VLO - Options Database

VLO

VALERO ENERGY CORP N

$302.62 +1.25%

(7/29 13:00) ◀

Wednesday, July 29, 2026 (2:00pm)

▶ (7/29 14:08)

◀ 7/29 14:00 ▶

Option Volume

Detail

ℹ

Current (07/29 2:00pm) 5,862

Calls: 4,520 (77%)

Puts: 1,342 (23%)

Prior (07/28) 2,231

Calls: 1,624 (73%)

Puts: 607 (27%)

Current vs Prior +162.75%

Calls: +178.33% (Calls)

Puts: +121.09% (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 -11.46%

Calls: +26.51%

Puts: -55.97%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/29 2:00pm) $5.48M

Calls: $4.20M (77%)

Puts: $1.28M (23%)

Prior (07/28) $3.41M

Calls: $2.82M (83%)

Puts: $594.0K (17%)

Current vs Prior +60.77%

Calls: +49.19%

Puts: +115.60%

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 -45.18%

Calls: -36.29%

Puts: -62.39%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/29 2:00pm) 0.30

Prior (07/28) 0.37

Current vs Prior -20.57%

Prior 7-Day Average 0.83

Current vs Prior 7-Day Avg -64.17%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/29 2:00pm) 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 4.86% | 7.40%10.38% | 15.45%

Prior 5.45% | 7.58%10.26% | 15.44%

Current vs Prior -10.93% | -2.33%+1.18% | +0.05%

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

Current vs 7-Day Avg +26.88% | +2.61%-4.30% | -2.52%

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

Current vs 7-Day Eod -10.93% | -2.33%+1.18% | +0.05%

Sentiment BULLISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 45.57% | 30.32%

Calls: 55.12% | 29.67%

Puts: 36.02% | 30.96%

Prior 23.30% | 15.58%

Calls: 22.22% | 20.00%

Puts: 24.39% | 11.16%

Current vs Prior +95.58% | +94.61%

Prior 7-Day Avg 30.90% | 12.53%

Calls: 26.72% | 13.54%

Puts: 35.08% | 11.52%

Current vs 7-Day Avg +47.48% | +141.92%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 77% of dollar volume in calls ($4.20M) vs puts ($1.28M). Elevated premium activity with dollar volume up 61% vs prior. Unusually high activity with volume up 163% vs prior - elevated interest. Extreme bullish P/C ratio of 0.30 - heavy call buying (4,520 calls vs 1,342 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
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

📊

High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 10 of results (avg 8.0%, best 6.7%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 31	56.30	60.20	$58.25	6.7%	--	0.94	29
$250.00	Aug 7	51.40	55.20	$53.30	7.1%	--	0.94	27
$250.00	Aug 21	51.90	56.00	$53.95	7.6%	76	0.91	112
$250.00	Jul 31	51.10	55.20	$53.15	7.7%	--	1.00	38
$255.00	Jul 31	46.30	50.20	$48.25	8.1%	--	0.94	16

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	57.10	61.20	$59.15	6.9%	--	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. 63 found (avg delta 0.72, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 31	51.10	55.20	$53.15	7.7%	--	1.00	38
$260.00	Jul 31	41.10	44.60	$42.85	8.2%	--	1.00	89
$265.00	Jul 31	36.50	40.20	$38.35	9.6%	--	1.00	51
$270.00	Jul 31	31.40	35.30	$33.35	11.7%	--	1.00	100
$275.00	Jul 31	26.70	30.50	$28.60	13.3%	--	1.00	200

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	57.10	61.20	$59.15	6.9%	--	0.89	30
$325.00	Aug 7	24.00	28.00	$26.00	15.4%	--	0.78	146
$330.00	Aug 14	29.60	33.60	$31.60	12.7%	--	0.77	43
$315.00	Jul 31	13.30	17.30	$15.30	26.1%	5	0.75	26
$330.00	Aug 28	32.00	36.10	$34.05	12.0%	--	0.70	84

Most actively traded options today. High liquidity = easy entry/exit. 135 active (total vol 4.5K, top 784)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$325.00	Aug 7	1.60	5.30	$3.45	107.2%	784	0.22	1.5K
$310.00	Aug 7	6.40	8.00	$7.20	22.2%	729	0.40	1.8K
$325.00	Aug 21	6.30	7.60	$6.95	18.7%	382	0.31	32
$310.00	Jul 31	2.05	5.30	$3.68	88.3%	198	0.34	300
$322.50	Jul 31	0.20	1.35	$0.78	147.4%	171	0.11	1.0K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Aug 14	15.20	18.90	$17.05	21.7%	350	0.57	350
$260.00	Aug 28	0.85	4.80	$2.83	139.6%	102	0.12	5
$315.00	Aug 7	16.70	20.30	$18.50	19.5%	50	0.65	4
$300.00	Jul 31	4.00	7.50	$5.75	60.9%	40	0.43	248
$285.00	Jul 31	0.70	3.20	$1.95	128.2%	39	0.18	251

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 52 strikes (avg 73.0%, max 238.6%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$355.00	Jul 31	Sep 4	142.1%	48.4%	193.4%	2	10
$340.00	Jul 31	Aug 28	117.0%	47.6%	146.1%	40	89
$350.00	Jul 31	Aug 21	94.6%	45.4%	108.3%	5	309
$265.00	Jul 31	Aug 28	95.5%	47.1%	102.8%	--	61
$260.00	Jul 31	Aug 21	108.5%	55.1%	96.9%	49	273

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$245.00	Jul 31	Aug 28	182.7%	54.0%	238.6%	--	58
$255.00	Jul 31	Aug 28	155.4%	48.8%	218.2%	--	32
$260.00	Jul 31	Sep 4	108.5%	46.8%	131.7%	5	198
$250.00	Jul 31	Sep 4	102.6%	48.7%	110.6%	--	100
$265.00	Jul 31	Aug 28	95.5%	47.1%	102.8%	9	66

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 131 found (best R:R 49.00, avg 4.89)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$345.00	$350.00	Jul 31	$0.20	$4.80	$0.20	24.00	$345.20
$335.00	$340.00	Aug 7	$0.20	$4.80	$0.20	24.00	$335.20
$350.00	$355.00	Aug 14	$0.20	$4.80	$0.20	24.00	$350.20
$355.00	$360.00	Aug 21	$0.25	$4.75	$0.25	19.00	$355.25
$322.50	$325.00	Jul 31	$0.13	$2.37	$0.13	18.23	$322.63

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$250.00	$245.00	Aug 28	$0.10	$4.90	$0.10	49.00	$249.90
$255.00	$250.00	Aug 7	$0.17	$4.83	$0.17	28.41	$254.83
$255.00	$250.00	Aug 28	$0.18	$4.82	$0.18	26.78	$254.82
$270.00	$265.00	Aug 7	$0.22	$4.78	$0.22	21.73	$269.78
$275.00	$270.00	Aug 7	$0.23	$4.77	$0.23	20.74	$274.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 163 found (best R:R 49.00, avg 2.08)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$250.00	$255.00	Jul 31	$4.90	$4.90	$0.10	49.00	$254.90
$275.00	$280.00	Jul 31	$4.85	$4.85	$0.15	32.33	$279.85
$250.00	$270.00	Aug 7	$19.40	$19.40	$0.60	32.33	$269.40
$270.00	$275.00	Jul 31	$4.75	$4.75	$0.25	19.00	$274.75
$280.00	$285.00	Jul 31	$4.75	$4.75	$0.25	19.00	$284.75

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
$315.00	$312.50	Jul 31	$1.95	$1.95	$0.55	3.55	$313.05
$325.00	$315.00	Aug 7	$7.50	$7.50	$2.50	3.00	$317.50
$310.00	$307.50	Jul 31	$1.85	$1.85	$0.65	2.85	$308.15
$330.00	$310.00	Aug 14	$14.55	$14.55	$5.45	2.67	$315.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $2.65, cheapest $0.13)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 31	Aug 7	$0.15	102.6%	83.7%
$340.00	Jul 31	Aug 7	$0.45	117.0%	61.0%
$270.00	Jul 31	Aug 7	$0.55	89.2%	61.5%
$342.50	Jul 31	Aug 7	$0.58	120.4%	64.5%
$355.00	Jul 31	Aug 14	$0.60	142.1%	56.9%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$245.00	Jul 31	Aug 7	$0.13	182.7%	89.8%
$255.00	Jul 31	Aug 7	$0.32	155.4%	79.4%
$260.00	Jul 31	Aug 7	$1.05	108.5%	71.7%
$265.00	Jul 31	Aug 7	$1.17	95.5%	66.0%
$250.00	Jul 31	Aug 7	$1.18	102.6%	83.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 56 found (cheapest 4.43% of stock, avg 9.95%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$305.00	Jul 31	$5.35	$8.05	$13.40	$291.60	$318.40	4.43%
$302.50	Jul 31	$6.65	$6.80	$13.45	$289.05	$315.95	4.44%
$300.00	Jul 31	$7.95	$5.75	$13.70	$286.30	$313.70	4.53%
$297.50	Jul 31	$9.45	$4.65	$14.10	$283.40	$311.60	4.66%
$307.50	Jul 31	$4.53	$9.80	$14.33	$293.17	$321.83	4.74%
$295.00	Jul 31	$10.90	$3.75	$14.65	$280.35	$309.65	4.84%
$310.00	Jul 31	$3.68	$11.65	$15.33	$294.67	$325.33	5.07%
$292.50	Jul 31	$12.70	$2.85	$15.55	$276.95	$308.05	5.14%
$312.50	Jul 31	$3.35	$13.35	$16.70	$295.80	$329.20	5.52%
$290.00	Jul 31	$14.75	$3.00	$17.75	$272.25	$307.75	5.87%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 1.78% of stock, avg 5.13%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$315.00	$292.50	Jul 31	$2.55	$2.85	$5.40	$287.10	$320.40
$355.00	$250.00	Sep 4	$3.85	$2.15	$6.00	$244.00	$361.00
$312.50	$292.50	Jul 31	$3.35	$2.85	$6.20	$286.30	$318.70
$315.00	$295.00	Jul 31	$2.55	$3.75	$6.30	$288.70	$321.30
$310.00	$292.50	Jul 31	$3.68	$2.85	$6.53	$285.97	$316.53
$312.50	$295.00	Jul 31	$3.35	$3.75	$7.10	$287.90	$319.60
$315.00	$297.50	Jul 31	$2.55	$4.65	$7.20	$290.30	$322.20
$355.00	$260.00	Sep 4	$3.85	$3.45	$7.30	$252.70	$362.30
$307.50	$292.50	Jul 31	$4.53	$2.85	$7.38	$285.12	$314.88
$310.00	$295.00	Jul 31	$3.68	$3.75	$7.43	$287.57	$317.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 246 found (best R:R 49.00, avg credit $3.73)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
290/295	300/305	Aug 21	$4.90	$0.10	49.00	$290.10	$304.90
285/290	295/300	Aug 28	$4.70	$0.30	15.67	$285.30	$299.70
262/265	288/290	Jul 31	$2.33	$0.17	13.71	$262.67	$289.83
295/298	305/308	Aug 21	$2.30	$0.20	11.50	$295.20	$307.30
250/255	270/280	Aug 7	$9.17	$0.83	11.05	$245.83	$279.17
262/265	285/288	Jul 31	$2.28	$0.22	10.36	$262.72	$287.28
270/275	280/285	Aug 28	$4.55	$0.45	10.11	$270.45	$284.55
245/250	260/270	Aug 21	$9.05	$0.95	9.53	$240.95	$269.05
285/290	295/300	Aug 7	$4.50	$0.50	9.00	$285.50	$299.50
285/290	300/305	Aug 28	$4.50	$0.50	9.00	$285.50	$304.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 79 found (best R:R 61.50, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$275.00	$280.00	$285.00	Jul 31	$0.10	$4.90	49.00
$302.50	$305.00	$307.50	Aug 7	$0.05	$2.45	49.00
$350.00	$355.00	$360.00	Aug 14	$0.10	$4.90	49.00
$280.00	$285.00	$290.00	Aug 7	$0.15	$4.85	32.33
$245.00	$250.00	$255.00	Jul 31	$0.20	$4.80	24.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$245.00	$250.00	$255.00	Aug 28	$0.08	$4.92	61.50
$245.00	$250.00	$255.00	Aug 7	$0.12	$4.88	40.67
$260.00	$265.00	$270.00	Aug 7	$0.12	$4.88	40.67
$255.00	$260.00	$265.00	Aug 7	$0.15	$4.85	32.33
$290.00	$295.00	$300.00	Sep 4	$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. 96 found (best net $-2.50, 79 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$265.00	$285.00	1:2	Aug 14	-$6.30	$13.70
$320.00	$335.00	1:2	Aug 28	-$2.00	$13.00
$250.00	$270.00	1:2	Aug 7	-$14.50	$5.50
$345.00	$350.00	1:2	Aug 21	-$0.20	$4.80
$340.00	$345.00	1:2	Aug 14	-$0.66	$4.34

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$330.00	$310.00	1:2	Aug 14	-$2.50	$17.50
$270.00	$260.00	1:2	Aug 14	-$0.61	$9.39
$260.00	$250.00	1:2	Sep 4	-$0.85	$9.15
$275.00	$270.00	1:2	Aug 14	-$0.12	$4.88
$280.00	$275.00	1:2	Aug 7	-$0.70	$4.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 5.02%, avg 1.60%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$305.00	Sep 4	$15.20	0.51	0.8%	5.02%	5.81%	1	--
$305.00	Aug 28	$13.80	0.50	0.8%	4.56%	5.35%	5	6
$305.00	Aug 21	$12.70	0.50	0.8%	4.20%	4.98%	5	99
$310.00	Aug 28	$12.00	0.46	2.4%	3.97%	6.40%	2	16
$307.50	Aug 21	$11.30	0.48	1.6%	3.73%	5.35%	--	43
$305.00	Aug 14	$10.60	0.49	0.8%	3.50%	4.29%	9	207
$312.50	Aug 21	$10.10	0.43	3.3%	3.34%	6.60%	1	45
$310.00	Aug 21	$10.00	0.45	2.4%	3.30%	5.74%	8	641
$307.50	Aug 14	$9.70	0.46	1.6%	3.21%	4.82%	3	2
$320.00	Aug 28	$9.10	0.37	5.7%	3.01%	8.75%	2	27

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 4,520

Total Puts 1,342

Put/Call Ratio 0.30

Net Difference 3,178

Prior's Put/Call Breakdown

Total Calls 1,624

Total Puts 607

Put/Call Ratio 0.37

Net Difference 1,017

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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