VLO - Options Database

VLO

VALERO ENERGY CORP N

$299.27 -1.86%

(7/28 11:00) ◀

Tuesday, July 28, 2026 (12:00pm)

▶ (7/28 13:00)

◀ 7/28 12:00 ▶

Option Volume

Detail

ℹ

Current (07/28 12:00pm) 1,429

Calls: 1,064 (74%)

Puts: 365 (26%)

Prior (07/27) 1,805

Calls: 1,138 (63%)

Puts: 667 (37%)

Current vs Prior -20.83%

Calls: -6.50% (Calls)

Puts: -45.28% (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 -80.72%

Calls: -74.22%

Puts: -88.89%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/28 12:00pm) $2.09M

Calls: $1.68M (80%)

Puts: $409.2K (20%)

Prior (07/27) $1.89M

Calls: $1.31M (69%)

Puts: $586.2K (31%)

Current vs Prior +10.23%

Calls: +28.35%

Puts: -30.21%

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 -79.27%

Calls: -74.26%

Puts: -88.47%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/28 12:00pm) 0.34

Prior (07/27) 0.59

Current vs Prior -41.47%

Prior 7-Day Average 0.83

Current vs Prior 7-Day Avg -58.44%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/28 12:00pm) 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% | 7.47%10.12% | 15.34%

Prior 5.69% | 7.81%10.40% | 15.28%

Current vs Prior -3.98% | -4.32%-2.61% | +0.36%

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

Current vs 7-Day Avg +45.39% | +2.95%+6.04% | -0.93%

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

Current vs 7-Day Eod -3.98% | -4.32%-2.61% | +0.36%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 16.50% | 10.30%

Calls: 14.81% | 10.91%

Puts: 18.18% | 9.69%

Prior 12.09% | 10.09%

Calls: 12.29% | 9.92%

Puts: 11.90% | 10.26%

Current vs Prior +36.48% | +2.08%

Prior 7-Day Avg 29.17% | 11.31%

Calls: 24.93% | 11.60%

Puts: 33.42% | 11.01%

Current vs 7-Day Avg -43.44% | -8.91%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($1.68M) vs puts ($409.2K). Extreme bullish P/C ratio of 0.34 - heavy call buying (1,064 calls vs 365 puts). P/C ratio dropping 41% - 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
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

💰

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 35 of results (avg 7.7%, best 3.7%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$240.00	Jul 31	58.30	60.50	$59.40	3.7%	--	1.00	16
$250.00	Jul 31	48.30	50.50	$49.40	4.5%	--	1.00	38
$250.00	Aug 21	49.30	52.00	$50.65	5.3%	--	0.93	112
$245.00	Jul 31	53.30	56.30	$54.80	5.5%	--	1.00	29
$250.00	Aug 7	48.20	51.40	$49.80	6.4%	--	1.00	27

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Aug 21	14.70	15.60	$15.15	5.9%	6	0.49	98
$325.00	Aug 21	30.50	32.60	$31.55	6.7%	--	0.72	15
$295.00	Aug 21	12.10	13.00	$12.55	7.2%	3	0.44	28
$302.50	Aug 7	12.30	13.30	$12.80	7.8%	1	0.54	50
$307.50	Aug 7	15.40	16.70	$16.05	8.1%	--	0.61	11

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
$240.00	Jul 31	58.30	60.50	$59.40	3.7%	--	1.00	16
$245.00	Jul 31	53.30	56.30	$54.80	5.5%	--	1.00	29
$250.00	Jul 31	48.30	50.50	$49.40	4.5%	--	1.00	38
$255.00	Jul 31	43.40	46.30	$44.85	6.5%	--	1.00	16
$260.00	Jul 31	38.30	41.30	$39.80	7.5%	--	1.00	89

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$325.00	Aug 7	27.30	30.20	$28.75	10.1%	--	0.81	146
$330.00	Aug 14	32.80	36.00	$34.40	9.3%	--	0.80	43
$315.00	Jul 31	17.10	19.90	$18.50	15.1%	1	0.79	26
$312.50	Jul 31	15.20	18.00	$16.60	16.9%	7	0.75	31
$330.00	Aug 28	35.30	39.50	$37.40	11.2%	--	0.74	84

Most actively traded options today. High liquidity = easy entry/exit. 90 active (total vol 959, top 305)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$317.50	Aug 21	7.10	8.40	$7.75	16.8%	305	0.33	307
$320.00	Aug 21	6.70	7.30	$7.00	8.6%	62	0.31	2.4K
$325.00	Aug 7	2.25	3.10	$2.68	31.7%	47	0.19	1.5K
$350.00	Aug 21	1.75	2.75	$2.25	44.4%	32	0.12	291
$312.50	Jul 31	2.30	3.20	$2.75	32.7%	29	0.25	80

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Jul 31	7.50	9.00	$8.25	18.2%	54	0.52	255
$310.00	Jul 31	14.20	15.60	$14.90	9.4%	50	0.71	51
$275.00	Aug 21	3.90	5.80	$4.85	39.2%	20	0.23	31
$280.00	Jul 31	1.00	1.60	$1.30	46.2%	17	0.14	106
$260.00	Aug 21	1.85	2.70	$2.28	37.3%	14	0.12	435

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 49 strikes (avg 56.7%, max 128.4%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$240.00	Jul 31	Aug 21	117.2%	51.3%	128.4%	--	56
$250.00	Jul 31	Aug 21	101.2%	48.3%	109.4%	--	150
$265.00	Jul 31	Aug 28	82.0%	44.5%	84.4%	2	61
$355.00	Jul 31	Aug 21	93.5%	52.2%	79.2%	1	12
$350.00	Jul 31	Aug 21	88.5%	50.6%	74.9%	32	310

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$240.00	Jul 31	Aug 21	117.2%	51.3%	128.4%	--	1.1K
$245.00	Jul 31	Aug 28	107.7%	48.6%	121.7%	--	58
$250.00	Jul 31	Sep 4	101.2%	46.7%	117.0%	--	100
$255.00	Jul 31	Aug 28	92.9%	47.1%	97.3%	--	32
$265.00	Jul 31	Aug 21	82.0%	46.2%	77.4%	1	75

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 123 found (best R:R 37.46, avg 4.61)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$350.00	$355.00	Aug 21	$0.22	$4.78	$0.22	21.73	$350.22
$320.00	$322.50	Jul 31	$0.13	$2.37	$0.13	18.23	$320.13
$327.50	$330.00	Aug 7	$0.13	$2.37	$0.13	18.23	$327.63
$345.00	$350.00	Aug 7	$0.35	$4.65	$0.35	13.29	$345.35
$340.00	$345.00	Aug 21	$0.37	$4.63	$0.37	12.51	$340.37

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$275.00	$270.00	Aug 7	$0.13	$4.87	$0.13	37.46	$274.87
$245.00	$240.00	Aug 21	$0.20	$4.80	$0.20	24.00	$244.80
$265.00	$260.00	Jul 31	$0.22	$4.78	$0.22	21.73	$264.78
$255.00	$250.00	Aug 7	$0.23	$4.77	$0.23	20.74	$254.77
$250.00	$245.00	Aug 21	$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. 154 found (best R:R 49.00, avg 2.00)

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
$260.00	$265.00	Jul 31	$4.85	$4.85	$0.15	32.33	$264.85
$250.00	$270.00	Aug 7	$19.10	$19.10	$0.90	21.22	$269.10
$265.00	$270.00	Jul 31	$4.70	$4.70	$0.30	15.67	$269.70
$240.00	$245.00	Jul 31	$4.60	$4.60	$0.40	11.50	$244.60

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$315.00	$312.50	Aug 21	$2.00	$2.00	$0.50	4.00	$313.00
$330.00	$310.00	Aug 14	$15.40	$15.40	$4.60	3.35	$314.60
$307.50	$305.00	Jul 31	$1.90	$1.90	$0.60	3.17	$305.60
$315.00	$312.50	Jul 31	$1.90	$1.90	$0.60	3.17	$313.10
$310.00	$307.50	Jul 31	$1.85	$1.85	$0.65	2.85	$308.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $2.22, cheapest $0.20)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$350.00	Jul 31	Aug 7	$0.20	88.5%	54.6%
$240.00	Jul 31	Aug 21	$0.25	117.2%	51.3%
$250.00	Jul 31	Aug 7	$0.40	101.2%	61.9%
$270.00	Jul 31	Aug 7	$0.45	69.4%	55.7%
$345.00	Jul 31	Aug 7	$0.50	84.3%	56.7%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$245.00	Jul 31	Aug 7	$0.20	107.7%	66.4%
$250.00	Jul 31	Aug 7	$0.20	101.2%	61.9%
$260.00	Jul 31	Aug 7	$0.35	83.3%	53.7%
$255.00	Jul 31	Aug 7	$0.40	92.9%	60.7%
$240.00	Jul 31	Aug 21	$0.48	117.2%	51.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 56 found (cheapest 5.00% of stock, avg 10.00%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$295.00	Jul 31	$9.35	$5.60	$14.95	$280.05	$309.95	5.00%
$297.50	Jul 31	$8.10	$6.85	$14.95	$282.55	$312.45	5.00%
$300.00	Jul 31	$6.90	$8.25	$15.15	$284.85	$315.15	5.06%
$292.50	Jul 31	$10.85	$4.60	$15.45	$277.05	$307.95	5.16%
$302.50	Jul 31	$5.85	$9.75	$15.60	$286.90	$318.10	5.21%
$290.00	Jul 31	$12.40	$3.60	$16.00	$274.00	$306.00	5.35%
$305.00	Jul 31	$4.90	$11.15	$16.05	$288.95	$321.05	5.36%
$307.50	Jul 31	$4.05	$13.05	$17.10	$290.40	$324.60	5.71%
$310.00	Jul 31	$3.30	$14.90	$18.20	$291.80	$328.20	6.08%
$285.00	Jul 31	$16.55	$2.30	$18.85	$266.15	$303.85	6.30%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 122 found (cheapest 2.06% of stock, avg 5.07%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$310.00	$287.50	Jul 31	$3.30	$2.85	$6.15	$281.35	$316.15
$320.00	$260.00	Aug 14	$5.20	$1.48	$6.68	$253.32	$326.68
$307.50	$287.50	Jul 31	$4.05	$2.85	$6.90	$280.60	$314.40
$310.00	$290.00	Jul 31	$3.30	$3.60	$6.90	$283.10	$316.90
$307.50	$290.00	Jul 31	$4.05	$3.60	$7.65	$282.35	$315.15
$320.00	$270.00	Aug 14	$5.20	$2.50	$7.70	$262.30	$327.70
$312.50	$275.00	Aug 7	$5.70	$2.03	$7.73	$267.27	$320.23
$305.00	$287.50	Jul 31	$4.90	$2.85	$7.75	$279.75	$312.75
$310.00	$292.50	Jul 31	$3.30	$4.60	$7.90	$284.60	$317.90
$315.00	$260.00	Aug 14	$6.50	$1.48	$7.98	$252.02	$322.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 214 found (best R:R 24.00, avg credit $4.12)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
275/280	285/290	Jul 31	$4.80	$0.20	24.00	$275.20	$289.80
285/290	300/305	Aug 21	$4.80	$0.20	24.00	$285.20	$304.80
300/302	305/308	Aug 7	$2.35	$0.15	15.67	$300.15	$307.35
285/290	295/300	Aug 14	$4.70	$0.30	15.67	$285.30	$299.70
255/260	280/285	Aug 28	$4.70	$0.30	15.67	$255.30	$284.70
280/282	285/290	Jul 31	$4.60	$0.40	11.50	$277.90	$289.60
302/305	308/310	Aug 7	$2.30	$0.20	11.50	$302.70	$309.80
240/245	250/260	Aug 21	$9.20	$0.80	11.50	$235.80	$259.20
270/275	280/285	Aug 28	$4.60	$0.40	11.50	$270.40	$284.60
285/290	295/300	Aug 21	$4.55	$0.45	10.11	$285.45	$299.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 76 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$340.00	$345.00	$350.00	Aug 7	$0.05	$4.95	99.00
$290.00	$292.50	$295.00	Jul 31	$0.05	$2.45	49.00
$295.00	$297.50	$300.00	Jul 31	$0.05	$2.45	49.00
$322.50	$325.00	$327.50	Aug 21	$0.05	$2.45	49.00
$260.00	$265.00	$270.00	Jul 31	$0.15	$4.85	32.33

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$240.00	$245.00	$250.00	Jul 31	$0.05	$4.95	99.00
$245.00	$250.00	$255.00	Aug 21	$0.10	$4.90	49.00
$285.00	$290.00	$295.00	Aug 21	$0.10	$4.90	49.00
$315.00	$320.00	$325.00	Aug 21	$0.10	$4.90	49.00
$285.00	$290.00	$295.00	Aug 7	$0.15	$4.85	32.33

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 $-0.35, 83 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$290.00	$315.00	1:2	Sep 4	-$0.35	$24.65
$320.00	$335.00	1:2	Aug 28	-$1.25	$13.75
$270.00	$290.00	1:2	Sep 4	-$9.50	$10.50
$330.00	$340.00	1:2	Aug 7	-$0.29	$9.71
$325.00	$335.00	1:2	Aug 14	-$0.45	$9.55

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$330.00	$305.00	1:2	Aug 28	-$0.80	$24.20
$330.00	$310.00	1:2	Aug 14	-$3.60	$16.40
$305.00	$290.00	1:2	Aug 14	-$0.25	$14.75
$325.00	$307.50	1:2	Aug 7	-$3.35	$14.15
$295.00	$280.00	1:2	Aug 28	-$1.70	$13.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 58 found (best yield 4.85%, avg 1.68%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$300.00	Aug 28	$14.50	0.51	0.2%	4.85%	5.09%	1	71
$300.00	Aug 21	$13.50	0.51	0.2%	4.51%	4.75%	3	701
$305.00	Aug 28	$12.30	0.47	1.9%	4.11%	6.02%	2	6
$305.00	Aug 21	$11.50	0.46	1.9%	3.84%	5.76%	2	99
$300.00	Aug 14	$11.40	0.50	0.2%	3.81%	4.05%	--	26
$307.50	Aug 21	$10.50	0.43	2.8%	3.51%	6.26%	25	18
$310.00	Aug 28	$10.30	0.42	3.6%	3.44%	7.03%	--	16
$315.00	Sep 4	$9.80	0.39	5.3%	3.27%	8.53%	1	--
$310.00	Aug 21	$9.60	0.40	3.6%	3.21%	6.79%	6	650
$305.00	Aug 14	$9.50	0.44	1.9%	3.17%	5.09%	2	207

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 1,064

Total Puts 365

Put/Call Ratio 0.34

Net Difference 699

Prior's Put/Call Breakdown

Total Calls 1,138

Total Puts 667

Put/Call Ratio 0.59

Net Difference 471

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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