VLO - Options Database

VLO

VALERO ENERGY CORP N

$308.60 +2.42%

(7/30 12:01) ◀

Thursday, July 30, 2026 (1:00pm)

▶ (7/30 14:01)

◀ 7/30 13:00 ▶

Option Volume

Detail

ℹ

Current (07/30 1:00pm) 5,686

Calls: 3,515 (62%)

Puts: 2,171 (38%)

Prior (07/29) 4,416

Calls: 3,498 (79%)

Puts: 918 (21%)

Current vs Prior +28.76%

Calls: +0.49% (Calls)

Puts: +136.49% (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 -17.45%

Calls: -10.29%

Puts: -26.89%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/30 1:00pm) $9.72M

Calls: $8.72M (90%)

Puts: $993.7K (10%)

Prior (07/29) $3.97M

Calls: $3.37M (85%)

Puts: $598.5K (15%)

Current vs Prior +144.85%

Calls: +158.84%

Puts: +66.03%

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 +1.51%

Calls: +37.93%

Puts: -69.41%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/30 1:00pm) 0.62

Prior (07/29) 0.26

Current vs Prior +135.35%

Prior 7-Day Average 0.79

Current vs Prior 7-Day Avg -22.04%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/30 1:00pm) 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 3.22% | 6.42%9.53% | 14.89%

Prior 4.86% | 7.28%10.04% | 15.07%

Current vs Prior -33.68% | -11.92%-5.10% | -1.18%

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

Current vs 7-Day Avg -17.15% | -10.76%-10.65% | -5.16%

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

Current vs 7-Day Eod -33.68% | -11.92%-5.10% | -1.18%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 57.03% | 11.14%

Calls: 53.19% | 11.64%

Puts: 60.87% | 10.63%

Prior 29.23% | 20.54%

Calls: 33.11% | 19.47%

Puts: 25.35% | 21.60%

Current vs Prior +95.11% | -45.76%

Prior 7-Day Avg 32.90% | 14.18%

Calls: 29.82% | 15.21%

Puts: 35.99% | 13.16%

Current vs 7-Day Avg +73.33% | -21.46%

Liquidity Expensive

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Strong bullish conviction with 90% of dollar volume in calls ($8.72M) vs puts ($993.7K). Massive premium surge with dollar volume up 145% vs prior. Bullish P/C ratio of 0.62. P/C ratio rising 135% - increased hedging/bearish positioning.

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
13:00	BULLISH	BULLISH	BULLISH
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

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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 8.0%, best 5.5%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$255.00	Jul 31	52.60	55.60	$54.10	5.5%	40	1.00	16
$250.00	Jul 31	57.30	60.60	$58.95	5.6%	80	1.00	38
$250.00	Aug 7	57.30	60.70	$59.00	5.8%	60	1.00	27
$250.00	Aug 21	57.50	61.00	$59.25	5.9%	--	0.94	112
$307.50	Aug 21	14.20	15.10	$14.65	6.1%	1	0.53	43

PUTS (4)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	51.50	55.20	$53.35	6.9%	--	0.90	30
$360.00	Aug 7	50.50	54.30	$52.40	7.3%	1	0.96	--
$300.00	Aug 21	9.90	10.70	$10.30	7.8%	5	0.39	97
$325.00	Aug 21	22.80	25.20	$24.00	10.0%	--	0.65	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. 72 found (avg delta 0.75, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 31	57.30	60.60	$58.95	5.6%	80	1.00	38
$255.00	Jul 31	52.60	55.60	$54.10	5.5%	40	1.00	16
$260.00	Jul 31	47.50	50.60	$49.05	6.3%	--	1.00	84
$265.00	Jul 31	42.40	45.60	$44.00	7.3%	112	1.00	51
$270.00	Jul 31	37.30	40.60	$38.95	8.5%	2	1.00	100

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$337.50	Jul 31	28.00	31.20	$29.60	10.8%	1	0.97	--
$360.00	Aug 7	50.50	54.30	$52.40	7.3%	1	0.96	--
$360.00	Aug 21	51.50	55.20	$53.35	6.9%	--	0.90	30
$325.00	Aug 7	18.50	22.00	$20.25	17.3%	--	0.75	146
$330.00	Aug 14	24.30	28.00	$26.15	14.1%	--	0.74	43

Most actively traded options today. High liquidity = easy entry/exit. 162 active (total vol 3.7K, top 699)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Aug 7	7.80	8.60	$8.20	9.8%	299	0.48	1.3K
$300.00	Jul 31	8.50	11.00	$9.75	25.6%	289	0.77	306
$290.00	Jul 31	17.60	20.70	$19.15	16.2%	235	0.97	111
$280.00	Jul 31	27.50	30.60	$29.05	10.7%	120	1.00	58
$265.00	Jul 31	42.40	45.60	$44.00	7.3%	112	1.00	51

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$285.00	Jul 31	0.05	0.20	$0.13	115.4%	699	0.03	941
$265.00	Jul 31	0.00	0.05	$0.03	166.7%	97	0.00	58
$290.00	Aug 21	6.30	7.00	$6.65	10.5%	46	0.28	462
$310.00	Jul 31	4.00	6.80	$5.40	51.9%	43	0.57	25
$300.00	Jul 31	1.10	2.30	$1.70	70.6%	39	0.24	269

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 57 strikes (avg 77.2%, max 266.9%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Aug 21	177.7%	52.4%	239.4%	80	150
$255.00	Jul 31	Aug 21	163.0%	52.1%	213.0%	41	17
$260.00	Jul 31	Aug 21	148.4%	50.0%	197.0%	--	256
$355.00	Jul 31	Aug 21	125.0%	47.1%	165.4%	4	19
$350.00	Jul 31	Sep 11	114.4%	45.2%	153.0%	3	59

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Sep 4	177.7%	48.5%	266.9%	--	100
$255.00	Jul 31	Aug 28	163.0%	49.3%	230.8%	--	32
$260.00	Jul 31	Aug 28	148.4%	48.5%	205.8%	2	300
$270.00	Jul 31	Aug 28	116.8%	48.0%	143.2%	2	119
$262.50	Jul 31	Aug 7	141.2%	59.9%	135.5%	1	30

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 142 found (best R:R 49.00, avg 5.36)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$350.00	$360.00	Aug 7	$0.20	$9.80	$0.20	49.00	$350.20
$332.50	$335.00	Jul 31	$0.12	$2.38	$0.12	19.83	$332.62
$320.00	$322.50	Jul 31	$0.13	$2.37	$0.13	18.23	$320.13
$322.50	$325.00	Jul 31	$0.14	$2.36	$0.14	16.86	$322.64
$365.00	$370.00	Aug 21	$0.28	$4.72	$0.28	16.86	$365.28

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
$260.00	$255.00	Aug 21	$0.22	$4.78	$0.22	21.73	$259.78
$267.50	$265.00	Jul 31	$0.12	$2.38	$0.12	19.83	$267.38
$290.00	$287.50	Jul 31	$0.13	$2.37	$0.13	18.23	$289.87
$270.00	$260.00	Aug 14	$0.53	$9.47	$0.53	17.87	$269.47

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 174 found (best R:R 32.33, avg 1.90)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$250.00	$255.00	Jul 31	$4.85	$4.85	$0.15	32.33	$254.85
$285.00	$290.00	Jul 31	$4.80	$4.80	$0.20	24.00	$289.80
$270.00	$280.00	Aug 7	$9.60	$9.60	$0.40	24.00	$279.60
$250.00	$255.00	Aug 21	$4.75	$4.75	$0.25	19.00	$254.75
$255.00	$260.00	Aug 21	$4.75	$4.75	$0.25	19.00	$259.75

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$337.50	$315.00	Jul 31	$20.95	$20.95	$1.55	13.52	$316.55
$360.00	$325.00	Aug 7	$32.15	$32.15	$2.85	11.28	$327.85
$360.00	$325.00	Aug 21	$29.35	$29.35	$5.65	5.19	$330.65
$325.00	$315.00	Aug 7	$7.40	$7.40	$2.60	2.85	$317.60
$312.50	$310.00	Aug 21	$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. 56 found (avg debit $2.71, cheapest $0.12)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$265.00	Jul 31	Aug 14	$0.15	104.1%	51.0%
$280.00	Jul 31	Aug 7	$0.25	91.0%	52.2%
$360.00	Aug 7	Aug 14	$0.25	57.8%	46.7%
$255.00	Jul 31	Aug 21	$0.40	163.0%	52.1%
$350.00	Jul 31	Aug 7	$0.42	114.4%	53.4%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 31	Aug 7	$0.12	177.7%	72.2%
$255.00	Jul 31	Aug 7	$0.12	163.0%	66.3%
$260.00	Jul 31	Aug 7	$0.17	148.4%	62.2%
$262.50	Jul 31	Aug 7	$0.20	141.2%	59.9%
$270.00	Jul 31	Aug 7	$0.38	116.8%	54.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 61 found (cheapest 2.77% of stock, avg 9.72%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$310.00	Jul 31	$3.15	$5.40	$8.55	$301.45	$318.55	2.77%
$307.50	Jul 31	$4.55	$4.05	$8.60	$298.90	$316.10	2.79%
$305.00	Jul 31	$5.65	$3.08	$8.73	$296.27	$313.73	2.83%
$312.50	Jul 31	$2.40	$6.85	$9.25	$303.25	$321.75	3.00%
$302.50	Jul 31	$7.75	$2.23	$9.98	$292.52	$312.48	3.23%
$315.00	Jul 31	$1.65	$8.65	$10.30	$304.70	$325.30	3.34%
$300.00	Jul 31	$9.75	$1.70	$11.45	$288.55	$311.45	3.71%
$297.50	Jul 31	$11.90	$1.08	$12.98	$284.52	$310.48	4.21%
$295.00	Jul 31	$14.30	$0.68	$14.98	$280.02	$309.98	4.85%
$292.50	Jul 31	$16.40	$0.48	$16.88	$275.62	$309.38	5.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 138 found (cheapest 0.58% of stock, avg 4.59%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$320.00	$297.50	Jul 31	$0.70	$1.08	$1.78	$295.72	$321.78
$317.50	$297.50	Jul 31	$1.02	$1.08	$2.10	$295.40	$319.60
$320.00	$300.00	Jul 31	$0.70	$1.70	$2.40	$297.60	$322.40
$315.00	$297.50	Jul 31	$1.65	$1.08	$2.73	$294.77	$317.73
$317.50	$300.00	Jul 31	$1.02	$1.70	$2.72	$297.28	$320.22
$320.00	$302.50	Jul 31	$0.70	$2.23	$2.93	$299.57	$322.93
$317.50	$302.50	Jul 31	$1.02	$2.23	$3.25	$299.25	$320.75
$315.00	$300.00	Jul 31	$1.65	$1.70	$3.35	$296.65	$318.35
$312.50	$297.50	Jul 31	$2.40	$1.08	$3.48	$294.02	$315.98
$320.00	$305.00	Jul 31	$0.70	$3.08	$3.78	$301.22	$323.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 235 found (best R:R 19.00, avg credit $3.74)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
285/290	295/300	Aug 21	$4.75	$0.25	19.00	$285.25	$299.75
272/275	280/285	Aug 7	$4.73	$0.27	17.52	$270.27	$284.73
290/292	300/302	Aug 7	$2.35	$0.15	15.67	$290.15	$302.35
275/278	280/285	Aug 7	$4.69	$0.31	15.13	$272.81	$284.69
280/285	290/295	Aug 7	$4.67	$0.33	14.15	$280.33	$294.67
250/255	260/270	Aug 21	$9.33	$0.67	13.93	$245.67	$269.33
265/270	280/285	Aug 7	$4.60	$0.40	11.50	$265.40	$284.60
290/292	305/308	Aug 7	$2.30	$0.20	11.50	$290.20	$307.30
300/302	308/310	Aug 7	$2.30	$0.20	11.50	$300.20	$309.80
302/305	310/312	Aug 14	$2.30	$0.20	11.50	$302.70	$312.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 73 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
$325.00	$330.00	$335.00	Aug 21	$0.10	$4.90	49.00
$335.00	$340.00	$345.00	Aug 21	$0.10	$4.90	49.00
$350.00	$355.00	$360.00	Aug 21	$0.12	$4.88	40.67
$360.00	$365.00	$370.00	Aug 21	$0.12	$4.88	40.67

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$280.00	$285.00	$290.00	Aug 7	$0.08	$4.92	61.50
$290.00	$292.50	$295.00	Jul 31	$0.05	$2.45	49.00
$305.00	$307.50	$310.00	Aug 14	$0.05	$2.45	49.00
$250.00	$255.00	$260.00	Aug 28	$0.10	$4.90	49.00
$260.00	$265.00	$270.00	Aug 21	$0.11	$4.89	44.45

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 118 found (best net $-0.15, 106 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$350.00	$360.00	1:2	Aug 7	-$0.20	$9.80
$340.00	$350.00	1:2	Aug 28	-$1.96	$8.04
$350.00	$360.00	1:2	Sep 11	-$2.51	$7.49
$325.00	$335.00	1:2	Aug 28	-$3.90	$6.10
$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	-$0.15	$19.85
$280.00	$265.00	1:2	Sep 11	-$0.56	$14.44
$270.00	$260.00	1:2	Aug 14	-$0.27	$9.73
$290.00	$280.00	1:2	Aug 28	-$2.25	$7.75
$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. 59 found (best yield 4.63%, avg 1.45%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$310.00	Aug 28	$14.30	0.51	0.5%	4.63%	5.09%	1	18
$310.00	Aug 21	$13.00	0.50	0.5%	4.21%	4.67%	48	640
$320.00	Sep 11	$12.70	0.43	3.7%	4.12%	7.81%	1	--
$312.50	Aug 21	$11.90	0.47	1.3%	3.86%	5.12%	4	45
$310.00	Aug 14	$10.90	0.49	0.5%	3.53%	3.99%	22	60
$315.00	Aug 21	$10.90	0.45	2.1%	3.53%	5.61%	6	65
$320.00	Aug 28	$10.20	0.41	3.7%	3.31%	7.00%	--	28
$312.50	Aug 14	$9.80	0.46	1.3%	3.18%	4.44%	1	--
$317.50	Aug 21	$9.10	0.42	2.9%	2.95%	5.83%	--	274
$320.00	Aug 21	$9.00	0.39	3.7%	2.92%	6.61%	14	2.4K

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 3,515

Total Puts 2,171

Put/Call Ratio 0.62

Net Difference 1,344

Prior's Put/Call Breakdown

Total Calls 3,498

Total Puts 918

Put/Call Ratio 0.26

Net Difference 2,580

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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