VLO - Options Database

VLO

VALERO ENERGY CORP N

$305.01 +0.03%

(7/27 18:07) ◀

Tuesday, July 28, 2026 (10:00am)

▶ (7/28 11:00)

◀ 7/28 10:00 ▶

Option Volume

Detail

ℹ

Current (07/28 10:00am) 184

Calls: 74 (40%)

Puts: 110 (60%)

Prior (07/27) 764

Calls: 458 (60%)

Puts: 306 (40%)

Current vs Prior -75.92%

Calls: -83.84% (Calls)

Puts: -64.05% (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 -98.07%

Calls: -98.39%

Puts: -97.77%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/28 10:00am) $289.3K

Calls: $167.1K (58%)

Puts: $122.2K (42%)

Prior (07/27) $928.0K

Calls: $648.4K (70%)

Puts: $279.6K (30%)

Current vs Prior -68.82%

Calls: -74.22%

Puts: -56.30%

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 -97.69%

Calls: -97.67%

Puts: -97.73%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/28 10:00am) 1.49

Prior (07/27) 0.67

Current vs Prior +122.49%

Prior 7-Day Average 1.06

Current vs Prior 7-Day Avg +39.82%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/28 10:00am) 127,959

Calls: 66,824 (52%)

Puts: 61,135 (48%)

Prior (07/27) 126,244

Calls: 65,805 (52%)

Puts: 60,439 (48%)

Current vs Prior +1.36%

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 +5.09%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 5.87% | 7.75%10.44% | 15.41%

Prior 1.62% | 6.55%10.76% | 15.76%

Current vs Prior +262.93% | +18.37%-2.93% | -2.21%

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

Current vs 7-Day Avg +77.75% | +12.48%+24.02% | +1.61%

Prior 7-Day Eod 1.62% | 6.55%10.40% | 15.28%

Current vs 7-Day Eod +262.93% | +18.37%+0.45% | +0.83%

Sentiment BEARISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 24.46% | 24.36%

Calls: 23.68% | 26.67%

Puts: 25.24% | 22.05%

Prior 77.87% | 10.53%

Calls: 66.67% | 9.73%

Puts: 89.07% | 11.32%

Current vs Prior -68.59% | +131.34%

Prior 7-Day Avg 32.53% | 11.22%

Calls: 29.07% | 11.50%

Puts: 35.99% | 10.93%

Current vs 7-Day Avg -24.80% | +117.17%

Liquidity Expensive

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Light premium activity with dollar volume down 69% vs prior. Below-average activity with volume down 76% vs prior. Bearish P/C ratio of 1.49 indicates protective positioning. P/C ratio rising 122% - increased hedging/bearish positioning.

Smart Money BULLISH

Retail Flow BEARISH

Overall BEARISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BULLISH

7-Day Avg BULLISH

Current BEARISH

Prior BULLISH

7-Day Avg NEUTRAL

Current BEARISH

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
16:00	BULLISH	BULLISH	BULLISH
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	BEARISH	BEARISH

📈 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

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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 15 of results (avg 7.2%, best 4.0%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Aug 21	54.00	57.10	$55.55	5.6%	--	0.95	112
$245.00	Jul 31	58.30	61.80	$60.05	5.8%	--	1.00	29
$250.00	Aug 7	53.50	56.90	$55.20	6.2%	--	1.00	27
$260.00	Aug 21	45.00	47.90	$46.45	6.2%	--	0.92	187
$250.00	Jul 31	53.30	56.80	$55.05	6.4%	--	1.00	38

PUTS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	56.40	58.70	$57.55	4.0%	--	0.89	30
$330.00	Aug 28	31.90	35.20	$33.55	9.8%	--	0.69	84

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. 59 found (avg delta 0.73, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 31	58.30	61.80	$60.05	5.8%	--	1.00	29
$250.00	Jul 31	53.30	56.80	$55.05	6.4%	--	1.00	38
$255.00	Jul 31	48.30	51.80	$50.05	7.0%	--	1.00	16
$260.00	Jul 31	43.40	46.30	$44.85	6.5%	--	1.00	89
$265.00	Jul 31	38.50	42.00	$40.25	8.7%	--	1.00	51

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	56.40	58.70	$57.55	4.0%	--	0.89	30
$330.00	Aug 14	28.80	32.20	$30.50	11.1%	--	0.75	43
$325.00	Aug 7	23.40	26.50	$24.95	12.4%	--	0.75	146
$315.00	Jul 31	13.50	16.70	$15.10	21.2%	--	0.69	26
$330.00	Aug 28	31.90	35.20	$33.55	9.8%	--	0.69	84

Most actively traded options today. High liquidity = easy entry/exit. 29 active (total vol 64, top 7)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Jul 31	5.00	6.20	$5.60	21.4%	7	0.40	298
$310.00	Aug 7	7.10	9.20	$8.15	25.8%	5	0.43	1.8K
$305.00	Jul 31	6.70	8.50	$7.60	23.7%	4	0.49	161
$330.00	Aug 21	5.70	6.90	$6.30	19.0%	4	0.28	443
$325.00	Jul 31	1.30	2.40	$1.85	59.5%	3	0.17	129

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$280.00	Jul 31	0.70	1.55	$1.13	75.2%	4	0.11	106
$297.50	Jul 31	3.90	6.30	$5.10	47.1%	4	0.36	35
$307.50	Jul 31	9.00	11.60	$10.30	25.2%	4	0.56	20
$280.00	Aug 21	4.90	6.00	$5.45	20.2%	3	0.23	846
$312.50	Aug 21	18.60	20.70	$19.65	10.7%	2	0.56	29

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 48 strikes (avg 53.1%, max 130.8%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Aug 21	106.4%	51.8%	105.5%	--	150
$260.00	Jul 31	Aug 21	90.6%	47.7%	89.7%	--	276
$355.00	Jul 31	Aug 21	88.0%	51.0%	72.5%	1	12
$265.00	Jul 31	Aug 28	78.9%	46.9%	68.2%	--	61
$350.00	Jul 31	Aug 21	82.5%	50.1%	64.8%	--	310

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$245.00	Jul 31	Aug 28	114.0%	49.4%	130.8%	--	58
$250.00	Jul 31	Sep 4	106.4%	47.8%	122.5%	--	100
$255.00	Jul 31	Aug 28	100.0%	48.1%	107.9%	--	32
$260.00	Jul 31	Aug 21	90.6%	47.7%	89.7%	1	631
$270.00	Jul 31	Aug 28	78.4%	46.9%	67.1%	2	110

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 122 found (best R:R 49.00, avg 5.16)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$345.00	$350.00	Jul 31	$0.10	$4.90	$0.10	49.00	$345.10
$350.00	$360.00	Aug 7	$0.27	$9.73	$0.27	36.04	$350.27
$335.00	$340.00	Jul 31	$0.17	$4.83	$0.17	28.41	$335.17
$355.00	$357.50	Jul 31	$0.13	$2.37	$0.13	18.23	$355.13
$345.00	$350.00	Aug 7	$0.35	$4.65	$0.35	13.29	$345.35

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
$255.00	$250.00	Aug 21	$0.22	$4.78	$0.22	21.73	$254.78
$275.00	$272.50	Jul 31	$0.13	$2.37	$0.13	18.23	$274.87
$250.00	$245.00	Aug 21	$0.27	$4.73	$0.27	17.52	$249.73
$270.00	$260.00	Aug 7	$0.55	$9.45	$0.55	17.18	$269.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 150 found (best R:R 49.00, avg 2.14)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$270.00	$275.00	Jul 31	$4.90	$4.90	$0.10	49.00	$274.90
$275.00	$280.00	Jul 31	$4.90	$4.90	$0.10	49.00	$279.90
$250.00	$270.00	Aug 7	$19.45	$19.45	$0.55	35.36	$269.45
$260.00	$265.00	Jul 31	$4.60	$4.60	$0.40	11.50	$264.60
$280.00	$285.00	Aug 7	$4.60	$4.60	$0.40	11.50	$284.60

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$360.00	$325.00	Aug 21	$29.10	$29.10	$5.90	4.93	$330.90
$315.00	$312.50	Aug 21	$2.00	$2.00	$0.50	4.00	$313.00
$305.00	$302.50	Aug 7	$1.80	$1.80	$0.70	2.57	$303.20
$315.00	$312.50	Jul 31	$1.75	$1.75	$0.75	2.33	$313.25
$325.00	$320.00	Aug 21	$3.45	$3.45	$1.55	2.23	$321.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $2.38, cheapest $0.15)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 31	Aug 7	$0.15	106.4%	65.7%
$270.00	Jul 31	Aug 7	$0.45	78.4%	54.3%
$360.00	Aug 7	Aug 14	$0.50	60.3%	52.7%
$350.00	Jul 31	Aug 7	$0.55	82.5%	56.6%
$345.00	Jul 31	Aug 7	$0.80	79.4%	56.6%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$245.00	Jul 31	Aug 7	$0.15	114.0%	69.9%
$250.00	Jul 31	Aug 7	$0.20	106.4%	65.7%
$255.00	Jul 31	Aug 7	$0.35	100.0%	64.4%
$260.00	Jul 31	Aug 7	$0.35	90.6%	58.5%
$270.00	Jul 31	Aug 7	$0.73	78.4%	54.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 51 found (cheapest 5.16% of stock, avg 10.27%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$302.50	Jul 31	$8.60	$7.15	$15.75	$286.75	$318.25	5.16%
$300.00	Jul 31	$9.85	$5.95	$15.80	$284.20	$315.80	5.18%
$305.00	Jul 31	$7.60	$8.65	$16.25	$288.75	$321.25	5.33%
$297.50	Jul 31	$11.40	$5.10	$16.50	$281.00	$314.00	5.41%
$307.50	Jul 31	$6.20	$10.30	$16.50	$291.00	$324.00	5.41%
$295.00	Jul 31	$13.10	$4.20	$17.30	$277.70	$312.30	5.67%
$310.00	Jul 31	$5.60	$11.90	$17.50	$292.50	$327.50	5.74%
$312.50	Jul 31	$4.75	$13.35	$18.10	$294.40	$330.60	5.93%
$292.50	Jul 31	$14.90	$3.28	$18.18	$274.32	$310.68	5.96%
$315.00	Jul 31	$3.85	$15.10	$18.95	$296.05	$333.95	6.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 120 found (cheapest 1.98% of stock, avg 5.32%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$335.00	$270.00	Aug 14	$3.70	$2.33	$6.03	$263.97	$341.03
$335.00	$275.00	Aug 14	$3.70	$3.10	$6.80	$268.20	$341.80
$315.00	$292.50	Jul 31	$3.85	$3.28	$7.13	$285.37	$322.13
$360.00	$270.00	Aug 28	$3.00	$4.30	$7.30	$262.70	$367.30
$312.50	$292.50	Jul 31	$4.75	$3.28	$8.03	$284.47	$320.53
$315.00	$295.00	Jul 31	$3.85	$4.20	$8.05	$286.95	$323.05
$325.00	$270.00	Aug 14	$5.90	$2.33	$8.23	$261.77	$333.23
$360.00	$275.00	Aug 28	$3.00	$5.35	$8.35	$266.65	$368.35
$310.00	$292.50	Jul 31	$5.60	$3.28	$8.88	$283.62	$318.88
$312.50	$295.00	Jul 31	$4.75	$4.20	$8.95	$286.05	$321.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 215 found (best R:R 24.00, avg credit $4.32)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
250/255	280/285	Aug 7	$4.80	$0.20	24.00	$250.20	$284.80
275/280	285/290	Jul 31	$4.75	$0.25	19.00	$275.25	$289.75
282/285	290/292	Jul 31	$2.35	$0.15	15.67	$282.65	$292.35
250/255	270/275	Aug 7	$4.70	$0.30	15.67	$250.30	$274.70
245/250	260/270	Aug 21	$9.27	$0.73	12.70	$240.73	$269.27
265/268	280/285	Jul 31	$4.62	$0.38	12.16	$262.88	$284.62
250/255	260/270	Aug 21	$9.22	$0.78	11.82	$245.78	$269.22
305/310	315/320	Aug 14	$4.60	$0.40	11.50	$305.40	$319.60
272/275	280/285	Jul 31	$4.58	$0.42	10.90	$270.42	$284.58
280/285	290/295	Aug 7	$4.57	$0.43	10.63	$280.43	$294.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 63 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$265.00	$270.00	$275.00	Jul 31	$0.05	$4.95	99.00
$250.00	$260.00	$270.00	Aug 21	$0.10	$9.90	99.00
$290.00	$292.50	$295.00	Jul 31	$0.05	$2.45	49.00
$280.00	$285.00	$290.00	Jul 31	$0.15	$4.85	32.33
$290.00	$295.00	$300.00	Aug 21	$0.15	$4.85	32.33

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$265.00	$270.00	$275.00	Aug 21	$0.06	$4.94	82.33
$250.00	$255.00	$260.00	Aug 21	$0.09	$4.91	54.56
$315.00	$320.00	$325.00	Aug 21	$0.10	$4.90	49.00
$245.00	$250.00	$255.00	Aug 7	$0.12	$4.88	40.67
$245.00	$250.00	$255.00	Aug 28	$0.13	$4.87	37.46

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 85 found (best net $-1.05, 78 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$320.00	$335.00	1:2	Aug 28	-$2.50	$12.50
$265.00	$285.00	1:2	Aug 14	-$7.90	$12.10
$350.00	$360.00	1:2	Aug 7	-$0.36	$9.64
$325.00	$335.00	1:2	Aug 14	-$1.50	$8.50
$345.00	$350.00	1:2	Jul 31	-$0.25	$4.75

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$330.00	$305.00	1:2	Aug 28	-$1.05	$23.95
$330.00	$310.00	1:2	Aug 14	-$3.00	$17.00
$325.00	$307.50	1:2	Aug 7	-$1.35	$16.15
$295.00	$280.00	1:2	Aug 28	-$1.10	$13.90
$270.00	$260.00	1:2	Aug 7	-$0.13	$9.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 4.29%, avg 1.47%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$310.00	Aug 28	$13.10	0.47	1.6%	4.29%	5.93%	--	16
$307.50	Aug 21	$12.30	0.48	0.8%	4.03%	4.85%	--	18
$310.00	Aug 21	$11.10	0.46	1.6%	3.64%	5.28%	1	650
$312.50	Aug 21	$10.30	0.43	2.5%	3.38%	5.83%	--	47
$315.00	Aug 21	$9.90	0.41	3.3%	3.25%	6.52%	--	60
$320.00	Aug 28	$9.30	0.38	4.9%	3.05%	7.96%	1	24
$310.00	Aug 14	$9.00	0.45	1.6%	2.95%	4.59%	--	57
$320.00	Aug 21	$8.70	0.37	4.9%	2.85%	7.77%	--	2.4K
$317.50	Aug 21	$8.60	0.39	4.1%	2.82%	6.91%	--	307
$307.50	Aug 7	$7.90	0.46	0.8%	2.59%	3.41%	1	7

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 74

Total Puts 110

Put/Call Ratio 1.49

Net Difference -36

Prior's Put/Call Breakdown

Total Calls 458

Total Puts 306

Put/Call Ratio 0.67

Net Difference 152

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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