VLO - Options Database

VLO

VALERO ENERGY CORP N

$307.36 +2.00%

(7/30 11:00) ◀

Thursday, July 30, 2026 (12:00pm)

▶ (7/30 13:00)

◀ 7/30 12:01 ▶

Option Volume

Detail

ℹ

Current (07/30 12:00pm) 3,717

Calls: 1,935 (52%)

Puts: 1,782 (48%)

Prior (07/29) 3,314

Calls: 2,814 (85%)

Puts: 500 (15%)

Current vs Prior +12.16%

Calls: -31.24% (Calls)

Puts: +256.40% (Puts)

Prior 7-Day Total 48,214

Calls: 27,428 (57%)

Puts: 20,786 (43%)

Prior 7-Day Average 6,887

Calls: 3,918 (57%)

Puts: 2,969 (43%)

Current vs Prior 7-Day Avg -46.03%

Calls: -50.62%

Puts: -39.99%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/30 12:00pm) $3.65M

Calls: $2.80M (77%)

Puts: $849.9K (23%)

Prior (07/29) $2.54M

Calls: $2.20M (87%)

Puts: $339.1K (13%)

Current vs Prior +43.42%

Calls: +26.93%

Puts: +150.61%

Prior 7-Day Total $67.01M

Calls: $44.27M (66%)

Puts: $22.74M (34%)

Prior 7-Day Average $9.57M

Calls: $6.32M (66%)

Puts: $3.25M (34%)

Current vs Prior 7-Day Avg -61.89%

Calls: -55.76%

Puts: -73.83%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/30 12:00pm) 0.92

Prior (07/29) 0.18

Current vs Prior +418.30%

Prior 7-Day Average 0.79

Current vs Prior 7-Day Avg +16.25%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (07/30 12:00pm) 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 869,155

Calls: 456,155 (52%)

Puts: 413,000 (48%)

Prior 7-Day Average 124,165

Calls: 65,165 (52%)

Puts: 59,000 (48%)

Current vs Prior 7-Day Avg +5.85%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 3.42% | 6.41%9.52% | 14.79%

Prior 4.86% | 7.28%10.04% | 15.07%

Current vs Prior -29.74% | -12.01%-5.21% | -1.86%

Prior 7-Day Avg 3.89% | 7.19%10.66% | 15.70%

Current vs 7-Day Avg -12.22% | -10.85%-10.74% | -5.82%

Prior 7-Day Eod 4.86% | 7.28%10.04% | 15.07%

Current vs 7-Day Eod -29.74% | -12.01%-5.21% | -1.86%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 31.84% | 12.17%

Calls: 17.82% | 10.20%

Puts: 45.87% | 14.14%

Prior 29.23% | 20.54%

Calls: 33.11% | 19.47%

Puts: 25.35% | 21.60%

Current vs Prior +8.93% | -40.75%

Prior 7-Day Avg 32.90% | 14.18%

Calls: 29.82% | 15.21%

Puts: 35.99% | 13.16%

Current vs 7-Day Avg -3.23% | -14.20%

Liquidity Expensive

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Strong bullish conviction with 77% of dollar volume in calls ($2.80M) vs puts ($849.9K). P/C ratio rising 418% - 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
12:00	BULLISH	NEUTRAL	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

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Best Value <$1

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High Delta

⚖️

Ratio Spreads

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 31 of results (avg 7.4%, best 4.6%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$305.00	Aug 21	14.80	15.50	$15.15	4.6%	41	0.55	101
$310.00	Aug 21	12.50	13.20	$12.85	5.4%	48	0.49	640
$260.00	Jul 31	46.00	48.60	$47.30	5.5%	--	1.00	84
$255.00	Aug 21	51.30	54.20	$52.75	5.5%	1	0.93	1
$250.00	Aug 21	55.70	58.90	$57.30	5.6%	--	0.93	112

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 7	52.90	55.90	$54.40	5.5%	1	0.96	--
$360.00	Aug 21	53.50	56.90	$55.20	6.2%	--	0.90	30
$307.50	Aug 14	12.10	12.90	$12.50	6.4%	9	0.49	--
$302.50	Aug 14	9.60	10.50	$10.05	9.0%	3	0.43	--
$325.00	Aug 21	24.00	26.30	$25.15	9.1%	--	0.66	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. 70 found (avg delta 0.75, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 31	55.20	58.60	$56.90	6.0%	--	1.00	38
$255.00	Jul 31	50.30	53.60	$51.95	6.4%	--	1.00	16
$260.00	Jul 31	46.00	48.60	$47.30	5.5%	--	1.00	84
$265.00	Jul 31	40.30	43.00	$41.65	6.5%	1	1.00	51
$270.00	Jul 31	35.30	38.60	$36.95	8.9%	2	1.00	100

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$337.50	Jul 31	30.20	33.30	$31.75	9.8%	1	0.97	--
$360.00	Aug 7	52.90	55.90	$54.40	5.5%	1	0.96	--
$360.00	Aug 21	53.50	56.90	$55.20	6.2%	--	0.90	30
$315.00	Jul 31	9.30	12.10	$10.70	26.2%	--	0.78	21
$325.00	Aug 7	20.20	23.60	$21.90	15.5%	--	0.77	146

Most actively traded options today. High liquidity = easy entry/exit. 141 active (total vol 2.6K, top 699)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Aug 7	7.30	8.40	$7.85	14.0%	290	0.45	1.3K
$300.00	Jul 31	7.20	9.90	$8.55	31.6%	177	0.75	306
$365.00	Aug 21	0.55	1.75	$1.15	104.3%	69	0.07	--
$320.00	Jul 31	0.55	0.75	$0.65	30.8%	66	0.12	418
$305.00	Jul 31	4.60	5.50	$5.05	17.8%	54	0.56	107

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$285.00	Jul 31	0.00	0.40	$0.20	200.0%	699	0.04	941
$265.00	Jul 31	0.00	0.05	$0.03	166.7%	97	0.01	58
$290.00	Aug 21	6.60	7.40	$7.00	11.4%	46	0.29	462
$300.00	Aug 7	5.70	7.10	$6.40	21.9%	33	0.38	58
$297.50	Jul 31	1.00	2.00	$1.50	66.7%	31	0.22	62

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 53 strikes (avg 79.7%, max 254.0%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Aug 21	169.9%	53.4%	218.4%	--	150
$255.00	Jul 31	Aug 21	155.3%	51.7%	200.6%	1	17
$260.00	Jul 31	Aug 21	140.9%	52.1%	170.4%	--	256
$355.00	Jul 31	Aug 21	127.7%	47.8%	167.3%	3	19
$350.00	Jul 31	Sep 11	117.4%	45.3%	159.1%	3	59

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Sep 4	169.9%	48.0%	254.0%	--	100
$255.00	Jul 31	Aug 28	155.3%	48.5%	220.6%	--	32
$260.00	Jul 31	Aug 28	140.9%	48.1%	193.2%	2	300
$270.00	Jul 31	Aug 28	109.7%	46.6%	135.6%	2	119
$262.50	Jul 31	Aug 7	133.8%	58.6%	128.2%	1	30

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 130 found (best R:R 49.00, avg 5.12)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$350.00	$360.00	Aug 7	$0.22	$9.78	$0.22	44.45	$350.22
$350.00	$355.00	Aug 21	$0.27	$4.73	$0.27	17.52	$350.27
$340.00	$345.00	Aug 7	$0.33	$4.67	$0.33	14.15	$340.33
$342.50	$345.00	Jul 31	$0.17	$2.33	$0.17	13.71	$342.67
$355.00	$360.00	Aug 14	$0.39	$4.61	$0.39	11.82	$355.39

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$270.00	$265.00	Aug 7	$0.10	$4.90	$0.10	49.00	$269.90
$265.00	$260.00	Aug 21	$0.16	$4.84	$0.16	30.25	$264.84
$255.00	$250.00	Aug 21	$0.22	$4.78	$0.22	21.73	$254.78
$267.50	$265.00	Jul 31	$0.12	$2.38	$0.12	19.83	$267.38
$287.50	$285.00	Jul 31	$0.13	$2.37	$0.13	18.23	$287.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 165 found (best R:R 99.00, avg 2.27)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$250.00	$270.00	Aug 7	$19.80	$19.80	$0.20	99.00	$269.80
$265.00	$270.00	Jul 31	$4.70	$4.70	$0.30	15.67	$269.70
$290.00	$292.50	Jul 31	$2.35	$2.35	$0.15	15.67	$292.35
$255.00	$260.00	Jul 31	$4.65	$4.65	$0.35	13.29	$259.65
$270.00	$280.00	Aug 7	$9.30	$9.30	$0.70	13.29	$279.30

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$337.50	$315.00	Jul 31	$21.05	$21.05	$1.45	14.52	$316.45
$360.00	$325.00	Aug 7	$32.50	$32.50	$2.50	13.00	$327.50
$360.00	$325.00	Aug 21	$30.05	$30.05	$4.95	6.07	$329.95
$325.00	$315.00	Aug 7	$7.50	$7.50	$2.50	3.00	$317.50
$315.00	$312.50	Jul 31	$1.85	$1.85	$0.65	2.85	$313.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $2.60, cheapest $0.10)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$270.00	Jul 31	Aug 7	$0.10	109.7%	53.0%
$360.00	Aug 7	Aug 14	$0.25	58.9%	47.2%
$350.00	Jul 31	Aug 7	$0.42	117.4%	55.3%
$260.00	Jul 31	Aug 21	$0.45	140.9%	52.1%
$345.00	Jul 31	Aug 7	$0.62	82.5%	51.5%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 31	Aug 7	$0.12	169.9%	70.3%
$255.00	Jul 31	Aug 7	$0.15	155.3%	65.3%
$260.00	Jul 31	Aug 7	$0.17	140.9%	60.2%
$262.50	Jul 31	Aug 7	$0.22	133.8%	58.6%
$270.00	Jul 31	Aug 7	$0.40	109.7%	53.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 59 found (cheapest 2.91% of stock, avg 9.55%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$305.00	Jul 31	$5.05	$3.90	$8.95	$296.05	$313.95	2.91%
$307.50	Jul 31	$3.90	$5.45	$9.35	$298.15	$316.85	3.04%
$302.50	Jul 31	$6.70	$2.90	$9.60	$292.90	$312.10	3.12%
$310.00	Jul 31	$2.83	$7.15	$9.98	$300.02	$319.98	3.25%
$300.00	Jul 31	$8.55	$2.08	$10.63	$289.37	$310.63	3.46%
$312.50	Jul 31	$2.10	$8.85	$10.95	$301.55	$323.45	3.56%
$297.50	Jul 31	$10.40	$1.50	$11.90	$285.60	$309.40	3.87%
$315.00	Jul 31	$1.35	$10.70	$12.05	$302.95	$327.05	3.92%
$295.00	Jul 31	$12.30	$1.08	$13.38	$281.62	$308.38	4.35%
$292.50	Jul 31	$14.60	$0.68	$15.28	$277.22	$307.78	4.97%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 136 found (cheapest 0.70% of stock, avg 4.71%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$317.50	$295.00	Jul 31	$1.08	$1.08	$2.16	$292.84	$319.66
$315.00	$295.00	Jul 31	$1.35	$1.08	$2.43	$292.57	$317.43
$317.50	$297.50	Jul 31	$1.08	$1.50	$2.58	$294.92	$320.08
$315.00	$297.50	Jul 31	$1.35	$1.50	$2.85	$294.65	$317.85
$312.50	$295.00	Jul 31	$2.10	$1.08	$3.18	$291.82	$315.68
$317.50	$300.00	Jul 31	$1.08	$2.08	$3.16	$296.84	$320.66
$315.00	$300.00	Jul 31	$1.35	$2.08	$3.43	$296.57	$318.43
$312.50	$297.50	Jul 31	$2.10	$1.50	$3.60	$293.90	$316.10
$310.00	$295.00	Jul 31	$2.83	$1.08	$3.91	$291.09	$313.91
$317.50	$302.50	Jul 31	$1.08	$2.90	$3.98	$298.52	$321.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 233 found (best R:R 49.00, avg credit $3.66)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
272/275	280/285	Aug 7	$4.90	$0.10	49.00	$270.10	$284.90
275/278	280/285	Aug 7	$4.85	$0.15	32.33	$272.65	$284.85
265/270	280/285	Aug 7	$4.75	$0.25	19.00	$265.25	$284.75
285/290	295/300	Aug 21	$4.75	$0.25	19.00	$285.25	$299.75
280/285	290/295	Aug 7	$4.65	$0.35	13.29	$280.35	$294.65
290/295	300/305	Aug 28	$4.55	$0.45	10.11	$290.45	$304.55
280/285	295/300	Aug 21	$4.50	$0.50	9.00	$280.50	$299.50
250/255	260/270	Aug 21	$8.97	$1.03	8.71	$246.03	$268.97
270/275	278/285	Aug 14	$6.62	$0.88	7.52	$268.38	$284.12
275/280	295/300	Aug 21	$4.40	$0.60	7.33	$275.60	$299.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 74 found (best R:R 70.43, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$330.00	$335.00	$340.00	Aug 7	$0.07	$4.93	70.43
$355.00	$360.00	$365.00	Aug 21	$0.08	$4.92	61.50
$275.00	$280.00	$285.00	Jul 31	$0.10	$4.90	49.00
$290.00	$292.50	$295.00	Jul 31	$0.05	$2.45	49.00
$295.00	$297.50	$300.00	Jul 31	$0.05	$2.45	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$275.00	$280.00	$285.00	Aug 21	$0.10	$4.90	49.00
$250.00	$255.00	$260.00	Aug 28	$0.14	$4.86	34.71
$275.00	$280.00	$285.00	Aug 14	$0.19	$4.81	25.32
$272.50	$275.00	$277.50	Jul 31	$0.10	$2.40	24.00
$260.00	$265.00	$270.00	Aug 28	$0.20	$4.80	24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 115 found (best net $-0.85, 104 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$350.00	$360.00	1:2	Aug 7	-$0.16	$9.84
$340.00	$350.00	1:2	Aug 28	-$2.00	$8.00
$350.00	$360.00	1:2	Sep 11	-$2.30	$7.70
$325.00	$335.00	1:2	Aug 28	-$3.85	$6.15
$350.00	$355.00	1:2	Jul 31	-$0.18	$4.82

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$330.00	$310.00	1:2	Aug 14	-$0.85	$19.15
$280.00	$265.00	1:2	Sep 11	-$0.31	$14.69
$270.00	$260.00	1:2	Aug 14	-$0.13	$9.87
$290.00	$280.00	1:2	Aug 28	-$2.60	$7.40
$255.00	$250.00	1:2	Jul 31	-$0.18	$4.82

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 58 found (best yield 4.55%, avg 1.53%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$310.00	Aug 28	$14.00	0.49	0.9%	4.55%	5.41%	1	18
$307.50	Aug 21	$13.50	0.52	0.1%	4.39%	4.44%	--	43
$310.00	Aug 21	$12.50	0.49	0.9%	4.07%	4.93%	48	640
$320.00	Sep 11	$11.70	0.42	4.1%	3.81%	7.92%	1	--
$307.50	Aug 14	$11.40	0.51	0.1%	3.71%	3.75%	5	8
$312.50	Aug 21	$11.30	0.46	1.7%	3.68%	5.35%	1	45
$315.00	Aug 21	$10.40	0.43	2.5%	3.38%	5.87%	3	65
$310.00	Aug 14	$10.20	0.47	0.9%	3.32%	4.18%	21	60
$320.00	Aug 28	$10.10	0.40	4.1%	3.29%	7.40%	--	28
$317.50	Aug 21	$8.80	0.41	3.3%	2.86%	6.16%	--	274

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 1,935

Total Puts 1,782

Put/Call Ratio 0.92

Net Difference 153

Prior's Put/Call Breakdown

Total Calls 2,814

Total Puts 500

Put/Call Ratio 0.18

Net Difference 2,314

Prior 7-Day Put/Call Summary

Total Calls 27,428

Total Puts 20,786

Average Put/Call Ratio 0.79

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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