VLO - Options Database

VLO

VALERO ENERGY CORP N

$302.84 +0.11%

(7/27 12:00) ◀

Monday, July 27, 2026 (1:00pm)

▶ (7/27 14:00)

◀ 7/27 13:00 ▶

Option Volume

Detail

ℹ

Current (07/27 1:00pm) 2,307

Calls: 1,488 (64%)

Puts: 819 (36%)

Prior (07/24) 11,647

Calls: 5,189 (45%)

Puts: 6,458 (55%)

Current vs Prior -80.19%

Calls: -71.32% (Calls)

Puts: -87.32% (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 -75.76%

Calls: -67.56%

Puts: -83.38%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/27 1:00pm) $2.17M

Calls: $1.49M (69%)

Puts: $673.1K (31%)

Prior (07/24) $15.65M

Calls: $3.65M (23%)

Puts: $12.01M (77%)

Current vs Prior -86.15%

Calls: -59.03%

Puts: -94.39%

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 -82.73%

Calls: -79.13%

Puts: -87.50%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/27 1:00pm) 0.55

Prior (07/24) 1.24

Current vs Prior -55.78%

Prior 7-Day Average 1.06

Current vs Prior 7-Day Avg -48.23%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/27 1:00pm) 126,244

Calls: 65,805 (52%)

Puts: 60,439 (48%)

Prior (07/24) 125,285

Calls: 65,783 (53%)

Puts: 59,502 (47%)

Current vs Prior +0.77%

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 6.01% | 7.78%10.52% | 15.59%

Prior 1.62% | 6.55%10.76% | 15.76%

Current vs Prior +271.66% | +18.71%-2.24% | -1.09%

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

Current vs 7-Day Avg +82.03% | +12.81%+24.91% | +2.77%

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

Current vs 7-Day Eod +271.66% | +18.71%+3.13% | +0.10%

Sentiment BEARISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 12.10% | 13.82%

Calls: 12.20% | 10.91%

Puts: 12.00% | 16.73%

Prior 77.87% | 10.53%

Calls: 66.67% | 9.73%

Puts: 89.07% | 11.32%

Current vs Prior -84.46% | +31.24%

Prior 7-Day Avg 32.53% | 11.22%

Calls: 29.07% | 11.50%

Puts: 35.99% | 10.93%

Current vs 7-Day Avg -62.80% | +23.20%

Liquidity Expensive

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Moderately bullish flow with 69% call dollar volume ($1.49M). Light premium activity with dollar volume down 86% vs prior. Below-average activity with volume down 80% vs prior. Bullish P/C ratio of 0.55.

Smart Money BULLISH

Retail Flow BULLISH

Overall BULLISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BEARISH

7-Day Avg BULLISH

Current BULLISH

Prior BEARISH

7-Day Avg NEUTRAL

Current BULLISH

Prior BEARISH

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
13:00	BULLISH	BULLISH	BULLISH
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

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Tightest Spreads

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Best Value <$1

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High Delta

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Ratio Spreads

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 34 of results (avg 7.6%, best 4.7%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 31	56.70	59.60	$58.15	5.0%	--	1.00	29
$265.00	Jul 31	37.10	39.00	$38.05	5.0%	--	1.00	51
$250.00	Aug 21	52.40	55.10	$53.75	5.0%	2	0.93	114
$250.00	Aug 7	51.80	54.80	$53.30	5.6%	--	1.00	27
$250.00	Jul 31	51.60	54.60	$53.10	5.6%	--	1.00	38

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	57.80	60.60	$59.20	4.7%	--	0.89	30
$300.00	Aug 21	13.50	14.30	$13.90	5.8%	10	0.45	99
$295.00	Aug 21	10.90	11.70	$11.30	7.1%	5	0.40	23
$290.00	Aug 21	9.00	9.70	$9.35	7.5%	2	0.35	389
$315.00	Jul 31	15.90	17.20	$16.55	7.9%	5	0.72	28

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	56.70	59.60	$58.15	5.0%	--	1.00	29
$250.00	Jul 31	51.60	54.60	$53.10	5.6%	--	1.00	38
$255.00	Jul 31	46.60	49.70	$48.15	6.4%	--	1.00	17
$260.00	Jul 31	41.80	44.60	$43.20	6.5%	--	1.00	89
$265.00	Jul 31	37.10	39.00	$38.05	5.0%	--	1.00	51

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	57.80	60.60	$59.20	4.7%	--	0.89	30
$325.00	Aug 7	25.10	28.10	$26.60	11.3%	--	0.77	146
$330.00	Aug 14	30.20	33.20	$31.70	9.5%	--	0.77	43
$315.00	Jul 31	15.90	17.20	$16.55	7.9%	5	0.72	28
$330.00	Aug 28	32.80	36.00	$34.40	9.3%	--	0.71	84

Most actively traded options today. High liquidity = easy entry/exit. 116 active (total vol 1.6K, top 164)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$320.00	Jul 31	2.15	2.85	$2.50	28.0%	164	0.21	331
$310.00	Jul 31	4.70	5.40	$5.05	13.9%	96	0.37	286
$330.00	Jul 31	0.85	1.65	$1.25	64.0%	81	0.12	100
$305.00	Jul 31	6.60	7.60	$7.10	14.1%	75	0.46	188
$340.00	Jul 31	0.25	0.70	$0.48	93.7%	66	0.05	26

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Jul 31	6.90	7.70	$7.30	11.0%	57	0.45	220
$285.00	Jul 31	1.60	2.55	$2.08	45.7%	48	0.18	208
$290.00	Jul 31	2.75	3.90	$3.33	34.5%	46	0.26	405
$302.50	Aug 7	11.00	12.00	$11.50	8.7%	42	0.49	10
$295.00	Aug 7	6.70	8.40	$7.55	22.5%	41	0.38	25

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 50 strikes (avg 42.6%, max 95.9%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Aug 21	93.5%	49.3%	89.6%	2	152
$260.00	Jul 31	Aug 28	80.0%	48.5%	65.0%	1	89
$355.00	Jul 31	Aug 21	80.6%	49.6%	62.7%	11	12
$360.00	Jul 31	Aug 28	76.6%	50.5%	51.7%	2	14
$270.00	Jul 31	Aug 21	70.3%	47.8%	47.2%	3	382

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Sep 4	93.5%	47.7%	95.9%	2	99
$255.00	Jul 31	Aug 28	86.3%	47.8%	80.6%	2	32
$245.00	Jul 31	Aug 28	83.6%	48.9%	70.9%	2	56
$260.00	Jul 31	Aug 21	80.0%	48.7%	64.5%	10	624
$270.00	Jul 31	Aug 28	70.3%	45.8%	53.4%	36	94

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 136 found (best R:R 99.00, avg 5.52)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$350.00	$360.00	Aug 7	$0.10	$9.90	$0.10	99.00	$350.10
$345.00	$350.00	Jul 31	$0.15	$4.85	$0.15	32.33	$345.15
$345.00	$350.00	Aug 21	$0.19	$4.81	$0.19	25.32	$345.19
$342.50	$345.00	Jul 31	$0.10	$2.40	$0.10	24.00	$342.60
$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
$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
$250.00	$245.00	Jul 31	$0.22	$4.78	$0.22	21.73	$249.78
$272.50	$270.00	Jul 31	$0.12	$2.38	$0.12	19.83	$272.38
$270.00	$267.50	Jul 31	$0.13	$2.37	$0.13	18.23	$269.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 162 found (best R:R 25.67, avg 1.51)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$250.00	$270.00	Aug 7	$19.25	$19.25	$0.75	25.67	$269.25
$270.00	$275.00	Jul 31	$4.80	$4.80	$0.20	24.00	$274.80
$275.00	$280.00	Jul 31	$4.60	$4.60	$0.40	11.50	$279.60
$265.00	$270.00	Jul 31	$4.55	$4.55	$0.45	10.11	$269.55
$250.00	$260.00	Aug 21	$9.05	$9.05	$0.95	9.53	$259.05

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$360.00	$325.00	Aug 21	$29.85	$29.85	$5.15	5.80	$330.15
$315.00	$312.50	Jul 31	$1.85	$1.85	$0.65	2.85	$313.15
$317.50	$315.00	Aug 21	$1.80	$1.80	$0.70	2.57	$315.70
$325.00	$320.00	Aug 21	$3.60	$3.60	$1.40	2.57	$321.40
$330.00	$315.00	Aug 28	$10.75	$10.75	$4.25	2.53	$319.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $2.46, cheapest $0.20)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 31	Aug 7	$0.20	93.5%	62.0%
$350.00	Jul 31	Aug 7	$0.40	72.7%	52.8%
$360.00	Jul 31	Aug 7	$0.43	76.6%	58.6%
$270.00	Jul 31	Aug 7	$0.55	70.3%	54.9%
$345.00	Jul 31	Aug 7	$0.67	72.3%	54.5%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 31	Aug 7	$0.20	93.5%	62.0%
$245.00	Jul 31	Aug 7	$0.37	83.6%	66.3%
$255.00	Jul 31	Aug 7	$0.37	86.3%	60.6%
$260.00	Jul 31	Aug 7	$0.52	80.0%	58.1%
$270.00	Jul 31	Aug 7	$1.04	70.3%	54.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 52 found (cheapest 5.48% of stock, avg 10.29%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$300.00	Jul 31	$9.30	$7.30	$16.60	$283.40	$316.60	5.48%
$302.50	Jul 31	$8.20	$8.50	$16.70	$285.80	$319.20	5.51%
$297.50	Jul 31	$10.85	$6.20	$17.05	$280.45	$314.55	5.63%
$305.00	Jul 31	$7.10	$10.00	$17.10	$287.90	$322.10	5.65%
$295.00	Jul 31	$12.20	$5.05	$17.25	$277.75	$312.25	5.70%
$307.50	Jul 31	$6.10	$11.35	$17.45	$290.05	$324.95	5.76%
$292.50	Jul 31	$13.85	$4.20	$18.05	$274.45	$310.55	5.96%
$310.00	Jul 31	$5.05	$13.05	$18.10	$291.90	$328.10	5.98%
$290.00	Jul 31	$15.45	$3.33	$18.78	$271.22	$308.78	6.20%
$312.50	Jul 31	$4.30	$14.70	$19.00	$293.50	$331.50	6.27%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 2.56% of stock, avg 5.45%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$315.00	$292.50	Jul 31	$3.55	$4.20	$7.75	$284.75	$322.75
$335.00	$255.00	Aug 28	$6.10	$2.25	$8.35	$246.65	$343.35
$320.00	$260.00	Aug 14	$6.85	$1.58	$8.43	$251.57	$328.43
$312.50	$292.50	Jul 31	$4.30	$4.20	$8.50	$284.00	$321.00
$315.00	$295.00	Jul 31	$3.55	$5.05	$8.60	$286.40	$323.60
$310.00	$292.50	Jul 31	$5.05	$4.20	$9.25	$283.25	$319.25
$320.00	$270.00	Aug 14	$6.85	$2.48	$9.33	$260.67	$329.33
$312.50	$295.00	Jul 31	$4.30	$5.05	$9.35	$285.65	$321.85
$315.00	$297.50	Jul 31	$3.55	$6.20	$9.75	$287.75	$324.75
$315.00	$260.00	Aug 14	$8.30	$1.58	$9.88	$250.12	$324.88

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 226 found (best R:R 26.78, avg credit $3.84)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
245/250	275/280	Jul 31	$4.82	$0.18	26.78	$245.18	$279.82
265/268	275/280	Jul 31	$4.82	$0.18	26.78	$262.68	$279.82
245/250	265/270	Jul 31	$4.77	$0.23	20.74	$245.23	$269.77
268/270	275/280	Jul 31	$4.73	$0.27	17.52	$265.27	$279.73
270/272	275/280	Jul 31	$4.72	$0.28	16.86	$267.78	$279.72
250/255	260/265	Aug 28	$4.70	$0.30	15.67	$250.30	$264.70
250/255	270/275	Aug 7	$4.65	$0.35	13.29	$250.35	$274.65
255/260	270/275	Aug 7	$4.65	$0.35	13.29	$255.35	$274.65
290/295	300/305	Aug 21	$4.65	$0.35	13.29	$290.35	$304.65
245/250	260/265	Aug 28	$4.62	$0.38	12.16	$245.38	$264.62

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 70 found (best R:R 61.50, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$245.00	$250.00	$255.00	Jul 31	$0.10	$4.90	49.00
$320.00	$322.50	$325.00	Jul 31	$0.05	$2.45	49.00
$290.00	$295.00	$300.00	Aug 7	$0.10	$4.90	49.00
$315.00	$320.00	$325.00	Aug 14	$0.10	$4.90	49.00
$270.00	$275.00	$280.00	Jul 31	$0.20	$4.80	24.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$245.00	$250.00	$255.00	Aug 28	$0.08	$4.92	61.50
$270.00	$275.00	$280.00	Aug 28	$0.10	$4.90	49.00
$245.00	$250.00	$255.00	Aug 7	$0.15	$4.85	32.33
$285.00	$290.00	$295.00	Aug 21	$0.15	$4.85	32.33
$297.50	$300.00	$302.50	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. 94 found (best net $-3.20, 88 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$345.00	$360.00	1:2	Aug 28	-$1.15	$13.85
$335.00	$345.00	1:2	Aug 7	-$0.17	$9.83
$350.00	$360.00	1:2	Aug 7	-$0.48	$9.52
$325.00	$335.00	1:2	Aug 14	-$1.40	$8.60
$335.00	$345.00	1:2	Aug 28	-$3.20	$6.80

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$330.00	$310.00	1:2	Aug 14	-$3.20	$16.80
$270.00	$255.00	1:2	Aug 28	$0.00	$15.00
$265.00	$250.00	1:2	Sep 4	-$0.05	$14.95
$295.00	$280.00	1:2	Aug 28	-$1.45	$13.55
$310.00	$295.00	1:2	Aug 28	-$5.00	$10.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 59 found (best yield 4.62%, avg 1.63%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$305.00	Aug 28	$14.00	0.50	0.7%	4.62%	5.34%	1	5
$305.00	Aug 21	$13.00	0.50	0.7%	4.29%	5.01%	2	23
$307.50	Aug 21	$12.30	0.47	1.5%	4.06%	5.60%	17	1
$310.00	Aug 28	$11.90	0.45	2.4%	3.93%	6.29%	--	16
$305.00	Aug 14	$11.70	0.49	0.7%	3.86%	4.58%	1	207
$310.00	Aug 21	$11.20	0.45	2.4%	3.70%	6.06%	3	653
$312.50	Aug 21	$10.50	0.42	3.2%	3.47%	6.66%	5	52
$307.50	Aug 14	$9.80	0.46	1.5%	3.24%	4.77%	2	--
$310.00	Aug 14	$9.60	0.43	2.4%	3.17%	5.53%	--	57
$305.00	Aug 7	$9.30	0.47	0.7%	3.07%	3.78%	2	573

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 1,488

Total Puts 819

Put/Call Ratio 0.55

Net Difference 669

Prior's Put/Call Breakdown

Total Calls 5,189

Total Puts 6,458

Put/Call Ratio 1.24

Net Difference -1,269

Prior 7-Day Put/Call Summary

Total Calls 32,111

Total Puts 34,498

Average Put/Call Ratio 1.06

Ratio Trend Falling

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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