VLO - Options Database

VLO

VALERO ENERGY CORP N

$303.61 +0.37%

(7/27 13:00) ◀

Monday, July 27, 2026 (2:00pm)

▶ (7/27 15:00)

◀ 7/27 14:00 ▶

Option Volume

Detail

ℹ

Current (07/27 2:00pm) 2,880

Calls: 1,903 (66%)

Puts: 977 (34%)

Prior (07/24) 11,647

Calls: 5,189 (45%)

Puts: 6,458 (55%)

Current vs Prior -75.27%

Calls: -63.33% (Calls)

Puts: -84.87% (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 -69.73%

Calls: -58.52%

Puts: -80.18%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/27 2:00pm) $2.88M

Calls: $2.13M (74%)

Puts: $758.7K (26%)

Prior (07/24) $15.65M

Calls: $3.65M (23%)

Puts: $12.01M (77%)

Current vs Prior -81.57%

Calls: -41.73%

Puts: -93.68%

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 -77.01%

Calls: -70.32%

Puts: -85.92%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/27 2:00pm) 0.51

Prior (07/24) 1.24

Current vs Prior -58.75%

Prior 7-Day Average 1.06

Current vs Prior 7-Day Avg -51.71%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/27 2:00pm) 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 6.08% | 7.72%10.47% | 15.56%

Prior 1.62% | 6.55%10.76% | 15.76%

Current vs Prior +275.81% | +17.91%-2.64% | -1.24%

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

Current vs 7-Day Avg +84.06% | +12.05%+24.40% | +2.62%

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

Current vs 7-Day Eod +275.81% | +17.91%+2.70% | -0.05%

Sentiment BEARISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 8.21% | 11.50%

Calls: 10.17% | 10.34%

Puts: 6.25% | 12.66%

Prior 77.87% | 10.53%

Calls: 66.67% | 9.73%

Puts: 89.07% | 11.32%

Current vs Prior -89.46% | +9.21%

Prior 7-Day Avg 32.53% | 11.22%

Calls: 29.07% | 11.50%

Puts: 35.99% | 10.93%

Current vs 7-Day Avg -74.76% | +2.52%

Liquidity Expensive

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Moderately bullish flow with 74% call dollar volume ($2.13M). Light premium activity with dollar volume down 82% vs prior. Below-average activity with volume down 75% vs prior. Bullish P/C ratio of 0.51.

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
14:00	BULLISH	BULLISH	BULLISH
13:00	BULLISH	BULLISH	BULLISH
12:00	BULLISH	BULLISH	BULLISH
11:00	BULLISH	BULLISH	BULLISH
10:00	BULLISH	BULLISH	BULLISH

📈 Options Analysis

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💰 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

⚖️

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 46 of results (avg 7.5%, best 4.4%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 31	58.20	60.80	$59.50	4.4%	--	1.00	29
$250.00	Aug 21	53.80	56.50	$55.15	4.9%	2	0.93	114
$310.00	Aug 21	11.90	12.50	$12.20	4.9%	7	0.45	653
$250.00	Aug 7	53.30	56.00	$54.65	4.9%	--	0.94	27
$250.00	Jul 31	53.20	55.90	$54.55	4.9%	--	1.00	38

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	56.70	59.40	$58.05	4.7%	--	0.89	30
$300.00	Aug 21	13.00	13.70	$13.35	5.2%	11	0.44	99
$305.00	Jul 31	9.30	9.90	$9.60	6.2%	4	0.52	95
$325.00	Aug 21	27.40	29.30	$28.35	6.7%	--	0.69	15
$290.00	Aug 21	8.60	9.20	$8.90	6.7%	3	0.34	389

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. 65 found (avg delta 0.72, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 31	58.20	60.80	$59.50	4.4%	--	1.00	29
$250.00	Jul 31	53.20	55.90	$54.55	4.9%	--	1.00	38
$255.00	Jul 31	48.20	50.80	$49.50	5.3%	--	1.00	17
$260.00	Jul 31	43.30	45.90	$44.60	5.8%	--	1.00	89
$265.00	Jul 31	38.30	41.10	$39.70	7.1%	--	1.00	51

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	56.70	59.40	$58.05	4.7%	--	0.89	30
$330.00	Aug 14	29.30	32.40	$30.85	10.0%	--	0.76	43
$325.00	Aug 7	23.90	26.40	$25.15	9.9%	--	0.75	146
$330.00	Aug 28	31.90	34.90	$33.40	9.0%	--	0.71	84
$315.00	Jul 31	14.60	16.50	$15.55	12.2%	5	0.70	28

Most actively traded options today. High liquidity = easy entry/exit. 128 active (total vol 2.0K, top 164)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$320.00	Jul 31	2.25	3.20	$2.73	34.8%	164	0.23	331
$335.00	Jul 31	0.65	1.25	$0.95	63.2%	119	0.09	44
$310.00	Jul 31	5.20	6.10	$5.65	15.9%	100	0.39	286
$330.00	Jul 31	1.00	1.65	$1.33	48.9%	93	0.12	100
$305.00	Jul 31	7.20	8.10	$7.65	11.8%	76	0.48	188

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Jul 31	6.70	7.40	$7.05	9.9%	94	0.43	220
$285.00	Jul 31	1.60	2.20	$1.90	31.6%	49	0.17	208
$270.00	Jul 31	0.30	0.75	$0.53	84.9%	46	0.05	77
$290.00	Jul 31	2.55	3.40	$2.97	28.6%	46	0.24	405
$295.00	Aug 7	6.90	7.70	$7.30	11.0%	43	0.36	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 44.5%, max 101.0%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Aug 21	95.2%	49.4%	92.8%	2	152
$260.00	Jul 31	Aug 28	81.7%	48.6%	68.2%	1	89
$355.00	Jul 31	Aug 21	79.8%	49.9%	59.9%	12	12
$360.00	Jul 31	Aug 28	75.9%	50.2%	51.1%	3	14
$300.00	Jul 31	Aug 28	66.4%	44.4%	49.5%	14	288

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Sep 4	95.2%	47.3%	101.0%	2	99
$255.00	Jul 31	Aug 28	88.0%	47.5%	85.4%	2	32
$245.00	Jul 31	Aug 28	81.0%	48.7%	66.2%	2	56
$260.00	Jul 31	Aug 21	81.7%	49.3%	65.7%	10	624
$270.00	Jul 31	Aug 28	69.4%	44.6%	55.7%	48	94

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 142 found (best R:R 75.92, avg 5.28)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$350.00	$360.00	Aug 7	$0.13	$9.87	$0.13	75.92	$350.13
$345.00	$350.00	Jul 31	$0.17	$4.83	$0.17	28.41	$345.17
$325.00	$327.50	Jul 31	$0.15	$2.35	$0.15	15.67	$325.15
$357.50	$360.00	Jul 31	$0.15	$2.35	$0.15	15.67	$357.65
$317.50	$320.00	Aug 21	$0.15	$2.35	$0.15	15.67	$317.65

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$260.00	$255.00	Aug 7	$0.17	$4.83	$0.17	28.41	$259.83
$255.00	$250.00	Aug 7	$0.18	$4.82	$0.18	26.78	$254.82
$250.00	$245.00	Aug 21	$0.23	$4.77	$0.23	20.74	$249.77
$250.00	$245.00	Jul 31	$0.25	$4.75	$0.25	19.00	$249.75
$275.00	$272.50	Jul 31	$0.13	$2.37	$0.13	18.23	$274.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 170 found (best R:R 49.00, avg 2.12)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$255.00	$260.00	Jul 31	$4.90	$4.90	$0.10	49.00	$259.90
$260.00	$265.00	Jul 31	$4.90	$4.90	$0.10	49.00	$264.90
$250.00	$270.00	Aug 7	$19.40	$19.40	$0.60	32.33	$269.40
$275.00	$280.00	Jul 31	$4.80	$4.80	$0.20	24.00	$279.80
$270.00	$275.00	Jul 31	$4.65	$4.65	$0.35	13.29	$274.65

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$360.00	$325.00	Aug 21	$29.70	$29.70	$5.30	5.60	$330.30
$320.00	$317.50	Aug 21	$2.00	$2.00	$0.50	4.00	$318.00
$330.00	$310.00	Aug 14	$14.25	$14.25	$5.75	2.48	$315.75
$330.00	$315.00	Aug 28	$10.55	$10.55	$4.45	2.37	$319.45
$312.50	$310.00	Jul 31	$1.75	$1.75	$0.75	2.33	$310.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $2.20, cheapest $0.10)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 31	Aug 7	$0.10	95.2%	63.6%
$270.00	Jul 31	Aug 7	$0.45	69.4%	54.8%
$350.00	Jul 31	Aug 7	$0.45	71.8%	52.1%
$360.00	Jul 31	Aug 7	$0.45	75.9%	57.7%
$275.00	Jul 31	Aug 7	$0.60	67.3%	53.4%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 31	Aug 7	$0.20	95.2%	63.6%
$255.00	Jul 31	Aug 7	$0.35	88.0%	61.7%
$245.00	Jul 31	Aug 7	$0.38	81.0%	67.1%
$260.00	Jul 31	Aug 7	$0.47	81.7%	59.0%
$270.00	Jul 31	Aug 7	$0.95	69.4%	54.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 54 found (cheapest 5.63% of stock, avg 10.37%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$302.50	Jul 31	$8.85	$8.25	$17.10	$285.40	$319.60	5.63%
$300.00	Jul 31	$10.15	$7.05	$17.20	$282.80	$317.20	5.67%
$305.00	Jul 31	$7.65	$9.60	$17.25	$287.75	$322.25	5.68%
$297.50	Jul 31	$11.45	$5.85	$17.30	$280.20	$314.80	5.70%
$307.50	Jul 31	$6.65	$10.65	$17.30	$290.20	$324.80	5.70%
$295.00	Jul 31	$13.05	$4.75	$17.80	$277.20	$312.80	5.86%
$310.00	Jul 31	$5.65	$12.20	$17.85	$292.15	$327.85	5.88%
$292.50	Jul 31	$14.75	$3.75	$18.50	$274.00	$311.00	6.09%
$312.50	Jul 31	$4.70	$13.95	$18.65	$293.85	$331.15	6.14%
$315.00	Jul 31	$3.80	$15.55	$19.35	$295.65	$334.35	6.37%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 2.25% of stock, avg 5.35%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$345.00	$255.00	Aug 28	$4.75	$2.08	$6.83	$248.17	$351.83
$315.00	$292.50	Jul 31	$3.80	$3.75	$7.55	$284.95	$322.55
$335.00	$255.00	Aug 28	$6.25	$2.08	$8.33	$246.67	$343.33
$312.50	$292.50	Jul 31	$4.70	$3.75	$8.45	$284.05	$320.95
$315.00	$295.00	Jul 31	$3.80	$4.75	$8.55	$286.45	$323.55
$320.00	$260.00	Aug 14	$7.20	$1.48	$8.68	$251.32	$328.68
$345.00	$270.00	Aug 28	$4.75	$3.97	$8.72	$261.28	$353.72
$310.00	$292.50	Jul 31	$5.65	$3.75	$9.40	$283.10	$319.40
$312.50	$295.00	Jul 31	$4.70	$4.75	$9.45	$285.55	$321.95
$315.00	$297.50	Jul 31	$3.80	$5.85	$9.65	$287.85	$324.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 235 found (best R:R 49.00, avg credit $3.82)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
245/250	270/275	Jul 31	$4.90	$0.10	49.00	$245.10	$274.90
265/268	270/275	Jul 31	$4.85	$0.15	32.33	$262.65	$274.85
280/285	290/295	Aug 21	$4.80	$0.20	24.00	$280.20	$294.80
245/250	280/285	Jul 31	$4.70	$0.30	15.67	$245.30	$284.70
250/255	270/275	Aug 7	$4.68	$0.32	14.62	$250.32	$274.68
255/260	270/275	Aug 7	$4.67	$0.33	14.15	$255.33	$274.67
280/282	285/288	Jul 31	$2.33	$0.17	13.71	$280.17	$287.33
265/268	280/285	Jul 31	$4.65	$0.35	13.29	$262.85	$284.65
250/255	260/270	Aug 21	$9.27	$0.73	12.70	$245.73	$269.27
270/272	280/285	Jul 31	$4.62	$0.38	12.16	$267.88	$284.62

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 77 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	Jul 31	$0.05	$2.45	49.00
$290.00	$295.00	$300.00	Aug 7	$0.10	$4.90	49.00
$350.00	$355.00	$360.00	Aug 21	$0.11	$4.89	44.45
$250.00	$255.00	$260.00	Jul 31	$0.15	$4.85	32.33
$335.00	$340.00	$345.00	Aug 21	$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	$0.11	$4.89	44.45
$270.00	$275.00	$280.00	Aug 7	$0.15	$4.85	32.33
$270.00	$275.00	$280.00	Aug 21	$0.15	$4.85	32.33
$292.50	$295.00	$297.50	Jul 31	$0.10	$2.40	24.00
$295.00	$297.50	$300.00	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. 88 found (best net $-2.35, 81 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$345.00	$360.00	1:2	Aug 28	-$1.25	$13.75
$335.00	$345.00	1:2	Aug 7	-$0.23	$9.77
$350.00	$360.00	1:2	Aug 7	-$0.47	$9.53
$335.00	$345.00	1:2	Aug 28	-$3.25	$6.75
$325.00	$335.00	1:2	Aug 28	-$3.65	$6.35

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$330.00	$310.00	1:2	Aug 14	-$2.35	$17.65
$270.00	$255.00	1:2	Aug 28	-$0.19	$14.81
$295.00	$280.00	1:2	Aug 28	-$0.90	$14.10
$310.00	$295.00	1:2	Aug 28	-$4.40	$10.60
$270.00	$260.00	1:2	Aug 7	-$0.22	$9.78

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 62 found (best yield 4.91%, avg 1.74%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$305.00	Aug 28	$14.90	0.51	0.5%	4.91%	5.37%	1	5
$305.00	Aug 21	$14.00	0.51	0.5%	4.61%	5.07%	2	23
$307.50	Aug 21	$12.70	0.48	1.3%	4.18%	5.46%	17	1
$310.00	Aug 28	$12.70	0.46	2.1%	4.18%	6.29%	--	16
$305.00	Aug 14	$12.20	0.50	0.5%	4.02%	4.48%	1	207
$310.00	Aug 21	$11.90	0.45	2.1%	3.92%	6.02%	7	653
$312.50	Aug 21	$10.90	0.43	2.9%	3.59%	6.52%	5	52
$307.50	Aug 14	$10.20	0.47	1.3%	3.36%	4.64%	2	--
$310.00	Aug 14	$10.10	0.44	2.1%	3.33%	5.43%	--	57
$315.00	Aug 21	$10.00	0.40	3.8%	3.29%	7.05%	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 1,903

Total Puts 977

Put/Call Ratio 0.51

Net Difference 926

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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