VLO - Options Database

VLO

VALERO ENERGY CORP N

$302.05 -0.95%

(7/28 10:00) ◀

Tuesday, July 28, 2026 (11:00am)

▶ (7/28 12:00)

◀ 7/28 11:00 ▶

Option Volume

Detail

ℹ

Current (07/28 11:00am) 533

Calls: 354 (66%)

Puts: 179 (34%)

Prior (07/27) 1,391

Calls: 829 (60%)

Puts: 562 (40%)

Current vs Prior -61.68%

Calls: -57.30% (Calls)

Puts: -68.15% (Puts)

Prior 7-Day Total 51,888

Calls: 28,888 (56%)

Puts: 23,000 (44%)

Prior 7-Day Average 7,412

Calls: 4,126 (56%)

Puts: 3,285 (44%)

Current vs Prior 7-Day Avg -92.81%

Calls: -91.42%

Puts: -94.55%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/28 11:00am) $777.6K

Calls: $585.3K (75%)

Puts: $192.4K (25%)

Prior (07/27) $1.48M

Calls: $960.5K (65%)

Puts: $520.6K (35%)

Current vs Prior -47.50%

Calls: -39.06%

Puts: -63.05%

Prior 7-Day Total $70.50M

Calls: $45.66M (65%)

Puts: $24.84M (35%)

Prior 7-Day Average $10.07M

Calls: $6.52M (65%)

Puts: $3.55M (35%)

Current vs Prior 7-Day Avg -92.28%

Calls: -91.03%

Puts: -94.58%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/28 11:00am) 0.51

Prior (07/27) 0.68

Current vs Prior -25.41%

Prior 7-Day Average 0.83

Current vs Prior 7-Day Avg -38.73%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/28 11:00am) 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 858,854

Calls: 453,962 (53%)

Puts: 404,892 (47%)

Prior 7-Day Average 122,693

Calls: 64,851 (53%)

Puts: 57,841 (47%)

Current vs Prior 7-Day Avg +4.29%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 5.46% | 7.50%10.35% | 15.36%

Prior 5.69% | 7.81%10.40% | 15.28%

Current vs Prior -3.99% | -3.92%-0.48% | +0.52%

Prior 7-Day Avg 3.76% | 7.25%9.55% | 15.48%

Current vs 7-Day Avg +45.38% | +3.37%+8.36% | -0.77%

Prior 7-Day Eod 5.69% | 7.81%10.40% | 15.28%

Current vs 7-Day Eod -3.99% | -3.92%-0.48% | +0.52%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 18.18% | 11.05%

Calls: 17.96% | 13.33%

Puts: 18.40% | 8.77%

Prior 12.09% | 10.09%

Calls: 12.29% | 9.92%

Puts: 11.90% | 10.26%

Current vs Prior +50.37% | +9.51%

Prior 7-Day Avg 29.17% | 11.31%

Calls: 24.93% | 11.60%

Puts: 33.42% | 11.01%

Current vs 7-Day Avg -37.68% | -2.27%

Liquidity Expensive

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Strong bullish conviction with 75% of dollar volume in calls ($585.3K) vs puts ($192.4K). Below-average activity with volume down 62% vs prior. Bullish P/C ratio of 0.51. P/C ratio dropping 25% - sentiment shifting bullish.

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
11:00	BULLISH	BULLISH	BULLISH
10:00	BULLISH	BEARISH	BEARISH

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⏰ Backwardation

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📉 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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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 29 of results (avg 7.9%, best 4.5%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Aug 21	51.80	54.20	$53.00	4.5%	--	0.93	112
$245.00	Jul 31	55.60	58.90	$57.25	5.8%	--	1.00	29
$250.00	Jul 31	50.60	54.10	$52.35	6.7%	--	1.00	38
$255.00	Jul 31	45.90	49.10	$47.50	6.7%	--	1.00	16
$310.00	Aug 21	10.90	11.70	$11.30	7.1%	2	0.43	650

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Aug 21	13.50	14.20	$13.85	5.1%	3	0.46	98
$360.00	Aug 21	58.30	61.70	$60.00	5.7%	--	0.90	30
$305.00	Aug 21	16.20	17.20	$16.70	6.0%	--	0.51	58
$312.50	Aug 21	20.50	22.00	$21.25	7.1%	2	0.58	29
$315.00	Jul 31	16.10	17.40	$16.75	7.8%	--	0.73	26

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. 62 found (avg delta 0.72, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 31	55.60	58.90	$57.25	5.8%	--	1.00	29
$250.00	Jul 31	50.60	54.10	$52.35	6.7%	--	1.00	38
$255.00	Jul 31	45.90	49.10	$47.50	6.7%	--	1.00	16
$260.00	Jul 31	40.40	43.70	$42.05	7.8%	--	1.00	89
$250.00	Aug 7	50.40	54.10	$52.25	7.1%	--	1.00	27

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	58.30	61.70	$60.00	5.7%	--	0.90	30
$330.00	Aug 14	30.70	34.70	$32.70	12.2%	--	0.79	43
$325.00	Aug 7	25.10	28.40	$26.75	12.3%	--	0.78	146
$315.00	Jul 31	16.10	17.40	$16.75	7.8%	--	0.73	26
$330.00	Aug 28	33.30	37.30	$35.30	11.3%	--	0.72	84

Most actively traded options today. High liquidity = easy entry/exit. 60 active (total vol 303, top 57)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$320.00	Aug 21	7.70	8.50	$8.10	9.9%	57	0.34	2.4K
$312.50	Jul 31	3.00	4.10	$3.55	31.0%	28	0.30	80
$295.00	Aug 21	17.20	19.40	$18.30	12.0%	20	0.59	12
$360.00	Aug 28	1.60	3.80	$2.70	81.5%	14	0.13	14
$310.00	Jul 31	3.80	4.80	$4.30	23.3%	11	0.34	298

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$297.50	Jul 31	5.00	6.40	$5.70	24.6%	8	0.41	35
$307.50	Jul 31	10.50	12.00	$11.25	13.3%	8	0.61	20
$312.50	Jul 31	13.80	15.60	$14.70	12.2%	7	0.70	31
$280.00	Jul 31	0.80	1.55	$1.18	63.6%	6	0.12	106
$270.00	Jul 31	0.05	0.90	$0.48	177.1%	5	0.05	93

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 52.6%, max 127.7%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Aug 21	104.9%	49.2%	113.0%	--	150
$260.00	Jul 31	Aug 21	87.2%	46.7%	86.7%	--	276
$265.00	Jul 31	Aug 28	81.9%	46.8%	75.2%	--	61
$355.00	Jul 31	Aug 21	90.0%	52.2%	72.5%	1	12
$350.00	Jul 31	Aug 21	85.9%	51.6%	66.5%	--	310

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$245.00	Jul 31	Aug 28	111.1%	48.8%	127.7%	--	58
$250.00	Jul 31	Sep 4	104.9%	47.6%	120.3%	--	100
$255.00	Jul 31	Aug 28	96.7%	47.8%	102.2%	--	32
$260.00	Jul 31	Aug 28	87.2%	48.9%	78.4%	1	201
$265.00	Jul 31	Aug 21	81.9%	47.8%	71.2%	--	75

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 119 found (best R:R 40.67, avg 4.63)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$335.00	$340.00	Jul 31	$0.15	$4.85	$0.15	32.33	$335.15
$320.00	$322.50	Aug 21	$0.15	$2.35	$0.15	15.67	$320.15
$330.00	$340.00	Aug 7	$0.69	$9.31	$0.69	13.49	$330.69
$322.50	$325.00	Jul 31	$0.19	$2.31	$0.19	12.16	$322.69
$335.00	$360.00	Aug 14	$2.08	$22.92	$2.08	11.02	$337.08

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$275.00	$270.00	Aug 7	$0.12	$4.88	$0.12	40.67	$274.88
$250.00	$245.00	Aug 21	$0.15	$4.85	$0.15	32.33	$249.85
$255.00	$250.00	Aug 7	$0.22	$4.78	$0.22	21.73	$254.78
$255.00	$250.00	Aug 21	$0.34	$4.66	$0.34	13.71	$254.66
$260.00	$255.00	Aug 21	$0.36	$4.64	$0.36	12.89	$259.64

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 152 found (best R:R 49.00, avg 2.06)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$245.00	$250.00	Jul 31	$4.90	$4.90	$0.10	49.00	$249.90
$250.00	$255.00	Jul 31	$4.85	$4.85	$0.15	32.33	$254.85
$250.00	$270.00	Aug 7	$19.15	$19.15	$0.85	22.53	$269.15
$270.00	$275.00	Jul 31	$4.75	$4.75	$0.25	19.00	$274.75
$275.00	$280.00	Jul 31	$4.55	$4.55	$0.45	10.11	$279.55

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$360.00	$325.00	Aug 21	$30.25	$30.25	$4.75	6.37	$329.75
$312.50	$310.00	Aug 21	$2.10	$2.10	$0.40	5.25	$310.40
$315.00	$312.50	Jul 31	$2.05	$2.05	$0.45	4.56	$312.95
$325.00	$320.00	Aug 21	$3.85	$3.85	$1.15	3.35	$321.15
$330.00	$310.00	Aug 14	$14.90	$14.90	$5.10	2.92	$315.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 47 found (avg debit $2.35, cheapest $0.18)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$350.00	Jul 31	Aug 7	$0.22	85.9%	53.1%
$360.00	Aug 7	Aug 14	$0.47	60.4%	53.0%
$270.00	Jul 31	Aug 7	$0.65	73.8%	58.2%
$345.00	Jul 31	Aug 7	$0.70	81.3%	56.9%
$265.00	Jul 31	Aug 14	$0.90	81.9%	51.0%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$245.00	Jul 31	Aug 7	$0.18	111.1%	68.2%
$250.00	Jul 31	Aug 7	$0.18	104.9%	63.9%
$260.00	Jul 31	Aug 7	$0.32	87.2%	56.1%
$255.00	Jul 31	Aug 7	$0.37	96.7%	63.0%
$275.00	Jul 31	Aug 7	$1.29	68.0%	52.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 53 found (cheapest 5.02% of stock, avg 9.98%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$300.00	Jul 31	$8.35	$6.80	$15.15	$284.85	$315.15	5.02%
$302.50	Jul 31	$7.10	$8.15	$15.25	$287.25	$317.75	5.05%
$297.50	Jul 31	$9.75	$5.70	$15.45	$282.05	$312.95	5.12%
$305.00	Jul 31	$5.95	$9.70	$15.65	$289.35	$320.65	5.18%
$295.00	Jul 31	$11.30	$4.60	$15.90	$279.10	$310.90	5.26%
$307.50	Jul 31	$5.15	$11.25	$16.40	$291.10	$323.90	5.43%
$292.50	Jul 31	$12.95	$3.80	$16.75	$275.75	$309.25	5.55%
$310.00	Jul 31	$4.30	$12.95	$17.25	$292.75	$327.25	5.71%
$290.00	Jul 31	$14.90	$3.08	$17.98	$272.02	$307.98	5.95%
$312.50	Jul 31	$3.55	$14.70	$18.25	$294.25	$330.75	6.04%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 127 found (cheapest 1.95% of stock, avg 5.01%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$360.00	$260.00	Aug 28	$2.70	$3.20	$5.90	$254.10	$365.90
$312.50	$290.00	Jul 31	$3.55	$3.08	$6.63	$283.37	$319.13
$325.00	$260.00	Aug 14	$5.15	$1.48	$6.63	$253.37	$331.63
$360.00	$270.00	Aug 28	$2.70	$4.45	$7.15	$262.85	$367.15
$312.50	$292.50	Jul 31	$3.55	$3.80	$7.35	$285.15	$319.85
$310.00	$290.00	Jul 31	$4.30	$3.08	$7.38	$282.62	$317.38
$325.00	$270.00	Aug 14	$5.15	$2.42	$7.57	$262.43	$332.57
$320.00	$260.00	Aug 14	$6.35	$1.48	$7.83	$252.17	$327.83
$310.00	$292.50	Jul 31	$4.30	$3.80	$8.10	$284.40	$318.10
$312.50	$295.00	Jul 31	$3.55	$4.60	$8.15	$286.85	$320.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 218 found (best R:R 19.00, avg credit $4.11)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
280/285	290/295	Aug 7	$4.75	$0.25	19.00	$280.25	$294.75
285/290	295/300	Aug 21	$4.75	$0.25	19.00	$285.25	$299.75
285/290	300/305	Aug 21	$4.70	$0.30	15.67	$285.30	$304.70
250/255	270/275	Aug 7	$4.62	$0.38	12.16	$250.38	$274.62
250/255	260/270	Aug 21	$9.24	$0.76	12.16	$245.76	$269.24
280/282	290/292	Jul 31	$2.30	$0.20	11.50	$280.20	$292.30
275/280	290/295	Aug 7	$4.58	$0.42	10.90	$275.42	$294.58
282/285	290/292	Jul 31	$2.27	$0.23	9.87	$282.73	$292.27
245/250	260/270	Aug 21	$9.05	$0.95	9.53	$240.95	$269.05
302/305	308/310	Aug 7	$2.25	$0.25	9.00	$302.75	$309.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 75 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$295.00	$300.00	$305.00	Aug 21	$0.05	$4.95	99.00
$345.00	$350.00	$355.00	Aug 21	$0.07	$4.93	70.43
$250.00	$260.00	$270.00	Aug 21	$0.20	$9.80	49.00
$270.00	$280.00	$290.00	Aug 21	$0.20	$9.80	49.00
$340.00	$345.00	$350.00	Aug 7	$0.12	$4.88	40.67

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$307.50	$310.00	$312.50	Jul 31	$0.05	$2.45	49.00
$287.50	$290.00	$292.50	Jul 31	$0.06	$2.44	40.67
$267.50	$270.00	$272.50	Jul 31	$0.07	$2.43	34.71
$245.00	$250.00	$255.00	Aug 28	$0.15	$4.85	32.33
$290.00	$292.50	$295.00	Jul 31	$0.08	$2.42	30.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 87 found (best net $-0.70, 81 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$290.00	$315.00	1:2	Sep 4	-$0.80	$24.20
$265.00	$285.00	1:2	Aug 14	-$6.25	$13.75
$320.00	$335.00	1:2	Aug 28	-$1.65	$13.35
$350.00	$360.00	1:2	Aug 7	-$0.51	$9.49
$325.00	$335.00	1:2	Aug 14	-$1.01	$8.99

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$330.00	$305.00	1:2	Aug 28	-$0.70	$24.30
$330.00	$310.00	1:2	Aug 14	-$2.90	$17.10
$325.00	$307.50	1:2	Aug 7	-$1.95	$15.55
$295.00	$280.00	1:2	Aug 28	-$1.85	$13.15
$270.00	$260.00	1:2	Aug 14	-$0.54	$9.46

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 57 found (best yield 4.47%, avg 1.65%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$305.00	Aug 28	$13.50	0.49	1.0%	4.47%	5.45%	1	6
$305.00	Aug 21	$12.80	0.49	1.0%	4.24%	5.21%	--	99
$310.00	Aug 28	$11.90	0.44	2.6%	3.94%	6.57%	--	16
$307.50	Aug 21	$11.80	0.46	1.8%	3.91%	5.71%	--	18
$315.00	Sep 4	$11.30	0.41	4.3%	3.74%	8.03%	1	--
$310.00	Aug 21	$10.90	0.43	2.6%	3.61%	6.24%	2	650
$305.00	Aug 14	$10.80	0.48	1.0%	3.58%	4.55%	2	207
$312.50	Aug 21	$9.90	0.41	3.5%	3.28%	6.74%	--	47
$315.00	Aug 21	$9.20	0.39	4.3%	3.05%	7.33%	3	60
$305.00	Aug 7	$8.50	0.46	1.0%	2.81%	3.79%	1	572

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 354

Total Puts 179

Put/Call Ratio 0.51

Net Difference 175

Prior's Put/Call Breakdown

Total Calls 829

Total Puts 562

Put/Call Ratio 0.68

Net Difference 267

Prior 7-Day Put/Call Summary

Total Calls 28,888

Total Puts 23,000

Average Put/Call Ratio 0.83

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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