VLO - Options Database

VLO

VALERO ENERGY CORP N

$300.86 -1.34%

(7/28 13:00) ◀

Tuesday, July 28, 2026 (2:00pm)

▶ (7/28 15:00)

◀ 7/28 14:00 ▶

Option Volume

Detail

ℹ

Current (07/28 2:00pm) 2,231

Calls: 1,624 (73%)

Puts: 607 (27%)

Prior (07/27) 2,880

Calls: 1,903 (66%)

Puts: 977 (34%)

Current vs Prior -22.53%

Calls: -14.66% (Calls)

Puts: -37.87% (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 -69.90%

Calls: -60.65%

Puts: -81.53%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/28 2:00pm) $3.41M

Calls: $2.82M (83%)

Puts: $594.0K (17%)

Prior (07/27) $2.88M

Calls: $2.13M (74%)

Puts: $758.7K (26%)

Current vs Prior +18.19%

Calls: +32.42%

Puts: -21.70%

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 -66.15%

Calls: -56.84%

Puts: -83.26%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/28 2:00pm) 0.37

Prior (07/27) 0.51

Current vs Prior -27.20%

Prior 7-Day Average 0.83

Current vs Prior 7-Day Avg -54.70%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/28 2:00pm) 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 5.38% | 7.43%10.04% | 15.49%

Prior 5.69% | 7.81%10.40% | 15.28%

Current vs Prior -5.37% | -4.82%-3.44% | +1.35%

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

Current vs 7-Day Avg +43.30% | +2.41%+5.13% | +0.05%

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

Current vs 7-Day Eod -5.37% | -4.82%-3.44% | +1.35%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 16.09% | 12.14%

Calls: 16.99% | 13.21%

Puts: 15.20% | 11.06%

Prior 12.09% | 10.09%

Calls: 12.29% | 9.92%

Puts: 11.90% | 10.26%

Current vs Prior +33.09% | +20.32%

Prior 7-Day Avg 29.17% | 11.31%

Calls: 24.93% | 11.60%

Puts: 33.42% | 11.01%

Current vs 7-Day Avg -44.85% | +7.37%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($2.82M) vs puts ($594.0K). Extreme bullish P/C ratio of 0.37 - heavy call buying (1,624 calls vs 607 puts). P/C ratio dropping 27% - 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
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

💰

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 26 of results (avg 7.9%, best 4.8%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Aug 21	50.90	53.40	$52.15	4.8%	--	0.95	112
$260.00	Jul 31	40.30	42.70	$41.50	5.8%	--	1.00	89
$245.00	Jul 31	54.40	57.80	$56.10	6.1%	--	1.00	29
$250.00	Jul 31	49.40	52.50	$50.95	6.1%	--	1.00	38
$255.00	Jul 31	44.90	47.80	$46.35	6.3%	--	1.00	16

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	59.00	62.70	$60.85	6.1%	--	0.91	30
$310.00	Aug 14	18.00	19.30	$18.65	7.0%	--	0.59	350
$320.00	Aug 21	25.80	27.70	$26.75	7.1%	--	0.68	19
$325.00	Aug 21	29.20	31.40	$30.30	7.3%	--	0.72	15
$305.00	Aug 14	15.00	16.20	$15.60	7.7%	1	0.54	--

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
$245.00	Jul 31	54.40	57.80	$56.10	6.1%	--	1.00	29
$250.00	Jul 31	49.40	52.50	$50.95	6.1%	--	1.00	38
$255.00	Jul 31	44.90	47.80	$46.35	6.3%	--	1.00	16
$260.00	Jul 31	40.30	42.70	$41.50	5.8%	--	1.00	89
$250.00	Aug 7	49.70	53.30	$51.50	7.0%	--	1.00	27

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	59.00	62.70	$60.85	6.1%	--	0.91	30
$325.00	Aug 7	25.70	29.20	$27.45	12.8%	--	0.80	146
$330.00	Aug 14	31.60	34.90	$33.25	9.9%	--	0.79	43
$315.00	Jul 31	16.20	18.60	$17.40	13.8%	1	0.77	26
$312.50	Jul 31	14.60	16.10	$15.35	9.8%	7	0.73	31

Most actively traded options today. High liquidity = easy entry/exit. 118 active (total vol 1.5K, top 305)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$317.50	Aug 21	7.00	8.70	$7.85	21.7%	305	0.34	307
$350.00	Aug 21	1.80	2.55	$2.17	34.6%	112	0.12	291
$320.00	Aug 21	7.10	7.80	$7.45	9.4%	70	0.32	2.4K
$325.00	Aug 7	2.15	3.30	$2.72	42.3%	67	0.19	1.5K
$300.00	Aug 7	9.90	11.30	$10.60	13.2%	59	0.52	72

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Jul 31	6.60	7.80	$7.20	16.7%	76	0.48	255
$310.00	Jul 31	12.60	14.10	$13.35	11.2%	50	0.69	51
$297.50	Jul 31	5.30	6.60	$5.95	21.8%	32	0.42	35
$280.00	Jul 31	0.80	1.60	$1.20	66.7%	28	0.12	106
$260.00	Aug 21	1.85	2.70	$2.28	37.3%	24	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 53.2%, max 131.6%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Aug 21	103.9%	48.8%	112.8%	--	150
$355.00	Jul 31	Aug 21	91.9%	50.4%	82.4%	2	12
$265.00	Jul 31	Aug 28	81.8%	45.1%	81.4%	2	61
$260.00	Jul 31	Aug 21	87.4%	48.6%	79.9%	2	276
$350.00	Jul 31	Aug 21	88.1%	49.7%	77.2%	112	310

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$245.00	Jul 31	Aug 28	111.8%	48.3%	131.6%	--	58
$250.00	Jul 31	Sep 4	103.9%	46.2%	125.0%	--	100
$255.00	Jul 31	Aug 28	95.7%	47.1%	103.3%	--	32
$260.00	Jul 31	Aug 28	87.4%	48.0%	82.0%	2	201
$265.00	Jul 31	Aug 21	81.8%	47.2%	73.3%	3	75

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 132 found (best R:R 49.00, avg 4.87)

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 14	$0.55	$9.45	$0.55	17.18	$350.55
$325.00	$327.50	Jul 31	$0.15	$2.35	$0.15	15.67	$325.15
$345.00	$350.00	Aug 7	$0.30	$4.70	$0.30	15.67	$345.30
$335.00	$340.00	Jul 31	$0.32	$4.68	$0.32	14.62	$335.32

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
$260.00	$255.00	Aug 7	$0.22	$4.78	$0.22	21.73	$259.78
$250.00	$245.00	Aug 21	$0.25	$4.75	$0.25	19.00	$249.75
$277.50	$275.00	Jul 31	$0.18	$2.32	$0.18	12.89	$277.32
$255.00	$250.00	Aug 21	$0.37	$4.63	$0.37	12.51	$254.63

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 163 found (best R:R 32.33, avg 1.70)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$255.00	$260.00	Jul 31	$4.85	$4.85	$0.15	32.33	$259.85
$250.00	$270.00	Aug 7	$19.15	$19.15	$0.85	22.53	$269.15
$250.00	$260.00	Aug 21	$9.55	$9.55	$0.45	21.22	$259.55
$270.00	$275.00	Aug 7	$4.75	$4.75	$0.25	19.00	$274.75
$250.00	$255.00	Jul 31	$4.60	$4.60	$0.40	11.50	$254.60

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$315.00	$312.50	Aug 21	$2.20	$2.20	$0.30	7.33	$312.80
$360.00	$325.00	Aug 21	$30.55	$30.55	$4.45	6.87	$329.45
$315.00	$312.50	Jul 31	$2.05	$2.05	$0.45	4.56	$312.95
$312.50	$310.00	Jul 31	$2.00	$2.00	$0.50	4.00	$310.50
$325.00	$307.50	Aug 7	$12.80	$12.80	$4.70	2.72	$312.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $2.30, cheapest $0.18)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$350.00	Jul 31	Aug 7	$0.18	88.1%	53.3%
$360.00	Aug 7	Aug 14	$0.33	61.6%	52.1%
$345.00	Jul 31	Aug 7	$0.38	85.6%	54.6%
$250.00	Jul 31	Aug 7	$0.55	103.9%	63.0%
$340.00	Jul 31	Aug 7	$0.92	70.6%	55.1%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$245.00	Jul 31	Aug 7	$0.18	111.8%	67.4%
$250.00	Jul 31	Aug 7	$0.20	103.9%	63.0%
$255.00	Jul 31	Aug 7	$0.38	95.7%	61.5%
$260.00	Jul 31	Aug 7	$0.57	87.4%	59.3%
$270.00	Jul 31	Aug 7	$1.28	74.3%	56.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 58 found (cheapest 4.94% of stock, avg 9.92%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$300.00	Jul 31	$7.65	$7.20	$14.85	$285.15	$314.85	4.94%
$297.50	Jul 31	$8.95	$5.95	$14.90	$282.60	$312.40	4.95%
$302.50	Jul 31	$6.45	$8.55	$15.00	$287.50	$317.50	4.99%
$305.00	Jul 31	$5.30	$10.00	$15.30	$289.70	$320.30	5.09%
$295.00	Jul 31	$10.45	$5.00	$15.45	$279.55	$310.45	5.14%
$307.50	Jul 31	$4.25	$11.70	$15.95	$291.55	$323.45	5.30%
$292.50	Jul 31	$12.10	$4.10	$16.20	$276.30	$308.70	5.38%
$310.00	Jul 31	$3.60	$13.35	$16.95	$293.05	$326.95	5.63%
$290.00	Jul 31	$13.95	$3.45	$17.40	$272.60	$307.40	5.78%
$312.50	Jul 31	$2.88	$15.35	$18.23	$294.27	$330.73	6.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 128 found (cheapest 1.95% of stock, avg 5.14%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$325.00	$260.00	Aug 14	$4.40	$1.48	$5.88	$254.12	$330.88
$312.50	$290.00	Jul 31	$2.88	$3.45	$6.33	$283.67	$318.83
$325.00	$270.00	Aug 14	$4.40	$2.45	$6.85	$263.15	$331.85
$320.00	$260.00	Aug 14	$5.45	$1.48	$6.93	$253.07	$326.93
$312.50	$292.50	Jul 31	$2.88	$4.10	$6.98	$285.52	$319.48
$310.00	$290.00	Jul 31	$3.60	$3.45	$7.05	$282.95	$317.05
$307.50	$290.00	Jul 31	$4.25	$3.45	$7.70	$282.30	$315.20
$310.00	$292.50	Jul 31	$3.60	$4.10	$7.70	$284.80	$317.70
$360.00	$275.00	Aug 28	$2.17	$5.60	$7.77	$267.23	$367.77
$325.00	$275.00	Aug 14	$4.40	$3.45	$7.85	$267.15	$332.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 243 found (best R:R 19.00, avg credit $3.93)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
272/275	280/285	Jul 31	$4.75	$0.25	19.00	$270.25	$284.75
275/278	280/285	Jul 31	$4.73	$0.27	17.52	$272.77	$284.73
300/302	305/308	Aug 7	$2.35	$0.15	15.67	$300.15	$307.35
270/275	285/290	Aug 14	$4.70	$0.30	15.67	$270.30	$289.70
290/295	300/305	Aug 21	$4.70	$0.30	15.67	$290.30	$304.70
280/282	290/292	Jul 31	$2.30	$0.20	11.50	$280.20	$292.30
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
280/285	295/300	Aug 21	$4.55	$0.45	10.11	$280.45	$299.55
275/280	295/300	Aug 28	$4.55	$0.45	10.11	$275.45	$299.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 80 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$345.00	$350.00	$355.00	Jul 31	$0.05	$4.95	99.00
$340.00	$345.00	$350.00	Aug 7	$0.07	$4.93	70.43
$330.00	$335.00	$340.00	Aug 21	$0.08	$4.92	61.50
$265.00	$270.00	$275.00	Jul 31	$0.15	$4.85	32.33
$300.00	$305.00	$310.00	Aug 14	$0.15	$4.85	32.33

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$292.50	$295.00	$297.50	Jul 31	$0.05	$2.45	49.00
$310.00	$312.50	$315.00	Jul 31	$0.05	$2.45	49.00
$245.00	$250.00	$255.00	Aug 21	$0.12	$4.88	40.67
$245.00	$250.00	$255.00	Aug 28	$0.13	$4.87	37.46
$245.00	$250.00	$255.00	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. 91 found (best net $-1.55, 85 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$320.00	$335.00	1:2	Aug 28	-$1.45	$13.55
$270.00	$290.00	1:2	Sep 4	-$9.95	$10.05
$330.00	$340.00	1:2	Aug 7	-$0.22	$9.78
$350.00	$360.00	1:2	Aug 14	-$0.28	$9.72
$350.00	$360.00	1:2	Aug 7	-$0.52	$9.48

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$330.00	$305.00	1:2	Aug 28	-$1.55	$23.45
$330.00	$310.00	1:2	Aug 14	-$4.05	$15.95
$325.00	$307.50	1:2	Aug 7	-$1.85	$15.65
$305.00	$290.00	1:2	Aug 14	-$0.70	$14.30
$270.00	$260.00	1:2	Aug 7	-$0.02	$9.98

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 59 found (best yield 4.19%, avg 1.45%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$305.00	Aug 28	$12.60	0.48	1.4%	4.19%	5.56%	2	6
$307.50	Aug 21	$11.20	0.44	2.2%	3.72%	5.93%	25	18
$305.00	Aug 21	$11.00	0.46	1.4%	3.66%	5.03%	2	99
$310.00	Aug 28	$10.60	0.43	3.0%	3.52%	6.56%	4	16
$305.00	Aug 14	$10.50	0.46	1.4%	3.49%	4.87%	2	207
$310.00	Aug 21	$10.30	0.41	3.0%	3.42%	6.46%	7	650
$315.00	Sep 4	$10.10	0.39	4.7%	3.36%	8.06%	1	--
$312.50	Aug 21	$9.40	0.39	3.9%	3.12%	6.99%	2	47
$310.00	Aug 14	$8.50	0.41	3.0%	2.83%	5.86%	2	57
$315.00	Aug 21	$8.50	0.37	4.7%	2.83%	7.53%	4	60

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 1,624

Total Puts 607

Put/Call Ratio 0.37

Net Difference 1,017

Prior's Put/Call Breakdown

Total Calls 1,903

Total Puts 977

Put/Call Ratio 0.51

Net Difference 926

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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