VLO - Options Database

VLO

VALERO ENERGY CORP N

$298.88 -1.98%

$298.68 (-0.07%)🌙

as of 07/28 04:00 PM

(7/28 15:00) ◀

Tuesday, July 28, 2026 (4:00pm)

▶ (7/28 18:11)

◀ 7/28 16:00 ▶

Option Volume

Detail

ℹ

Current (07/28 4:00pm) 4,092

Calls: 2,784 (68%)

Puts: 1,308 (32%)

Prior (07/27) 4,023

Calls: 2,490 (62%)

Puts: 1,533 (38%)

Current vs Prior +1.72%

Calls: +11.81% (Calls)

Puts: -14.68% (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 -44.80%

Calls: -32.54%

Puts: -60.19%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/28 4:00pm) $14.32M

Calls: $13.27M (93%)

Puts: $1.05M (7%)

Prior (07/27) $4.67M

Calls: $3.44M (74%)

Puts: $1.23M (26%)

Current vs Prior +206.61%

Calls: +285.60%

Puts: -14.46%

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 +42.18%

Calls: +103.41%

Puts: -70.37%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/28 4:00pm) 0.47

Prior (07/27) 0.62

Current vs Prior -23.69%

Prior 7-Day Average 0.83

Current vs Prior 7-Day Avg -43.07%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/28 4:00pm) 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 5.45% | 7.58%10.26% | 15.44%

Prior 5.69% | 7.81%10.40% | 15.28%

Current vs Prior -4.15% | -2.91%-1.35% | +1.04%

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

Current vs 7-Day Avg +45.14% | +4.47%+7.40% | -0.26%

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

Current vs 7-Day Eod -4.15% | -2.91%-1.35% | +1.04%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 23.30% | 15.58%

Calls: 22.22% | 20.00%

Puts: 24.39% | 11.16%

Prior 12.09% | 10.09%

Calls: 12.29% | 9.92%

Puts: 11.90% | 10.26%

Current vs Prior +92.72% | +54.41%

Prior 7-Day Avg 29.17% | 11.31%

Calls: 24.93% | 11.60%

Puts: 33.42% | 11.01%

Current vs 7-Day Avg -20.13% | +37.79%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 93% of dollar volume in calls ($13.27M) vs puts ($1.05M). Massive premium surge with dollar volume up 207% vs prior. Extreme bullish P/C ratio of 0.47 - heavy call buying (2,784 calls vs 1,308 puts). P/C ratio dropping 24% - 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
16:00	BULLISH	BULLISH	BULLISH
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 28 of results (avg 7.8%, best 4.7%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$240.00	Aug 21	58.50	61.30	$59.90	4.7%	--	0.94	40
$240.00	Jul 31	57.80	60.70	$59.25	4.9%	--	1.00	16
$250.00	Aug 21	49.20	51.70	$50.45	5.0%	--	0.93	112
$245.00	Jul 31	52.80	55.70	$54.25	5.3%	--	1.00	29
$250.00	Jul 31	48.00	50.70	$49.35	5.5%	--	1.00	38

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$325.00	Aug 21	30.50	32.90	$31.70	7.6%	--	0.73	15
$320.00	Aug 21	26.70	29.10	$27.90	8.6%	--	0.69	19
$330.00	Aug 14	33.00	36.10	$34.55	9.0%	--	0.81	43
$317.50	Aug 21	24.90	27.30	$26.10	9.2%	1	0.67	5
$325.00	Aug 7	27.60	30.30	$28.95	9.3%	--	0.81	146

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. 68 found (avg delta 0.71, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$240.00	Jul 31	57.80	60.70	$59.25	4.9%	--	1.00	16
$245.00	Jul 31	52.80	55.70	$54.25	5.3%	--	1.00	29
$250.00	Jul 31	48.00	50.70	$49.35	5.5%	--	1.00	38
$255.00	Jul 31	42.90	45.70	$44.30	6.3%	--	1.00	16
$250.00	Aug 7	47.80	50.90	$49.35	6.3%	--	1.00	27

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$325.00	Aug 7	27.60	30.30	$28.95	9.3%	--	0.81	146
$330.00	Aug 14	33.00	36.10	$34.55	9.0%	--	0.81	43
$315.00	Jul 31	17.40	20.10	$18.75	14.4%	1	0.79	26
$312.50	Jul 31	15.40	17.80	$16.60	14.5%	7	0.75	31
$330.00	Aug 28	35.20	38.90	$37.05	10.0%	--	0.74	84

Most actively traded options today. High liquidity = easy entry/exit. 131 active (total vol 2.2K, top 352)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$317.50	Aug 21	6.60	8.80	$7.70	28.6%	305	0.33	307
$350.00	Aug 21	1.80	2.85	$2.33	45.1%	112	0.12	291
$305.00	Jul 31	4.20	5.20	$4.70	21.3%	78	0.38	161
$320.00	Aug 21	6.70	7.30	$7.00	8.6%	75	0.31	2.4K
$325.00	Aug 7	1.95	3.40	$2.68	54.1%	72	0.19	1.5K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Aug 21	3.50	4.50	$4.00	25.0%	352	0.19	645
$300.00	Jul 31	7.20	9.20	$8.20	24.4%	80	0.52	255
$310.00	Jul 31	13.60	15.80	$14.70	15.0%	50	0.71	51
$280.00	Jul 31	0.85	2.10	$1.48	84.5%	38	0.15	106
$260.00	Aug 21	1.65	3.20	$2.42	64.0%	38	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. 50 strikes (avg 58.2%, max 130.1%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$240.00	Jul 31	Aug 21	120.4%	52.3%	130.1%	--	56
$250.00	Jul 31	Aug 21	104.0%	48.0%	116.6%	--	150
$355.00	Jul 31	Aug 21	96.1%	51.9%	85.0%	2	12
$260.00	Jul 31	Aug 21	85.6%	48.9%	75.1%	9	276
$350.00	Jul 31	Aug 21	89.5%	51.5%	73.7%	112	310

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$240.00	Jul 31	Aug 21	120.4%	52.3%	130.1%	20	1.1K
$245.00	Jul 31	Aug 28	110.6%	49.5%	123.6%	--	58
$250.00	Jul 31	Sep 4	104.0%	47.7%	118.1%	--	100
$255.00	Jul 31	Aug 28	94.2%	48.2%	95.3%	--	32
$260.00	Jul 31	Aug 28	85.6%	47.5%	80.3%	2	201

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 136 found (best R:R 32.33, avg 4.64)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$335.00	$340.00	Jul 31	$0.22	$4.78	$0.22	21.73	$335.22
$340.00	$345.00	Aug 7	$0.27	$4.73	$0.27	17.52	$340.27
$345.00	$350.00	Aug 7	$0.28	$4.72	$0.28	16.86	$345.28
$317.50	$320.00	Jul 31	$0.15	$2.35	$0.15	15.67	$317.65
$327.50	$330.00	Jul 31	$0.15	$2.35	$0.15	15.67	$327.65

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$255.00	$250.00	Aug 7	$0.15	$4.85	$0.15	32.33	$254.85
$250.00	$245.00	Aug 21	$0.17	$4.83	$0.17	28.41	$249.83
$260.00	$255.00	Aug 7	$0.18	$4.82	$0.18	26.78	$259.82
$245.00	$240.00	Aug 21	$0.18	$4.82	$0.18	26.78	$244.82
$250.00	$245.00	Aug 28	$0.37	$4.63	$0.37	12.51	$249.63

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 166 found (best R:R 49.00, avg 2.09)

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
$260.00	$265.00	Jul 31	$4.90	$4.90	$0.10	49.00	$264.90
$255.00	$260.00	Jul 31	$4.80	$4.80	$0.20	24.00	$259.80
$240.00	$250.00	Aug 21	$9.45	$9.45	$0.55	17.18	$249.45
$270.00	$275.00	Jul 31	$4.70	$4.70	$0.30	15.67	$274.70

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$315.00	$312.50	Jul 31	$2.15	$2.15	$0.35	6.14	$312.85
$305.00	$302.50	Aug 7	$2.05	$2.05	$0.45	4.56	$302.95
$312.50	$310.00	Jul 31	$1.90	$1.90	$0.60	3.17	$310.60
$325.00	$320.00	Aug 21	$3.80	$3.80	$1.20	3.17	$321.20
$330.00	$310.00	Aug 14	$15.00	$15.00	$5.00	3.00	$315.00

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	$0.25	89.5%	55.8%
$345.00	Jul 31	Aug 7	$0.48	85.4%	56.6%
$240.00	Jul 31	Aug 21	$0.65	120.4%	52.3%
$340.00	Jul 31	Aug 7	$0.82	74.5%	56.1%
$270.00	Jul 31	Aug 7	$0.95	73.6%	53.5%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$245.00	Jul 31	Aug 7	$0.18	110.6%	66.1%
$250.00	Jul 31	Aug 7	$0.20	104.0%	62.2%
$255.00	Jul 31	Aug 7	$0.35	94.2%	59.5%
$265.00	Jul 31	Aug 7	$0.40	79.8%	50.3%
$260.00	Jul 31	Aug 7	$0.50	85.6%	56.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 61 found (cheapest 5.00% of stock, avg 10.08%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$295.00	Jul 31	$9.30	$5.65	$14.95	$280.05	$309.95	5.00%
$297.50	Jul 31	$8.10	$6.90	$15.00	$282.50	$312.50	5.02%
$300.00	Jul 31	$6.85	$8.20	$15.05	$284.95	$315.05	5.04%
$292.50	Jul 31	$10.70	$4.65	$15.35	$277.15	$307.85	5.14%
$302.50	Jul 31	$5.70	$9.65	$15.35	$287.15	$317.85	5.14%
$305.00	Jul 31	$4.70	$11.15	$15.85	$289.15	$320.85	5.30%
$290.00	Jul 31	$12.50	$3.75	$16.25	$273.75	$306.25	5.44%
$307.50	Jul 31	$4.05	$12.90	$16.95	$290.55	$324.45	5.67%
$310.00	Jul 31	$3.28	$14.70	$17.98	$292.02	$327.98	6.02%
$285.00	Jul 31	$16.30	$2.35	$18.65	$266.35	$303.65	6.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 123 found (cheapest 1.90% of stock, avg 5.26%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$325.00	$260.00	Aug 14	$4.20	$1.48	$5.68	$254.32	$330.68
$310.00	$287.50	Jul 31	$3.28	$3.00	$6.28	$281.22	$316.28
$320.00	$260.00	Aug 14	$5.25	$1.48	$6.73	$253.27	$326.73
$310.00	$290.00	Jul 31	$3.28	$3.75	$7.03	$282.97	$317.03
$307.50	$287.50	Jul 31	$4.05	$3.00	$7.05	$280.45	$314.55
$325.00	$270.00	Aug 14	$4.20	$2.85	$7.05	$262.95	$332.05
$305.00	$287.50	Jul 31	$4.70	$3.00	$7.70	$279.80	$312.70
$307.50	$290.00	Jul 31	$4.05	$3.75	$7.80	$282.20	$315.30
$310.00	$292.50	Jul 31	$3.28	$4.65	$7.93	$284.57	$317.93
$320.00	$270.00	Aug 14	$5.25	$2.85	$8.10	$261.90	$328.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 227 found (best R:R 49.00, avg credit $4.02)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
280/285	290/295	Aug 21	$4.90	$0.10	49.00	$280.10	$294.90
285/290	295/300	Aug 14	$4.65	$0.35	13.29	$285.35	$299.65
285/290	300/305	Aug 14	$4.65	$0.35	13.29	$285.35	$304.65
285/290	295/300	Aug 21	$4.65	$0.35	13.29	$285.35	$299.65
240/245	250/260	Aug 21	$9.23	$0.77	11.99	$235.77	$259.23
275/280	290/295	Aug 21	$4.60	$0.40	11.50	$275.40	$294.60
255/260	270/275	Aug 7	$4.58	$0.42	10.90	$255.42	$274.58
250/255	270/275	Aug 7	$4.55	$0.45	10.11	$250.45	$274.55
275/278	280/285	Jul 31	$4.53	$0.47	9.64	$272.97	$284.53
305/310	315/320	Aug 14	$4.50	$0.50	9.00	$305.50	$319.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 89 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
$345.00	$350.00	$355.00	Aug 21	$0.09	$4.91	54.56
$240.00	$245.00	$250.00	Jul 31	$0.10	$4.90	49.00
$320.00	$322.50	$325.00	Jul 31	$0.05	$2.45	49.00
$305.00	$307.50	$310.00	Aug 7	$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
$245.00	$250.00	$255.00	Aug 7	$0.08	$4.92	61.50
$300.00	$302.50	$305.00	Jul 31	$0.05	$2.45	49.00
$305.00	$307.50	$310.00	Jul 31	$0.05	$2.45	49.00
$285.00	$290.00	$295.00	Aug 21	$0.10	$4.90	49.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 89 found (best net $-0.25, 88 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$290.00	$315.00	1:2	Sep 4	-$0.25	$24.75
$335.00	$350.00	1:2	Aug 14	-$0.06	$14.94
$320.00	$335.00	1:2	Aug 28	-$1.50	$13.50
$270.00	$290.00	1:2	Sep 4	-$9.65	$10.35
$330.00	$340.00	1:2	Aug 7	-$0.12	$9.88

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$330.00	$305.00	1:2	Aug 28	-$1.75	$23.25
$330.00	$310.00	1:2	Aug 14	-$4.55	$15.45
$325.00	$307.50	1:2	Aug 7	-$2.75	$14.75
$305.00	$290.00	1:2	Aug 14	-$1.75	$13.25
$270.00	$260.00	1:2	Aug 14	-$0.11	$9.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 61 found (best yield 4.78%, avg 1.67%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$300.00	Aug 28	$14.30	0.51	0.4%	4.78%	5.16%	6	71
$300.00	Aug 21	$13.40	0.51	0.4%	4.48%	4.86%	15	701
$302.50	Aug 21	$12.20	0.48	1.2%	4.08%	5.29%	3	--
$305.00	Aug 28	$12.00	0.47	2.0%	4.01%	6.06%	2	6
$300.00	Aug 14	$11.60	0.50	0.4%	3.88%	4.26%	12	26
$305.00	Aug 21	$11.00	0.45	2.0%	3.68%	5.73%	3	99
$310.00	Aug 28	$10.30	0.42	3.7%	3.45%	7.17%	4	16
$307.50	Aug 21	$10.20	0.43	2.9%	3.41%	6.30%	25	18
$315.00	Sep 4	$9.70	0.39	5.4%	3.25%	8.64%	1	--
$300.00	Aug 7	$9.50	0.49	0.4%	3.18%	3.55%	59	72

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 2,784

Total Puts 1,308

Put/Call Ratio 0.47

Net Difference 1,476

Prior's Put/Call Breakdown

Total Calls 2,490

Total Puts 1,533

Put/Call Ratio 0.62

Net Difference 957

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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