VLO - Options Database

VLO

VALERO ENERGY CORP N

$302.23 -0.09%

(7/24 01:45) ◀

Monday, July 27, 2026 (10:00am)

▶ (7/27 11:00)

◀ 7/27 10:02 ▶

Option Volume

Detail

ℹ

Current (07/27 10:00am) 764

Calls: 458 (60%)

Puts: 306 (40%)

Prior (07/23) 1,006

Calls: 798 (79%)

Puts: 208 (21%)

Current vs Prior -24.06%

Calls: -42.61% (Calls)

Puts: +47.12% (Puts)

Prior 7-Day Total 73,240

Calls: 42,131 (58%)

Puts: 31,109 (42%)

Prior 7-Day Average 10,462

Calls: 6,018 (58%)

Puts: 4,444 (42%)

Current vs Prior 7-Day Avg -92.70%

Calls: -92.39%

Puts: -93.11%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/27 10:00am) $928.0K

Calls: $648.4K (70%)

Puts: $279.6K (30%)

Prior (07/23) $1.52M

Calls: $1.34M (88%)

Puts: $180.6K (12%)

Current vs Prior -39.04%

Calls: -51.68%

Puts: +54.79%

Prior 7-Day Total $94.33M

Calls: $62.13M (66%)

Puts: $32.20M (34%)

Prior 7-Day Average $13.48M

Calls: $8.88M (66%)

Puts: $4.60M (34%)

Current vs Prior 7-Day Avg -93.11%

Calls: -92.69%

Puts: -93.92%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/27 10:00am) 0.67

Prior (07/23) 0.26

Current vs Prior +156.33%

Prior 7-Day Average 0.91

Current vs Prior 7-Day Avg -26.92%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/27 10:00am) 126,244

Calls: 65,805 (52%)

Puts: 60,439 (48%)

Prior (07/23) 122,442

Calls: 64,450 (53%)

Puts: 57,992 (47%)

Current vs Prior +3.11%

Prior 7-Day Total 843,805

Calls: 461,122 (55%)

Puts: 382,683 (45%)

Prior 7-Day Average 120,543

Calls: 65,874 (55%)

Puts: 54,669 (45%)

Current vs Prior 7-Day Avg +4.73%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 6.15% | 7.97%10.49% | 15.68%

Prior 2.46% | 7.11%10.96% | 16.10%

Current vs Prior +149.82% | +12.17%-4.28% | -2.59%

Prior 7-Day Avg 3.55% | 6.76%7.36% | 14.81%

Current vs 7-Day Avg +73.29% | +17.91%+42.44% | +5.91%

Prior 7-Day Eod 2.46% | 7.11%10.20% | 15.57%

Current vs 7-Day Eod +149.82% | +12.17%+2.85% | +0.73%

Sentiment BEARISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 24.94% | 19.91%

Calls: 22.66% | 19.92%

Puts: 27.22% | 19.91%

Prior 52.33% | 16.98%

Calls: 42.37% | 20.37%

Puts: 62.30% | 13.59%

Current vs Prior -52.34% | +17.26%

Prior 7-Day Avg 25.32% | 11.62%

Calls: 23.54% | 12.12%

Puts: 27.11% | 11.13%

Current vs 7-Day Avg -1.52% | +71.30%

Liquidity Expensive

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Moderately bullish flow with 70% call dollar volume ($648.4K). Bullish P/C ratio of 0.67. P/C ratio rising 156% - increased hedging/bearish positioning.

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
12:30	BEARISH	BEARISH	BEARISH
10:00	BULLISH	BULLISH	BULLISH

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Best Value <$1

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 19 of results (avg 7.6%, best 5.4%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Aug 21	52.20	55.20	$53.70	5.6%	2	0.94	114
$245.00	Jul 31	56.00	59.30	$57.65	5.7%	--	0.98	29
$250.00	Aug 7	51.40	54.50	$52.95	5.9%	--	0.94	27
$250.00	Jul 31	51.20	54.30	$52.75	5.9%	--	0.98	38
$260.00	Aug 21	43.20	45.90	$44.55	6.1%	1	0.89	186

PUTS (4)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	58.10	61.30	$59.70	5.4%	--	0.89	30
$325.00	Aug 21	28.10	30.90	$29.50	9.5%	--	0.69	15
$330.00	Aug 14	30.60	33.70	$32.15	9.6%	--	0.77	43
$317.50	Aug 21	22.80	25.20	$24.00	10.0%	1	0.62	5

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. 59 found (avg delta 0.72, highest 0.98)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 31	51.20	54.30	$52.75	5.9%	--	0.98	38
$245.00	Jul 31	56.00	59.30	$57.65	5.7%	--	0.98	29
$255.00	Jul 31	46.40	49.40	$47.90	6.3%	--	0.97	17
$260.00	Jul 31	41.40	44.40	$42.90	7.0%	--	0.97	89
$265.00	Jul 31	36.30	39.50	$37.90	8.4%	--	0.95	51

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	58.10	61.30	$59.70	5.4%	--	0.89	30
$330.00	Aug 14	30.60	33.70	$32.15	9.6%	--	0.77	43
$325.00	Aug 7	25.50	28.40	$26.95	10.8%	--	0.76	146
$315.00	Jul 31	15.60	18.00	$16.80	14.3%	--	0.71	28
$330.00	Aug 28	33.00	36.50	$34.75	10.1%	--	0.71	84

Most actively traded options today. High liquidity = easy entry/exit. 63 active (total vol 462, top 87)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Jul 31	4.60	6.30	$5.45	31.2%	87	0.38	286
$305.00	Jul 31	6.50	9.10	$7.80	33.3%	58	0.48	188
$315.00	Jul 31	3.20	4.40	$3.80	31.6%	39	0.30	86
$322.50	Jul 31	1.60	2.90	$2.25	57.8%	13	0.20	1.0K
$315.00	Aug 21	9.10	10.30	$9.70	12.4%	13	0.39	62

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Jul 31	6.90	8.00	$7.45	14.8%	45	0.44	220
$270.00	Jul 31	0.25	0.95	$0.60	116.7%	18	0.06	77
$305.00	Aug 21	15.20	17.40	$16.30	13.5%	17	0.50	22
$290.00	Jul 31	3.00	4.00	$3.50	28.6%	15	0.26	405
$280.00	Jul 31	0.85	1.80	$1.33	71.4%	13	0.12	87

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 49 strikes (avg 43.0%, max 103.9%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Aug 21	87.2%	47.6%	83.1%	2	152
$355.00	Jul 31	Aug 21	79.5%	48.0%	65.6%	1	12
$265.00	Jul 31	Aug 28	75.7%	45.7%	65.5%	--	61
$260.00	Jul 31	Aug 21	77.8%	48.7%	59.7%	1	275
$350.00	Jul 31	Aug 21	75.5%	47.6%	58.7%	1	296

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$245.00	Jul 31	Aug 28	101.3%	49.7%	103.9%	1	56
$255.00	Jul 31	Aug 28	87.1%	47.9%	81.9%	--	32
$250.00	Jul 31	Sep 4	87.2%	49.2%	77.3%	--	99
$260.00	Jul 31	Aug 21	77.8%	48.7%	59.7%	6	624
$270.00	Jul 31	Aug 28	69.7%	45.7%	52.5%	20	94

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 122 found (best R:R 37.46, avg 5.16)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$340.00	$345.00	Jul 31	$0.13	$4.87	$0.13	37.46	$340.13
$350.00	$360.00	Aug 7	$0.27	$9.73	$0.27	36.04	$350.27
$335.00	$340.00	Jul 31	$0.20	$4.80	$0.20	24.00	$335.20
$345.00	$350.00	Aug 7	$0.33	$4.67	$0.33	14.15	$345.33
$332.50	$335.00	Jul 31	$0.17	$2.33	$0.17	13.71	$332.67

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$255.00	$250.00	Jul 31	$0.15	$4.85	$0.15	32.33	$254.85
$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
$260.00	$255.00	Aug 7	$0.20	$4.80	$0.20	24.00	$259.80
$260.00	$255.00	Aug 21	$0.25	$4.75	$0.25	19.00	$259.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 150 found (best R:R 49.00, avg 1.88)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$245.00	$250.00	Jul 31	$4.90	$4.90	$0.10	49.00	$249.90
$250.00	$255.00	Jul 31	$4.85	$4.85	$0.15	32.33	$254.85
$250.00	$270.00	Aug 7	$19.15	$19.15	$0.85	22.53	$269.15
$265.00	$270.00	Jul 31	$4.65	$4.65	$0.35	13.29	$269.65
$250.00	$260.00	Aug 21	$9.15	$9.15	$0.85	10.76	$259.15

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$360.00	$325.00	Aug 21	$30.20	$30.20	$4.80	6.29	$329.80
$315.00	$312.50	Jul 31	$1.90	$1.90	$0.60	3.17	$313.10
$307.50	$305.00	Jul 31	$1.85	$1.85	$0.65	2.85	$305.65
$325.00	$320.00	Aug 21	$3.70	$3.70	$1.30	2.85	$321.30
$330.00	$310.00	Aug 14	$14.55	$14.55	$5.45	2.67	$315.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $2.53, cheapest $0.18)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 31	Aug 7	$0.20	87.2%	63.7%
$350.00	Jul 31	Aug 7	$0.50	75.5%	55.5%
$360.00	Aug 7	Aug 14	$0.50	58.9%	52.3%
$270.00	Jul 31	Aug 7	$0.55	69.7%	55.9%
$345.00	Jul 31	Aug 7	$0.73	72.5%	55.3%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$245.00	Jul 31	Aug 7	$0.18	101.3%	66.8%
$250.00	Jul 31	Aug 7	$0.38	87.2%	63.7%
$255.00	Jul 31	Aug 7	$0.43	87.1%	61.9%
$260.00	Jul 31	Aug 7	$0.65	77.8%	59.2%
$270.00	Jul 31	Aug 7	$1.18	69.7%	55.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 5.72% of stock, avg 10.41%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$302.50	Jul 31	$8.85	$8.45	$17.30	$285.20	$319.80	5.72%
$297.50	Jul 31	$11.35	$6.15	$17.50	$280.00	$315.00	5.79%
$300.00	Jul 31	$10.15	$7.45	$17.60	$282.40	$317.60	5.82%
$305.00	Jul 31	$7.80	$9.85	$17.65	$287.35	$322.65	5.84%
$295.00	Jul 31	$12.40	$5.40	$17.80	$277.20	$312.80	5.89%
$307.50	Jul 31	$6.60	$11.70	$18.30	$289.20	$325.80	6.05%
$292.50	Jul 31	$13.85	$4.60	$18.45	$274.05	$310.95	6.10%
$310.00	Jul 31	$5.45	$13.40	$18.85	$291.15	$328.85	6.24%
$290.00	Jul 31	$15.75	$3.50	$19.25	$270.75	$309.25	6.37%
$312.50	Jul 31	$4.65	$14.90	$19.55	$292.95	$332.05	6.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 120 found (cheapest 1.75% of stock, avg 5.33%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$360.00	$255.00	Aug 28	$3.00	$2.28	$5.28	$249.72	$365.28
$360.00	$270.00	Aug 28	$3.00	$4.47	$7.47	$262.53	$367.47
$315.00	$292.50	Jul 31	$3.80	$4.60	$8.40	$284.10	$323.40
$335.00	$255.00	Aug 28	$6.25	$2.28	$8.53	$246.47	$343.53
$320.00	$260.00	Aug 14	$6.95	$1.65	$8.60	$251.40	$328.60
$360.00	$275.00	Aug 28	$3.00	$5.70	$8.70	$266.30	$368.70
$315.00	$295.00	Jul 31	$3.80	$5.40	$9.20	$285.80	$324.20
$312.50	$292.50	Jul 31	$4.65	$4.60	$9.25	$283.25	$321.75
$320.00	$270.00	Aug 14	$6.95	$2.73	$9.68	$260.32	$329.68
$315.00	$297.50	Jul 31	$3.80	$6.15	$9.95	$287.55	$324.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 213 found (best R:R 24.00, avg credit $4.30)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
250/255	265/270	Jul 31	$4.80	$0.20	24.00	$250.20	$269.80
270/272	275/280	Jul 31	$4.78	$0.22	21.73	$267.72	$279.78
260/265	275/280	Jul 31	$4.72	$0.28	16.86	$260.28	$279.72
250/255	275/280	Jul 31	$4.70	$0.30	15.67	$250.30	$279.70
250/255	260/270	Aug 21	$9.27	$0.73	12.70	$245.73	$269.27
270/275	280/285	Aug 7	$4.60	$0.40	11.50	$270.40	$284.60
295/300	305/310	Aug 7	$4.60	$0.40	11.50	$295.40	$309.60
250/255	270/275	Aug 7	$4.55	$0.45	10.11	$250.45	$274.55
255/260	270/275	Aug 7	$4.55	$0.45	10.11	$255.45	$274.55
270/275	280/285	Aug 28	$4.53	$0.47	9.64	$270.47	$284.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 66 found (best R:R 70.43, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$335.00	$340.00	$345.00	Jul 31	$0.07	$4.93	70.43
$305.00	$307.50	$310.00	Jul 31	$0.05	$2.45	49.00
$315.00	$320.00	$325.00	Aug 14	$0.10	$4.90	49.00
$340.00	$345.00	$350.00	Aug 21	$0.13	$4.87	37.46
$275.00	$280.00	$285.00	Aug 7	$0.15	$4.85	32.33

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$245.00	$250.00	$255.00	Aug 7	$0.10	$4.90	49.00
$300.00	$302.50	$305.00	Aug 21	$0.05	$2.45	49.00
$280.00	$285.00	$290.00	Aug 7	$0.18	$4.82	26.78
$280.00	$285.00	$290.00	Aug 21	$0.20	$4.80	24.00
$285.00	$290.00	$295.00	Aug 21	$0.20	$4.80	24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 86 found (best net $-3.05, 80 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$320.00	$335.00	1:2	Aug 28	-$2.40	$12.60
$265.00	$285.00	1:2	Aug 14	-$7.50	$12.50
$335.00	$345.00	1:2	Aug 7	-$0.26	$9.74
$350.00	$360.00	1:2	Aug 7	-$0.36	$9.64
$325.00	$335.00	1:2	Aug 14	-$1.56	$8.44

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$330.00	$310.00	1:2	Aug 14	-$3.05	$16.95
$270.00	$255.00	1:2	Aug 28	-$0.09	$14.91
$295.00	$280.00	1:2	Aug 28	-$1.30	$13.70
$270.00	$260.00	1:2	Aug 7	-$0.18	$9.82
$310.00	$295.00	1:2	Aug 28	-$5.55	$9.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 4.40%, avg 1.59%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$305.00	Aug 21	$13.30	0.50	0.9%	4.40%	5.32%	2	23
$310.00	Aug 28	$12.00	0.45	2.6%	3.97%	6.54%	--	16
$305.00	Aug 14	$11.20	0.49	0.9%	3.71%	4.62%	--	207
$310.00	Aug 21	$11.20	0.45	2.6%	3.71%	6.28%	2	653
$302.50	Aug 7	$10.20	0.51	0.1%	3.37%	3.46%	3	--
$312.50	Aug 21	$10.00	0.42	3.4%	3.31%	6.71%	--	52
$307.50	Aug 14	$9.90	0.46	1.7%	3.28%	5.02%	2	--
$305.00	Aug 7	$9.20	0.48	0.9%	3.04%	3.96%	1	573
$310.00	Aug 14	$9.10	0.43	2.6%	3.01%	5.58%	--	57
$315.00	Aug 21	$9.10	0.39	4.2%	3.01%	7.24%	13	62

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 458

Total Puts 306

Put/Call Ratio 0.67

Net Difference 152

Prior's Put/Call Breakdown

Total Calls 798

Total Puts 208

Put/Call Ratio 0.26

Net Difference 590

Prior 7-Day Put/Call Summary

Total Calls 42,131

Total Puts 31,109

Average Put/Call Ratio 0.91

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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