VLO - Options Database

VLO

VALERO ENERGY CORP N

$303.24 +1.46%

(7/29 10:00) ◀

Wednesday, July 29, 2026 (11:00am)

▶ (7/29 12:00)

◀ 7/29 11:00 ▶

Option Volume

Detail

ℹ

Current (07/29 11:00am) 2,667

Calls: 2,249 (84%)

Puts: 418 (16%)

Prior (07/28) 533

Calls: 354 (66%)

Puts: 179 (34%)

Current vs Prior +400.38%

Calls: +535.31% (Calls)

Puts: +133.52% (Puts)

Prior 7-Day Total 46,346

Calls: 25,010 (54%)

Puts: 21,336 (46%)

Prior 7-Day Average 6,620

Calls: 3,572 (54%)

Puts: 3,048 (46%)

Current vs Prior 7-Day Avg -59.72%

Calls: -37.05%

Puts: -86.29%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/29 11:00am) $1.97M

Calls: $1.67M (85%)

Puts: $299.5K (15%)

Prior (07/28) $777.6K

Calls: $585.3K (75%)

Puts: $192.4K (25%)

Current vs Prior +153.91%

Calls: +186.18%

Puts: +55.70%

Prior 7-Day Total $69.98M

Calls: $46.15M (66%)

Puts: $23.84M (34%)

Prior 7-Day Average $10.00M

Calls: $6.59M (66%)

Puts: $3.41M (34%)

Current vs Prior 7-Day Avg -80.25%

Calls: -74.59%

Puts: -91.20%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/29 11:00am) 0.19

Prior (07/28) 0.51

Current vs Prior -63.24%

Prior 7-Day Average 0.83

Current vs Prior 7-Day Avg -77.57%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/29 11:00am) 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 853,976

Calls: 449,380 (53%)

Puts: 404,596 (47%)

Prior 7-Day Average 121,996

Calls: 64,197 (53%)

Puts: 57,799 (47%)

Current vs Prior 7-Day Avg +5.96%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 4.91% | 7.39%10.21% | 15.33%

Prior 5.45% | 7.58%10.26% | 15.44%

Current vs Prior -9.90% | -2.53%-0.47% | -0.69%

Prior 7-Day Avg 3.83% | 7.21%10.84% | 15.85%

Current vs 7-Day Avg +28.34% | +2.40%-5.86% | -3.24%

Prior 7-Day Eod 5.45% | 7.58%10.26% | 15.44%

Current vs 7-Day Eod -9.90% | -2.53%-0.47% | -0.69%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 30.88% | 23.31%

Calls: 30.99% | 25.93%

Puts: 30.77% | 20.69%

Prior 23.30% | 15.58%

Calls: 22.22% | 20.00%

Puts: 24.39% | 11.16%

Current vs Prior +32.53% | +49.61%

Prior 7-Day Avg 30.90% | 12.53%

Calls: 26.72% | 13.54%

Puts: 35.08% | 11.52%

Current vs 7-Day Avg -0.06% | +85.99%

Liquidity Expensive

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Strong bullish conviction with 85% of dollar volume in calls ($1.67M) vs puts ($299.5K). Massive premium surge with dollar volume up 154% vs prior. Unusually high activity with volume up 400% vs prior - elevated interest. Extreme bullish P/C ratio of 0.19 - heavy call buying (2,249 calls vs 418 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 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
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

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Tightest Spreads

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Best Value <$1

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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 11 of results (avg 7.4%, best 5.5%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 31	56.60	59.80	$58.20	5.5%	--	1.00	29
$250.00	Aug 21	52.20	55.50	$53.85	6.1%	--	0.94	112
$250.00	Jul 31	51.70	55.00	$53.35	6.2%	--	1.00	38
$250.00	Aug 7	51.50	54.80	$53.15	6.2%	--	0.94	27
$260.00	Aug 21	43.00	45.80	$44.40	6.3%	--	0.90	184

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	57.50	60.90	$59.20	5.7%	--	0.88	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. 61 found (avg delta 0.72, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 31	56.60	59.80	$58.20	5.5%	--	1.00	29
$250.00	Jul 31	51.70	55.00	$53.35	6.2%	--	1.00	38
$255.00	Jul 31	46.70	50.00	$48.35	6.8%	--	1.00	16
$260.00	Jul 31	41.10	44.90	$43.00	8.8%	--	1.00	89
$265.00	Jul 31	36.30	40.10	$38.20	9.9%	--	0.94	51

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	57.50	60.90	$59.20	5.7%	--	0.88	30
$325.00	Aug 7	24.30	27.40	$25.85	12.0%	--	0.77	146
$330.00	Aug 14	30.10	33.40	$31.75	10.4%	--	0.75	43
$315.00	Jul 31	13.70	17.20	$15.45	22.7%	--	0.72	26
$330.00	Aug 28	32.40	36.50	$34.45	11.9%	--	0.71	84

Most actively traded options today. High liquidity = easy entry/exit. 96 active (total vol 2.2K, top 718)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Aug 7	6.80	8.80	$7.80	25.6%	718	0.42	1.8K
$325.00	Aug 7	2.90	4.10	$3.50	34.3%	717	0.23	1.5K
$310.00	Jul 31	3.30	5.30	$4.30	46.5%	153	0.36	300
$305.00	Jul 31	5.00	6.20	$5.60	21.4%	68	0.46	135
$315.00	Aug 7	5.10	7.70	$6.40	40.6%	54	0.35	397

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$315.00	Aug 7	17.00	19.80	$18.40	15.2%	50	0.65	4
$295.00	Jul 31	2.30	4.00	$3.15	54.0%	20	0.30	347
$300.00	Jul 31	4.10	6.60	$5.35	46.7%	19	0.42	248
$310.00	Jul 31	9.80	12.90	$11.35	27.3%	17	0.64	17
$285.00	Jul 31	0.20	1.65	$0.93	155.9%	16	0.12	251

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 51 strikes (avg 66.4%, max 169.2%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Aug 21	127.6%	50.6%	152.1%	--	150
$355.00	Jul 31	Sep 4	106.7%	47.8%	123.2%	1	10
$260.00	Jul 31	Aug 21	106.8%	49.2%	117.0%	--	273
$265.00	Jul 31	Aug 28	95.6%	46.6%	105.4%	--	61
$350.00	Jul 31	Aug 21	98.8%	49.9%	97.9%	--	309

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$245.00	Jul 31	Aug 28	140.9%	52.4%	169.2%	--	58
$250.00	Jul 31	Sep 4	127.6%	48.5%	163.2%	--	100
$255.00	Jul 31	Aug 28	121.3%	48.1%	152.3%	--	32
$260.00	Jul 31	Aug 21	106.8%	49.2%	117.0%	3	664
$265.00	Jul 31	Aug 28	95.6%	46.6%	105.4%	2	66

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 135 found (best R:R 49.00, avg 5.90)

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
$345.00	$350.00	Aug 14	$0.13	$4.87	$0.13	37.46	$345.13
$350.00	$360.00	Aug 7	$0.40	$9.60	$0.40	24.00	$350.40
$350.00	$355.00	Aug 21	$0.20	$4.80	$0.20	24.00	$350.20
$317.50	$320.00	Jul 31	$0.13	$2.37	$0.13	18.23	$317.63

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$250.00	$245.00	Aug 28	$0.13	$4.87	$0.13	37.46	$249.87
$265.00	$260.00	Aug 7	$0.15	$4.85	$0.15	32.33	$264.85
$250.00	$245.00	Aug 21	$0.15	$4.85	$0.15	32.33	$249.85
$285.00	$282.50	Jul 31	$0.10	$2.40	$0.10	24.00	$284.90
$280.00	$277.50	Jul 31	$0.12	$2.38	$0.12	19.83	$279.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 164 found (best R:R 32.33, avg 1.99)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$245.00	$250.00	Jul 31	$4.85	$4.85	$0.15	32.33	$249.85
$250.00	$270.00	Aug 7	$19.35	$19.35	$0.65	29.77	$269.35
$260.00	$265.00	Jul 31	$4.80	$4.80	$0.20	24.00	$264.80
$280.00	$285.00	Jul 31	$4.80	$4.80	$0.20	24.00	$284.80
$265.00	$270.00	Jul 31	$4.75	$4.75	$0.25	19.00	$269.75

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$360.00	$325.00	Aug 21	$30.30	$30.30	$4.70	6.45	$329.70
$315.00	$312.50	Jul 31	$2.10	$2.10	$0.40	5.25	$312.90
$312.50	$310.00	Jul 31	$2.00	$2.00	$0.50	4.00	$310.50
$325.00	$315.00	Aug 7	$7.45	$7.45	$2.55	2.92	$317.55
$307.50	$305.00	Jul 31	$1.85	$1.85	$0.65	2.85	$305.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $2.58, cheapest $0.20)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$270.00	Jul 31	Aug 7	$0.35	89.3%	54.8%
$360.00	Aug 7	Aug 14	$0.60	62.0%	54.7%
$350.00	Jul 31	Aug 7	$0.63	98.8%	60.6%
$345.00	Jul 31	Aug 7	$0.80	95.6%	59.6%
$280.00	Jul 31	Aug 7	$0.95	73.9%	52.6%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$245.00	Jul 31	Aug 7	$0.20	140.9%	75.5%
$250.00	Jul 31	Aug 7	$0.27	127.6%	70.8%
$255.00	Jul 31	Aug 7	$0.28	121.3%	66.4%
$260.00	Jul 31	Aug 7	$0.35	106.8%	60.8%
$265.00	Jul 31	Aug 7	$0.50	95.6%	57.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 55 found (cheapest 4.42% of stock, avg 9.85%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$305.00	Jul 31	$5.60	$7.80	$13.40	$291.60	$318.40	4.42%
$302.50	Jul 31	$7.10	$6.45	$13.55	$288.95	$316.05	4.47%
$297.50	Jul 31	$9.90	$3.97	$13.87	$283.63	$311.37	4.57%
$300.00	Jul 31	$8.70	$5.35	$14.05	$285.95	$314.05	4.63%
$295.00	Jul 31	$11.30	$3.15	$14.45	$280.55	$309.45	4.77%
$307.50	Jul 31	$5.50	$9.65	$15.15	$292.35	$322.65	5.00%
$292.50	Jul 31	$13.05	$2.20	$15.25	$277.25	$307.75	5.03%
$310.00	Jul 31	$4.30	$11.35	$15.65	$294.35	$325.65	5.16%
$290.00	Jul 31	$14.55	$1.88	$16.43	$273.57	$306.43	5.42%
$312.50	Jul 31	$3.53	$13.35	$16.88	$295.62	$329.38	5.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 124 found (cheapest 1.77% of stock, avg 5.18%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$315.00	$292.50	Jul 31	$3.18	$2.20	$5.38	$287.12	$320.38
$312.50	$292.50	Jul 31	$3.53	$2.20	$5.73	$286.77	$318.23
$355.00	$250.00	Sep 4	$3.80	$2.23	$6.03	$243.97	$361.03
$315.00	$295.00	Jul 31	$3.18	$3.15	$6.33	$288.67	$321.33
$310.00	$292.50	Jul 31	$4.30	$2.20	$6.50	$286.00	$316.50
$312.50	$295.00	Jul 31	$3.53	$3.15	$6.68	$288.32	$319.18
$315.00	$297.50	Jul 31	$3.18	$3.97	$7.15	$290.35	$322.15
$310.00	$295.00	Jul 31	$4.30	$3.15	$7.45	$287.55	$317.45
$312.50	$297.50	Jul 31	$3.53	$3.97	$7.50	$290.00	$320.00
$307.50	$292.50	Jul 31	$5.50	$2.20	$7.70	$284.80	$315.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 239 found (best R:R 40.67, avg credit $3.59)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
270/272	275/280	Jul 31	$4.88	$0.12	40.67	$267.62	$279.88
265/270	280/285	Aug 28	$4.87	$0.13	37.46	$265.13	$284.87
275/278	285/288	Jul 31	$2.38	$0.12	19.83	$275.12	$287.38
300/302	305/308	Aug 7	$2.35	$0.15	15.67	$300.15	$307.35
270/272	285/288	Jul 31	$2.33	$0.17	13.71	$270.17	$287.33
280/282	285/288	Jul 31	$2.33	$0.17	13.71	$280.17	$287.33
290/295	305/310	Aug 28	$4.65	$0.35	13.29	$290.35	$309.65
260/265	270/280	Aug 7	$9.20	$0.80	11.50	$255.80	$279.20
285/290	300/305	Aug 21	$4.55	$0.45	10.11	$285.45	$304.55
270/275	280/285	Aug 28	$4.55	$0.45	10.11	$270.45	$284.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 74 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$295.00	$300.00	$305.00	Aug 14	$0.05	$4.95	99.00
$345.00	$350.00	$355.00	Jul 31	$0.10	$4.90	49.00
$285.00	$290.00	$295.00	Aug 7	$0.10	$4.90	49.00
$300.00	$302.50	$305.00	Jul 31	$0.10	$2.40	24.00
$322.50	$325.00	$327.50	Jul 31	$0.10	$2.40	24.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$245.00	$250.00	$255.00	Jul 31	$0.09	$4.91	54.56
$265.00	$270.00	$275.00	Aug 21	$0.09	$4.91	54.56
$277.50	$280.00	$282.50	Jul 31	$0.06	$2.44	40.67
$255.00	$260.00	$265.00	Aug 7	$0.13	$4.87	37.46
$260.00	$265.00	$270.00	Aug 7	$0.13	$4.87	37.46

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 96 found (best net $-2.75, 92 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$320.00	$335.00	1:2	Aug 28	-$2.55	$12.45
$265.00	$285.00	1:2	Aug 14	-$7.60	$12.40
$350.00	$360.00	1:2	Aug 7	-$0.13	$9.87
$250.00	$270.00	1:2	Aug 7	-$14.45	$5.55
$345.00	$350.00	1:2	Jul 31	-$0.20	$4.80

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$330.00	$310.00	1:2	Aug 14	-$2.75	$17.25
$270.00	$260.00	1:2	Aug 14	-$0.57	$9.43
$265.00	$255.00	1:2	Aug 28	-$0.77	$9.23
$255.00	$250.00	1:2	Jul 31	-$0.21	$4.79
$265.00	$260.00	1:2	Jul 31	-$0.30	$4.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 63 found (best yield 4.81%, avg 1.52%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$305.00	Aug 28	$14.60	0.51	0.6%	4.81%	5.40%	1	6
$305.00	Aug 21	$13.00	0.51	0.6%	4.29%	4.87%	4	99
$310.00	Aug 28	$12.50	0.46	2.2%	4.12%	6.35%	1	16
$307.50	Aug 21	$12.00	0.48	1.4%	3.96%	5.36%	--	43
$305.00	Aug 14	$11.30	0.50	0.6%	3.73%	4.31%	--	207
$310.00	Aug 21	$11.00	0.46	2.2%	3.63%	5.86%	3	641
$307.50	Aug 14	$10.00	0.47	1.4%	3.30%	4.70%	1	2
$312.50	Aug 21	$10.00	0.43	3.0%	3.30%	6.35%	1	45
$315.00	Aug 21	$9.30	0.41	3.9%	3.07%	6.94%	--	62
$310.00	Aug 14	$9.20	0.44	2.2%	3.03%	5.26%	2	58

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 2,249

Total Puts 418

Put/Call Ratio 0.19

Net Difference 1,831

Prior's Put/Call Breakdown

Total Calls 354

Total Puts 179

Put/Call Ratio 0.51

Net Difference 175

Prior 7-Day Put/Call Summary

Total Calls 25,010

Total Puts 21,336

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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