VLO - Options Database

VLO

VALERO ENERGY CORP N

$303.30 +0.26%

(7/27 11:00) ◀

Monday, July 27, 2026 (12:00pm)

▶ (7/27 13:00)

◀ 7/27 12:00 ▶

Option Volume

Detail

ℹ

Current (07/27 12:00pm) 1,805

Calls: 1,138 (63%)

Puts: 667 (37%)

Prior (07/23) 3,122

Calls: 2,020 (65%)

Puts: 1,102 (35%)

Current vs Prior -42.18%

Calls: -43.66% (Calls)

Puts: -39.47% (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 -81.03%

Calls: -75.19%

Puts: -86.47%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/27 12:00pm) $1.89M

Calls: $1.31M (69%)

Puts: $586.2K (31%)

Prior (07/23) $5.00M

Calls: $3.30M (66%)

Puts: $1.70M (34%)

Current vs Prior -62.14%

Calls: -60.38%

Puts: -65.54%

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 -84.91%

Calls: -81.74%

Puts: -89.12%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/27 12:00pm) 0.59

Prior (07/23) 0.55

Current vs Prior +7.44%

Prior 7-Day Average 1.06

Current vs Prior 7-Day Avg -44.87%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/27 12:00pm) 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 5.97% | 7.83%10.44% | 15.64%

Prior 1.62% | 6.55%10.76% | 15.76%

Current vs Prior +269.06% | +19.54%-3.00% | -0.72%

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

Current vs 7-Day Avg +80.75% | +13.60%+23.93% | +3.16%

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

Current vs 7-Day Eod +269.06% | +19.54%+2.32% | +0.48%

Sentiment BEARISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 14.34% | 14.52%

Calls: 13.95% | 9.69%

Puts: 14.74% | 19.35%

Prior 77.87% | 10.53%

Calls: 66.67% | 9.73%

Puts: 89.07% | 11.32%

Current vs Prior -81.58% | +37.89%

Prior 7-Day Avg 32.53% | 11.22%

Calls: 29.07% | 11.50%

Puts: 35.99% | 10.93%

Current vs 7-Day Avg -55.92% | +29.44%

Liquidity Expensive

Add Card

🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($1.31M). Light premium activity with dollar volume down 62% vs prior. Below-average activity with volume down 42% vs prior. Bullish P/C ratio of 0.59.

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
12:00	BULLISH	BULLISH	BULLISH
11:00	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 25 of results (avg 8.2%, best 5.3%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 31	56.60	59.70	$58.15	5.3%	--	1.00	29
$250.00	Aug 21	52.40	55.70	$54.05	6.1%	2	0.94	114
$255.00	Jul 31	46.70	49.70	$48.20	6.2%	--	1.00	17
$250.00	Aug 7	51.90	55.30	$53.60	6.3%	--	0.95	27
$250.00	Jul 31	51.60	55.00	$53.30	6.4%	--	1.00	38

PUTS (3)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	57.40	61.00	$59.20	6.1%	--	0.91	30
$315.00	Jul 31	15.20	16.70	$15.95	9.4%	5	0.71	28
$295.00	Aug 21	10.60	11.70	$11.15	9.9%	5	0.40	23

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. 63 found (avg delta 0.72, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 31	56.60	59.70	$58.15	5.3%	--	1.00	29
$250.00	Jul 31	51.60	55.00	$53.30	6.4%	--	1.00	38
$255.00	Jul 31	46.70	49.70	$48.20	6.2%	--	1.00	17
$265.00	Jul 31	36.80	40.10	$38.45	8.6%	--	1.00	51
$260.00	Jul 31	41.70	45.00	$43.35	7.6%	--	0.96	89

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	57.40	61.00	$59.20	6.1%	--	0.91	30
$325.00	Aug 7	24.60	28.10	$26.35	13.3%	--	0.77	146
$330.00	Aug 14	29.90	33.60	$31.75	11.7%	--	0.77	43
$315.00	Jul 31	15.20	16.70	$15.95	9.4%	5	0.71	28
$330.00	Aug 28	32.30	36.00	$34.15	10.8%	--	0.71	84

Most actively traded options today. High liquidity = easy entry/exit. 107 active (total vol 1.3K, top 162)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$320.00	Jul 31	1.90	3.20	$2.55	51.0%	162	0.22	331
$310.00	Jul 31	4.50	6.10	$5.30	30.2%	94	0.38	286
$330.00	Jul 31	0.85	1.70	$1.27	66.9%	80	0.12	100
$305.00	Jul 31	6.90	8.20	$7.55	17.2%	69	0.47	188
$335.00	Jul 31	0.40	1.75	$1.08	125.0%	60	0.10	44

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Jul 31	6.40	7.60	$7.00	17.1%	49	0.43	220
$290.00	Jul 31	2.80	3.80	$3.30	30.3%	41	0.26	405
$295.00	Aug 7	6.70	8.40	$7.55	22.5%	41	0.37	25
$300.00	Aug 7	9.20	10.30	$9.75	11.3%	40	0.44	42
$285.00	Jul 31	1.40	2.55	$1.98	58.1%	37	0.17	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 44.1%, max 91.6%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Aug 21	92.5%	48.3%	91.6%	2	152
$260.00	Jul 31	Aug 28	82.5%	49.5%	66.6%	1	89
$355.00	Jul 31	Aug 21	82.3%	49.4%	66.5%	1	12
$270.00	Jul 31	Aug 21	71.0%	45.8%	55.0%	3	382
$335.00	Jul 31	Aug 28	71.9%	46.9%	53.4%	60	57

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Sep 4	92.5%	48.3%	91.6%	2	99
$255.00	Jul 31	Aug 28	89.0%	47.4%	87.9%	2	32
$260.00	Jul 31	Aug 21	82.5%	48.7%	69.2%	9	624
$245.00	Jul 31	Aug 28	83.9%	49.8%	68.4%	2	56
$275.00	Jul 31	Aug 28	71.5%	45.4%	57.3%	14	102

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 126 found (best R:R 49.00, avg 5.55)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$345.00	$350.00	Jul 31	$0.17	$4.83	$0.17	28.41	$345.17
$342.50	$345.00	Jul 31	$0.10	$2.40	$0.10	24.00	$342.60
$355.00	$357.50	Jul 31	$0.10	$2.40	$0.10	24.00	$355.10
$345.00	$350.00	Aug 21	$0.27	$4.73	$0.27	17.52	$345.27
$357.50	$360.00	Jul 31	$0.15	$2.35	$0.15	15.67	$357.65

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$280.00	$275.00	Aug 7	$0.10	$4.90	$0.10	49.00	$279.90
$260.00	$255.00	Aug 7	$0.17	$4.83	$0.17	28.41	$259.83
$250.00	$245.00	Jul 31	$0.20	$4.80	$0.20	24.00	$249.80
$255.00	$250.00	Aug 7	$0.20	$4.80	$0.20	24.00	$254.80
$250.00	$245.00	Aug 28	$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. 162 found (best R:R 49.00, avg 2.38)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$260.00	$265.00	Jul 31	$4.90	$4.90	$0.10	49.00	$264.90
$245.00	$250.00	Jul 31	$4.85	$4.85	$0.15	32.33	$249.85
$255.00	$260.00	Jul 31	$4.85	$4.85	$0.15	32.33	$259.85
$250.00	$270.00	Aug 7	$19.35	$19.35	$0.65	29.77	$269.35
$265.00	$270.00	Jul 31	$4.80	$4.80	$0.20	24.00	$269.80

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$360.00	$325.00	Aug 21	$29.80	$29.80	$5.20	5.73	$330.20
$325.00	$320.00	Aug 21	$3.90	$3.90	$1.10	3.55	$321.10
$312.50	$310.00	Aug 21	$1.90	$1.90	$0.60	3.17	$310.60
$330.00	$310.00	Aug 14	$14.60	$14.60	$5.40	2.70	$315.40
$315.00	$312.50	Jul 31	$1.80	$1.80	$0.70	2.57	$313.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $2.54, cheapest $0.30)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 31	Aug 7	$0.30	92.5%	64.5%
$350.00	Jul 31	Aug 7	$0.50	71.4%	53.3%
$360.00	Jul 31	Aug 7	$0.55	75.4%	59.9%
$270.00	Jul 31	Aug 7	$0.60	71.0%	56.8%
$345.00	Jul 31	Aug 7	$0.63	71.8%	53.1%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 31	Aug 7	$0.30	92.5%	64.5%
$255.00	Jul 31	Aug 7	$0.40	89.0%	62.7%
$245.00	Jul 31	Aug 7	$0.42	83.9%	68.2%
$260.00	Jul 31	Aug 7	$0.52	82.5%	59.6%
$270.00	Jul 31	Aug 7	$1.15	71.0%	56.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 52 found (cheapest 5.56% of stock, avg 10.31%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$302.50	Jul 31	$8.60	$8.25	$16.85	$285.65	$319.35	5.56%
$300.00	Jul 31	$10.00	$7.00	$17.00	$283.00	$317.00	5.61%
$305.00	Jul 31	$7.55	$9.50	$17.05	$287.95	$322.05	5.62%
$297.50	Jul 31	$11.30	$5.90	$17.20	$280.30	$314.70	5.67%
$307.50	Jul 31	$6.45	$10.90	$17.35	$290.15	$324.85	5.72%
$295.00	Jul 31	$12.90	$4.85	$17.75	$277.25	$312.75	5.85%
$310.00	Jul 31	$5.30	$12.45	$17.75	$292.25	$327.75	5.85%
$292.50	Jul 31	$14.60	$4.05	$18.65	$273.85	$311.15	6.15%
$312.50	Jul 31	$4.50	$14.15	$18.65	$293.85	$331.15	6.15%
$290.00	Jul 31	$15.90	$3.30	$19.20	$270.80	$309.20	6.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 2.28% of stock, avg 5.23%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$345.00	$255.00	Aug 28	$4.75	$2.17	$6.92	$248.08	$351.92
$315.00	$292.50	Jul 31	$3.43	$4.05	$7.48	$285.02	$322.48
$335.00	$255.00	Aug 28	$5.85	$2.17	$8.02	$246.98	$343.02
$315.00	$295.00	Jul 31	$3.43	$4.85	$8.28	$286.72	$323.28
$312.50	$292.50	Jul 31	$4.50	$4.05	$8.55	$283.95	$321.05
$320.00	$260.00	Aug 14	$7.00	$1.65	$8.65	$251.35	$328.65
$320.00	$285.00	Aug 7	$4.80	$4.00	$8.80	$276.20	$328.80
$345.00	$270.00	Aug 28	$4.75	$4.50	$9.25	$260.75	$354.25
$310.00	$292.50	Jul 31	$5.30	$4.05	$9.35	$283.15	$319.35
$312.50	$295.00	Jul 31	$4.50	$4.85	$9.35	$285.65	$321.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 224 found (best R:R 32.33, avg credit $4.02)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
265/268	280/285	Jul 31	$4.85	$0.15	32.33	$262.65	$284.85
272/275	280/285	Jul 31	$4.82	$0.18	26.78	$270.18	$284.82
245/250	275/280	Jul 31	$4.80	$0.20	24.00	$245.20	$279.80
270/272	275/280	Jul 31	$4.80	$0.20	24.00	$267.70	$279.80
245/250	280/285	Jul 31	$4.75	$0.25	19.00	$245.25	$284.75
270/272	280/285	Jul 31	$4.75	$0.25	19.00	$267.75	$284.75
270/275	290/295	Aug 21	$4.75	$0.25	19.00	$270.25	$294.75
250/255	260/265	Aug 28	$4.75	$0.25	19.00	$250.25	$264.75
275/278	280/285	Jul 31	$4.72	$0.28	16.86	$272.78	$284.72
270/275	280/285	Aug 7	$4.72	$0.28	16.86	$270.28	$284.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 65 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$270.00	$275.00	$280.00	Aug 7	$0.05	$4.95	99.00
$260.00	$265.00	$270.00	Jul 31	$0.10	$4.90	49.00
$325.00	$327.50	$330.00	Aug 7	$0.07	$2.43	34.71
$270.00	$275.00	$280.00	Jul 31	$0.20	$4.80	24.00
$292.50	$295.00	$297.50	Jul 31	$0.10	$2.40	24.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$285.00	$290.00	$295.00	Aug 7	$0.05	$4.95	99.00
$275.00	$280.00	$285.00	Aug 21	$0.10	$4.90	49.00
$245.00	$250.00	$255.00	Aug 7	$0.12	$4.88	40.67
$270.00	$272.50	$275.00	Jul 31	$0.07	$2.43	34.71
$310.00	$312.50	$315.00	Jul 31	$0.10	$2.40	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. 91 found (best net $-2.55, 82 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$345.00	$360.00	1:2	Aug 28	-$1.65	$13.35
$335.00	$345.00	1:2	Aug 7	-$0.13	$9.87
$350.00	$360.00	1:2	Aug 7	-$0.62	$9.38
$325.00	$335.00	1:2	Aug 14	-$2.11	$7.89
$325.00	$335.00	1:2	Aug 28	-$3.60	$6.40

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$330.00	$310.00	1:2	Aug 14	-$2.55	$17.45
$265.00	$250.00	1:2	Sep 4	-$0.19	$14.81
$295.00	$280.00	1:2	Aug 28	-$1.60	$13.40
$270.00	$260.00	1:2	Aug 7	-$0.12	$9.88
$285.00	$275.00	1:2	Aug 14	-$0.21	$9.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 4.29%, avg 1.61%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$305.00	Aug 21	$13.00	0.50	0.6%	4.29%	4.85%	2	23
$307.50	Aug 21	$12.70	0.47	1.4%	4.19%	5.57%	17	1
$305.00	Aug 14	$12.10	0.49	0.6%	3.99%	4.55%	1	207
$310.00	Aug 28	$12.00	0.45	2.2%	3.96%	6.17%	--	16
$310.00	Aug 21	$11.80	0.45	2.2%	3.89%	6.10%	3	653
$312.50	Aug 21	$10.80	0.42	3.0%	3.56%	6.59%	5	52
$310.00	Aug 14	$10.00	0.44	2.2%	3.30%	5.51%	--	57
$307.50	Aug 14	$9.80	0.46	1.4%	3.23%	4.62%	2	--
$315.00	Aug 21	$8.70	0.39	3.9%	2.87%	6.73%	13	62
$320.00	Aug 28	$8.50	0.36	5.5%	2.80%	8.31%	1	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 1,138

Total Puts 667

Put/Call Ratio 0.59

Net Difference 471

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 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
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