VLO - Options Database

VLO

VALERO ENERGY CORP N

$305.14 +2.09%

(7/29 14:08) ◀

Wednesday, July 29, 2026 (3:00pm)

▶ (7/29 16:00)

◀ 7/29 15:00 ▶

Option Volume

Detail

ℹ

Current (07/29 3:00pm) 7,292

Calls: 5,562 (76%)

Puts: 1,730 (24%)

Prior (07/28) 2,754

Calls: 1,752 (64%)

Puts: 1,002 (36%)

Current vs Prior +164.78%

Calls: +217.47% (Calls)

Puts: +72.65% (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 +10.14%

Calls: +55.67%

Puts: -43.24%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/29 3:00pm) $6.68M

Calls: $5.33M (80%)

Puts: $1.35M (20%)

Prior (07/28) $3.90M

Calls: $3.16M (81%)

Puts: $734.0K (19%)

Current vs Prior +71.41%

Calls: +68.61%

Puts: +83.46%

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 -33.19%

Calls: -19.11%

Puts: -60.46%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/29 3:00pm) 0.31

Prior (07/28) 0.57

Current vs Prior -45.61%

Prior 7-Day Average 0.83

Current vs Prior 7-Day Avg -62.47%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/29 3:00pm) 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 5.05% | 7.28%10.13% | 15.29%

Prior 5.45% | 7.58%10.26% | 15.44%

Current vs Prior -7.46% | -4.00%-1.25% | -0.99%

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

Current vs 7-Day Avg +31.82% | +0.86%-6.60% | -3.53%

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

Current vs 7-Day Eod -7.46% | -4.00%-1.25% | -0.99%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 20.26% | 10.81%

Calls: 17.05% | 10.84%

Puts: 23.46% | 10.79%

Prior 23.30% | 15.58%

Calls: 22.22% | 20.00%

Puts: 24.39% | 11.16%

Current vs Prior -13.05% | -30.62%

Prior 7-Day Avg 30.90% | 12.53%

Calls: 26.72% | 13.54%

Puts: 35.08% | 11.52%

Current vs 7-Day Avg -34.43% | -13.75%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($5.33M) vs puts ($1.35M). Elevated premium activity with dollar volume up 71% vs prior. Unusually high activity with volume up 165% vs prior - elevated interest. Extreme bullish P/C ratio of 0.31 - heavy call buying (5,562 calls vs 1,730 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
15:00	BULLISH	BULLISH	BULLISH
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 40 of results (avg 7.4%, best 4.2%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 31	53.90	56.20	$55.05	4.2%	--	1.00	38
$295.00	Aug 21	19.60	20.50	$20.05	4.5%	9	0.62	32
$305.00	Aug 21	14.40	15.10	$14.75	4.7%	13	0.52	99
$255.00	Jul 31	48.90	51.60	$50.25	5.4%	--	1.00	16
$250.00	Aug 21	54.10	57.10	$55.60	5.4%	76	0.93	112

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	55.70	59.10	$57.40	5.9%	--	0.89	30
$315.00	Aug 21	20.00	21.50	$20.75	7.2%	2	0.58	37
$310.00	Aug 21	17.10	18.40	$17.75	7.3%	--	0.53	130
$280.00	Aug 28	6.30	6.80	$6.55	7.6%	--	0.25	12
$305.00	Aug 21	14.20	15.60	$14.90	9.4%	2	0.48	59

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. 64 found (avg delta 0.72, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 31	58.30	61.80	$60.05	5.8%	--	1.00	29
$250.00	Jul 31	53.90	56.20	$55.05	4.2%	--	1.00	38
$255.00	Jul 31	48.90	51.60	$50.25	5.4%	--	1.00	16
$260.00	Jul 31	43.70	46.40	$45.05	6.0%	20	1.00	89
$265.00	Jul 31	38.60	41.70	$40.15	7.7%	--	1.00	51

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	55.70	59.10	$57.40	5.9%	--	0.89	30
$325.00	Aug 7	22.90	25.80	$24.35	11.9%	--	0.77	146
$330.00	Aug 14	28.30	31.80	$30.05	11.6%	--	0.76	43
$315.00	Jul 31	12.80	15.20	$14.00	17.1%	5	0.73	26
$330.00	Aug 28	31.00	34.50	$32.75	10.7%	--	0.70	84

Most actively traded options today. High liquidity = easy entry/exit. 146 active (total vol 5.5K, top 1.1K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Aug 7	7.50	8.00	$7.75	6.5%	1.1K	0.43	1.8K
$325.00	Aug 7	2.55	3.90	$3.22	41.9%	785	0.23	1.5K
$325.00	Aug 21	7.00	7.80	$7.40	10.8%	382	0.32	32
$330.00	Aug 21	5.90	6.40	$6.15	8.1%	275	0.28	448
$310.00	Jul 31	4.00	4.70	$4.35	16.1%	215	0.38	300

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Aug 14	15.10	16.70	$15.90	10.1%	350	0.55	350
$290.00	Aug 21	7.30	8.70	$8.00	17.5%	105	0.32	390
$260.00	Aug 28	1.75	3.70	$2.73	71.4%	102	0.12	5
$285.00	Jul 31	0.75	1.20	$0.98	45.9%	82	0.12	251
$280.00	Aug 21	4.60	5.50	$5.05	17.8%	57	0.23	846

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 69.4%, max 189.9%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Aug 21	132.3%	54.1%	144.7%	76	150
$265.00	Jul 31	Aug 28	101.2%	48.2%	110.2%	--	61
$260.00	Jul 31	Aug 21	103.3%	51.7%	99.6%	69	273
$345.00	Jul 31	Aug 21	95.1%	48.3%	97.0%	--	398
$350.00	Jul 31	Aug 21	92.5%	47.8%	93.6%	5	309

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$245.00	Jul 31	Aug 28	144.0%	49.7%	189.9%	--	58
$250.00	Jul 31	Sep 4	132.3%	47.0%	181.6%	--	100
$255.00	Jul 31	Aug 28	120.8%	48.3%	150.1%	--	32
$260.00	Jul 31	Sep 4	103.3%	47.4%	118.0%	5	198
$265.00	Jul 31	Aug 28	101.2%	48.2%	110.2%	9	66

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 140 found (best R:R 65.67, avg 5.59)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$350.00	$360.00	Aug 7	$0.15	$9.85	$0.15	65.67	$350.15
$350.00	$355.00	Jul 31	$0.13	$4.87	$0.13	37.46	$350.13
$345.00	$350.00	Jul 31	$0.17	$4.83	$0.17	28.41	$345.17
$350.00	$355.00	Aug 21	$0.18	$4.82	$0.18	26.78	$350.18
$342.50	$345.00	Aug 7	$0.12	$2.38	$0.12	19.83	$342.62

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$265.00	$260.00	Aug 7	$0.15	$4.85	$0.15	32.33	$264.85
$255.00	$250.00	Aug 7	$0.17	$4.83	$0.17	28.41	$254.83
$270.00	$265.00	Aug 7	$0.30	$4.70	$0.30	15.67	$269.70
$250.00	$245.00	Aug 21	$0.32	$4.68	$0.32	14.63	$249.68
$250.00	$245.00	Aug 28	$0.32	$4.68	$0.32	14.63	$249.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 170 found (best R:R 49.00, avg 2.04)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$260.00	$265.00	Jul 31	$4.90	$4.90	$0.10	49.00	$264.90
$250.00	$270.00	Aug 7	$19.50	$19.50	$0.50	39.00	$269.50
$250.00	$255.00	Jul 31	$4.80	$4.80	$0.20	24.00	$254.80
$270.00	$275.00	Jul 31	$4.80	$4.80	$0.20	24.00	$274.80
$285.00	$287.50	Jul 31	$2.40	$2.40	$0.10	24.00	$287.40

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$360.00	$325.00	Aug 21	$29.25	$29.25	$5.75	5.09	$330.75
$320.00	$315.00	Aug 21	$3.95	$3.95	$1.05	3.76	$316.05
$325.00	$315.00	Aug 7	$7.25	$7.25	$2.75	2.64	$317.75
$330.00	$310.00	Aug 14	$14.15	$14.15	$5.85	2.42	$315.85
$315.00	$312.50	Jul 31	$1.75	$1.75	$0.75	2.33	$313.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $2.43, cheapest $0.05)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 31	Aug 7	$0.05	132.3%	68.4%
$360.00	Aug 7	Aug 14	$0.43	60.8%	51.8%
$350.00	Jul 31	Aug 7	$0.47	92.5%	55.5%
$270.00	Jul 31	Aug 7	$0.50	88.2%	55.6%
$345.00	Jul 31	Aug 7	$0.78	95.1%	57.9%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$245.00	Jul 31	Aug 7	$0.13	144.0%	73.4%
$250.00	Jul 31	Aug 7	$0.15	132.3%	68.4%
$255.00	Jul 31	Aug 7	$0.32	120.8%	67.0%
$260.00	Jul 31	Aug 7	$0.37	103.3%	60.4%
$265.00	Jul 31	Aug 7	$0.40	101.2%	57.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 56 found (cheapest 4.54% of stock, avg 9.97%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$305.00	Jul 31	$6.45	$7.40	$13.85	$291.15	$318.85	4.54%
$302.50	Jul 31	$7.75	$6.20	$13.95	$288.55	$316.45	4.57%
$300.00	Jul 31	$9.05	$5.10	$14.15	$285.85	$314.15	4.64%
$307.50	Jul 31	$5.25	$8.95	$14.20	$293.30	$321.70	4.65%
$310.00	Jul 31	$4.35	$10.65	$15.00	$295.00	$325.00	4.92%
$297.50	Jul 31	$10.95	$4.15	$15.10	$282.40	$312.60	4.95%
$312.50	Jul 31	$3.40	$12.25	$15.65	$296.85	$328.15	5.13%
$295.00	Jul 31	$12.75	$3.20	$15.95	$279.05	$310.95	5.23%
$315.00	Jul 31	$2.73	$14.00	$16.73	$298.27	$331.73	5.48%
$292.50	Jul 31	$14.25	$2.58	$16.83	$275.67	$309.33	5.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 1.74% of stock, avg 5.04%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$315.00	$292.50	Jul 31	$2.73	$2.58	$5.31	$287.19	$320.31
$355.00	$250.00	Sep 4	$3.63	$1.90	$5.53	$244.47	$360.53
$315.00	$295.00	Jul 31	$2.73	$3.20	$5.93	$289.07	$320.93
$312.50	$292.50	Jul 31	$3.40	$2.58	$5.98	$286.52	$318.48
$312.50	$295.00	Jul 31	$3.40	$3.20	$6.60	$288.40	$319.10
$315.00	$297.50	Jul 31	$2.73	$4.15	$6.88	$290.62	$321.88
$310.00	$292.50	Jul 31	$4.35	$2.58	$6.93	$285.57	$316.93
$355.00	$260.00	Sep 4	$3.63	$3.38	$7.01	$252.99	$362.01
$310.00	$295.00	Jul 31	$4.35	$3.20	$7.55	$287.45	$317.55
$312.50	$297.50	Jul 31	$3.40	$4.15	$7.55	$289.95	$320.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 276 found (best R:R 19.00, avg credit $3.74)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
290/295	300/305	Aug 21	$4.75	$0.25	19.00	$290.25	$304.75
250/255	270/280	Aug 7	$9.32	$0.68	13.71	$245.68	$279.32
260/265	270/280	Aug 7	$9.30	$0.70	13.29	$255.70	$279.30
292/295	300/302	Aug 7	$2.30	$0.20	11.50	$292.70	$302.30
250/255	260/270	Aug 21	$9.15	$0.85	10.76	$245.85	$269.15
245/250	260/270	Aug 21	$9.12	$0.88	10.36	$240.88	$269.12
275/278	280/285	Jul 31	$4.55	$0.45	10.11	$272.95	$284.55
275/280	285/290	Aug 7	$4.55	$0.45	10.11	$275.45	$289.55
285/290	300/305	Aug 28	$4.55	$0.45	10.11	$285.45	$304.55
262/265	280/285	Jul 31	$4.52	$0.48	9.42	$260.48	$284.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 75 found (best R:R 61.50, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$312.50	$315.00	$317.50	Aug 21	$0.05	$2.45	49.00
$330.00	$335.00	$340.00	Aug 7	$0.15	$4.85	32.33
$340.00	$345.00	$350.00	Aug 14	$0.18	$4.82	26.78
$245.00	$250.00	$255.00	Jul 31	$0.20	$4.80	24.00
$285.00	$287.50	$290.00	Jul 31	$0.10	$2.40	24.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$250.00	$255.00	$260.00	Aug 21	$0.08	$4.92	61.50
$270.00	$275.00	$280.00	Aug 7	$0.10	$4.90	49.00
$290.00	$292.50	$295.00	Aug 7	$0.05	$2.45	49.00
$260.00	$265.00	$270.00	Aug 21	$0.14	$4.86	34.71
$245.00	$250.00	$255.00	Aug 28	$0.14	$4.86	34.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 106 found (best net $-1.75, 98 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$305.00	$325.00	1:2	Sep 4	-$1.85	$18.15
$320.00	$335.00	1:2	Aug 28	-$2.75	$12.25
$265.00	$285.00	1:2	Aug 14	-$8.35	$11.65
$350.00	$360.00	1:2	Aug 7	-$0.35	$9.65
$345.00	$350.00	1:2	Jul 31	-$0.01	$4.99

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$330.00	$310.00	1:2	Aug 14	-$1.75	$18.25
$270.00	$260.00	1:2	Aug 14	-$0.27	$9.73
$260.00	$250.00	1:2	Sep 4	-$0.42	$9.58
$255.00	$250.00	1:2	Aug 7	-$0.23	$4.77
$250.00	$245.00	1:2	Jul 31	-$0.25	$4.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 58 found (best yield 4.49%, avg 1.47%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$310.00	Aug 28	$13.70	0.47	1.6%	4.49%	6.08%	2	16
$307.50	Aug 21	$13.20	0.49	0.8%	4.33%	5.10%	--	43
$310.00	Aug 21	$11.90	0.46	1.6%	3.90%	5.49%	10	641
$307.50	Aug 14	$11.20	0.48	0.8%	3.67%	4.44%	3	2
$312.50	Aug 21	$11.10	0.44	2.4%	3.64%	6.05%	1	45
$315.00	Aug 21	$10.20	0.41	3.2%	3.34%	6.57%	3	62
$310.00	Aug 14	$10.10	0.45	1.6%	3.31%	4.90%	3	58
$320.00	Aug 28	$10.00	0.38	4.9%	3.28%	8.15%	2	27
$317.50	Aug 21	$9.40	0.39	4.0%	3.08%	7.13%	62	243
$307.50	Aug 7	$8.50	0.47	0.8%	2.79%	3.56%	4	6

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 5,562

Total Puts 1,730

Put/Call Ratio 0.31

Net Difference 3,832

Prior's Put/Call Breakdown

Total Calls 1,752

Total Puts 1,002

Put/Call Ratio 0.57

Net Difference 750

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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