VLO - Options Database

VLO

VALERO ENERGY CORP N

$305.10 +2.08%

(7/29 11:00) ◀

Wednesday, July 29, 2026 (12:00pm)

▶ (7/29 13:00)

◀ 7/29 12:00 ▶

Option Volume

Detail

ℹ

Current (07/29 12:00pm) 3,314

Calls: 2,814 (85%)

Puts: 500 (15%)

Prior (07/28) 1,429

Calls: 1,064 (74%)

Puts: 365 (26%)

Current vs Prior +131.91%

Calls: +164.47% (Calls)

Puts: +36.99% (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 -49.95%

Calls: -21.24%

Puts: -83.60%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/29 12:00pm) $2.54M

Calls: $2.20M (87%)

Puts: $339.1K (13%)

Prior (07/28) $2.09M

Calls: $1.68M (80%)

Puts: $409.2K (20%)

Current vs Prior +21.84%

Calls: +31.34%

Puts: -17.11%

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 -74.56%

Calls: -66.56%

Puts: -90.04%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/29 12:00pm) 0.18

Prior (07/28) 0.34

Current vs Prior -48.20%

Prior 7-Day Average 0.83

Current vs Prior 7-Day Avg -78.55%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/29 12:00pm) 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 5.03% | 7.33%10.41% | 15.24%

Prior 5.45% | 7.58%10.26% | 15.44%

Current vs Prior -7.75% | -3.34%+1.48% | -1.30%

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

Current vs 7-Day Avg +31.41% | +1.55%-4.02% | -3.83%

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

Current vs 7-Day Eod -7.75% | -3.34%+1.48% | -1.30%

Sentiment BULLISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 16.39% | 9.36%

Calls: 17.05% | 8.96%

Puts: 15.73% | 9.76%

Prior 23.30% | 15.58%

Calls: 22.22% | 20.00%

Puts: 24.39% | 11.16%

Current vs Prior -29.66% | -39.92%

Prior 7-Day Avg 30.90% | 12.53%

Calls: 26.72% | 13.54%

Puts: 35.08% | 11.52%

Current vs 7-Day Avg -46.96% | -25.32%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($2.20M) vs puts ($339.1K). Unusually high activity with volume up 132% vs prior - elevated interest. Extreme bullish P/C ratio of 0.18 - heavy call buying (2,814 calls vs 500 puts). P/C ratio dropping 48% - 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
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

📊

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 41 of results (avg 7.6%, best 4.1%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$305.00	Aug 21	14.30	14.90	$14.60	4.1%	5	0.51	99
$295.00	Aug 21	19.20	20.20	$19.70	5.1%	--	0.62	32
$310.00	Aug 7	7.60	8.00	$7.80	5.1%	718	0.42	1.8K
$307.50	Aug 21	13.10	13.80	$13.45	5.2%	--	0.49	43
$312.50	Aug 21	11.10	11.70	$11.40	5.3%	1	0.43	45

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Aug 14	15.90	16.80	$16.35	5.5%	--	0.55	350
$360.00	Aug 21	56.20	59.70	$57.95	6.0%	--	0.89	30
$305.00	Aug 21	14.60	15.70	$15.15	7.3%	2	0.49	59
$300.00	Aug 21	12.10	13.20	$12.65	8.7%	10	0.43	98
$310.00	Aug 21	17.30	18.90	$18.10	8.8%	--	0.54	130

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. 62 found (avg delta 0.73, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 31	57.80	61.10	$59.45	5.6%	--	1.00	29
$250.00	Jul 31	52.80	56.50	$54.65	6.8%	--	1.00	38
$255.00	Jul 31	47.80	51.40	$49.60	7.3%	--	1.00	16
$260.00	Jul 31	42.80	46.20	$44.50	7.6%	--	1.00	89
$265.00	Jul 31	37.80	41.60	$39.70	9.6%	--	1.00	51

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	56.20	59.70	$57.95	6.0%	--	0.89	30
$325.00	Aug 7	23.60	26.20	$24.90	10.4%	--	0.76	146
$330.00	Aug 14	28.50	32.20	$30.35	12.2%	--	0.75	43
$315.00	Jul 31	13.40	14.70	$14.05	9.3%	--	0.72	26
$330.00	Aug 28	31.10	35.00	$33.05	11.8%	--	0.69	84

Most actively traded options today. High liquidity = easy entry/exit. 109 active (total vol 2.8K, top 718)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Aug 7	7.60	8.00	$7.80	5.1%	718	0.42	1.8K
$325.00	Aug 7	3.10	3.90	$3.50	22.9%	717	0.23	1.5K
$325.00	Aug 21	7.00	7.70	$7.35	9.5%	263	0.32	32
$310.00	Jul 31	4.00	4.80	$4.40	18.2%	185	0.38	300
$300.00	Jul 31	8.60	9.80	$9.20	13.0%	112	0.61	221

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$315.00	Aug 7	16.30	18.20	$17.25	11.0%	50	0.64	4
$300.00	Jul 31	4.60	5.70	$5.15	21.4%	29	0.40	248
$295.00	Jul 31	2.90	3.80	$3.35	26.9%	23	0.29	347
$310.00	Jul 31	9.70	11.20	$10.45	14.4%	17	0.62	17
$285.00	Jul 31	0.70	1.80	$1.25	88.0%	16	0.13	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 65.1%, max 178.4%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$355.00	Jul 31	Sep 4	102.9%	46.5%	121.4%	1	10
$350.00	Jul 31	Aug 21	98.1%	49.6%	97.9%	--	309
$250.00	Jul 31	Aug 21	103.0%	52.1%	97.6%	--	150
$345.00	Jul 31	Aug 21	93.6%	49.0%	91.1%	--	398
$260.00	Jul 31	Aug 21	95.2%	50.4%	89.0%	--	273

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$245.00	Jul 31	Aug 28	139.7%	50.2%	178.4%	--	58
$255.00	Jul 31	Aug 28	117.2%	48.8%	140.4%	--	32
$250.00	Jul 31	Sep 4	103.0%	47.7%	115.7%	--	100
$270.00	Jul 31	Aug 28	90.7%	47.3%	91.8%	2	118
$260.00	Jul 31	Aug 28	95.2%	49.8%	91.3%	2	202

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 141 found (best R:R 28.41, avg 5.25)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$345.00	$350.00	Aug 7	$0.18	$4.82	$0.18	26.78	$345.18
$350.00	$360.00	Aug 7	$0.37	$9.63	$0.37	26.03	$350.37
$327.50	$330.00	Jul 31	$0.13	$2.37	$0.13	18.23	$327.63
$345.00	$350.00	Aug 14	$0.28	$4.72	$0.28	16.86	$345.28
$355.00	$360.00	Aug 14	$0.28	$4.72	$0.28	16.86	$355.28

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$255.00	$250.00	Aug 7	$0.17	$4.83	$0.17	28.41	$254.83
$255.00	$250.00	Jul 31	$0.20	$4.80	$0.20	24.00	$254.80
$265.00	$260.00	Aug 7	$0.20	$4.80	$0.20	24.00	$264.80
$250.00	$245.00	Aug 21	$0.20	$4.80	$0.20	24.00	$249.80
$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. 168 found (best R:R 49.00, avg 2.15)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$270.00	$275.00	Jul 31	$4.90	$4.90	$0.10	49.00	$274.90
$250.00	$270.00	Aug 7	$19.55	$19.55	$0.45	43.44	$269.55
$280.00	$285.00	Jul 31	$4.85	$4.85	$0.15	32.33	$284.85
$245.00	$250.00	Jul 31	$4.80	$4.80	$0.20	24.00	$249.80
$260.00	$265.00	Jul 31	$4.80	$4.80	$0.20	24.00	$264.80

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$360.00	$325.00	Aug 21	$29.45	$29.45	$5.55	5.31	$330.55
$307.50	$305.00	Aug 21	$2.00	$2.00	$0.50	4.00	$305.50
$312.50	$310.00	Aug 21	$2.00	$2.00	$0.50	4.00	$310.50
$315.00	$312.50	Jul 31	$1.95	$1.95	$0.55	3.55	$313.05
$325.00	$315.00	Aug 7	$7.65	$7.65	$2.35	3.26	$317.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 51 found (avg debit $2.49, cheapest $0.05)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 31	Aug 7	$0.05	103.0%	68.3%
$360.00	Aug 7	Aug 14	$0.52	61.4%	53.2%
$350.00	Jul 31	Aug 7	$0.60	98.1%	59.6%
$270.00	Jul 31	Aug 7	$0.65	90.7%	56.1%
$345.00	Jul 31	Aug 7	$0.70	93.6%	57.3%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$245.00	Jul 31	Aug 7	$0.13	139.7%	72.6%
$255.00	Jul 31	Aug 7	$0.35	117.2%	66.7%
$250.00	Jul 31	Aug 7	$0.38	103.0%	68.3%
$260.00	Jul 31	Aug 7	$0.47	95.2%	60.6%
$265.00	Jul 31	Aug 7	$0.65	87.5%	58.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 55 found (cheapest 4.56% of stock, avg 9.92%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$302.50	Jul 31	$7.65	$6.25	$13.90	$288.60	$316.40	4.56%
$305.00	Jul 31	$6.45	$7.45	$13.90	$291.10	$318.90	4.56%
$307.50	Jul 31	$5.25	$8.90	$14.15	$293.35	$321.65	4.64%
$300.00	Jul 31	$9.20	$5.15	$14.35	$285.65	$314.35	4.70%
$310.00	Jul 31	$4.40	$10.45	$14.85	$295.15	$324.85	4.87%
$297.50	Jul 31	$10.80	$4.20	$15.00	$282.50	$312.50	4.92%
$312.50	Jul 31	$3.50	$12.10	$15.60	$296.90	$328.10	5.11%
$295.00	Jul 31	$12.55	$3.35	$15.90	$279.10	$310.90	5.21%
$292.50	Jul 31	$13.60	$2.60	$16.20	$276.30	$308.70	5.31%
$315.00	Jul 31	$2.80	$14.05	$16.85	$298.15	$331.85	5.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 124 found (cheapest 1.77% of stock, avg 5.07%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$315.00	$292.50	Jul 31	$2.80	$2.60	$5.40	$287.10	$320.40
$355.00	$250.00	Sep 4	$3.58	$2.05	$5.63	$244.37	$360.63
$312.50	$292.50	Jul 31	$3.50	$2.60	$6.10	$286.40	$318.60
$315.00	$295.00	Jul 31	$2.80	$3.35	$6.15	$288.85	$321.15
$312.50	$295.00	Jul 31	$3.50	$3.35	$6.85	$288.15	$319.35
$310.00	$292.50	Jul 31	$4.40	$2.60	$7.00	$285.50	$317.00
$315.00	$297.50	Jul 31	$2.80	$4.20	$7.00	$290.50	$322.00
$312.50	$297.50	Jul 31	$3.50	$4.20	$7.70	$289.80	$320.20
$310.00	$295.00	Jul 31	$4.40	$3.35	$7.75	$287.25	$317.75
$307.50	$292.50	Jul 31	$5.25	$2.60	$7.85	$284.65	$315.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 268 found (best R:R 37.46, avg credit $3.75)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
260/262	275/280	Jul 31	$4.87	$0.13	37.46	$257.63	$279.87
265/268	275/280	Jul 31	$4.83	$0.17	28.41	$262.67	$279.83
265/268	285/288	Jul 31	$2.38	$0.12	19.83	$265.12	$287.38
278/280	285/288	Jul 31	$2.37	$0.13	18.23	$277.63	$287.37
250/255	260/270	Aug 21	$9.45	$0.55	17.18	$245.55	$269.45
265/270	280/285	Aug 7	$4.70	$0.30	15.67	$265.30	$284.70
260/265	270/280	Aug 7	$9.20	$0.80	11.50	$255.80	$279.20
260/265	280/285	Aug 7	$4.60	$0.40	11.50	$260.40	$284.60
250/255	270/280	Aug 7	$9.17	$0.83	11.05	$245.83	$279.17
250/255	280/285	Aug 7	$4.57	$0.43	10.63	$250.43	$284.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 85 found (best R:R 54.56, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$297.50	$300.00	$302.50	Jul 31	$0.05	$2.45	49.00
$320.00	$325.00	$330.00	Aug 14	$0.10	$4.90	49.00
$325.00	$330.00	$335.00	Aug 21	$0.10	$4.90	49.00
$335.00	$340.00	$345.00	Aug 14	$0.12	$4.88	40.67
$340.00	$342.50	$345.00	Aug 7	$0.07	$2.43	34.71

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$245.00	$250.00	$255.00	Aug 28	$0.09	$4.91	54.56
$287.50	$290.00	$292.50	Jul 31	$0.05	$2.45	49.00
$260.00	$265.00	$270.00	Aug 7	$0.10	$4.90	49.00
$302.50	$305.00	$307.50	Aug 7	$0.05	$2.45	49.00
$255.00	$260.00	$265.00	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. 102 found (best net $-2.35, 93 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$265.00	$285.00	1:2	Aug 14	-$7.00	$13.00
$320.00	$335.00	1:2	Aug 28	-$3.00	$12.00
$350.00	$360.00	1:2	Aug 7	-$0.16	$9.84
$357.50	$362.50	1:2	Jul 31	-$0.17	$4.83
$350.00	$355.00	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	-$2.35	$17.65
$270.00	$260.00	1:2	Aug 14	-$0.46	$9.54
$255.00	$250.00	1:2	Aug 7	-$0.26	$4.74
$250.00	$245.00	1:2	Aug 7	-$0.33	$4.67
$265.00	$260.00	1:2	Aug 7	-$0.40	$4.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 58 found (best yield 4.42%, avg 1.44%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$310.00	Aug 28	$13.50	0.47	1.6%	4.42%	6.03%	1	16
$307.50	Aug 21	$13.10	0.49	0.8%	4.29%	5.08%	--	43
$310.00	Aug 21	$11.40	0.46	1.6%	3.74%	5.34%	4	641
$307.50	Aug 14	$11.20	0.48	0.8%	3.67%	4.46%	1	2
$312.50	Aug 21	$11.10	0.43	2.4%	3.64%	6.06%	1	45
$315.00	Aug 21	$10.20	0.41	3.2%	3.34%	6.59%	--	62
$310.00	Aug 14	$10.10	0.45	1.6%	3.31%	4.92%	2	58
$320.00	Aug 28	$9.80	0.38	4.9%	3.21%	8.10%	2	27
$320.00	Aug 21	$8.50	0.36	4.9%	2.79%	7.67%	10	2.4K
$315.00	Aug 14	$8.30	0.39	3.2%	2.72%	5.97%	--	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 2,814

Total Puts 500

Put/Call Ratio 0.18

Net Difference 2,314

Prior's Put/Call Breakdown

Total Calls 1,064

Total Puts 365

Put/Call Ratio 0.34

Net Difference 699

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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