VLO - Options Database

VLO

VALERO ENERGY CORP N

$306.38 +2.51%

(7/28 18:11) ◀

Wednesday, July 29, 2026 (10:00am)

▶ (7/29 11:00)

◀ 7/29 10:00 ▶

Option Volume

Detail

ℹ

Current (07/29 10:00am) 1,826

Calls: 1,717 (94%)

Puts: 109 (6%)

Prior (07/28) 184

Calls: 74 (40%)

Puts: 110 (60%)

Current vs Prior +892.39%

Calls: +2220.27% (Calls)

Puts: -0.91% (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 -75.37%

Calls: -58.39%

Puts: -96.68%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/29 10:00am) $1.40M

Calls: $1.35M (96%)

Puts: $55.0K (4%)

Prior (07/28) $289.3K

Calls: $167.1K (58%)

Puts: $122.2K (42%)

Current vs Prior +384.65%

Calls: +706.02%

Puts: -54.95%

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 -86.08%

Calls: -79.35%

Puts: -98.45%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/29 10:00am) 0.06

Prior (07/28) 1.49

Current vs Prior -95.73%

Prior 7-Day Average 0.83

Current vs Prior 7-Day Avg -92.31%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/29 10:00am) 129,272

Calls: 67,400 (52%)

Puts: 61,872 (48%)

Prior (07/28) 127,959

Calls: 66,824 (52%)

Puts: 61,135 (48%)

Current vs Prior +1.03%

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 +5.36%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)

Current 5.21% | 7.36%10.17% | 14.95%

Prior 5.69% | 7.81%10.40% | 15.28%

Current vs Prior -8.50% | -5.70%-2.20% | -2.18%

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

Current vs 7-Day Avg +38.54% | +1.46%+6.48% | -3.44%

Prior 7-Day Eod 5.69% | 7.81%10.26% | 15.44%

Current vs 7-Day Eod -8.50% | -5.70%-0.86% | -3.19%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 35.78% | 25.28%

Calls: 34.73% | 25.11%

Puts: 36.84% | 25.45%

Prior 12.09% | 10.09%

Calls: 12.29% | 9.92%

Puts: 11.90% | 10.26%

Current vs Prior +195.95% | +150.55%

Prior 7-Day Avg 29.17% | 11.31%

Calls: 24.93% | 11.60%

Puts: 33.42% | 11.01%

Current vs 7-Day Avg +22.65% | +123.58%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 96% of dollar volume in calls ($1.35M) vs puts ($55.0K). Massive premium surge with dollar volume up 385% vs prior. Unusually high activity with volume up 892% vs prior - elevated interest. Extreme bullish P/C ratio of 0.06 - heavy call buying (1,717 calls vs 109 puts).

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 BEARISH

7-Day Avg NEUTRAL

Current BULLISH

Prior BEARISH

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	BULLISH	BULLISH

📈 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

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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 16 of results (avg 7.2%, best 4.4%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 31	55.30	57.80	$56.55	4.4%	--	0.97	38
$250.00	Aug 7	55.20	58.60	$56.90	6.0%	--	0.95	27
$250.00	Aug 21	55.60	59.10	$57.35	6.1%	--	0.94	112
$255.00	Jul 31	50.30	53.60	$51.95	6.4%	--	0.98	16
$260.00	Jul 31	45.30	48.60	$46.95	7.0%	--	0.97	89

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	54.70	57.30	$56.00	4.6%	--	0.89	30

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. 57 found (avg delta 0.73, highest 0.98)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$255.00	Jul 31	50.30	53.60	$51.95	6.4%	--	0.98	16
$250.00	Jul 31	55.30	57.80	$56.55	4.4%	--	0.97	38
$260.00	Jul 31	45.30	48.60	$46.95	7.0%	--	0.97	89
$250.00	Aug 7	55.20	58.60	$56.90	6.0%	--	0.95	27
$265.00	Jul 31	40.20	43.60	$41.90	8.1%	--	0.95	51

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	54.70	57.30	$56.00	4.6%	--	0.89	30
$325.00	Aug 7	21.50	24.50	$23.00	13.0%	--	0.73	146
$330.00	Aug 14	27.00	30.60	$28.80	12.5%	--	0.73	43
$330.00	Aug 28	29.70	33.40	$31.55	11.7%	--	0.69	84
$315.00	Jul 31	11.00	14.10	$12.55	24.7%	--	0.67	26

Most actively traded options today. High liquidity = easy entry/exit. 62 active (total vol 1.7K, top 718)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Aug 7	8.00	9.90	$8.95	21.2%	718	0.47	1.8K
$325.00	Aug 7	3.50	4.80	$4.15	31.3%	717	0.27	1.5K
$305.00	Jul 31	6.90	9.80	$8.35	34.7%	52	0.55	135
$310.00	Jul 31	4.80	7.00	$5.90	37.3%	40	0.44	300
$322.50	Jul 31	1.45	3.50	$2.48	82.7%	21	0.23	1.0K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Jul 31	8.20	10.50	$9.35	24.6%	17	0.56	17
$300.00	Jul 31	3.60	5.50	$4.55	41.8%	14	0.35	248
$270.00	Aug 21	2.55	3.40	$2.97	28.6%	11	0.14	993
$295.00	Jul 31	1.85	3.40	$2.63	58.9%	7	0.24	347
$300.00	Aug 21	10.10	12.80	$11.45	23.6%	6	0.40	98

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 73.9%, max 181.4%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Aug 21	138.4%	54.2%	155.1%	--	150
$265.00	Jul 31	Aug 28	117.1%	47.9%	144.7%	--	61
$260.00	Jul 31	Aug 21	112.6%	50.7%	122.0%	--	273
$355.00	Jul 31	Sep 4	107.4%	48.5%	121.5%	1	10
$270.00	Jul 31	Aug 21	103.1%	50.1%	105.9%	--	381

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Sep 4	138.4%	49.2%	181.4%	--	100
$255.00	Jul 31	Aug 28	121.9%	48.4%	151.8%	--	32
$265.00	Jul 31	Aug 21	117.1%	48.5%	141.5%	2	76
$260.00	Jul 31	Aug 21	112.6%	50.7%	122.0%	3	664
$270.00	Jul 31	Aug 28	103.1%	47.8%	115.6%	--	118

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 126 found (best R:R 40.67, avg 4.92)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$350.00	$360.00	Aug 7	$0.45	$9.55	$0.45	21.22	$350.45
$332.50	$335.00	Jul 31	$0.15	$2.35	$0.15	15.67	$332.65
$355.00	$360.00	Aug 14	$0.33	$4.67	$0.33	14.15	$355.33
$345.00	$350.00	Aug 14	$0.42	$4.58	$0.42	10.90	$345.42
$350.00	$355.00	Aug 14	$0.42	$4.58	$0.42	10.90	$350.42

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$255.00	$250.00	Aug 7	$0.12	$4.88	$0.12	40.67	$254.88
$265.00	$260.00	Aug 7	$0.12	$4.88	$0.12	40.67	$264.88
$255.00	$250.00	Aug 28	$0.23	$4.77	$0.23	20.74	$254.77
$257.50	$255.00	Jul 31	$0.12	$2.38	$0.12	19.83	$257.38
$255.00	$250.00	Aug 21	$0.25	$4.75	$0.25	19.00	$254.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 153 found (best R:R 65.67, avg 2.05)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$250.00	$270.00	Aug 7	$19.70	$19.70	$0.30	65.67	$269.70
$275.00	$280.00	Jul 31	$4.90	$4.90	$0.10	49.00	$279.90
$270.00	$275.00	Jul 31	$4.70	$4.70	$0.30	15.67	$274.70
$280.00	$285.00	Jul 31	$4.65	$4.65	$0.35	13.29	$284.65
$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
$360.00	$325.00	Aug 21	$29.70	$29.70	$5.30	5.60	$330.30
$325.00	$320.00	Aug 21	$3.65	$3.65	$1.35	2.70	$321.35
$310.00	$307.50	Jul 31	$1.75	$1.75	$0.75	2.33	$308.25
$315.00	$312.50	Jul 31	$1.75	$1.75	$0.75	2.33	$313.25
$330.00	$310.00	Aug 14	$14.00	$14.00	$6.00	2.33	$316.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $2.55, cheapest $0.17)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 31	Aug 7	$0.35	138.4%	79.2%
$270.00	Jul 31	Aug 7	$0.35	103.1%	59.1%
$350.00	Jul 31	Aug 7	$0.50	99.0%	57.2%
$360.00	Aug 7	Aug 14	$0.72	58.3%	53.0%
$342.50	Jul 31	Aug 7	$0.82	87.8%	54.5%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$265.00	Jul 31	Aug 7	$0.17	117.1%	60.9%
$260.00	Jul 31	Aug 7	$0.38	112.6%	64.8%
$250.00	Jul 31	Aug 7	$0.43	138.4%	79.2%
$270.00	Jul 31	Aug 7	$0.52	103.1%	59.1%
$255.00	Jul 31	Aug 7	$0.62	121.9%	75.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 48 found (cheapest 4.75% of stock, avg 10.08%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$307.50	Jul 31	$6.95	$7.60	$14.55	$292.95	$322.05	4.75%
$302.50	Jul 31	$9.55	$5.30	$14.85	$287.65	$317.35	4.85%
$305.00	Jul 31	$8.35	$6.55	$14.90	$290.10	$319.90	4.86%
$310.00	Jul 31	$5.90	$9.35	$15.25	$294.75	$325.25	4.98%
$300.00	Jul 31	$10.95	$4.55	$15.50	$284.50	$315.50	5.06%
$312.50	Jul 31	$4.75	$10.80	$15.55	$296.95	$328.05	5.08%
$297.50	Jul 31	$12.60	$3.38	$15.98	$281.52	$313.48	5.22%
$315.00	Jul 31	$3.95	$12.55	$16.50	$298.50	$331.50	5.39%
$295.00	Jul 31	$14.40	$2.63	$17.03	$277.97	$312.03	5.56%
$292.50	Jul 31	$16.15	$2.23	$18.38	$274.12	$310.88	6.00%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 119 found (cheapest 1.81% of stock, avg 5.15%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$317.50	$295.00	Jul 31	$2.93	$2.63	$5.56	$289.44	$323.06
$317.50	$297.50	Jul 31	$2.93	$3.38	$6.31	$291.19	$323.81
$335.00	$275.00	Aug 14	$4.00	$2.53	$6.53	$268.47	$341.53
$315.00	$295.00	Jul 31	$3.95	$2.63	$6.58	$288.42	$321.58
$355.00	$250.00	Sep 4	$4.65	$2.00	$6.65	$243.35	$361.65
$315.00	$297.50	Jul 31	$3.95	$3.38	$7.33	$290.17	$322.33
$312.50	$295.00	Jul 31	$4.75	$2.63	$7.38	$287.62	$319.88
$335.00	$280.00	Aug 14	$4.00	$3.43	$7.43	$272.57	$342.43
$317.50	$300.00	Jul 31	$2.93	$4.55	$7.48	$292.52	$324.98
$335.00	$282.50	Aug 14	$4.00	$4.03	$8.03	$274.47	$343.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 230 found (best R:R 26.78, avg credit $3.75)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
255/258	270/275	Jul 31	$4.82	$0.18	26.78	$252.68	$274.82
260/265	285/290	Jul 31	$4.78	$0.22	21.73	$260.22	$289.78
255/258	280/285	Jul 31	$4.77	$0.23	20.74	$252.73	$284.77
290/295	300/305	Aug 28	$4.70	$0.30	15.67	$290.30	$304.70
255/258	285/290	Jul 31	$4.57	$0.43	10.63	$252.93	$289.57
250/255	270/280	Aug 7	$9.12	$0.88	10.36	$245.88	$279.12
260/265	270/280	Aug 7	$9.12	$0.88	10.36	$255.88	$279.12
270/275	280/285	Aug 7	$4.55	$0.45	10.11	$270.45	$284.55
280/282	292/295	Jul 31	$2.27	$0.23	9.87	$280.23	$294.77
285/288	290/292	Jul 31	$2.26	$0.24	9.42	$285.24	$292.26

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 73 found (best R:R 54.56, cheapest $0.07)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$350.00	$355.00	$360.00	Aug 14	$0.09	$4.91	54.56
$310.00	$315.00	$320.00	Aug 14	$0.10	$4.90	49.00
$295.00	$300.00	$305.00	Aug 14	$0.15	$4.85	32.33
$315.00	$320.00	$325.00	Aug 14	$0.15	$4.85	32.33
$325.00	$327.50	$330.00	Aug 7	$0.08	$2.42	30.25

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$285.00	$290.00	$295.00	Aug 21	$0.10	$4.90	49.00
$275.00	$280.00	$285.00	Aug 21	$0.13	$4.87	37.46
$267.50	$270.00	$272.50	Jul 31	$0.07	$2.43	34.71
$270.00	$275.00	$280.00	Aug 7	$0.15	$4.85	32.33
$275.00	$280.00	$285.00	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. 90 found (best net $-0.80, 82 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$320.00	$335.00	1:2	Aug 28	-$2.45	$12.55
$265.00	$285.00	1:2	Aug 14	-$9.40	$10.60
$350.00	$360.00	1:2	Aug 7	-$0.08	$9.92
$357.50	$367.50	1:2	Jul 31	-$0.27	$9.73
$325.00	$335.00	1:2	Aug 14	-$1.55	$8.45

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$330.00	$310.00	1:2	Aug 14	-$0.80	$19.20
$270.00	$260.00	1:2	Aug 14	-$0.78	$9.22
$255.00	$250.00	1:2	Jul 31	-$0.42	$4.58
$270.00	$265.00	1:2	Aug 7	-$0.50	$4.50
$265.00	$260.00	1:2	Aug 7	-$0.56	$4.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 54 found (best yield 4.44%, avg 1.45%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$307.50	Aug 21	$13.60	0.52	0.4%	4.44%	4.80%	--	43
$310.00	Aug 28	$13.60	0.49	1.2%	4.44%	5.62%	--	16
$310.00	Aug 21	$12.50	0.49	1.2%	4.08%	5.26%	1	641
$312.50	Aug 21	$11.60	0.47	2.0%	3.79%	5.78%	1	45
$310.00	Aug 14	$10.50	0.48	1.2%	3.43%	4.61%	--	58
$315.00	Aug 21	$10.50	0.44	2.8%	3.43%	6.24%	--	62
$320.00	Aug 28	$9.60	0.40	4.5%	3.13%	7.58%	2	27
$317.50	Aug 21	$9.50	0.42	3.6%	3.10%	6.73%	--	243
$320.00	Aug 21	$9.10	0.39	4.5%	2.97%	7.42%	5	2.4K
$315.00	Aug 14	$8.60	0.43	2.8%	2.81%	5.62%	--	28

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 1,717

Total Puts 109

Put/Call Ratio 0.06

Net Difference 1,608

Prior's Put/Call Breakdown

Total Calls 74

Total Puts 110

Put/Call Ratio 1.49

Net Difference -36

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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