VLO - Options Database

VLO

VALERO ENERGY CORP N

$304.33 +0.60%

(7/27 14:00) ◀

Monday, July 27, 2026 (3:00pm)

▶ (7/27 16:00)

◀ 7/27 15:00 ▶

Option Volume

Detail

ℹ

Current (07/27 3:00pm) 3,592

Calls: 2,209 (61%)

Puts: 1,383 (39%)

Prior (07/24) 11,647

Calls: 5,189 (45%)

Puts: 6,458 (55%)

Current vs Prior -69.16%

Calls: -57.43% (Calls)

Puts: -78.58% (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 -62.25%

Calls: -51.85%

Puts: -71.94%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/27 3:00pm) $4.05M

Calls: $2.95M (73%)

Puts: $1.10M (27%)

Prior (07/24) $15.65M

Calls: $3.65M (23%)

Puts: $12.01M (77%)

Current vs Prior -74.13%

Calls: -19.18%

Puts: -90.84%

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 -67.74%

Calls: -58.83%

Puts: -79.58%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/27 3:00pm) 0.63

Prior (07/24) 1.24

Current vs Prior -49.69%

Prior 7-Day Average 1.06

Current vs Prior 7-Day Avg -41.11%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/27 3:00pm) 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 5.70% | 7.72%10.42% | 15.39%

Prior 1.62% | 6.55%10.76% | 15.76%

Current vs Prior +252.57% | +17.88%-3.18% | -2.30%

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

Current vs 7-Day Avg +72.67% | +12.02%+23.71% | +1.51%

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

Current vs 7-Day Eod +252.57% | +17.88%+2.14% | -1.13%

Sentiment BEARISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 8.71% | 11.04%

Calls: 11.76% | 6.84%

Puts: 5.65% | 15.25%

Prior 77.87% | 10.53%

Calls: 66.67% | 9.73%

Puts: 89.07% | 11.32%

Current vs Prior -88.81% | +4.84%

Prior 7-Day Avg 32.53% | 11.22%

Calls: 29.07% | 11.50%

Puts: 35.99% | 10.93%

Current vs 7-Day Avg -73.22% | -1.58%

Liquidity Expensive

Add Card

🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($2.95M). Light premium activity with dollar volume down 74% vs prior. Below-average activity with volume down 69% vs prior. Bullish P/C ratio of 0.63.

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
15:00	BULLISH	BULLISH	BULLISH
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

🎯 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 47 of results (avg 7.5%, best 4.1%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$305.00	Aug 21	14.40	15.00	$14.70	4.1%	13	0.51	23
$245.00	Jul 31	57.80	60.70	$59.25	4.9%	--	1.00	29
$250.00	Jul 31	52.90	55.70	$54.30	5.2%	--	1.00	38
$250.00	Aug 21	53.50	56.50	$55.00	5.5%	2	0.94	114
$255.00	Jul 31	48.00	50.80	$49.40	5.7%	--	1.00	17

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$295.00	Jul 31	4.20	4.40	$4.30	4.7%	16	0.32	343
$360.00	Aug 21	56.60	59.70	$58.15	5.3%	--	0.89	30
$305.00	Jul 31	8.60	9.10	$8.85	5.6%	4	0.52	95
$305.00	Aug 21	15.30	16.30	$15.80	6.3%	37	0.49	22
$300.00	Jul 31	6.10	6.50	$6.30	6.3%	94	0.42	220

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. 68 found (avg delta 0.72, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 31	57.80	60.70	$59.25	4.9%	--	1.00	29
$250.00	Jul 31	52.90	55.70	$54.30	5.2%	--	1.00	38
$255.00	Jul 31	48.00	50.80	$49.40	5.7%	--	1.00	17
$260.00	Jul 31	42.90	45.80	$44.35	6.5%	--	1.00	89
$265.00	Jul 31	38.00	41.00	$39.50	7.6%	--	1.00	51

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	56.60	59.70	$58.15	5.3%	--	0.89	30
$325.00	Aug 7	24.30	26.90	$25.60	10.2%	--	0.75	146
$330.00	Aug 14	29.50	33.00	$31.25	11.2%	--	0.75	43
$315.00	Jul 31	14.00	17.00	$15.50	19.4%	5	0.70	28
$330.00	Aug 28	32.20	35.10	$33.65	8.6%	--	0.69	84

Most actively traded options today. High liquidity = easy entry/exit. 141 active (total vol 2.2K, top 173)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$320.00	Jul 31	2.25	3.10	$2.68	31.7%	173	0.23	331
$335.00	Jul 31	0.60	1.20	$0.90	66.7%	119	0.09	44
$310.00	Jul 31	5.00	5.70	$5.35	13.1%	103	0.39	286
$330.00	Jul 31	0.85	1.65	$1.25	64.0%	93	0.12	100
$325.00	Jul 31	1.40	2.25	$1.83	46.4%	79	0.17	77

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Jul 31	6.10	6.50	$6.30	6.3%	94	0.42	220
$285.00	Jul 31	1.45	2.20	$1.83	41.0%	50	0.17	208
$290.00	Jul 31	2.55	3.40	$2.97	28.6%	47	0.24	405
$270.00	Jul 31	0.10	0.75	$0.43	151.2%	46	0.05	77
$295.00	Aug 7	6.80	7.80	$7.30	13.7%	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 41.2%, max 100.5%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Aug 21	95.9%	49.4%	93.9%	2	152
$260.00	Jul 31	Aug 28	82.4%	47.1%	74.8%	1	89
$355.00	Jul 31	Aug 21	80.0%	50.2%	59.3%	12	12
$265.00	Jul 31	Aug 28	69.7%	46.1%	51.1%	--	61
$360.00	Jul 31	Aug 28	76.0%	50.5%	50.5%	3	14

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Sep 4	95.9%	47.8%	100.5%	2	99
$255.00	Jul 31	Aug 28	88.7%	47.7%	85.8%	2	32
$260.00	Jul 31	Aug 21	82.4%	48.2%	70.9%	13	624
$245.00	Jul 31	Aug 28	81.6%	49.1%	66.2%	2	56
$265.00	Jul 31	Sep 4	69.7%	46.3%	50.5%	11	55

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 149 found (best R:R 65.67, avg 5.46)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$350.00	$360.00	Aug 7	$0.15	$9.85	$0.15	65.67	$350.15
$345.00	$350.00	Jul 31	$0.12	$4.88	$0.12	40.67	$345.12
$342.50	$345.00	Jul 31	$0.13	$2.37	$0.13	18.23	$342.63
$335.00	$337.50	Jul 31	$0.15	$2.35	$0.15	15.67	$335.15
$337.50	$340.00	Jul 31	$0.15	$2.35	$0.15	15.67	$337.65

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$260.00	$255.00	Aug 7	$0.15	$4.85	$0.15	32.33	$259.85
$255.00	$250.00	Aug 7	$0.17	$4.83	$0.17	28.41	$254.83
$280.00	$277.50	Jul 31	$0.10	$2.40	$0.10	24.00	$279.90
$260.00	$255.00	Aug 21	$0.22	$4.78	$0.22	21.73	$259.78
$250.00	$245.00	Jul 31	$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. 180 found (best R:R 49.00, avg 2.43)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$250.00	$255.00	Jul 31	$4.90	$4.90	$0.10	49.00	$254.90
$250.00	$265.00	Aug 7	$14.60	$14.60	$0.40	36.50	$264.60
$260.00	$265.00	Jul 31	$4.85	$4.85	$0.15	32.33	$264.85
$275.00	$280.00	Jul 31	$4.85	$4.85	$0.15	32.33	$279.85
$270.00	$275.00	Aug 7	$4.85	$4.85	$0.15	32.33	$274.85

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$360.00	$325.00	Aug 21	$29.60	$29.60	$5.40	5.48	$330.40
$325.00	$320.00	Aug 21	$3.70	$3.70	$1.30	2.85	$321.30
$330.00	$310.00	Aug 14	$14.45	$14.45	$5.55	2.60	$315.55
$320.00	$317.50	Aug 21	$1.80	$1.80	$0.70	2.57	$318.20
$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 $2.26, cheapest $0.18)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 31	Aug 7	$0.25	95.9%	63.1%
$265.00	Jul 31	Aug 7	$0.45	69.7%	56.1%
$360.00	Jul 31	Aug 7	$0.45	76.0%	57.8%
$350.00	Jul 31	Aug 7	$0.47	72.0%	52.5%
$275.00	Jul 31	Aug 7	$0.65	66.9%	53.6%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 31	Aug 7	$0.18	95.9%	63.1%
$255.00	Jul 31	Aug 7	$0.32	88.7%	61.4%
$245.00	Jul 31	Aug 7	$0.38	81.6%	67.2%
$260.00	Jul 31	Aug 7	$0.42	82.4%	58.4%
$270.00	Jul 31	Aug 7	$0.97	66.9%	54.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 57 found (cheapest 5.22% of stock, avg 10.40%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$305.00	Jul 31	$7.05	$8.85	$15.90	$289.10	$320.90	5.22%
$302.50	Jul 31	$8.50	$7.50	$16.00	$286.50	$318.50	5.26%
$300.00	Jul 31	$9.90	$6.30	$16.20	$283.80	$316.20	5.32%
$307.50	Jul 31	$6.35	$10.30	$16.65	$290.85	$324.15	5.47%
$297.50	Jul 31	$11.50	$5.20	$16.70	$280.80	$314.20	5.49%
$295.00	Jul 31	$12.85	$4.30	$17.15	$277.85	$312.15	5.64%
$310.00	Jul 31	$5.35	$12.05	$17.40	$292.60	$327.40	5.72%
$312.50	Jul 31	$4.40	$13.75	$18.15	$294.35	$330.65	5.96%
$292.50	Jul 31	$14.80	$3.65	$18.45	$274.05	$310.95	6.06%
$315.00	Jul 31	$3.70	$15.50	$19.20	$295.80	$334.20	6.31%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 2.42% of stock, avg 5.31%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$315.00	$292.50	Jul 31	$3.70	$3.65	$7.35	$285.15	$322.35
$325.00	$260.00	Aug 14	$6.05	$1.42	$7.47	$252.53	$332.47
$315.00	$295.00	Jul 31	$3.70	$4.30	$8.00	$287.00	$323.00
$312.50	$292.50	Jul 31	$4.40	$3.65	$8.05	$284.45	$320.55
$325.00	$270.00	Aug 14	$6.05	$2.48	$8.53	$261.47	$333.53
$312.50	$295.00	Jul 31	$4.40	$4.30	$8.70	$286.30	$321.20
$320.00	$260.00	Aug 14	$7.35	$1.42	$8.77	$251.23	$328.77
$315.00	$297.50	Jul 31	$3.70	$5.20	$8.90	$288.60	$323.90
$310.00	$292.50	Jul 31	$5.35	$3.65	$9.00	$283.50	$319.00
$325.00	$275.00	Aug 14	$6.05	$3.15	$9.20	$265.80	$334.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 232 found (best R:R 28.41, avg credit $3.74)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
270/275	280/285	Aug 28	$4.83	$0.17	28.41	$270.17	$284.83
250/255	265/270	Aug 7	$4.67	$0.33	14.15	$250.33	$269.67
255/260	265/270	Aug 7	$4.65	$0.35	13.29	$255.35	$269.65
275/280	285/290	Aug 7	$4.65	$0.35	13.29	$275.35	$289.65
288/290	300/302	Aug 7	$2.30	$0.20	11.50	$287.70	$302.30
310/315	330/335	Aug 28	$4.60	$0.40	11.50	$310.40	$334.60
250/255	260/270	Aug 21	$9.17	$0.83	11.05	$245.83	$269.17
270/275	285/290	Aug 7	$4.58	$0.42	10.90	$270.42	$289.58
245/250	280/285	Jul 31	$4.55	$0.45	10.11	$245.45	$284.55
310/315	320/325	Aug 28	$4.55	$0.45	10.11	$310.45	$324.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 84 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$245.00	$250.00	$255.00	Jul 31	$0.05	$4.95	99.00
$340.00	$345.00	$350.00	Aug 21	$0.08	$4.92	61.50
$260.00	$265.00	$270.00	Jul 31	$0.10	$4.90	49.00
$307.50	$310.00	$312.50	Jul 31	$0.05	$2.45	49.00
$305.00	$307.50	$310.00	Aug 7	$0.05	$2.45	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$270.00	$275.00	$280.00	Aug 7	$0.07	$4.93	70.43
$310.00	$312.50	$315.00	Jul 31	$0.05	$2.45	49.00
$297.50	$300.00	$302.50	Aug 21	$0.05	$2.45	49.00
$245.00	$250.00	$255.00	Aug 7	$0.12	$4.88	40.67
$272.50	$275.00	$277.50	Jul 31	$0.09	$2.41	26.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 92 found (best net $-2.35, 88 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$345.00	$360.00	1:2	Aug 28	-$1.50	$13.50
$350.00	$360.00	1:2	Aug 7	-$0.45	$9.55
$335.00	$345.00	1:2	Aug 7	-$0.46	$9.54
$335.00	$345.00	1:2	Aug 28	-$3.15	$6.85
$285.00	$300.00	1:2	Aug 28	-$10.05	$4.95

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$330.00	$310.00	1:2	Aug 14	-$2.35	$17.65
$325.00	$307.50	1:2	Aug 7	-$0.90	$16.60
$265.00	$250.00	1:2	Sep 4	-$0.10	$14.90
$280.00	$265.00	1:2	Sep 4	-$0.50	$14.50
$295.00	$280.00	1:2	Aug 28	-$0.70	$14.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 63 found (best yield 4.99%, avg 1.78%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$305.00	Aug 28	$15.20	0.52	0.2%	4.99%	5.21%	1	5
$305.00	Aug 21	$14.40	0.51	0.2%	4.73%	4.95%	13	23
$310.00	Aug 28	$13.00	0.47	1.9%	4.27%	6.13%	--	16
$307.50	Aug 21	$12.80	0.48	1.0%	4.21%	5.25%	17	1
$305.00	Aug 14	$12.60	0.50	0.2%	4.14%	4.36%	1	207
$310.00	Aug 21	$12.20	0.46	1.9%	4.01%	5.87%	11	653
$307.50	Aug 14	$10.70	0.47	1.0%	3.52%	4.56%	2	--
$312.50	Aug 21	$10.70	0.43	2.7%	3.52%	6.20%	5	52
$310.00	Aug 14	$10.30	0.45	1.9%	3.38%	5.25%	--	57
$305.00	Aug 7	$10.10	0.50	0.2%	3.32%	3.54%	2	573

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 2,209

Total Puts 1,383

Put/Call Ratio 0.63

Net Difference 826

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
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