VLO - Options Database

VLO

VALERO ENERGY CORP N

$300.71 -0.59%

(7/27 10:02) ◀

Monday, July 27, 2026 (11:00am)

▶ (7/27 12:00)

◀ 7/27 11:00 ▶

Option Volume

Detail

ℹ

Current (07/27 11:00am) 1,391

Calls: 829 (60%)

Puts: 562 (40%)

Prior (07/23) 1,006

Calls: 798 (79%)

Puts: 208 (21%)

Current vs Prior +38.27%

Calls: +3.88% (Calls)

Puts: +170.19% (Puts)

Prior 7-Day Total 66,609

Calls: 32,111 (48%)

Puts: 34,498 (52%)

Prior 7-Day Average 9,515

Calls: 4,587 (48%)

Puts: 4,928 (52%)

Current vs Prior 7-Day Avg -85.38%

Calls: -81.93%

Puts: -88.60%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/27 11:00am) $1.48M

Calls: $960.5K (65%)

Puts: $520.6K (35%)

Prior (07/23) $1.52M

Calls: $1.34M (88%)

Puts: $180.6K (12%)

Current vs Prior -2.71%

Calls: -28.41%

Puts: +188.21%

Prior 7-Day Total $87.85M

Calls: $50.14M (57%)

Puts: $37.71M (43%)

Prior 7-Day Average $12.55M

Calls: $7.16M (57%)

Puts: $5.39M (43%)

Current vs Prior 7-Day Avg -88.20%

Calls: -86.59%

Puts: -90.34%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/27 11:00am) 0.68

Prior (07/23) 0.26

Current vs Prior +160.09%

Prior 7-Day Average 1.06

Current vs Prior 7-Day Avg -36.24%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/27 11:00am) 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 852,327

Calls: 458,257 (54%)

Puts: 394,070 (46%)

Prior 7-Day Average 121,761

Calls: 65,465 (54%)

Puts: 56,295 (46%)

Current vs Prior 7-Day Avg +3.68%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 6.17% | 7.98%10.41% | 15.50%

Prior 1.62% | 6.55%10.76% | 15.76%

Current vs Prior +281.49% | +21.84%-3.25% | -1.66%

Prior 7-Day Avg 3.30% | 6.89%8.42% | 15.16%

Current vs 7-Day Avg +86.84% | +15.78%+23.62% | +2.19%

Prior 7-Day Eod 1.62% | 6.55%10.20% | 15.57%

Current vs 7-Day Eod +281.49% | +21.84%+2.06% | -0.47%

Sentiment BEARISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 7.06% | 11.56%

Calls: 8.00% | 9.69%

Puts: 6.12% | 13.44%

Prior 77.87% | 10.53%

Calls: 66.67% | 9.73%

Puts: 89.07% | 11.32%

Current vs Prior -90.93% | +9.78%

Prior 7-Day Avg 32.53% | 11.22%

Calls: 29.07% | 11.50%

Puts: 35.99% | 10.93%

Current vs 7-Day Avg -78.30% | +3.06%

Liquidity Expensive

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Moderately bullish flow with 65% call dollar volume ($960.5K). Bullish P/C ratio of 0.68. P/C ratio rising 160% - 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
11:00	BULLISH	BULLISH	BULLISH
10:00	BULLISH	BULLISH	BULLISH

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⚡ Straddles

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⚖️ Ratio Spreads

🛡️ Covered Calls

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Tightest Spreads

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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 36 of results (avg 7.8%, best 4.3%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Aug 21	50.50	53.10	$51.80	5.0%	2	0.94	114
$250.00	Jul 31	49.90	52.70	$51.30	5.5%	--	1.00	38
$245.00	Jul 31	54.50	57.60	$56.05	5.5%	--	1.00	29
$255.00	Jul 31	44.60	47.40	$46.00	6.1%	--	1.00	17
$260.00	Aug 21	41.40	44.00	$42.70	6.1%	2	0.89	186

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	59.80	62.40	$61.10	4.3%	--	0.91	30
$302.50	Jul 31	9.50	10.10	$9.80	6.1%	2	0.53	23
$325.00	Aug 21	29.80	32.10	$30.95	7.4%	--	0.71	15
$290.00	Aug 21	9.60	10.40	$10.00	8.0%	2	0.37	389
$317.50	Aug 21	24.50	26.70	$25.60	8.6%	1	0.65	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. 62 found (avg delta 0.72, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 31	54.50	57.60	$56.05	5.5%	--	1.00	29
$250.00	Jul 31	49.90	52.70	$51.30	5.5%	--	1.00	38
$255.00	Jul 31	44.60	47.40	$46.00	6.1%	--	1.00	17
$260.00	Jul 31	39.60	42.40	$41.00	6.8%	--	1.00	89
$265.00	Jul 31	34.80	37.50	$36.15	7.5%	--	1.00	51

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	59.80	62.40	$61.10	4.3%	--	0.91	30
$325.00	Aug 7	27.20	29.80	$28.50	9.1%	--	0.78	146
$330.00	Aug 14	31.90	35.70	$33.80	11.2%	--	0.78	43
$315.00	Jul 31	16.60	18.90	$17.75	13.0%	5	0.74	28
$330.00	Aug 28	34.40	37.70	$36.05	9.2%	--	0.72	84

Most actively traded options today. High liquidity = easy entry/exit. 92 active (total vol 946, top 110)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$320.00	Jul 31	1.80	2.60	$2.20	36.4%	110	0.19	331
$310.00	Jul 31	4.50	5.10	$4.80	12.5%	91	0.34	286
$305.00	Jul 31	5.80	6.90	$6.35	17.3%	67	0.43	188
$315.00	Jul 31	3.00	3.50	$3.25	15.4%	41	0.26	86
$312.50	Jul 31	3.60	4.20	$3.90	15.4%	24	0.30	81

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Jul 31	7.80	8.90	$8.35	13.2%	49	0.48	220
$290.00	Jul 31	3.80	4.60	$4.20	19.0%	41	0.30	405
$295.00	Aug 7	8.00	9.40	$8.70	16.1%	41	0.41	25
$300.00	Aug 7	10.50	11.80	$11.15	11.7%	40	0.48	42
$285.00	Jul 31	2.55	2.95	$2.75	14.5%	31	0.22	208

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 44.2%, max 101.9%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Aug 21	91.4%	49.0%	86.7%	2	152
$355.00	Jul 31	Aug 21	82.3%	49.7%	65.8%	1	12
$260.00	Jul 31	Aug 28	74.7%	47.7%	56.8%	1	89
$345.00	Jul 31	Aug 28	74.2%	49.6%	49.7%	2	22
$360.00	Jul 31	Aug 28	78.1%	52.5%	48.8%	1	14

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$245.00	Jul 31	Aug 28	98.5%	48.8%	101.9%	1	56
$250.00	Jul 31	Sep 4	91.4%	48.6%	87.9%	1	99
$255.00	Jul 31	Aug 28	84.1%	47.0%	79.2%	--	32
$260.00	Jul 31	Aug 21	74.7%	48.4%	54.3%	8	624
$275.00	Jul 31	Aug 28	65.9%	44.4%	48.6%	12	102

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 131 found (best R:R 49.00, avg 5.19)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$350.00	$360.00	Aug 7	$0.20	$9.80	$0.20	49.00	$350.20
$345.00	$350.00	Jul 31	$0.15	$4.85	$0.15	32.33	$345.15
$335.00	$340.00	Jul 31	$0.17	$4.83	$0.17	28.41	$335.17
$340.00	$342.50	Jul 31	$0.10	$2.40	$0.10	24.00	$340.10
$325.00	$327.50	Jul 31	$0.13	$2.37	$0.13	18.23	$325.13

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$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
$275.00	$272.50	Jul 31	$0.20	$2.30	$0.20	11.50	$274.80
$250.00	$245.00	Aug 28	$0.40	$4.60	$0.40	11.50	$249.60
$260.00	$255.00	Aug 21	$0.43	$4.57	$0.43	10.63	$259.57

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 160 found (best R:R 32.33, avg 1.63)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$260.00	$265.00	Jul 31	$4.85	$4.85	$0.15	32.33	$264.85
$250.00	$270.00	Aug 7	$19.05	$19.05	$0.95	20.05	$269.05
$245.00	$250.00	Jul 31	$4.75	$4.75	$0.25	19.00	$249.75
$270.00	$275.00	Aug 7	$4.70	$4.70	$0.30	15.67	$274.70
$275.00	$280.00	Jul 31	$4.60	$4.60	$0.40	11.50	$279.60

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$360.00	$325.00	Aug 21	$30.15	$30.15	$4.85	6.22	$329.85
$320.00	$317.50	Aug 21	$1.90	$1.90	$0.60	3.17	$318.10
$305.00	$302.50	Jul 31	$1.85	$1.85	$0.65	2.85	$303.15
$330.00	$315.00	Aug 28	$10.90	$10.90	$4.10	2.66	$319.10
$312.50	$310.00	Jul 31	$1.80	$1.80	$0.70	2.57	$310.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $2.43, cheapest $0.05)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 31	Aug 7	$0.05	91.4%	61.9%
$360.00	Jul 31	Aug 7	$0.45	78.1%	60.5%
$350.00	Jul 31	Aug 7	$0.52	74.4%	56.3%
$345.00	Jul 31	Aug 7	$0.65	74.2%	55.9%
$270.00	Jul 31	Aug 7	$0.70	66.1%	54.5%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$245.00	Jul 31	Aug 7	$0.18	98.5%	65.1%
$250.00	Jul 31	Aug 7	$0.25	91.4%	61.9%
$255.00	Jul 31	Aug 7	$0.43	84.1%	60.0%
$260.00	Jul 31	Aug 7	$0.65	74.7%	57.2%
$270.00	Jul 31	Aug 7	$1.28	66.1%	54.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 51 found (cheapest 5.69% of stock, avg 10.33%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$300.00	Jul 31	$8.75	$8.35	$17.10	$282.90	$317.10	5.69%
$295.00	Jul 31	$11.35	$6.05	$17.40	$277.60	$312.40	5.79%
$297.50	Jul 31	$10.05	$7.35	$17.40	$280.10	$314.90	5.79%
$302.50	Jul 31	$7.75	$9.80	$17.55	$284.95	$320.05	5.84%
$292.50	Jul 31	$12.80	$5.05	$17.85	$274.65	$310.35	5.94%
$305.00	Jul 31	$6.35	$11.65	$18.00	$287.00	$323.00	5.99%
$290.00	Jul 31	$14.55	$4.20	$18.75	$271.25	$308.75	6.24%
$307.50	Jul 31	$5.60	$13.25	$18.85	$288.65	$326.35	6.27%
$310.00	Jul 31	$4.80	$14.30	$19.10	$290.90	$329.10	6.35%
$312.50	Jul 31	$3.90	$16.10	$20.00	$292.50	$332.50	6.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 2.19% of stock, avg 5.24%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$345.00	$255.00	Aug 28	$4.20	$2.40	$6.60	$248.40	$351.60
$335.00	$255.00	Aug 28	$5.10	$2.40	$7.50	$247.50	$342.50
$312.50	$290.00	Jul 31	$3.90	$4.20	$8.10	$281.90	$320.60
$317.50	$280.00	Aug 7	$4.90	$3.50	$8.40	$271.60	$325.90
$312.50	$292.50	Jul 31	$3.90	$5.05	$8.95	$283.55	$321.45
$310.00	$290.00	Jul 31	$4.80	$4.20	$9.00	$281.00	$319.00
$345.00	$270.00	Aug 28	$4.20	$5.05	$9.25	$260.75	$354.25
$315.00	$280.00	Aug 7	$5.85	$3.50	$9.35	$270.65	$324.35
$317.50	$285.00	Aug 7	$4.90	$4.65	$9.55	$275.45	$327.05
$315.00	$260.00	Aug 14	$7.90	$1.65	$9.55	$250.45	$324.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 225 found (best R:R 49.00, avg credit $4.00)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
250/255	270/275	Aug 7	$4.90	$0.10	49.00	$250.10	$274.90
255/260	270/275	Aug 7	$4.90	$0.10	49.00	$255.10	$274.90
270/272	275/280	Jul 31	$4.85	$0.15	32.33	$267.65	$279.85
250/255	260/265	Aug 28	$4.55	$0.45	10.11	$250.45	$264.55
250/255	260/270	Aug 21	$9.08	$0.92	9.87	$245.92	$269.08
310/315	320/325	Aug 28	$4.50	$0.50	9.00	$310.50	$324.50
290/295	300/305	Aug 21	$4.45	$0.55	8.09	$290.55	$304.45
245/250	260/265	Aug 28	$4.45	$0.55	8.09	$245.55	$264.45
275/280	285/290	Aug 7	$4.42	$0.58	7.62	$275.58	$289.42
280/285	290/295	Aug 21	$4.40	$0.60	7.33	$280.60	$294.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 72 found (best R:R 49.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$307.50	$310.00	$312.50	Aug 21	$0.05	$2.45	49.00
$312.50	$315.00	$317.50	Aug 21	$0.05	$2.45	49.00
$255.00	$260.00	$265.00	Jul 31	$0.15	$4.85	32.33
$315.00	$320.00	$325.00	Aug 14	$0.15	$4.85	32.33
$340.00	$345.00	$350.00	Aug 21	$0.16	$4.84	30.25

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
$245.00	$250.00	$255.00	Aug 28	$0.10	$4.90	49.00
$280.00	$285.00	$290.00	Aug 21	$0.15	$4.85	32.33
$275.00	$280.00	$285.00	Aug 21	$0.20	$4.80	24.00
$272.50	$275.00	$277.50	Jul 31	$0.13	$2.37	18.23

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 88 found (best net $-0.80, 81 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$345.00	$360.00	1:2	Aug 28	-$1.70	$13.30
$335.00	$345.00	1:2	Aug 7	-$0.16	$9.84
$350.00	$360.00	1:2	Aug 7	-$0.40	$9.60
$325.00	$335.00	1:2	Aug 14	-$1.55	$8.45
$325.00	$335.00	1:2	Aug 28	-$2.55	$7.45

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$360.00	$325.00	1:2	Aug 21	-$0.80	$34.20
$330.00	$310.00	1:2	Aug 14	-$5.00	$15.00
$295.00	$280.00	1:2	Aug 28	-$1.55	$13.45
$270.00	$260.00	1:2	Aug 7	-$0.08	$9.92
$310.00	$295.00	1:2	Aug 28	-$5.25	$9.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 57 found (best yield 3.99%, avg 1.62%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$302.50	Aug 14	$12.00	0.49	0.6%	3.99%	4.59%	1	--
$305.00	Aug 21	$12.00	0.47	1.4%	3.99%	5.42%	2	23
$307.50	Aug 21	$11.60	0.45	2.3%	3.86%	6.12%	17	1
$305.00	Aug 14	$10.90	0.46	1.4%	3.62%	5.05%	--	207
$310.00	Aug 28	$10.90	0.43	3.1%	3.62%	6.71%	--	16
$310.00	Aug 21	$10.70	0.42	3.1%	3.56%	6.65%	3	653
$307.50	Aug 14	$9.80	0.43	2.3%	3.26%	5.52%	2	--
$312.50	Aug 21	$9.80	0.40	3.9%	3.26%	7.18%	5	52
$302.50	Aug 7	$9.50	0.48	0.6%	3.16%	3.75%	3	--
$310.00	Aug 14	$8.90	0.41	3.1%	2.96%	6.05%	--	57

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 829

Total Puts 562

Put/Call Ratio 0.68

Net Difference 267

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 32,111

Total Puts 34,498

Average Put/Call Ratio 1.06

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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