.62% | 6.55%10.76% | 15.76%

Prior 3.22% | 6.92%10.98% | 16.29%

Current vs Prior -49.72% | -5.27%-2.05% | -3.27%

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

Current vs 7-Day Avg -56.95% | -1.04%+69.28% | +9.44%

Prior 7-Day Eod 3.22% | 6.91%10.96% | 16.10%

Current vs 7-Day Eod -49.72% | -5.27%-1.82% | -2.13%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 77.87% | 10.53%

Calls: 66.67% | 9.73%

Puts: 89.07% | 11.32%

Prior 15.96% | 12.12%

Calls: 14.43% | 12.68%

Puts: 17.48% | 11.56%

Current vs Prior +387.91% | -13.12%

Prior 7-Day Avg 22.07% | 11.81%

Calls: 20.77% | 10.64%

Puts: 23.36% | 12.96%

Current vs 7-Day Avg +252.85% | -10.81%

Liquidity Expensive

Add Card

🤖 AI Insights

Strong bearish conviction with 77% of dollar volume in puts ($12.01M) vs calls ($3.65M). Massive premium surge with dollar volume up 213% vs prior. Unusually high activity with volume up 273% vs prior - elevated interest. Bearish P/C ratio of 1.24 indicates protective positioning.

Smart Money BEARISH

Retail Flow BEARISH

Overall BEARISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BEARISH

Prior BULLISH

7-Day Avg BULLISH

Current BEARISH

Prior BULLISH

7-Day Avg NEUTRAL

Current BEARISH

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
16:00	BULLISH	NEUTRAL	MIXED
15:30	BULLISH	BEARISH	BEARISH
13:00	BULLISH	BULLISH	BULLISH
12:30	BEARISH	BEARISH	BEARISH
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 54 of results (avg 7.8%, best 4.9%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 24	52.20	54.80	$53.50	4.9%	--	0.99	12
$255.00	Aug 14	47.90	50.30	$49.10	4.9%	2	0.94	--
$250.00	Aug 21	53.40	56.10	$54.75	4.9%	--	0.92	114
$252.50	Jul 24	49.70	52.30	$51.00	5.1%	2	0.98	3
$255.00	Jul 24	47.20	49.80	$48.50	5.4%	--	0.98	11

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	57.80	61.00	$59.40	5.4%	--	0.88	30
$310.00	Aug 21	19.40	20.50	$19.95	5.5%	1	0.54	135
$275.00	Aug 21	4.90	5.20	$5.05	5.9%	--	0.21	19
$310.00	Aug 14	17.80	19.10	$18.45	7.0%	--	0.56	350
$307.50	Aug 21	17.60	19.10	$18.35	8.2%	10	0.52	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. 86 found (avg delta 0.78, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 31	57.00	60.30	$58.65	5.6%	--	1.00	29
$250.00	Jul 31	52.00	55.30	$53.65	6.2%	--	1.00	38
$255.00	Jul 31	47.00	50.40	$48.70	7.0%	--	1.00	17
$260.00	Jul 31	42.00	45.50	$43.75	8.0%	5	1.00	89
$260.00	Jul 24	42.20	44.90	$43.55	6.2%	1	1.00	70

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$315.00	Jul 24	10.10	12.80	$11.45	23.6%	31	1.00	89
$335.00	Jul 24	30.20	33.10	$31.65	9.2%	1	1.00	--
$312.50	Jul 24	7.70	10.60	$9.15	31.7%	10	0.98	74
$310.00	Jul 24	5.50	8.10	$6.80	38.2%	16	0.94	141
$360.00	Aug 21	57.80	61.00	$59.40	5.4%	--	0.88	30

Most actively traded options today. High liquidity = easy entry/exit. 140 active (total vol 5.3K, top 1.0K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$322.50	Jul 31	2.60	3.10	$2.85	17.5%	1.0K	0.22	6
$310.00	Aug 7	8.20	9.30	$8.75	12.6%	960	0.42	320
$325.00	Aug 7	3.90	5.00	$4.45	24.7%	950	0.26	40
$320.00	Jul 31	3.00	3.60	$3.30	18.2%	350	0.24	136
$317.50	Jul 31	3.60	4.20	$3.90	15.4%	307	0.28	11

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$302.50	Jul 24	0.60	2.10	$1.35	111.1%	242	0.42	151
$287.50	Jul 31	3.00	3.60	$3.30	18.2%	110	0.24	122
$282.50	Jul 31	1.95	2.45	$2.20	22.7%	109	0.17	135
$305.00	Jul 24	1.60	3.80	$2.70	81.5%	51	0.67	267
$300.00	Jul 24	0.20	1.00	$0.60	133.3%	47	0.23	1.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 61 strikes (avg 269.6%, max 890.8%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 24	Aug 21	442.6%	49.4%	795.2%	--	126
$255.00	Jul 24	Aug 14	403.0%	48.5%	730.6%	2	11
$345.00	Jul 24	Aug 21	305.3%	48.8%	525.4%	4	86
$270.00	Jul 24	Aug 21	286.1%	47.2%	505.9%	--	398
$260.00	Jul 24	Aug 21	289.8%	48.0%	504.3%	1	256

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$245.00	Jul 24	Aug 28	482.6%	48.7%	890.8%	--	45
$250.00	Jul 24	Sep 4	442.6%	47.0%	841.2%	12	154
$255.00	Jul 24	Aug 28	403.0%	47.5%	748.0%	--	104
$270.00	Jul 24	Aug 28	286.1%	44.9%	537.4%	--	140
$257.50	Jul 24	Jul 31	383.3%	60.9%	529.2%	9	107

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 143 found (best R:R 40.67, avg 5.62)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$345.00	$350.00	Jul 24	$0.12	$4.88	$0.12	40.67	$345.12
$340.00	$345.00	Jul 31	$0.13	$4.87	$0.13	37.46	$340.13
$350.00	$355.00	Jul 31	$0.14	$4.86	$0.14	34.71	$350.14
$345.00	$350.00	Jul 31	$0.23	$4.77	$0.23	20.74	$345.23
$325.00	$327.50	Jul 24	$0.12	$2.38	$0.12	19.83	$325.12

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$265.00	$260.00	Jul 31	$0.17	$4.83	$0.17	28.41	$264.83
$272.50	$270.00	Jul 31	$0.10	$2.40	$0.10	24.00	$272.40
$255.00	$250.00	Aug 7	$0.20	$4.80	$0.20	24.00	$254.80
$250.00	$245.00	Aug 21	$0.20	$4.80	$0.20	24.00	$249.80
$262.50	$260.00	Jul 24	$0.12	$2.38	$0.12	19.83	$262.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 176 found (best R:R 49.00, avg 2.02)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$250.00	$260.00	Aug 7	$9.80	$9.80	$0.20	49.00	$259.80
$275.00	$277.50	Jul 24	$2.40	$2.40	$0.10	24.00	$277.40
$290.00	$292.50	Jul 24	$2.40	$2.40	$0.10	24.00	$292.40
$265.00	$270.00	Jul 31	$4.65	$4.65	$0.35	13.29	$269.65
$260.00	$270.00	Aug 7	$9.25	$9.25	$0.75	12.33	$269.25

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$312.50	$310.00	Jul 24	$2.35	$2.35	$0.15	15.67	$310.15
$315.00	$312.50	Jul 24	$2.30	$2.30	$0.20	11.50	$312.70
$360.00	$325.00	Aug 21	$29.75	$29.75	$5.25	5.67	$330.25
$307.50	$305.00	Aug 21	$1.95	$1.95	$0.55	3.55	$305.55
$325.00	$320.00	Aug 21	$3.60	$3.60	$1.40	2.57	$321.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 61 found (avg debit $3.07, cheapest $0.13)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 24	Jul 31	$0.15	442.6%	72.3%
$255.00	Jul 24	Jul 31	$0.20	403.0%	66.8%
$260.00	Jul 24	Jul 31	$0.20	289.8%	57.8%
$265.00	Jul 24	Jul 31	$0.20	256.5%	56.7%
$350.00	Jul 24	Jul 31	$0.54	267.0%	63.0%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$257.50	Jul 24	Jul 31	$0.13	383.3%	60.9%
$245.00	Jul 24	Jul 31	$0.15	482.6%	77.7%
$250.00	Jul 24	Jul 31	$0.18	442.6%	72.3%
$255.00	Jul 24	Jul 31	$0.20	403.0%	66.8%
$260.00	Jul 24	Jul 31	$0.25	289.8%	57.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 74 found (cheapest 1.17% of stock, avg 9.74%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$302.50	Jul 24	$2.20	$1.35	$3.55	$298.95	$306.05	1.17%
$305.00	Jul 24	$0.90	$2.70	$3.60	$301.40	$308.60	1.19%
$300.00	Jul 24	$4.05	$0.60	$4.65	$295.35	$304.65	1.53%
$307.50	Jul 24	$0.48	$4.30	$4.78	$302.72	$312.28	1.58%
$297.50	Jul 24	$6.15	$0.25	$6.40	$291.10	$303.90	2.11%
$310.00	Jul 24	$0.23	$6.80	$7.03	$302.97	$317.03	2.32%
$295.00	Jul 24	$8.65	$0.18	$8.83	$286.17	$303.83	2.91%
$312.50	Jul 24	$0.15	$9.15	$9.30	$303.20	$321.80	3.07%
$292.50	Jul 24	$11.05	$0.13	$11.18	$281.32	$303.68	3.69%
$315.00	Jul 24	$0.05	$11.45	$11.50	$303.50	$326.50	3.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.11% of stock, avg 4.93%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$312.50	$295.00	Jul 24	$0.15	$0.18	$0.33	$294.67	$312.83
$312.50	$297.50	Jul 24	$0.15	$0.25	$0.40	$297.10	$312.90
$310.00	$295.00	Jul 24	$0.23	$0.18	$0.41	$294.59	$310.41
$310.00	$297.50	Jul 24	$0.23	$0.25	$0.48	$297.02	$310.48
$307.50	$295.00	Jul 24	$0.48	$0.18	$0.66	$294.34	$308.16
$307.50	$297.50	Jul 24	$0.48	$0.25	$0.73	$296.77	$308.23
$312.50	$300.00	Jul 24	$0.15	$0.60	$0.75	$299.25	$313.25
$310.00	$300.00	Jul 24	$0.23	$0.60	$0.83	$299.17	$310.83
$305.00	$295.00	Jul 24	$0.90	$0.18	$1.08	$293.92	$306.08
$307.50	$300.00	Jul 24	$0.48	$0.60	$1.08	$298.92	$308.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 227 found (best R:R 32.33, avg credit $4.45)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
285/290	295/300	Aug 7	$4.85	$0.15	32.33	$285.15	$299.85
265/268	270/275	Jul 31	$4.83	$0.17	28.41	$262.67	$274.83
260/265	270/275	Jul 31	$4.77	$0.23	20.74	$260.23	$274.77
250/255	260/270	Aug 7	$9.45	$0.55	17.18	$245.55	$269.45
295/300	305/310	Aug 7	$4.70	$0.30	15.67	$295.30	$309.70
272/275	280/285	Jul 31	$4.65	$0.35	13.29	$270.35	$284.65
285/290	300/305	Aug 21	$4.65	$0.35	13.29	$285.35	$304.65
270/272	278/280	Jul 31	$2.30	$0.20	11.50	$270.20	$279.80
255/260	270/275	Aug 7	$4.60	$0.40	11.50	$255.40	$274.60
250/255	270/275	Aug 7	$4.55	$0.45	10.11	$250.45	$274.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 93 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$345.00	$350.00	$355.00	Jul 31	$0.09	$4.91	54.56
$272.50	$275.00	$277.50	Jul 24	$0.05	$2.45	49.00
$295.00	$297.50	$300.00	Jul 31	$0.05	$2.45	49.00
$305.00	$307.50	$310.00	Jul 31	$0.05	$2.45	49.00
$295.00	$300.00	$305.00	Aug 14	$0.10	$4.90	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$250.00	$255.00	$260.00	Aug 7	$0.05	$4.95	99.00
$245.00	$250.00	$255.00	Aug 28	$0.07	$4.93	70.43
$255.00	$260.00	$265.00	Aug 21	$0.08	$4.92	61.50
$250.00	$255.00	$260.00	Aug 21	$0.09	$4.91	54.56
$265.00	$270.00	$275.00	Aug 21	$0.10	$4.90	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. 125 found (best net $-1.70, 108 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$330.00	$345.00	1:2	Aug 7	-$0.58	$14.42
$335.00	$350.00	1:2	Aug 28	-$1.60	$13.40
$320.00	$335.00	1:2	Aug 28	-$3.25	$11.75
$265.00	$285.00	1:2	Aug 14	-$8.35	$11.65
$350.00	$360.00	1:2	Aug 21	-$1.56	$8.44

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$315.00	$295.00	1:2	Aug 28	-$1.70	$18.30
$325.00	$307.50	1:2	Aug 7	-$1.95	$15.55
$330.00	$310.00	1:2	Aug 14	-$4.50	$15.50
$270.00	$255.00	1:2	Aug 28	-$0.35	$14.65
$270.00	$260.00	1:2	Aug 7	-$0.11	$9.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 4.72%, avg 1.78%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$305.00	Aug 21	$14.30	0.50	0.7%	4.72%	5.37%	23	5
$310.00	Aug 28	$13.20	0.46	2.3%	4.36%	6.66%	--	16
$305.00	Aug 14	$12.50	0.49	0.7%	4.13%	4.78%	--	207
$310.00	Aug 21	$12.20	0.46	2.3%	4.03%	6.33%	20	654
$312.50	Aug 21	$11.30	0.43	3.1%	3.73%	6.85%	1	53
$320.00	Sep 4	$11.20	0.39	5.6%	3.70%	9.30%	5	2
$310.00	Aug 14	$10.50	0.44	2.3%	3.47%	5.77%	1	56
$315.00	Aug 21	$10.50	0.41	4.0%	3.47%	7.42%	--	52
$305.00	Aug 7	$10.20	0.49	0.7%	3.37%	4.02%	--	575
$320.00	Aug 28	$9.70	0.38	5.6%	3.20%	8.80%	--	13

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 5,189

Total Puts 6,458

Put/Call Ratio 1.24

Net Difference -1,269

Prior's Put/Call Breakdown

Total Calls 2,020

Total Puts 1,102

Put/Call Ratio 0.55

Net Difference 918

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