VLO - Options Database

VLO

VALERO ENERGY CORP N

$299.65 -1.73%

(7/28 12:00) ◀

Tuesday, July 28, 2026 (1:00pm)

▶ (7/28 14:00)

◀ 7/28 13:00 ▶

Option Volume

Detail

ℹ

Current (07/28 1:00pm) 1,859

Calls: 1,402 (75%)

Puts: 457 (25%)

Prior (07/27) 2,307

Calls: 1,488 (64%)

Puts: 819 (36%)

Current vs Prior -19.42%

Calls: -5.78% (Calls)

Puts: -44.20% (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 -74.92%

Calls: -66.03%

Puts: -86.09%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/28 1:00pm) $2.61M

Calls: $2.07M (79%)

Puts: $540.5K (21%)

Prior (07/27) $2.17M

Calls: $1.49M (69%)

Puts: $673.1K (31%)

Current vs Prior +20.30%

Calls: +38.31%

Puts: -19.69%

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 -74.11%

Calls: -68.30%

Puts: -84.77%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/28 1:00pm) 0.33

Prior (07/27) 0.55

Current vs Prior -40.78%

Prior 7-Day Average 0.83

Current vs Prior 7-Day Avg -60.50%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/28 1:00pm) 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 5.36% | 7.31%9.99% | 15.15%

Prior 5.69% | 7.81%10.40% | 15.28%

Current vs Prior -5.86% | -6.36%-3.86% | -0.86%

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

Current vs 7-Day Avg +42.54% | +0.75%+4.68% | -2.13%

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

Current vs 7-Day Eod -5.86% | -6.36%-3.86% | -0.86%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 20.59% | 11.91%

Calls: 21.66% | 15.67%

Puts: 19.51% | 8.14%

Prior 12.09% | 10.09%

Calls: 12.29% | 9.92%

Puts: 11.90% | 10.26%

Current vs Prior +70.31% | +18.04%

Prior 7-Day Avg 29.17% | 11.31%

Calls: 24.93% | 11.60%

Puts: 33.42% | 11.01%

Current vs 7-Day Avg -29.42% | +5.33%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 79% of dollar volume in calls ($2.07M) vs puts ($540.5K). Extreme bullish P/C ratio of 0.33 - heavy call buying (1,402 calls vs 457 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
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 31 of results (avg 8.1%, best 5.2%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Aug 21	49.00	51.60	$50.30	5.2%	--	0.94	112
$240.00	Aug 21	58.20	61.50	$59.85	5.5%	--	1.00	40
$245.00	Jul 31	52.80	55.90	$54.35	5.7%	--	1.00	29
$240.00	Jul 31	57.80	61.30	$59.55	5.9%	--	1.00	16
$250.00	Jul 31	47.90	51.00	$49.45	6.3%	--	1.00	38

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Aug 21	14.50	15.40	$14.95	6.0%	7	0.49	98
$290.00	Aug 21	9.70	10.50	$10.10	7.9%	2	0.38	391
$325.00	Aug 21	30.70	33.30	$32.00	8.1%	--	0.72	15
$300.00	Aug 7	10.60	11.50	$11.05	8.1%	2	0.50	57
$280.00	Aug 21	6.20	6.80	$6.50	9.2%	5	0.28	846

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. 66 found (avg delta 0.72, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$240.00	Jul 31	57.80	61.30	$59.55	5.9%	--	1.00	16
$245.00	Jul 31	52.80	55.90	$54.35	5.7%	--	1.00	29
$250.00	Jul 31	47.90	51.00	$49.45	6.3%	--	1.00	38
$255.00	Jul 31	42.90	45.90	$44.40	6.8%	--	1.00	16
$260.00	Jul 31	38.00	41.00	$39.50	7.6%	--	1.00	89

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$325.00	Aug 7	27.50	30.70	$29.10	11.0%	--	0.81	146
$330.00	Aug 14	32.80	36.20	$34.50	9.9%	--	0.80	43
$315.00	Jul 31	17.30	20.40	$18.85	16.4%	1	0.79	26
$312.50	Jul 31	15.50	18.40	$16.95	17.1%	7	0.75	31
$330.00	Aug 28	34.90	38.80	$36.85	10.6%	--	0.74	84

Most actively traded options today. High liquidity = easy entry/exit. 103 active (total vol 1.3K, top 305)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$317.50	Aug 21	7.00	8.40	$7.70	18.2%	305	0.33	307
$350.00	Aug 21	1.90	2.35	$2.13	21.1%	110	0.12	291
$325.00	Aug 7	2.30	2.95	$2.63	24.7%	67	0.18	1.5K
$320.00	Aug 21	6.80	7.40	$7.10	8.5%	66	0.31	2.4K
$320.00	Jul 31	1.20	1.60	$1.40	28.6%	46	0.14	429

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Jul 31	7.40	9.00	$8.20	19.5%	56	0.52	255
$310.00	Jul 31	13.60	16.30	$14.95	18.1%	50	0.72	51
$260.00	Aug 21	2.00	2.70	$2.35	29.8%	24	0.12	435
$275.00	Aug 21	4.20	5.80	$5.00	32.0%	20	0.23	31
$280.00	Jul 31	1.05	1.60	$1.33	41.4%	18	0.14	106

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 56.0%, max 126.4%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$240.00	Jul 31	Aug 21	117.8%	52.0%	126.4%	--	56
$250.00	Jul 31	Aug 21	101.7%	48.8%	108.3%	--	150
$355.00	Jul 31	Aug 21	94.4%	50.3%	87.5%	1	12
$350.00	Jul 31	Aug 21	90.6%	49.9%	81.6%	110	310
$265.00	Jul 31	Aug 28	78.0%	44.4%	75.6%	2	61

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$240.00	Jul 31	Aug 21	117.8%	52.0%	126.4%	10	1.1K
$245.00	Jul 31	Aug 28	108.2%	48.1%	124.8%	--	58
$250.00	Jul 31	Sep 4	101.7%	46.1%	120.7%	--	100
$255.00	Jul 31	Aug 28	93.3%	47.0%	98.6%	--	32
$260.00	Jul 31	Aug 28	83.6%	47.3%	76.9%	2	201

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 124 found (best R:R 32.33, avg 4.01)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$345.00	$350.00	Aug 7	$0.30	$4.70	$0.30	15.67	$345.30
$340.00	$345.00	Aug 7	$0.37	$4.63	$0.37	12.51	$340.37
$350.00	$355.00	Aug 21	$0.38	$4.62	$0.38	12.16	$350.38
$322.50	$325.00	Jul 31	$0.22	$2.28	$0.22	10.36	$322.72
$327.50	$330.00	Jul 31	$0.22	$2.28	$0.22	10.36	$327.72

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$245.00	$240.00	Aug 21	$0.15	$4.85	$0.15	32.33	$244.85
$255.00	$250.00	Aug 7	$0.23	$4.77	$0.23	20.74	$254.77
$250.00	$245.00	Aug 21	$0.30	$4.70	$0.30	15.67	$249.70
$255.00	$250.00	Aug 21	$0.32	$4.68	$0.32	14.62	$254.68
$275.00	$272.50	Jul 31	$0.18	$2.32	$0.18	12.89	$274.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 156 found (best R:R 49.00, avg 2.35)

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
$255.00	$260.00	Jul 31	$4.90	$4.90	$0.10	49.00	$259.90
$260.00	$265.00	Jul 31	$4.80	$4.80	$0.20	24.00	$264.80
$250.00	$270.00	Aug 7	$19.10	$19.10	$0.90	21.22	$269.10
$240.00	$250.00	Aug 21	$9.55	$9.55	$0.45	21.22	$249.55

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$312.50	$310.00	Jul 31	$2.00	$2.00	$0.50	4.00	$310.50
$307.50	$305.00	Jul 31	$1.95	$1.95	$0.55	3.55	$305.55
$315.00	$312.50	Aug 21	$1.95	$1.95	$0.55	3.55	$313.05
$325.00	$320.00	Aug 21	$3.90	$3.90	$1.10	3.55	$321.10
$315.00	$312.50	Jul 31	$1.90	$1.90	$0.60	3.17	$313.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $2.23, cheapest $0.18)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$350.00	Jul 31	Aug 7	$0.18	90.6%	54.5%
$240.00	Jul 31	Aug 21	$0.30	117.8%	52.0%
$250.00	Jul 31	Aug 7	$0.35	101.7%	62.2%
$345.00	Jul 31	Aug 7	$0.45	85.1%	55.9%
$340.00	Jul 31	Aug 7	$0.75	81.1%	56.5%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$245.00	Jul 31	Aug 7	$0.18	108.2%	66.0%
$250.00	Jul 31	Aug 7	$0.20	101.7%	62.2%
$255.00	Jul 31	Aug 7	$0.40	93.3%	61.0%
$260.00	Jul 31	Aug 7	$0.40	83.6%	54.9%
$240.00	Jul 31	Aug 21	$0.53	117.8%	52.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 58 found (cheapest 4.97% of stock, avg 9.96%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$297.50	Jul 31	$7.85	$7.05	$14.90	$282.60	$312.40	4.97%
$300.00	Jul 31	$6.70	$8.20	$14.90	$285.10	$314.90	4.97%
$295.00	Jul 31	$9.20	$5.75	$14.95	$280.05	$309.95	4.99%
$292.50	Jul 31	$10.70	$4.75	$15.45	$277.05	$307.95	5.16%
$302.50	Jul 31	$5.60	$9.85	$15.45	$287.05	$317.95	5.16%
$305.00	Jul 31	$4.75	$11.25	$16.00	$289.00	$321.00	5.34%
$290.00	Jul 31	$12.45	$3.75	$16.20	$273.80	$306.20	5.41%
$307.50	Jul 31	$3.90	$13.20	$17.10	$290.40	$324.60	5.71%
$310.00	Jul 31	$3.10	$14.95	$18.05	$291.95	$328.05	6.02%
$285.00	Jul 31	$16.05	$2.20	$18.25	$266.75	$303.25	6.09%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 123 found (cheapest 1.86% of stock, avg 5.12%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$325.00	$260.00	Aug 14	$4.10	$1.48	$5.58	$254.42	$330.58
$310.00	$287.50	Jul 31	$3.10	$3.03	$6.13	$281.37	$316.13
$320.00	$260.00	Aug 14	$5.25	$1.48	$6.73	$253.27	$326.73
$325.00	$270.00	Aug 14	$4.10	$2.65	$6.75	$263.25	$331.75
$310.00	$290.00	Jul 31	$3.10	$3.75	$6.85	$283.15	$316.85
$307.50	$287.50	Jul 31	$3.90	$3.03	$6.93	$280.57	$314.43
$307.50	$290.00	Jul 31	$3.90	$3.75	$7.65	$282.35	$315.15
$305.00	$287.50	Jul 31	$4.75	$3.03	$7.78	$279.72	$312.78
$325.00	$275.00	Aug 14	$4.10	$3.70	$7.80	$267.20	$332.80
$310.00	$292.50	Jul 31	$3.10	$4.75	$7.85	$284.65	$317.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 216 found (best R:R 28.41, avg credit $4.08)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
250/255	270/275	Aug 7	$4.83	$0.17	28.41	$250.17	$274.83
305/310	315/320	Aug 14	$4.80	$0.20	24.00	$305.20	$319.80
272/275	280/285	Jul 31	$4.73	$0.27	17.52	$270.27	$284.73
240/245	250/260	Aug 21	$9.30	$0.70	13.29	$235.70	$259.30
290/295	300/305	Aug 28	$4.60	$0.40	11.50	$290.40	$304.60
295/300	305/310	Aug 28	$4.60	$0.40	11.50	$295.40	$309.60
255/260	265/275	Aug 14	$9.13	$0.87	10.49	$250.87	$274.13
305/310	320/325	Aug 14	$4.55	$0.45	10.11	$305.45	$324.55
290/295	305/310	Aug 28	$4.55	$0.45	10.11	$290.45	$309.55
270/275	280/285	Aug 7	$4.53	$0.47	9.64	$270.47	$284.53

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
$340.00	$345.00	$350.00	Aug 7	$0.07	$4.93	70.43
$255.00	$260.00	$265.00	Jul 31	$0.10	$4.90	49.00
$310.00	$312.50	$315.00	Aug 7	$0.05	$2.45	49.00
$290.00	$295.00	$300.00	Aug 21	$0.10	$4.90	49.00
$312.50	$315.00	$317.50	Aug 21	$0.05	$2.45	49.00

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
$275.00	$280.00	$285.00	Aug 21	$0.05	$4.95	99.00
$245.00	$250.00	$255.00	Aug 28	$0.14	$4.86	34.71
$240.00	$245.00	$250.00	Aug 21	$0.15	$4.85	32.33
$245.00	$250.00	$255.00	Aug 7	$0.16	$4.84	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. 86 found (best net $-0.55, 84 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$290.00	$315.00	1:2	Sep 4	-$0.55	$24.45
$320.00	$335.00	1:2	Aug 28	-$1.70	$13.30
$270.00	$290.00	1:2	Sep 4	-$8.90	$11.10
$330.00	$340.00	1:2	Aug 7	-$0.22	$9.78
$325.00	$335.00	1:2	Aug 14	-$0.90	$9.10

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$330.00	$305.00	1:2	Aug 28	-$2.35	$22.65
$330.00	$310.00	1:2	Aug 14	-$4.80	$15.20
$325.00	$307.50	1:2	Aug 7	-$2.50	$15.00
$305.00	$290.00	1:2	Aug 14	-$0.65	$14.35
$270.00	$260.00	1:2	Aug 14	-$0.31	$9.69

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 59 found (best yield 4.71%, avg 1.68%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$300.00	Aug 28	$14.10	0.51	0.1%	4.71%	4.82%	6	71
$300.00	Aug 21	$13.50	0.51	0.1%	4.51%	4.62%	9	701
$305.00	Aug 28	$11.90	0.46	1.8%	3.97%	5.76%	2	6
$300.00	Aug 14	$11.80	0.50	0.1%	3.94%	4.05%	--	26
$305.00	Aug 21	$11.50	0.46	1.8%	3.84%	5.62%	2	99
$307.50	Aug 21	$10.60	0.43	2.6%	3.54%	6.16%	25	18
$310.00	Aug 28	$10.30	0.41	3.5%	3.44%	6.89%	--	16
$315.00	Sep 4	$9.80	0.39	5.1%	3.27%	8.39%	1	--
$310.00	Aug 21	$9.70	0.40	3.5%	3.24%	6.69%	7	650
$305.00	Aug 14	$9.60	0.44	1.8%	3.20%	4.99%	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 1,402

Total Puts 457

Put/Call Ratio 0.33

Net Difference 945

Prior's Put/Call Breakdown

Total Calls 1,488

Total Puts 819

Put/Call Ratio 0.55

Net Difference 669

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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