VLO - Options Database

VLO

VALERO ENERGY CORP N

$304.43 +1.03%

(7/29 18:09) ◀

Thursday, July 30, 2026 (10:00am)

▶ (7/30 11:00)

◀ 7/30 10:00 ▶

Option Volume

Detail

ℹ

Current (07/30 10:00am) 1,494

Calls: 752 (50%)

Puts: 742 (50%)

Prior (07/29) 1,826

Calls: 1,717 (94%)

Puts: 109 (6%)

Current vs Prior -18.18%

Calls: -56.20% (Calls)

Puts: +580.73% (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 -77.43%

Calls: -78.95%

Puts: -75.66%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/30 10:00am) $807.8K

Calls: $689.2K (85%)

Puts: $118.6K (15%)

Prior (07/29) $1.40M

Calls: $1.35M (96%)

Puts: $55.0K (4%)

Current vs Prior -42.38%

Calls: -48.83%

Puts: +115.48%

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 -91.92%

Calls: -89.54%

Puts: -96.52%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/30 10:00am) 0.99

Prior (07/29) 0.06

Current vs Prior +1454.28%

Prior 7-Day Average 0.83

Current vs Prior 7-Day Avg +19.08%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (07/30 10:00am) 131,431

Calls: 68,441 (52%)

Puts: 62,990 (48%)

Prior (07/29) 129,272

Calls: 67,400 (52%)

Puts: 61,872 (48%)

Current vs Prior +1.67%

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 +7.73%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)

Current 3.70% | 6.50%9.56% | 14.72%

Prior 5.45% | 7.58%10.26% | 15.44%

Current vs Prior -32.24% | -14.18%-6.79% | -4.70%

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

Current vs 7-Day Avg -3.48% | -9.84%-11.84% | -7.14%

Prior 7-Day Eod 5.45% | 7.58%10.04% | 15.07%

Current vs 7-Day Eod -32.24% | -14.18%-4.79% | -2.33%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 49.48% | 31.30%

Calls: 53.57% | 30.61%

Puts: 45.38% | 32.00%

Prior 23.30% | 15.58%

Calls: 22.22% | 20.00%

Puts: 24.39% | 11.16%

Current vs Prior +112.36% | +100.90%

Prior 7-Day Avg 30.90% | 12.53%

Calls: 26.72% | 13.54%

Puts: 35.08% | 11.52%

Current vs 7-Day Avg +60.13% | +149.74%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($689.2K) vs puts ($118.6K). P/C ratio rising 1454% - increased hedging/bearish positioning.

Smart Money BULLISH

Retail Flow NEUTRAL

Overall BULLISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BULLISH

7-Day Avg BULLISH

Current NEUTRAL

Prior BULLISH

7-Day Avg NEUTRAL

Current NEUTRAL

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	NEUTRAL	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 15 of results (avg 7.8%, best 6.3%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 31	57.30	61.00	$59.15	6.3%	--	1.00	29
$250.00	Aug 21	53.00	56.50	$54.75	6.4%	--	0.95	112
$250.00	Jul 31	52.40	56.20	$54.30	7.0%	--	1.00	38
$250.00	Aug 7	52.30	56.10	$54.20	7.0%	--	1.00	27
$255.00	Aug 21	48.20	51.80	$50.00	7.2%	1	0.94	1

PUTS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	55.80	59.50	$57.65	6.4%	--	0.91	30
$360.00	Aug 7	55.10	58.90	$57.00	6.7%	1	0.96	--

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 0.75, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 31	57.30	61.00	$59.15	6.3%	--	1.00	29
$250.00	Jul 31	52.40	56.20	$54.30	7.0%	--	1.00	38
$255.00	Jul 31	47.50	51.20	$49.35	7.5%	--	1.00	16
$260.00	Jul 31	42.60	46.00	$44.30	7.7%	--	1.00	84
$265.00	Jul 31	37.40	41.00	$39.20	9.2%	--	1.00	51

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$337.50	Jul 31	32.50	36.30	$34.40	11.0%	1	0.96	--
$360.00	Aug 7	55.10	58.90	$57.00	6.7%	1	0.96	--
$360.00	Aug 21	55.80	59.50	$57.65	6.4%	--	0.91	30
$315.00	Jul 31	11.20	14.80	$13.00	27.7%	--	0.81	21
$330.00	Aug 14	27.80	31.70	$29.75	13.1%	--	0.79	43

Most actively traded options today. High liquidity = easy entry/exit. 83 active (total vol 1.4K, top 445)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Aug 7	5.70	7.30	$6.50	24.6%	277	0.40	1.3K
$300.00	Jul 31	5.40	8.40	$6.90	43.5%	163	0.62	306
$365.00	Aug 21	0.50	1.55	$1.02	102.9%	69	0.07	--
$325.00	Aug 7	1.95	3.80	$2.88	64.2%	37	0.21	898
$300.00	Aug 7	9.60	12.50	$11.05	26.2%	24	0.58	121

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$285.00	Jul 31	0.10	0.25	$0.18	83.3%	445	0.04	941
$265.00	Jul 31	0.00	0.05	$0.03	166.7%	97	0.01	58
$300.00	Aug 7	6.00	8.70	$7.35	36.7%	25	0.43	58
$270.00	Aug 21	2.20	3.70	$2.95	50.8%	21	0.15	998
$275.00	Jul 31	0.00	0.35	$0.18	194.4%	12	0.03	106

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 56 strikes (avg 84.7%, max 257.3%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Aug 21	160.9%	52.2%	208.5%	--	150
$255.00	Jul 31	Aug 21	146.6%	49.9%	193.7%	1	17
$355.00	Jul 31	Aug 21	132.7%	46.7%	184.1%	1	19
$350.00	Jul 31	Sep 11	122.7%	44.6%	174.9%	1	59
$260.00	Jul 31	Aug 21	132.4%	50.7%	160.9%	--	256

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$245.00	Jul 31	Aug 28	175.5%	49.1%	257.3%	--	58
$250.00	Jul 31	Sep 4	160.9%	46.1%	249.0%	--	100
$255.00	Jul 31	Aug 28	146.6%	46.2%	217.0%	--	32
$260.00	Jul 31	Aug 28	132.4%	45.8%	189.0%	2	300
$270.00	Jul 31	Aug 28	104.2%	46.7%	123.2%	2	119

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 124 found (best R:R 75.92, avg 5.88)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$350.00	$360.00	Aug 7	$0.13	$9.87	$0.13	75.92	$350.13
$322.50	$325.00	Aug 21	$0.10	$2.40	$0.10	24.00	$322.60
$355.00	$360.00	Aug 21	$0.21	$4.79	$0.21	22.81	$355.21
$335.00	$340.00	Jul 31	$0.22	$4.78	$0.22	21.73	$335.22
$320.00	$325.00	Aug 7	$0.25	$4.75	$0.25	19.00	$320.25

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$265.00	$262.50	Aug 7	$0.10	$2.40	$0.10	24.00	$264.90
$255.00	$250.00	Aug 21	$0.20	$4.80	$0.20	24.00	$254.80
$250.00	$245.00	Aug 28	$0.20	$4.80	$0.20	24.00	$249.80
$270.00	$260.00	Aug 14	$0.45	$9.55	$0.45	21.22	$269.55
$270.00	$265.00	Aug 7	$0.23	$4.77	$0.23	20.74	$269.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 156 found (best R:R 132.33, avg 2.96)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$250.00	$270.00	Aug 7	$19.85	$19.85	$0.15	132.33	$269.85
$245.00	$250.00	Jul 31	$4.85	$4.85	$0.15	32.33	$249.85
$280.00	$285.00	Jul 31	$4.85	$4.85	$0.15	32.33	$284.85
$285.00	$290.00	Jul 31	$4.85	$4.85	$0.15	32.33	$289.85
$250.00	$255.00	Aug 21	$4.75	$4.75	$0.25	19.00	$254.75

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$337.50	$315.00	Jul 31	$21.40	$21.40	$1.10	19.45	$316.10
$360.00	$325.00	Aug 7	$33.05	$33.05	$1.95	16.95	$326.95
$315.00	$312.50	Jul 31	$2.25	$2.25	$0.25	9.00	$312.75
$360.00	$325.00	Aug 21	$30.60	$30.60	$4.40	6.95	$329.40
$325.00	$315.00	Aug 7	$7.75	$7.75	$2.25	3.44	$317.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 55 found (avg debit $2.55, cheapest $0.05)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$270.00	Jul 31	Aug 7	$0.05	104.2%	53.6%
$345.00	Jul 31	Aug 7	$0.20	112.4%	49.4%
$350.00	Jul 31	Aug 7	$0.33	122.7%	56.6%
$360.00	Aug 7	Aug 14	$0.33	62.1%	51.1%
$255.00	Jul 31	Aug 21	$0.65	146.6%	49.9%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$245.00	Jul 31	Aug 7	$0.10	175.5%	73.1%
$250.00	Jul 31	Aug 7	$0.13	160.9%	68.1%
$255.00	Jul 31	Aug 7	$0.15	146.6%	63.0%
$260.00	Jul 31	Aug 7	$0.20	132.4%	58.5%
$262.50	Jul 31	Aug 7	$0.25	125.3%	56.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 54 found (cheapest 3.15% of stock, avg 9.73%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$302.50	Jul 31	$5.30	$4.30	$9.60	$292.90	$312.10	3.15%
$305.00	Jul 31	$4.05	$5.95	$10.00	$295.00	$315.00	3.28%
$307.50	Jul 31	$2.90	$7.15	$10.05	$297.45	$317.55	3.30%
$300.00	Jul 31	$6.90	$3.58	$10.48	$289.52	$310.48	3.44%
$310.00	Jul 31	$2.30	$8.90	$11.20	$298.80	$321.20	3.68%
$297.50	Jul 31	$8.65	$2.95	$11.60	$285.90	$309.10	3.81%
$295.00	Jul 31	$10.50	$1.85	$12.35	$282.65	$307.35	4.06%
$312.50	Jul 31	$1.63	$10.75	$12.38	$300.12	$324.88	4.07%
$292.50	Jul 31	$12.40	$1.50	$13.90	$278.60	$306.40	4.57%
$315.00	Jul 31	$1.22	$13.00	$14.22	$300.78	$329.22	4.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 122 found (cheapest 0.89% of stock, avg 4.37%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$315.00	$292.50	Jul 31	$1.22	$1.50	$2.72	$289.78	$317.72
$315.00	$295.00	Jul 31	$1.22	$1.85	$3.07	$291.93	$318.07
$312.50	$292.50	Jul 31	$1.63	$1.50	$3.13	$289.37	$315.63
$312.50	$295.00	Jul 31	$1.63	$1.85	$3.48	$291.52	$315.98
$310.00	$292.50	Jul 31	$2.30	$1.50	$3.80	$288.70	$313.80
$365.00	$250.00	Sep 4	$2.30	$1.70	$4.00	$246.00	$369.00
$310.00	$295.00	Jul 31	$2.30	$1.85	$4.15	$290.85	$314.15
$315.00	$297.50	Jul 31	$1.22	$2.95	$4.17	$293.33	$319.17
$307.50	$292.50	Jul 31	$2.90	$1.50	$4.40	$288.10	$311.90
$312.50	$297.50	Jul 31	$1.63	$2.95	$4.58	$292.92	$317.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 232 found (best R:R 37.46, avg credit $3.96)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
285/290	295/300	Aug 7	$4.87	$0.13	37.46	$285.13	$299.87
245/250	255/260	Aug 21	$4.85	$0.15	32.33	$245.15	$259.85
265/268	290/292	Jul 31	$2.32	$0.18	12.89	$265.18	$292.32
262/265	270/280	Aug 7	$9.15	$0.85	10.76	$255.85	$279.15
285/290	295/300	Aug 21	$4.55	$0.45	10.11	$285.45	$299.55
280/285	290/295	Aug 21	$4.50	$0.50	9.00	$280.50	$294.50
290/295	300/305	Aug 28	$4.50	$0.50	9.00	$290.50	$304.50
272/275	280/285	Aug 7	$4.48	$0.52	8.62	$270.52	$284.48
245/250	260/270	Aug 21	$8.95	$1.05	8.52	$241.05	$268.95
250/255	260/270	Aug 21	$8.85	$1.15	7.70	$246.15	$268.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 74 found (best R:R 61.50, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$270.00	$275.00	$280.00	Jul 31	$0.10	$4.90	49.00
$275.00	$280.00	$285.00	Jul 31	$0.10	$4.90	49.00
$292.50	$295.00	$297.50	Jul 31	$0.05	$2.45	49.00
$335.00	$340.00	$345.00	Aug 21	$0.12	$4.88	40.67
$310.00	$315.00	$320.00	Aug 14	$0.15	$4.85	32.33

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$280.00	$285.00	$290.00	Aug 14	$0.08	$4.92	61.50
$260.00	$265.00	$270.00	Aug 28	$0.09	$4.91	54.56
$260.00	$262.50	$265.00	Aug 7	$0.05	$2.45	49.00
$272.50	$275.00	$277.50	Jul 31	$0.07	$2.43	34.71
$287.50	$290.00	$292.50	Jul 31	$0.07	$2.43	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. 110 found (best net $-0.65, 99 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$335.00	$350.00	1:2	Aug 28	-$0.55	$14.45
$320.00	$335.00	1:2	Aug 28	-$1.20	$13.80
$330.00	$340.00	1:2	Aug 7	-$0.08	$9.92
$350.00	$360.00	1:2	Aug 7	-$0.27	$9.73
$325.00	$335.00	1:2	Aug 14	-$0.65	$9.35

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$330.00	$310.00	1:2	Aug 14	-$0.65	$19.35
$310.00	$295.00	1:2	Aug 14	-$1.20	$13.80
$270.00	$260.00	1:2	Aug 14	-$0.73	$9.27
$290.00	$280.00	1:2	Aug 28	-$2.70	$7.30
$250.00	$245.00	1:2	Jul 31	-$0.20	$4.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 50 found (best yield 4.47%, avg 1.31%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$305.00	Aug 28	$13.60	0.51	0.2%	4.47%	4.65%	--	10
$305.00	Aug 21	$11.90	0.50	0.2%	3.91%	4.10%	1	101
$310.00	Aug 28	$11.40	0.46	1.8%	3.74%	5.57%	--	18
$307.50	Aug 21	$10.70	0.47	1.0%	3.51%	4.52%	--	43
$305.00	Aug 14	$9.70	0.50	0.2%	3.19%	3.37%	--	207
$310.00	Aug 21	$9.60	0.45	1.8%	3.15%	4.98%	2	640
$307.50	Aug 14	$8.90	0.47	1.0%	2.92%	3.93%	2	8
$312.50	Aug 21	$8.50	0.42	2.6%	2.79%	5.44%	1	45
$320.00	Aug 28	$7.60	0.36	5.1%	2.50%	7.61%	--	28
$310.00	Aug 14	$7.50	0.43	1.8%	2.46%	4.29%	1	60

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 752

Total Puts 742

Put/Call Ratio 0.99

Net Difference 10

Prior's Put/Call Breakdown

Total Calls 1,717

Total Puts 109

Put/Call Ratio 0.06

Net Difference 1,608

Prior 7-Day Put/Call Summary

Total Calls 25,010

Total Puts 21,336

Average Put/Call Ratio 0.83

Ratio Trend Rising

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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