VLO - Options Database

VLO

VALERO ENERGY CORP N

$303.88 +1.67%

(7/29 12:00) ◀

Wednesday, July 29, 2026 (1:00pm)

▶ (7/29 14:00)

◀ 7/29 13:00 ▶

Option Volume

Detail

ℹ

Current (07/29 1:00pm) 4,416

Calls: 3,498 (79%)

Puts: 918 (21%)

Prior (07/28) 1,859

Calls: 1,402 (75%)

Puts: 457 (25%)

Current vs Prior +137.55%

Calls: +149.50% (Calls)

Puts: +100.88% (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 -33.30%

Calls: -2.10%

Puts: -69.88%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/29 1:00pm) $3.97M

Calls: $3.37M (85%)

Puts: $598.5K (15%)

Prior (07/28) $2.61M

Calls: $2.07M (79%)

Puts: $540.5K (21%)

Current vs Prior +52.18%

Calls: +63.01%

Puts: +10.73%

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 -60.30%

Calls: -48.88%

Puts: -82.42%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/29 1:00pm) 0.26

Prior (07/28) 0.33

Current vs Prior -19.49%

Prior 7-Day Average 0.83

Current vs Prior 7-Day Avg -68.33%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/29 1:00pm) 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 4.95% | 7.40%10.15% | 15.43%

Prior 5.45% | 7.58%10.26% | 15.44%

Current vs Prior -9.19% | -2.30%-1.00% | -0.05%

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

Current vs 7-Day Avg +29.36% | +2.65%-6.36% | -2.61%

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

Current vs 7-Day Eod -9.19% | -2.30%-1.00% | -0.05%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 19.05% | 10.59%

Calls: 15.60% | 8.29%

Puts: 22.50% | 12.88%

Prior 23.30% | 15.58%

Calls: 22.22% | 20.00%

Puts: 24.39% | 11.16%

Current vs Prior -18.24% | -32.03%

Prior 7-Day Avg 30.90% | 12.53%

Calls: 26.72% | 13.54%

Puts: 35.08% | 11.52%

Current vs 7-Day Avg -38.35% | -15.50%

Liquidity Expensive

Add Card

🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($3.37M) vs puts ($598.5K). Elevated premium activity with dollar volume up 52% vs prior. Unusually high activity with volume up 138% vs prior - elevated interest. Extreme bullish P/C ratio of 0.26 - heavy call buying (3,498 calls vs 918 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
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

📊

High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 46 of results (avg 7.7%, best 4.6%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 31	57.10	59.80	$58.45	4.6%	--	1.00	29
$250.00	Aug 21	52.80	55.50	$54.15	5.0%	76	0.94	112
$310.00	Aug 21	11.70	12.30	$12.00	5.0%	5	0.45	641
$307.50	Aug 21	12.70	13.40	$13.05	5.4%	--	0.47	43
$250.00	Jul 31	52.10	55.10	$53.60	5.6%	--	1.00	38

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	57.30	60.30	$58.80	5.1%	--	0.90	30
$315.00	Aug 21	20.60	22.50	$21.55	8.8%	--	0.60	37
$315.00	Aug 7	17.00	18.60	$17.80	9.0%	50	0.65	4
$320.00	Aug 21	24.00	26.30	$25.15	9.1%	--	0.64	19
$330.00	Aug 14	30.20	33.10	$31.65	9.2%	--	0.76	43

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 0.73, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 31	57.10	59.80	$58.45	4.6%	--	1.00	29
$250.00	Jul 31	52.10	55.10	$53.60	5.6%	--	1.00	38
$255.00	Jul 31	47.10	50.50	$48.80	7.0%	--	1.00	16
$260.00	Jul 31	42.20	45.10	$43.65	6.6%	--	1.00	89
$265.00	Jul 31	37.60	40.60	$39.10	7.7%	--	1.00	51

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	57.30	60.30	$58.80	5.1%	--	0.90	30
$325.00	Aug 7	24.20	26.80	$25.50	10.2%	--	0.77	146
$330.00	Aug 14	30.20	33.10	$31.65	9.2%	--	0.76	43
$315.00	Jul 31	13.60	16.10	$14.85	16.8%	--	0.75	26
$330.00	Aug 28	32.40	35.60	$34.00	9.4%	--	0.71	84

Most actively traded options today. High liquidity = easy entry/exit. 122 active (total vol 3.5K, top 749)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$325.00	Aug 7	2.95	3.70	$3.33	22.5%	749	0.22	1.5K
$310.00	Aug 7	7.20	7.90	$7.55	9.3%	718	0.41	1.8K
$325.00	Aug 21	6.80	7.40	$7.10	8.5%	306	0.31	32
$310.00	Jul 31	3.40	4.30	$3.85	23.4%	187	0.35	300
$322.50	Jul 31	0.90	1.55	$1.23	52.8%	160	0.14	1.0K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$260.00	Aug 28	2.30	4.00	$3.15	54.0%	102	0.13	5
$315.00	Aug 7	17.00	18.60	$17.80	9.0%	50	0.65	4
$300.00	Jul 31	4.80	6.00	$5.40	22.2%	39	0.42	248
$295.00	Jul 31	3.10	3.70	$3.40	17.6%	30	0.31	347
$285.00	Jul 31	0.95	1.35	$1.15	34.8%	29	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 60.7%, max 136.8%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Aug 21	102.2%	51.7%	97.8%	76	150
$350.00	Jul 31	Aug 21	99.9%	51.7%	93.1%	5	309
$345.00	Jul 31	Aug 21	94.5%	49.8%	89.8%	--	398
$270.00	Jul 31	Aug 21	89.2%	48.3%	84.7%	1	381
$260.00	Jul 31	Aug 21	91.2%	49.6%	83.9%	43	273

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$255.00	Jul 31	Aug 28	116.1%	49.0%	136.8%	--	32
$245.00	Jul 31	Aug 28	111.8%	50.2%	122.8%	--	58
$250.00	Jul 31	Sep 4	102.2%	47.6%	114.6%	--	100
$260.00	Jul 31	Sep 4	91.2%	47.8%	90.7%	5	198
$270.00	Jul 31	Aug 28	89.2%	47.3%	88.6%	2	118

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 144 found (best R:R 49.00, avg 5.75)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$350.00	$360.00	Aug 7	$0.35	$9.65	$0.35	27.57	$350.35
$345.00	$350.00	Aug 7	$0.18	$4.82	$0.18	26.78	$345.18
$350.00	$355.00	Jul 31	$0.23	$4.77	$0.23	20.74	$350.23
$342.50	$345.00	Aug 7	$0.12	$2.38	$0.12	19.83	$342.62
$345.00	$350.00	Aug 21	$0.28	$4.72	$0.28	16.86	$345.28

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$265.00	$260.00	Aug 28	$0.10	$4.90	$0.10	49.00	$264.90
$250.00	$245.00	Aug 21	$0.11	$4.89	$0.11	44.45	$249.89
$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

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 173 found (best R:R 49.00, avg 1.91)

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
$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
$250.00	$255.00	Jul 31	$4.80	$4.80	$0.20	24.00	$254.80
$280.00	$285.00	Jul 31	$4.65	$4.65	$0.35	13.29	$284.65

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$360.00	$325.00	Aug 21	$29.90	$29.90	$5.10	5.86	$330.10
$325.00	$315.00	Aug 7	$7.70	$7.70	$2.30	3.35	$317.30
$312.50	$310.00	Aug 21	$1.90	$1.90	$0.60	3.17	$310.60
$325.00	$320.00	Aug 21	$3.75	$3.75	$1.25	3.00	$321.25
$310.00	$307.50	Jul 31	$1.85	$1.85	$0.65	2.85	$308.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 51 found (avg debit $2.55, cheapest $0.15)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 31	Aug 7	$0.15	102.2%	67.5%
$265.00	Jul 31	Aug 14	$0.40	83.9%	51.9%
$270.00	Jul 31	Aug 7	$0.50	89.2%	55.1%
$360.00	Aug 7	Aug 14	$0.52	62.0%	53.8%
$350.00	Jul 31	Aug 7	$0.57	99.9%	60.1%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$245.00	Jul 31	Aug 7	$0.33	111.8%	71.8%
$255.00	Jul 31	Aug 7	$0.35	116.1%	65.8%
$250.00	Jul 31	Aug 7	$0.38	102.2%	67.5%
$260.00	Jul 31	Aug 7	$0.53	91.2%	60.2%
$265.00	Jul 31	Aug 7	$0.70	83.9%	57.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 55 found (cheapest 4.44% of stock, avg 9.86%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$302.50	Jul 31	$7.05	$6.45	$13.50	$289.00	$316.00	4.44%
$300.00	Jul 31	$8.40	$5.40	$13.80	$286.20	$313.80	4.54%
$305.00	Jul 31	$5.80	$8.00	$13.80	$291.20	$318.80	4.54%
$307.50	Jul 31	$4.70	$9.60	$14.30	$293.20	$321.80	4.71%
$297.50	Jul 31	$9.90	$4.50	$14.40	$283.10	$311.90	4.74%
$295.00	Jul 31	$11.65	$3.40	$15.05	$279.95	$310.05	4.95%
$310.00	Jul 31	$3.85	$11.45	$15.30	$294.70	$325.30	5.03%
$292.50	Jul 31	$13.05	$2.65	$15.70	$276.80	$308.20	5.17%
$312.50	Jul 31	$3.05	$13.00	$16.05	$296.45	$328.55	5.28%
$290.00	Jul 31	$14.90	$2.15	$17.05	$272.95	$307.05	5.61%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 124 found (cheapest 1.66% of stock, avg 5.12%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$315.00	$292.50	Jul 31	$2.40	$2.65	$5.05	$287.45	$320.05
$355.00	$250.00	Sep 4	$3.53	$2.10	$5.63	$244.37	$360.63
$312.50	$292.50	Jul 31	$3.05	$2.65	$5.70	$286.80	$318.20
$315.00	$295.00	Jul 31	$2.40	$3.40	$5.80	$289.20	$320.80
$312.50	$295.00	Jul 31	$3.05	$3.40	$6.45	$288.55	$318.95
$310.00	$292.50	Jul 31	$3.85	$2.65	$6.50	$286.00	$316.50
$315.00	$297.50	Jul 31	$2.40	$4.50	$6.90	$290.60	$321.90
$355.00	$260.00	Sep 4	$3.53	$3.63	$7.16	$252.84	$362.16
$310.00	$295.00	Jul 31	$3.85	$3.40	$7.25	$287.75	$317.25
$307.50	$292.50	Jul 31	$4.70	$2.65	$7.35	$285.15	$314.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 273 found (best R:R 40.67, avg credit $3.78)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
270/275	280/285	Aug 7	$4.88	$0.12	40.67	$270.12	$284.88
275/278	280/285	Jul 31	$4.87	$0.13	37.46	$272.63	$284.87
250/255	280/285	Jul 31	$4.85	$0.15	32.33	$250.15	$284.85
265/268	280/285	Jul 31	$4.85	$0.15	32.33	$262.65	$284.85
260/262	280/285	Jul 31	$4.83	$0.17	28.41	$257.67	$284.83
278/280	285/288	Jul 31	$2.38	$0.12	19.83	$277.62	$287.38
250/255	260/265	Jul 31	$4.75	$0.25	19.00	$250.25	$264.75
275/278	288/290	Jul 31	$2.37	$0.13	18.23	$275.13	$289.87
265/268	288/290	Jul 31	$2.35	$0.15	15.67	$265.15	$289.85
260/262	288/290	Jul 31	$2.33	$0.17	13.71	$260.17	$289.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 85 found (best R:R 70.43, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$285.00	$290.00	$295.00	Aug 7	$0.10	$4.90	49.00
$312.50	$315.00	$317.50	Aug 7	$0.05	$2.45	49.00
$312.50	$315.00	$317.50	Aug 21	$0.05	$2.45	49.00
$350.00	$355.00	$360.00	Aug 14	$0.14	$4.86	34.71
$350.00	$355.00	$360.00	Aug 21	$0.18	$4.82	26.78

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$260.00	$265.00	$270.00	Aug 7	$0.07	$4.93	70.43
$302.50	$305.00	$307.50	Jul 31	$0.05	$2.45	49.00
$280.00	$282.50	$285.00	Aug 14	$0.05	$2.45	49.00
$245.00	$250.00	$255.00	Aug 7	$0.12	$4.88	40.67
$270.00	$275.00	$280.00	Aug 14	$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. 105 found (best net $-2.95, 96 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$320.00	$335.00	1:2	Aug 28	-$1.80	$13.20
$265.00	$285.00	1:2	Aug 14	-$7.20	$12.80
$350.00	$360.00	1:2	Aug 7	-$0.15	$9.85
$357.50	$362.50	1:2	Jul 31	-$0.05	$4.95
$250.00	$270.00	1:2	Aug 7	-$15.05	$4.95

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$330.00	$310.00	1:2	Aug 14	-$2.95	$17.05
$270.00	$260.00	1:2	Aug 14	-$0.24	$9.76
$260.00	$250.00	1:2	Sep 4	-$0.57	$9.43
$250.00	$245.00	1:2	Jul 31	-$0.05	$4.95
$255.00	$250.00	1:2	Aug 7	-$0.26	$4.74

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 63 found (best yield 5.13%, avg 1.67%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$305.00	Sep 4	$15.60	0.51	0.4%	5.13%	5.50%	1	--
$305.00	Aug 28	$15.30	0.51	0.4%	5.03%	5.40%	1	6
$305.00	Aug 21	$13.30	0.50	0.4%	4.38%	4.75%	5	99
$310.00	Aug 28	$13.20	0.47	2.0%	4.34%	6.36%	2	16
$307.50	Aug 21	$12.70	0.47	1.2%	4.18%	5.37%	--	43
$305.00	Aug 14	$11.90	0.50	0.4%	3.92%	4.28%	--	207
$310.00	Aug 21	$11.70	0.45	2.0%	3.85%	5.86%	5	641
$307.50	Aug 14	$10.80	0.47	1.2%	3.55%	4.75%	1	2
$312.50	Aug 21	$10.70	0.42	2.8%	3.52%	6.36%	1	45
$310.00	Aug 14	$9.80	0.44	2.0%	3.22%	5.24%	2	58

Current 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 3,498

Total Puts 918

Put/Call Ratio 0.26

Net Difference 2,580

Prior's Put/Call Breakdown

Total Calls 1,402

Total Puts 457

Put/Call Ratio 0.33

Net Difference 945

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
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker	Earnings Date	Days Away	Call Volume	Put Volume	IV Rank
Loading data...

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

Add Card