VLO - Options Database

VLO

VALERO ENERGY CORP N

$301.32 +0.82%

(7/29 15:00) ◀

Wednesday, July 29, 2026 (4:00pm)

▶ (7/29 18:09)

◀ 7/29 16:00 ▶

Option Volume

Detail

ℹ

Current (07/29 4:00pm) 10,778

Calls: 7,949 (74%)

Puts: 2,829 (26%)

Prior (07/28) 4,092

Calls: 2,784 (68%)

Puts: 1,308 (32%)

Current vs Prior +163.39%

Calls: +185.52% (Calls)

Puts: +116.28% (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 +62.79%

Calls: +122.48%

Puts: -7.19%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/29 4:00pm) $8.54M

Calls: $6.79M (80%)

Puts: $1.75M (20%)

Prior (07/28) $14.32M

Calls: $13.27M (93%)

Puts: $1.05M (7%)

Current vs Prior -40.35%

Calls: -48.80%

Puts: +66.22%

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 -14.57%

Calls: +3.05%

Puts: -48.67%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/29 4:00pm) 0.36

Prior (07/28) 0.47

Current vs Prior -24.25%

Prior 7-Day Average 0.83

Current vs Prior 7-Day Avg -57.05%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/29 4:00pm) 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% | 7.28%10.04% | 15.07%

Prior 5.45% | 7.58%10.26% | 15.44%

Current vs Prior -10.85% | -3.88%-2.10% | -2.42%

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

Current vs 7-Day Avg +26.99% | +0.99%-7.40% | -4.93%

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

Current vs 7-Day Eod -10.85% | -3.88%-2.10% | -2.42%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 29.23% | 20.54%

Calls: 33.11% | 19.47%

Puts: 25.35% | 21.60%

Prior 23.30% | 15.58%

Calls: 22.22% | 20.00%

Puts: 24.39% | 11.16%

Current vs Prior +25.45% | +31.84%

Prior 7-Day Avg 30.90% | 12.53%

Calls: 26.72% | 13.54%

Puts: 35.08% | 11.52%

Current vs 7-Day Avg -5.40% | +63.89%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($6.79M) vs puts ($1.75M). Unusually high activity with volume up 163% vs prior - elevated interest. Extreme bullish P/C ratio of 0.36 - heavy call buying (7,949 calls vs 2,829 puts). P/C ratio dropping 24% - 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
16:00	BULLISH	BULLISH	BULLISH
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 17 of results (avg 7.9%, best 5.7%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 31	55.90	59.20	$57.55	5.7%	--	0.98	29
$250.00	Jul 31	51.00	54.20	$52.60	6.1%	--	0.99	38
$250.00	Aug 21	51.70	55.00	$53.35	6.2%	76	0.93	112
$250.00	Aug 7	50.90	54.30	$52.60	6.5%	--	0.97	27
$255.00	Jul 31	45.90	49.20	$47.55	6.9%	--	0.98	16

PUTS (3)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	57.70	61.20	$59.45	5.9%	--	0.90	30
$320.00	Aug 21	24.50	26.80	$25.65	9.0%	--	0.66	19
$325.00	Aug 21	28.20	30.90	$29.55	9.1%	--	0.70	15

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. 68 found (avg delta 0.71, highest 0.99)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 31	51.00	54.20	$52.60	6.1%	--	0.99	38
$245.00	Jul 31	55.90	59.20	$57.55	5.7%	--	0.98	29
$255.00	Jul 31	45.90	49.20	$47.55	6.9%	--	0.98	16
$265.00	Jul 31	36.20	39.20	$37.70	8.0%	--	0.97	51
$260.00	Jul 31	40.90	44.20	$42.55	7.8%	20	0.97	89

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	57.70	61.20	$59.45	5.9%	--	0.90	30
$330.00	Aug 14	30.20	33.70	$31.95	11.0%	--	0.79	43
$325.00	Aug 7	24.80	27.60	$26.20	10.7%	--	0.78	146
$315.00	Jul 31	14.20	16.70	$15.45	16.2%	5	0.78	26
$312.50	Jul 31	12.30	15.00	$13.65	19.8%	10	0.74	29

Most actively traded options today. High liquidity = easy entry/exit. 163 active (total vol 8.8K, top 1.8K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Aug 7	6.60	8.00	$7.30	19.2%	1.8K	0.40	1.8K
$325.00	Aug 7	2.60	4.00	$3.30	42.4%	1.5K	0.22	1.5K
$325.00	Aug 21	6.50	7.30	$6.90	11.6%	386	0.30	32
$330.00	Aug 21	5.30	6.10	$5.70	14.0%	307	0.26	448
$317.50	Aug 7	4.40	5.40	$4.90	20.4%	302	0.30	30

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$285.00	Jul 31	0.65	1.65	$1.15	87.0%	788	0.14	251
$310.00	Aug 14	15.90	18.30	$17.10	14.0%	350	0.58	350
$290.00	Aug 21	7.90	10.00	$8.95	23.5%	105	0.35	390
$260.00	Aug 28	1.50	4.00	$2.75	90.9%	102	0.12	5
$300.00	Jul 31	5.00	6.70	$5.85	29.1%	70	0.46	248

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 54 strikes (avg 67.0%, max 180.5%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$260.00	Jul 31	Aug 21	109.0%	50.6%	115.5%	69	273
$250.00	Jul 31	Aug 21	108.5%	52.8%	105.4%	76	150
$265.00	Jul 31	Aug 28	90.6%	46.3%	95.7%	--	61
$350.00	Jul 31	Aug 21	98.2%	50.4%	94.7%	46	309
$355.00	Jul 31	Sep 4	89.8%	47.5%	88.9%	2	10

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$245.00	Jul 31	Aug 28	140.8%	50.2%	180.5%	--	58
$255.00	Jul 31	Aug 28	117.2%	48.7%	140.8%	--	32
$260.00	Jul 31	Sep 4	109.0%	47.2%	131.1%	6	198
$250.00	Jul 31	Sep 4	108.5%	48.3%	124.8%	--	100
$270.00	Jul 31	Aug 28	89.2%	44.0%	102.8%	3	118

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 145 found (best R:R 37.46, avg 4.74)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$350.00	$355.00	Jul 31	$0.13	$4.87	$0.13	37.46	$350.13
$350.00	$355.00	Aug 21	$0.23	$4.77	$0.23	20.74	$350.23
$355.00	$360.00	Aug 14	$0.25	$4.75	$0.25	19.00	$355.25
$345.00	$350.00	Aug 7	$0.37	$4.63	$0.37	12.51	$345.37
$345.00	$350.00	Aug 14	$0.38	$4.62	$0.38	12.16	$345.38

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$255.00	$250.00	Jul 31	$0.17	$4.83	$0.17	28.41	$254.83
$255.00	$250.00	Aug 7	$0.20	$4.80	$0.20	24.00	$254.80
$270.00	$265.00	Aug 7	$0.33	$4.67	$0.33	14.15	$269.67
$255.00	$250.00	Aug 21	$0.33	$4.67	$0.33	14.15	$254.67
$277.50	$275.00	Jul 31	$0.17	$2.33	$0.17	13.71	$277.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 175 found (best R:R 32.33, avg 1.61)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$260.00	$265.00	Jul 31	$4.85	$4.85	$0.15	32.33	$264.85
$280.00	$285.00	Jul 31	$4.85	$4.85	$0.15	32.33	$284.85
$250.00	$270.00	Aug 7	$19.20	$19.20	$0.80	24.00	$269.20
$270.00	$275.00	Aug 7	$4.55	$4.55	$0.45	10.11	$274.55
$250.00	$260.00	Aug 21	$9.10	$9.10	$0.90	10.11	$259.10

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	$320.00	Aug 21	$3.90	$3.90	$1.10	3.55	$321.10
$325.00	$315.00	Aug 7	$7.60	$7.60	$2.40	3.17	$317.40
$330.00	$310.00	Aug 14	$14.85	$14.85	$5.15	2.88	$315.15
$312.50	$310.00	Jul 31	$1.85	$1.85	$0.65	2.85	$310.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 53 found (avg debit $2.68, cheapest $0.15)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$360.00	Aug 7	Aug 14	$0.40	62.8%	53.3%
$350.00	Jul 31	Aug 7	$0.45	98.2%	57.6%
$355.00	Jul 31	Aug 7	$0.50	89.8%	60.4%
$270.00	Jul 31	Aug 7	$0.70	89.2%	55.9%
$342.50	Jul 31	Aug 7	$0.72	95.6%	57.4%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$245.00	Jul 31	Aug 7	$0.15	140.8%	72.2%
$260.00	Jul 31	Aug 7	$0.25	109.0%	58.1%
$250.00	Jul 31	Aug 7	$0.35	108.5%	67.0%
$255.00	Jul 31	Aug 7	$0.38	117.2%	65.9%
$265.00	Jul 31	Aug 7	$0.70	90.6%	58.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 61 found (cheapest 4.38% of stock, avg 9.90%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$302.50	Jul 31	$6.10	$7.10	$13.20	$289.30	$315.70	4.38%
$300.00	Jul 31	$7.55	$5.85	$13.40	$286.60	$313.40	4.45%
$305.00	Jul 31	$5.20	$8.60	$13.80	$291.20	$318.80	4.58%
$297.50	Jul 31	$9.25	$4.60	$13.85	$283.65	$311.35	4.60%
$295.00	Jul 31	$10.75	$3.70	$14.45	$280.55	$309.45	4.80%
$307.50	Jul 31	$4.50	$10.10	$14.60	$292.90	$322.10	4.85%
$310.00	Jul 31	$3.50	$11.80	$15.30	$294.70	$325.30	5.08%
$292.50	Jul 31	$12.65	$2.72	$15.37	$277.13	$307.87	5.10%
$312.50	Jul 31	$2.60	$13.65	$16.25	$296.25	$328.75	5.39%
$290.00	Jul 31	$14.25	$2.15	$16.40	$273.60	$306.40	5.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 1.58% of stock, avg 5.28%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$312.50	$290.00	Jul 31	$2.60	$2.15	$4.75	$285.25	$317.25
$312.50	$292.50	Jul 31	$2.60	$2.72	$5.32	$287.18	$317.82
$310.00	$290.00	Jul 31	$3.50	$2.15	$5.65	$284.35	$315.65
$355.00	$250.00	Sep 4	$3.60	$2.23	$5.83	$244.17	$360.83
$310.00	$292.50	Jul 31	$3.50	$2.72	$6.22	$286.28	$316.22
$312.50	$295.00	Jul 31	$2.60	$3.70	$6.30	$288.70	$318.80
$307.50	$290.00	Jul 31	$4.50	$2.15	$6.65	$283.35	$314.15
$355.00	$260.00	Sep 4	$3.60	$3.53	$7.13	$252.87	$362.13
$310.00	$295.00	Jul 31	$3.50	$3.70	$7.20	$287.80	$317.20
$312.50	$297.50	Jul 31	$2.60	$4.60	$7.20	$290.30	$319.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 261 found (best R:R 49.00, avg credit $3.60)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
260/265	270/275	Aug 7	$4.90	$0.10	49.00	$260.10	$274.90
278/280	285/288	Jul 31	$2.40	$0.10	24.00	$277.60	$287.40
250/255	270/275	Aug 7	$4.75	$0.25	19.00	$250.25	$274.75
268/270	285/288	Jul 31	$2.35	$0.15	15.67	$267.65	$287.35
278/280	288/290	Jul 31	$2.35	$0.15	15.67	$277.65	$289.85
282/285	288/290	Jul 31	$2.35	$0.15	15.67	$282.65	$289.85
260/265	275/280	Aug 7	$4.70	$0.30	15.67	$260.30	$279.70
290/292	295/298	Aug 21	$2.35	$0.15	15.67	$290.15	$297.35
290/292	298/300	Aug 21	$2.35	$0.15	15.67	$290.15	$299.85
270/275	295/300	Aug 28	$4.70	$0.30	15.67	$270.30	$299.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 91 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$250.00	$255.00	$260.00	Jul 31	$0.05	$4.95	99.00
$315.00	$320.00	$325.00	Aug 14	$0.05	$4.95	99.00
$340.00	$345.00	$350.00	Aug 14	$0.07	$4.93	70.43
$310.00	$315.00	$320.00	Aug 14	$0.10	$4.90	49.00
$330.00	$335.00	$340.00	Aug 21	$0.10	$4.90	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$270.00	$275.00	$280.00	Aug 21	$0.10	$4.90	49.00
$295.00	$297.50	$300.00	Aug 21	$0.05	$2.45	49.00
$300.00	$302.50	$305.00	Aug 21	$0.05	$2.45	49.00
$265.00	$270.00	$275.00	Aug 7	$0.12	$4.88	40.67
$275.00	$277.50	$280.00	Jul 31	$0.08	$2.42	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. 106 found (best net $-1.60, 98 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$305.00	$325.00	1:2	Sep 4	-$1.60	$18.40
$320.00	$335.00	1:2	Aug 28	-$1.10	$13.90
$265.00	$285.00	1:2	Aug 14	-$6.50	$13.50
$250.00	$270.00	1:2	Aug 7	-$14.20	$5.80
$345.00	$350.00	1:2	Aug 7	-$0.26	$4.74

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$330.00	$310.00	1:2	Aug 14	-$2.25	$17.75
$330.00	$310.00	1:2	Aug 28	-$6.60	$13.40
$310.00	$295.00	1:2	Aug 28	-$5.05	$9.95
$270.00	$260.00	1:2	Aug 14	-$0.51	$9.49
$260.00	$250.00	1:2	Sep 4	-$0.93	$9.07

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 66 found (best yield 4.98%, avg 1.68%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$305.00	Sep 4	$15.00	0.51	1.2%	4.98%	6.20%	1	--
$302.50	Aug 21	$13.60	0.52	0.4%	4.51%	4.91%	1	3
$305.00	Aug 28	$13.50	0.50	1.2%	4.48%	5.70%	5	6
$305.00	Aug 21	$12.70	0.49	1.2%	4.21%	5.44%	16	99
$307.50	Aug 21	$11.80	0.47	2.0%	3.92%	5.97%	--	43
$310.00	Aug 28	$11.40	0.45	2.9%	3.78%	6.66%	3	16
$302.50	Aug 14	$11.20	0.51	0.4%	3.72%	4.11%	8	1
$305.00	Aug 14	$10.90	0.48	1.2%	3.62%	4.84%	14	207
$310.00	Aug 21	$10.50	0.44	2.9%	3.48%	6.37%	12	641
$312.50	Aug 21	$10.10	0.42	3.7%	3.35%	7.06%	2	45

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 7,949

Total Puts 2,829

Put/Call Ratio 0.36

Net Difference 5,120

Prior's Put/Call Breakdown

Total Calls 2,784

Total Puts 1,308

Put/Call Ratio 0.47

Net Difference 1,476

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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