VLO - Options Database

VLO

VALERO ENERGY CORP N

$302.46 +1.20%

(7/29 14:00) ◀

Wednesday, July 29, 2026 (2:05pm)

▶ (7/29 15:00)

◀ 7/29 14:08 ▶

Option Volume

Detail

ℹ

Current (07/29 2:05pm) 5,873

Calls: 4,531 (77%)

Puts: 1,342 (23%)

Prior (04/30) 6,996

Calls: 4,690 (67%)

Puts: 2,306 (33%)

Current vs Prior -16.05%

Calls: -3.39% (Calls)

Puts: -41.80% (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 -11.30%

Calls: +26.82%

Puts: -55.97%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/29 2:05pm) $5.40M

Calls: $4.13M (76%)

Puts: $1.28M (24%)

Prior (04/30) $12.10M

Calls: $11.02M (91%)

Puts: $1.08M (9%)

Current vs Prior -55.34%

Calls: -62.53%

Puts: +17.66%

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 -45.95%

Calls: -37.39%

Puts: -62.53%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/29 2:05pm) 0.30

Prior (04/30) 0.49

Current vs Prior -39.76%

Prior 7-Day Average 0.83

Current vs Prior 7-Day Avg -64.25%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/29 2:05pm) 129,272

Calls: 67,400 (52%)

Puts: 61,872 (48%)

Prior (04/30) 119,588

Calls: 68,334 (57%)

Puts: 51,254 (43%)

Current vs Prior +8.10%

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 5.04% | 7.11%9.89% | 15.37%

Prior 5.45% | 7.58%10.26% | 15.44%

Current vs Prior -7.55% | -6.20%-3.60% | -0.43%

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

Current vs 7-Day Avg +31.69% | -1.46%-8.82% | -2.99%

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

Current vs 7-Day Eod -7.55% | -6.20%-3.60% | -0.43%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 26.22% | 20.66%

Calls: 33.73% | 16.07%

Puts: 18.71% | 25.24%

Prior 23.30% | 15.58%

Calls: 22.22% | 20.00%

Puts: 24.39% | 11.16%

Current vs Prior +12.53% | +32.61%

Prior 7-Day Avg 30.90% | 12.53%

Calls: 26.72% | 13.54%

Puts: 35.08% | 11.52%

Current vs 7-Day Avg -15.15% | +64.85%

Liquidity Expensive

Add Card

🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($4.13M) vs puts ($1.28M). Light premium activity with dollar volume down 55% vs prior. Extreme bullish P/C ratio of 0.30 - heavy call buying (4,531 calls vs 1,342 puts). P/C ratio dropping 40% - 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 BULLISH

7-Day Avg NEUTRAL

Current BEARISH

Prior BULLISH

7-Day Avg BULLISH

Sentiment Timeline (Today)

Time	Smart Money	Retail	Overall
14:05	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

📊

High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 12 of results (avg 7.9%, best 6.1%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 31	56.10	59.70	$57.90	6.2%	--	0.98	29
$250.00	Aug 21	51.80	55.30	$53.55	6.5%	76	0.93	112
$250.00	Aug 7	51.00	54.70	$52.85	7.0%	--	0.96	27
$250.00	Jul 31	50.90	54.60	$52.75	7.0%	--	0.99	38
$255.00	Jul 31	45.90	49.60	$47.75	7.7%	--	0.97	16

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	57.60	61.20	$59.40	6.1%	--	0.90	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. 62 found (avg delta 0.72, highest 0.99)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 31	50.90	54.60	$52.75	7.0%	--	0.99	38
$245.00	Jul 31	56.10	59.70	$57.90	6.2%	--	0.98	29
$260.00	Jul 31	41.10	44.60	$42.85	8.2%	--	0.98	89
$255.00	Jul 31	45.90	49.60	$47.75	7.7%	--	0.97	16
$265.00	Jul 31	36.10	39.60	$37.85	9.2%	--	0.97	51

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	57.60	61.20	$59.40	6.1%	--	0.90	30
$330.00	Aug 14	30.00	33.80	$31.90	11.9%	--	0.79	43
$325.00	Aug 7	24.40	28.00	$26.20	13.7%	--	0.78	146
$315.00	Jul 31	14.50	17.10	$15.80	16.5%	5	0.75	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. 136 active (total vol 4.5K, top 784)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$325.00	Aug 7	1.60	4.60	$3.10	96.8%	784	0.22	1.5K
$310.00	Aug 7	6.40	8.00	$7.20	22.2%	729	0.41	1.8K
$325.00	Aug 21	6.20	7.50	$6.85	19.0%	382	0.31	32
$310.00	Jul 31	2.95	5.20	$4.08	55.1%	198	0.35	300
$322.50	Jul 31	0.60	1.30	$0.95	73.7%	171	0.12	1.0K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Aug 14	15.20	18.20	$16.70	18.0%	350	0.57	350
$260.00	Aug 28	1.70	4.40	$3.05	88.5%	102	0.13	5
$315.00	Aug 7	17.00	19.80	$18.40	15.2%	50	0.65	4
$300.00	Jul 31	5.00	7.50	$6.25	40.0%	40	0.43	248
$285.00	Jul 31	0.70	2.35	$1.53	107.8%	39	0.15	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 73.6%, max 177.2%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$355.00	Jul 31	Sep 4	103.9%	48.5%	114.1%	2	10
$265.00	Jul 31	Aug 28	97.6%	47.7%	104.6%	--	61
$345.00	Jul 31	Aug 21	95.8%	47.3%	102.7%	--	398
$350.00	Jul 31	Aug 21	94.2%	48.4%	94.6%	5	309
$340.00	Jul 31	Aug 28	90.6%	46.6%	94.2%	40	89

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$245.00	Jul 31	Aug 28	140.2%	50.6%	177.2%	--	58
$255.00	Jul 31	Aug 28	119.0%	48.6%	144.8%	--	32
$250.00	Jul 31	Sep 4	103.1%	47.9%	115.4%	--	100
$260.00	Jul 31	Sep 4	99.8%	47.9%	108.2%	5	198
$265.00	Jul 31	Aug 28	97.6%	47.7%	104.6%	9	66

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 137 found (best R:R 57.82, avg 5.86)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$350.00	$360.00	Aug 7	$0.17	$9.83	$0.17	57.82	$350.17
$345.00	$350.00	Jul 31	$0.15	$4.85	$0.15	32.33	$345.15
$355.00	$360.00	Aug 14	$0.17	$4.83	$0.17	28.41	$355.17
$345.00	$350.00	Aug 7	$0.18	$4.82	$0.18	26.78	$345.18
$350.00	$355.00	Aug 14	$0.30	$4.70	$0.30	15.67	$350.30

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$255.00	$250.00	Aug 7	$0.15	$4.85	$0.15	32.33	$254.85
$265.00	$260.00	Aug 7	$0.18	$4.82	$0.18	26.78	$264.82
$272.50	$270.00	Jul 31	$0.10	$2.40	$0.10	24.00	$272.40
$250.00	$245.00	Aug 21	$0.20	$4.80	$0.20	24.00	$249.80
$255.00	$250.00	Jul 31	$0.23	$4.77	$0.23	20.74	$254.77

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 1.96)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$255.00	$260.00	Jul 31	$4.90	$4.90	$0.10	49.00	$259.90
$270.00	$275.00	Jul 31	$4.85	$4.85	$0.15	32.33	$274.85
$250.00	$270.00	Aug 7	$19.40	$19.40	$0.60	32.33	$269.40
$275.00	$280.00	Jul 31	$4.75	$4.75	$0.25	19.00	$279.75
$250.00	$260.00	Aug 21	$9.15	$9.15	$0.85	10.76	$259.15

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$310.00	$307.50	Jul 31	$2.35	$2.35	$0.15	15.67	$307.65
$360.00	$325.00	Aug 21	$30.00	$30.00	$5.00	6.00	$330.00
$325.00	$320.00	Aug 21	$4.00	$4.00	$1.00	4.00	$321.00
$325.00	$315.00	Aug 7	$7.80	$7.80	$2.20	3.55	$317.20
$330.00	$310.00	Aug 14	$15.20	$15.20	$4.80	3.17	$314.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $2.38, cheapest $0.10)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 31	Aug 7	$0.10	103.1%	68.9%
$360.00	Aug 7	Aug 14	$0.35	62.9%	52.3%
$350.00	Jul 31	Aug 7	$0.52	94.2%	57.9%
$270.00	Jul 31	Aug 7	$0.55	88.6%	56.3%
$345.00	Jul 31	Aug 7	$0.55	95.8%	56.2%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$245.00	Jul 31	Aug 7	$0.15	140.2%	72.7%
$255.00	Jul 31	Aug 7	$0.35	119.0%	66.4%
$250.00	Jul 31	Aug 7	$0.43	103.1%	68.9%
$260.00	Jul 31	Aug 7	$0.47	99.8%	60.7%
$265.00	Jul 31	Aug 7	$0.53	97.6%	57.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 56 found (cheapest 4.58% of stock, avg 9.87%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$305.00	Jul 31	$5.40	$8.45	$13.85	$291.15	$318.85	4.58%
$302.50	Jul 31	$7.10	$6.95	$14.05	$288.45	$316.55	4.65%
$300.00	Jul 31	$8.30	$6.25	$14.55	$285.45	$314.55	4.81%
$297.50	Jul 31	$9.75	$5.15	$14.90	$282.60	$312.40	4.93%
$307.50	Jul 31	$5.00	$10.00	$15.00	$292.50	$322.50	4.96%
$295.00	Jul 31	$10.90	$4.25	$15.15	$279.85	$310.15	5.01%
$292.50	Jul 31	$13.00	$3.38	$16.38	$276.12	$308.88	5.42%
$310.00	Jul 31	$4.08	$12.35	$16.43	$293.57	$326.43	5.43%
$312.50	Jul 31	$3.53	$14.10	$17.63	$294.87	$330.13	5.83%
$290.00	Jul 31	$14.70	$2.95	$17.65	$272.35	$307.65	5.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 1.93% of stock, avg 5.24%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$315.00	$292.50	Jul 31	$2.45	$3.38	$5.83	$286.67	$320.83
$355.00	$250.00	Sep 4	$3.80	$2.17	$5.97	$244.03	$360.97
$315.00	$295.00	Jul 31	$2.45	$4.25	$6.70	$288.30	$321.70
$312.50	$292.50	Jul 31	$3.53	$3.38	$6.91	$285.59	$319.41
$310.00	$292.50	Jul 31	$4.08	$3.38	$7.46	$285.04	$317.46
$355.00	$260.00	Sep 4	$3.80	$3.75	$7.55	$252.45	$362.55
$315.00	$297.50	Jul 31	$2.45	$5.15	$7.60	$289.90	$322.60
$312.50	$295.00	Jul 31	$3.53	$4.25	$7.78	$287.22	$320.28
$310.00	$295.00	Jul 31	$4.08	$4.25	$8.33	$286.67	$318.33
$307.50	$292.50	Jul 31	$5.00	$3.38	$8.38	$284.12	$315.88

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 272 found (best R:R 32.33, avg credit $3.76)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
270/272	275/280	Jul 31	$4.85	$0.15	32.33	$267.65	$279.85
285/290	295/300	Aug 28	$4.85	$0.15	32.33	$285.15	$299.85
275/278	280/285	Jul 31	$4.75	$0.25	19.00	$272.75	$284.75
285/290	295/300	Aug 14	$4.75	$0.25	19.00	$285.25	$299.75
262/265	285/288	Jul 31	$2.37	$0.13	18.23	$262.63	$287.37
275/278	288/290	Jul 31	$2.35	$0.15	15.67	$275.15	$289.85
270/275	280/285	Aug 28	$4.70	$0.30	15.67	$270.30	$284.70
250/255	260/270	Aug 21	$9.33	$0.67	13.93	$245.67	$269.33
250/255	280/285	Jul 31	$4.63	$0.37	12.51	$250.37	$284.63
270/272	285/288	Jul 31	$2.30	$0.20	11.50	$270.20	$287.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 81 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$300.00	$305.00	$310.00	Aug 28	$0.05	$4.95	99.00
$320.00	$325.00	$330.00	Aug 14	$0.07	$4.93	70.43
$335.00	$340.00	$345.00	Aug 14	$0.07	$4.93	70.43
$250.00	$255.00	$260.00	Jul 31	$0.10	$4.90	49.00
$265.00	$270.00	$275.00	Jul 31	$0.10	$4.90	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$245.00	$250.00	$255.00	Aug 7	$0.07	$4.93	70.43
$257.50	$260.00	$262.50	Jul 31	$0.05	$2.45	49.00
$302.50	$305.00	$307.50	Jul 31	$0.05	$2.45	49.00
$245.00	$250.00	$255.00	Aug 28	$0.15	$4.85	32.33
$255.00	$260.00	$265.00	Aug 7	$0.16	$4.84	30.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 98 found (best net $-1.50, 90 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$305.00	$325.00	1:2	Sep 4	-$2.40	$17.60
$265.00	$285.00	1:2	Aug 14	-$6.00	$14.00
$320.00	$335.00	1:2	Aug 28	-$2.05	$12.95
$350.00	$360.00	1:2	Aug 7	-$0.36	$9.64
$250.00	$270.00	1:2	Aug 7	-$14.05	$5.95

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$330.00	$310.00	1:2	Aug 14	-$1.50	$18.50
$270.00	$260.00	1:2	Aug 14	-$0.28	$9.72
$260.00	$250.00	1:2	Sep 4	-$0.59	$9.41
$250.00	$245.00	1:2	Aug 7	-$0.32	$4.68
$255.00	$250.00	1:2	Aug 7	-$0.33	$4.67

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 60 found (best yield 5.03%, avg 1.62%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$305.00	Sep 4	$15.20	0.50	0.8%	5.03%	5.87%	1	--
$305.00	Aug 28	$13.50	0.50	0.8%	4.46%	5.30%	5	6
$305.00	Aug 21	$13.00	0.50	0.8%	4.30%	5.14%	5	99
$310.00	Aug 28	$12.30	0.45	2.5%	4.07%	6.56%	2	16
$307.50	Aug 21	$11.90	0.47	1.7%	3.93%	5.60%	--	43
$305.00	Aug 14	$10.70	0.49	0.8%	3.54%	4.38%	9	207
$310.00	Aug 21	$10.00	0.45	2.5%	3.31%	5.80%	8	641
$312.50	Aug 21	$9.90	0.42	3.3%	3.27%	6.59%	1	45
$307.50	Aug 14	$9.60	0.46	1.7%	3.17%	4.84%	3	2
$302.50	Aug 7	$9.30	0.52	0.0%	3.07%	3.09%	--	17

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 4,531

Total Puts 1,342

Put/Call Ratio 0.30

Net Difference 3,189

Prior's Put/Call Breakdown

Total Calls 4,690

Total Puts 2,306

Put/Call Ratio 0.49

Net Difference 2,384

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