VLO - Options Database

VLO

VALERO ENERGY CORP N

$302.00 -0.96%

(7/28 14:00) ◀

Tuesday, July 28, 2026 (3:00pm)

▶ (7/28 16:00)

◀ 7/28 15:00 ▶

Option Volume

Detail

ℹ

Current (07/28 3:00pm) 2,754

Calls: 1,752 (64%)

Puts: 1,002 (36%)

Prior (07/27) 3,592

Calls: 2,209 (61%)

Puts: 1,383 (39%)

Current vs Prior -23.33%

Calls: -20.69% (Calls)

Puts: -27.55% (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 -62.85%

Calls: -57.55%

Puts: -69.50%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/28 3:00pm) $3.90M

Calls: $3.16M (81%)

Puts: $734.0K (19%)

Prior (07/27) $4.05M

Calls: $2.95M (73%)

Puts: $1.10M (27%)

Current vs Prior -3.76%

Calls: +7.25%

Puts: -33.28%

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 -61.31%

Calls: -51.51%

Puts: -79.32%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/28 3:00pm) 0.57

Prior (07/27) 0.63

Current vs Prior -8.65%

Prior 7-Day Average 0.83

Current vs Prior 7-Day Avg -30.70%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/28 3:00pm) 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 5.40% | 7.45%10.10% | 15.46%

Prior 5.69% | 7.81%10.40% | 15.28%

Current vs Prior -5.14% | -4.54%-2.85% | +1.19%

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

Current vs 7-Day Avg +43.64% | +2.70%+5.77% | -0.11%

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

Current vs 7-Day Eod -5.14% | -4.54%-2.85% | +1.19%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 16.02% | 15.14%

Calls: 18.87% | 15.81%

Puts: 13.17% | 14.47%

Prior 12.09% | 10.09%

Calls: 12.29% | 9.92%

Puts: 11.90% | 10.26%

Current vs Prior +32.51% | +50.05%

Prior 7-Day Avg 29.17% | 11.31%

Calls: 24.93% | 11.60%

Puts: 33.42% | 11.01%

Current vs 7-Day Avg -45.09% | +33.90%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 81% of dollar volume in calls ($3.16M) vs puts ($734.0K). Bullish P/C ratio of 0.57.

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
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

💰

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 29 of results (avg 7.7%, best 3.9%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$320.00	Aug 21	7.50	7.80	$7.65	3.9%	71	0.33	2.4K
$250.00	Jul 31	49.80	52.70	$51.25	5.7%	--	1.00	38
$245.00	Jul 31	54.80	58.00	$56.40	5.7%	--	1.00	29
$250.00	Aug 21	50.60	53.60	$52.10	5.8%	--	0.96	112
$260.00	Aug 21	41.50	44.00	$42.75	5.8%	3	0.91	187

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	59.20	62.30	$60.75	5.1%	--	0.91	30
$325.00	Aug 21	29.20	31.20	$30.20	6.6%	--	0.72	15
$320.00	Aug 21	25.60	27.40	$26.50	6.8%	--	0.67	19
$330.00	Aug 14	31.60	34.40	$33.00	8.5%	--	0.79	43
$305.00	Aug 7	12.30	13.40	$12.85	8.6%	--	0.55	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
$245.00	Jul 31	54.80	58.00	$56.40	5.7%	--	1.00	29
$250.00	Jul 31	49.80	52.70	$51.25	5.7%	--	1.00	38
$255.00	Jul 31	44.80	47.80	$46.30	6.5%	--	1.00	16
$260.00	Jul 31	39.90	42.80	$41.35	7.0%	--	1.00	89
$265.00	Jul 31	34.90	38.20	$36.55	9.0%	2	1.00	51

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	59.20	62.30	$60.75	5.1%	--	0.91	30
$325.00	Aug 7	25.70	28.90	$27.30	11.7%	--	0.80	146
$330.00	Aug 14	31.60	34.40	$33.00	8.5%	--	0.79	43
$315.00	Jul 31	16.00	18.50	$17.25	14.5%	1	0.76	26
$330.00	Aug 28	33.20	37.30	$35.25	11.6%	--	0.72	84

Most actively traded options today. High liquidity = easy entry/exit. 121 active (total vol 1.9K, top 352)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$317.50	Aug 21	7.00	8.80	$7.90	22.8%	305	0.34	307
$350.00	Aug 21	1.80	2.65	$2.23	38.1%	112	0.12	291
$320.00	Aug 21	7.50	7.80	$7.65	3.9%	71	0.33	2.4K
$325.00	Aug 7	2.15	3.40	$2.78	45.0%	67	0.19	1.5K
$300.00	Aug 7	9.90	11.60	$10.75	15.8%	59	0.52	72

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Aug 21	3.40	3.90	$3.65	13.7%	352	0.17	645
$300.00	Jul 31	6.50	7.60	$7.05	15.6%	80	0.47	255
$310.00	Jul 31	12.20	14.00	$13.10	13.7%	50	0.68	51
$297.50	Jul 31	5.30	6.50	$5.90	20.3%	32	0.42	35
$280.00	Jul 31	0.85	1.40	$1.13	48.7%	28	0.12	106

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 53.6%, max 130.3%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Aug 21	103.5%	49.1%	111.0%	--	150
$355.00	Jul 31	Aug 21	92.0%	50.0%	84.2%	2	12
$260.00	Jul 31	Aug 21	88.5%	49.1%	80.3%	3	276
$350.00	Jul 31	Aug 21	88.1%	49.6%	77.8%	112	310
$265.00	Jul 31	Aug 28	82.0%	46.3%	77.1%	2	61

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$245.00	Jul 31	Aug 28	113.1%	49.1%	130.3%	--	58
$250.00	Jul 31	Sep 4	103.5%	46.9%	120.8%	--	100
$255.00	Jul 31	Aug 28	96.9%	47.8%	102.7%	--	32
$260.00	Jul 31	Aug 28	88.5%	48.5%	82.7%	2	201
$265.00	Jul 31	Aug 21	82.0%	47.8%	71.6%	3	75

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 133 found (best R:R 24.00, avg 4.81)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$345.00	$350.00	Aug 7	$0.21	$4.79	$0.21	22.81	$345.21
$350.00	$360.00	Aug 14	$0.45	$9.55	$0.45	21.22	$350.45
$335.00	$340.00	Jul 31	$0.27	$4.73	$0.27	17.52	$335.27
$330.00	$332.50	Jul 31	$0.15	$2.35	$0.15	15.67	$330.15
$355.00	$360.00	Aug 21	$0.33	$4.67	$0.33	14.15	$355.33

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
$250.00	$245.00	Aug 21	$0.22	$4.78	$0.22	21.73	$249.78
$260.00	$255.00	Aug 7	$0.27	$4.73	$0.27	17.52	$259.73
$272.50	$270.00	Jul 31	$0.15	$2.35	$0.15	15.67	$272.35
$277.50	$275.00	Jul 31	$0.18	$2.32	$0.18	12.89	$277.32

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 165 found (best R:R 39.00, avg 1.81)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$250.00	$270.00	Aug 7	$19.50	$19.50	$0.50	39.00	$269.50
$270.00	$275.00	Jul 31	$4.85	$4.85	$0.15	32.33	$274.85
$260.00	$265.00	Jul 31	$4.80	$4.80	$0.20	24.00	$264.80
$250.00	$260.00	Aug 21	$9.35	$9.35	$0.65	14.38	$259.35
$275.00	$280.00	Jul 31	$4.60	$4.60	$0.40	11.50	$279.60

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$315.00	$312.50	Jul 31	$2.30	$2.30	$0.20	11.50	$312.70
$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
$312.50	$310.00	Jul 31	$1.85	$1.85	$0.65	2.85	$310.65
$325.00	$320.00	Aug 21	$3.70	$3.70	$1.30	2.85	$321.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $2.31, cheapest $0.18)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$350.00	Jul 31	Aug 7	$0.27	88.1%	55.6%
$345.00	Jul 31	Aug 7	$0.40	84.5%	54.8%
$360.00	Aug 7	Aug 14	$0.45	61.3%	53.5%
$250.00	Jul 31	Aug 7	$0.50	103.5%	63.0%
$270.00	Jul 31	Aug 7	$0.65	72.0%	56.1%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$245.00	Jul 31	Aug 7	$0.18	113.1%	67.4%
$250.00	Jul 31	Aug 7	$0.23	103.5%	63.0%
$255.00	Jul 31	Aug 7	$0.38	96.9%	61.5%
$260.00	Jul 31	Aug 7	$0.62	88.5%	60.0%
$270.00	Jul 31	Aug 7	$1.33	72.0%	56.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 58 found (cheapest 4.97% of stock, avg 9.93%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$300.00	Jul 31	$7.95	$7.05	$15.00	$285.00	$315.00	4.97%
$302.50	Jul 31	$6.65	$8.35	$15.00	$287.50	$317.50	4.97%
$305.00	Jul 31	$5.60	$9.95	$15.55	$289.45	$320.55	5.15%
$295.00	Jul 31	$10.80	$4.85	$15.65	$279.35	$310.65	5.18%
$297.50	Jul 31	$9.75	$5.90	$15.65	$281.85	$313.15	5.18%
$307.50	Jul 31	$4.60	$11.35	$15.95	$291.55	$323.45	5.28%
$292.50	Jul 31	$12.75	$3.95	$16.70	$275.80	$309.20	5.53%
$310.00	Jul 31	$3.70	$13.10	$16.80	$293.20	$326.80	5.56%
$290.00	Jul 31	$14.55	$3.15	$17.70	$272.30	$307.70	5.86%
$312.50	Jul 31	$3.08	$14.95	$18.03	$294.47	$330.53	5.97%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 131 found (cheapest 1.90% of stock, avg 5.13%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$360.00	$250.00	Sep 4	$3.45	$2.28	$5.73	$244.27	$365.73
$312.50	$290.00	Jul 31	$3.08	$3.15	$6.23	$283.77	$318.73
$325.00	$260.00	Aug 14	$5.05	$1.48	$6.53	$253.47	$331.53
$310.00	$290.00	Jul 31	$3.70	$3.15	$6.85	$283.15	$316.85
$312.50	$292.50	Jul 31	$3.08	$3.95	$7.03	$285.47	$319.53
$320.00	$260.00	Aug 14	$5.65	$1.48	$7.13	$252.87	$327.13
$325.00	$270.00	Aug 14	$5.05	$2.30	$7.35	$262.65	$332.35
$310.00	$292.50	Jul 31	$3.70	$3.95	$7.65	$284.85	$317.65
$307.50	$290.00	Jul 31	$4.60	$3.15	$7.75	$282.25	$315.25
$360.00	$275.00	Aug 28	$2.20	$5.65	$7.85	$267.15	$367.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 251 found (best R:R 24.00, avg credit $4.01)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
290/295	300/305	Aug 21	$4.80	$0.20	24.00	$290.20	$304.80
270/272	275/280	Jul 31	$4.75	$0.25	19.00	$267.75	$279.75
270/275	280/285	Aug 28	$4.75	$0.25	19.00	$270.25	$284.75
270/275	290/295	Aug 21	$4.70	$0.30	15.67	$270.30	$294.70
255/260	270/275	Aug 7	$4.67	$0.33	14.15	$255.33	$274.67
305/310	315/320	Aug 14	$4.65	$0.35	13.29	$305.35	$319.65
272/275	280/285	Jul 31	$4.60	$0.40	11.50	$270.40	$284.60
250/255	270/275	Aug 7	$4.60	$0.40	11.50	$250.40	$274.60
290/295	300/305	Aug 28	$4.60	$0.40	11.50	$290.40	$304.60
275/278	280/285	Jul 31	$4.58	$0.42	10.90	$272.92	$284.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 88 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$350.00	$355.00	$360.00	Aug 21	$0.07	$4.93	70.43
$265.00	$270.00	$275.00	Jul 31	$0.10	$4.90	49.00
$302.50	$305.00	$307.50	Jul 31	$0.05	$2.45	49.00
$300.00	$305.00	$310.00	Aug 14	$0.10	$4.90	49.00
$325.00	$327.50	$330.00	Jul 31	$0.06	$2.44	40.67

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$245.00	$250.00	$255.00	Jul 31	$0.05	$4.95	99.00
$250.00	$255.00	$260.00	Aug 7	$0.07	$4.93	70.43
$290.00	$295.00	$300.00	Aug 28	$0.10	$4.90	49.00
$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. 94 found (best net $-1.45, 87 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$320.00	$335.00	1:2	Aug 28	-$1.75	$13.25
$330.00	$340.00	1:2	Aug 7	-$0.22	$9.78
$270.00	$290.00	1:2	Sep 4	-$10.25	$9.75
$350.00	$360.00	1:2	Aug 7	-$0.39	$9.61
$350.00	$360.00	1:2	Aug 14	-$0.48	$9.52

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$330.00	$305.00	1:2	Aug 28	-$1.45	$23.55
$330.00	$310.00	1:2	Aug 14	-$3.90	$16.10
$325.00	$307.50	1:2	Aug 7	-$1.60	$15.90
$305.00	$290.00	1:2	Aug 14	-$0.45	$14.55
$270.00	$260.00	1:2	Aug 7	-$0.17	$9.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 61 found (best yield 4.24%, avg 1.44%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$305.00	Aug 28	$12.80	0.48	1.0%	4.24%	5.23%	2	6
$307.50	Aug 21	$11.50	0.45	1.8%	3.81%	5.63%	25	18
$305.00	Aug 21	$11.40	0.47	1.0%	3.77%	4.77%	2	99
$305.00	Aug 14	$10.70	0.47	1.0%	3.54%	4.54%	3	207
$310.00	Aug 28	$10.70	0.44	2.6%	3.54%	6.19%	4	16
$310.00	Aug 21	$10.50	0.42	2.6%	3.48%	6.13%	7	650
$315.00	Sep 4	$10.30	0.40	4.3%	3.41%	7.72%	1	--
$312.50	Aug 21	$9.60	0.40	3.5%	3.18%	6.66%	2	47
$315.00	Aug 21	$8.70	0.37	4.3%	2.88%	7.19%	4	60
$310.00	Aug 14	$8.60	0.41	2.6%	2.85%	5.50%	5	57

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 1,752

Total Puts 1,002

Put/Call Ratio 0.57

Net Difference 750

Prior's Put/Call Breakdown

Total Calls 2,209

Total Puts 1,383

Put/Call Ratio 0.63

Net Difference 826

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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