VLO - Options Database

VLO

VALERO ENERGY CORP N

$311.71 +3.45%

(7/30 15:01) ◀

Thursday, July 30, 2026 (4:00pm)

▶

◀ 7/30 16:01

Option Volume

Detail

ℹ

Current (07/30 4:00pm) 35,433

Calls: 12,328 (35%)

Puts: 23,105 (65%)

Prior (07/29) 10,778

Calls: 7,949 (74%)

Puts: 2,829 (26%)

Current vs Prior +228.75%

Calls: +55.09% (Calls)

Puts: +716.72% (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 +414.44%

Calls: +214.63%

Puts: +678.10%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/30 4:00pm) $100.99M

Calls: $74.19M (73%)

Puts: $26.79M (27%)

Prior (07/29) $8.54M

Calls: $6.79M (80%)

Puts: $1.75M (20%)

Current vs Prior +1082.38%

Calls: +992.19%

Puts: +1432.84%

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 +954.96%

Calls: +1073.10%

Puts: +724.92%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/30 4:00pm) 1.87

Prior (07/29) 0.36

Current vs Prior +426.61%

Prior 7-Day Average 0.79

Current vs Prior 7-Day Avg +136.58%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/30 4:00pm) 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 2.77% | 6.08%9.46% | 14.61%

Prior 4.86% | 7.28%10.04% | 15.07%

Current vs Prior -42.92% | -16.55%-5.73% | -3.01%

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

Current vs 7-Day Avg -28.69% | -15.44%-11.24% | -6.93%

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

Current vs 7-Day Eod -42.92% | -16.55%-5.73% | -3.01%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 42.64% | 17.51%

Calls: 38.10% | 19.78%

Puts: 47.19% | 15.23%

Prior 29.23% | 20.54%

Calls: 33.11% | 19.47%

Puts: 25.35% | 21.60%

Current vs Prior +45.88% | -14.75%

Prior 7-Day Avg 32.90% | 14.18%

Calls: 29.82% | 15.21%

Puts: 35.99% | 13.16%

Current vs 7-Day Avg +29.59% | +23.45%

Liquidity Expensive

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Moderately bullish flow with 73% call dollar volume ($74.19M). Massive premium surge with dollar volume up 1082% vs prior. Dollar volume significantly above 7-day average (955% higher). Unusually high activity with volume up 229% vs prior - elevated interest.

Smart Money BULLISH

Retail Flow BEARISH

Overall BEARISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BULLISH

7-Day Avg BULLISH

Current BEARISH

Prior BULLISH

7-Day Avg NEUTRAL

Current BEARISH

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	BEARISH	BEARISH
15:00	BULLISH	BULLISH	BULLISH
14:05	BULLISH	BULLISH	BULLISH
14:00	BULLISH	BULLISH	BULLISH
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 27 of results (avg 7.1%, best 5.0%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 31	60.60	63.70	$62.15	5.0%	290	1.00	38
$250.00	Aug 21	60.70	63.90	$62.30	5.1%	--	0.94	112
$255.00	Aug 21	56.10	59.20	$57.65	5.4%	1	0.94	1
$255.00	Jul 31	55.50	58.70	$57.10	5.6%	145	1.00	16
$250.00	Aug 7	60.30	63.80	$62.05	5.6%	170	1.00	27

PUTS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 7	47.40	50.70	$49.05	6.7%	1	0.96	--
$360.00	Aug 21	48.50	51.90	$50.20	6.8%	--	0.88	30

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. 91 found (avg delta 0.79, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 31	60.60	63.70	$62.15	5.0%	290	1.00	38
$255.00	Jul 31	55.50	58.70	$57.10	5.6%	145	1.00	16
$260.00	Jul 31	50.50	53.70	$52.10	6.1%	430	1.00	84
$265.00	Jul 31	45.50	48.70	$47.10	6.8%	417	1.00	51
$270.00	Jul 31	40.50	43.70	$42.10	7.6%	372	1.00	100

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$337.50	Jul 31	24.90	28.30	$26.60	12.8%	1	0.96	--
$360.00	Aug 7	47.40	50.70	$49.05	6.7%	1	0.96	--
$325.00	Jul 31	12.70	15.90	$14.30	22.4%	1	0.91	2
$360.00	Aug 21	48.50	51.90	$50.20	6.8%	--	0.88	30
$320.00	Jul 31	8.30	11.00	$9.65	28.0%	1	0.82	1

Most actively traded options today. High liquidity = easy entry/exit. 206 active (total vol 9.2K, top 815)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Jul 31	20.60	23.70	$22.15	14.0%	815	1.00	111
$275.00	Jul 31	35.60	38.70	$37.15	8.3%	740	1.00	200
$310.00	Aug 7	8.20	10.00	$9.10	19.8%	455	0.53	1.3K
$280.00	Jul 31	30.40	33.80	$32.10	10.6%	440	1.00	58
$260.00	Jul 31	50.50	53.70	$52.10	6.1%	430	1.00	84

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$285.00	Jul 31	0.05	0.20	$0.13	115.4%	713	0.02	941
$300.00	Jul 31	0.40	0.90	$0.65	76.9%	149	0.13	269
$265.00	Jul 31	0.00	0.05	$0.03	166.7%	108	0.00	58
$310.00	Jul 31	2.20	3.80	$3.00	53.3%	103	0.45	25
$297.50	Jul 31	0.10	0.65	$0.38	144.7%	93	0.08	62

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 62 strikes (avg 84.4%, max 304.3%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Aug 21	195.6%	52.7%	271.0%	290	150
$255.00	Jul 31	Aug 21	180.0%	49.5%	264.0%	146	17
$260.00	Jul 31	Aug 21	164.6%	50.1%	228.4%	431	256
$270.00	Jul 31	Aug 28	134.3%	46.6%	188.4%	375	104
$355.00	Jul 31	Aug 21	125.0%	46.0%	171.5%	5	19

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Sep 4	195.6%	48.4%	304.3%	--	100
$255.00	Jul 31	Aug 28	180.0%	48.8%	268.8%	--	32
$260.00	Jul 31	Aug 28	164.6%	49.7%	231.3%	2	300
$270.00	Jul 31	Aug 28	134.3%	46.6%	188.4%	16	119
$265.00	Jul 31	Sep 11	116.5%	44.9%	159.5%	111	58

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 152 found (best R:R 65.67, avg 5.22)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$345.00	$350.00	Aug 7	$0.15	$4.85	$0.15	32.33	$345.15
$350.00	$360.00	Aug 7	$0.38	$9.62	$0.38	25.32	$350.38
$332.50	$335.00	Jul 31	$0.10	$2.40	$0.10	24.00	$332.60
$365.00	$370.00	Sep 4	$0.25	$4.75	$0.25	19.00	$365.25
$355.00	$360.00	Aug 21	$0.27	$4.73	$0.27	17.52	$355.27

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$260.00	$250.00	Aug 14	$0.15	$9.85	$0.15	65.67	$259.85
$270.00	$265.00	Aug 7	$0.20	$4.80	$0.20	24.00	$269.80
$265.00	$260.00	Aug 28	$0.22	$4.78	$0.22	21.73	$264.78
$270.00	$260.00	Aug 14	$0.50	$9.50	$0.50	19.00	$269.50
$255.00	$250.00	Aug 28	$0.27	$4.73	$0.27	17.52	$254.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 185 found (best R:R 61.50, avg 2.13)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$270.00	$275.00	Aug 7	$4.90	$4.90	$0.10	49.00	$274.90
$255.00	$260.00	Aug 21	$4.75	$4.75	$0.25	19.00	$259.75
$300.00	$302.50	Jul 31	$2.35	$2.35	$0.15	15.67	$302.35
$250.00	$255.00	Aug 21	$4.65	$4.65	$0.35	13.29	$254.65
$280.00	$285.00	Aug 7	$4.60	$4.60	$0.40	11.50	$284.60

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$337.50	$325.00	Jul 31	$12.30	$12.30	$0.20	61.50	$325.20
$325.00	$320.00	Jul 31	$4.65	$4.65	$0.35	13.29	$320.35
$360.00	$325.00	Aug 7	$31.40	$31.40	$3.60	8.72	$328.60
$360.00	$325.00	Aug 21	$28.35	$28.35	$6.65	4.26	$331.65
$320.00	$315.00	Jul 31	$3.60	$3.60	$1.40	2.57	$316.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 56 found (avg debit $2.73, cheapest $0.05)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$275.00	Jul 31	Aug 7	$0.05	119.3%	47.1%
$285.00	Jul 31	Aug 7	$0.40	84.3%	48.2%
$360.00	Aug 7	Aug 14	$0.53	55.3%	47.8%
$350.00	Jul 31	Aug 7	$0.60	113.7%	53.6%
$370.00	Aug 21	Aug 28	$0.80	46.9%	46.4%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 31	Aug 7	$0.07	195.6%	73.2%
$255.00	Jul 31	Aug 7	$0.10	180.0%	68.5%
$260.00	Jul 31	Aug 7	$0.15	164.6%	64.5%
$262.50	Jul 31	Aug 7	$0.15	157.0%	61.6%
$275.00	Jul 31	Aug 7	$0.15	119.3%	47.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 82 found (cheapest 2.31% of stock, avg 10.04%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$310.00	Jul 31	$4.20	$3.00	$7.20	$302.80	$317.20	2.31%
$312.50	Jul 31	$2.85	$4.45	$7.30	$305.20	$319.80	2.34%
$307.50	Jul 31	$5.60	$2.05	$7.65	$299.85	$315.15	2.45%
$315.00	Jul 31	$1.90	$6.05	$7.95	$307.05	$322.95	2.55%
$305.00	Jul 31	$7.30	$1.30	$8.60	$296.40	$313.60	2.76%
$320.00	Jul 31	$0.90	$9.65	$10.55	$309.45	$330.55	3.38%
$302.50	Jul 31	$9.85	$0.90	$10.75	$291.75	$313.25	3.45%
$300.00	Jul 31	$12.20	$0.65	$12.85	$287.15	$312.85	4.12%
$325.00	Jul 31	$0.43	$14.30	$14.73	$310.27	$339.73	4.73%
$297.50	Jul 31	$14.60	$0.38	$14.98	$282.52	$312.48	4.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 143 found (cheapest 0.42% of stock, avg 4.68%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$322.50	$300.00	Jul 31	$0.65	$0.65	$1.30	$298.70	$323.80
$320.00	$300.00	Jul 31	$0.90	$0.65	$1.55	$298.45	$321.55
$322.50	$302.50	Jul 31	$0.65	$0.90	$1.55	$300.95	$324.05
$320.00	$302.50	Jul 31	$0.90	$0.90	$1.80	$300.70	$321.80
$317.50	$300.00	Jul 31	$1.27	$0.65	$1.92	$298.08	$319.42
$322.50	$305.00	Jul 31	$0.65	$1.30	$1.95	$303.05	$324.45
$317.50	$302.50	Jul 31	$1.27	$0.90	$2.17	$300.33	$319.67
$320.00	$305.00	Jul 31	$0.90	$1.30	$2.20	$302.80	$322.20
$315.00	$300.00	Jul 31	$1.90	$0.65	$2.55	$297.45	$317.55
$317.50	$305.00	Jul 31	$1.27	$1.30	$2.57	$302.43	$320.07

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 188 found (best R:R 49.00, avg credit $3.77)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
275/278	280/285	Aug 7	$4.90	$0.10	49.00	$272.60	$284.90
290/295	300/305	Aug 28	$4.90	$0.10	49.00	$290.10	$304.90
265/270	280/285	Aug 7	$4.80	$0.20	24.00	$265.20	$284.80
275/280	285/290	Aug 14	$4.71	$0.29	16.24	$275.29	$289.71
275/278	285/290	Aug 7	$4.70	$0.30	15.67	$272.80	$289.70
275/278	292/295	Aug 7	$2.35	$0.15	15.67	$275.15	$294.85
250/255	265/270	Aug 28	$4.67	$0.33	14.15	$250.33	$269.67
250/260	265/278	Aug 14	$11.65	$0.85	13.71	$248.35	$276.65
288/290	295/298	Aug 14	$2.33	$0.17	13.71	$287.67	$297.33
290/295	310/315	Aug 28	$4.65	$0.35	13.29	$290.35	$314.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 89 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	Aug 7	$0.05	$4.95	99.00
$297.50	$300.00	$302.50	Jul 31	$0.05	$2.45	49.00
$302.50	$305.00	$307.50	Aug 7	$0.05	$2.45	49.00
$302.50	$305.00	$307.50	Aug 14	$0.05	$2.45	49.00
$307.50	$310.00	$312.50	Aug 14	$0.05	$2.45	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$287.50	$290.00	$292.50	Jul 31	$0.05	$2.45	49.00
$260.00	$265.00	$270.00	Aug 21	$0.15	$4.85	32.33
$265.00	$270.00	$275.00	Aug 28	$0.15	$4.85	32.33
$250.00	$260.00	$270.00	Aug 14	$0.35	$9.65	27.57
$270.00	$275.00	$280.00	Aug 21	$0.18	$4.82	26.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 120 found (best net $-0.50, 108 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$350.00	$360.00	1:2	Aug 7	-$0.02	$9.98
$340.00	$350.00	1:2	Aug 14	-$0.27	$9.73
$310.00	$325.00	1:2	Sep 4	-$5.85	$9.15
$340.00	$350.00	1:2	Aug 28	-$2.25	$7.75
$350.00	$360.00	1:2	Sep 11	-$2.70	$7.30

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$280.00	$265.00	1:2	Sep 11	-$0.50	$14.50
$337.50	$325.00	1:2	Jul 31	-$2.00	$10.50
$270.00	$260.00	1:2	Aug 14	-$0.05	$9.95
$260.00	$250.00	1:2	Aug 14	-$0.25	$9.75
$290.00	$280.00	1:2	Aug 28	-$2.70	$7.30

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 1.52%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$320.00	Sep 11	$14.00	0.46	2.7%	4.49%	7.15%	1	--
$315.00	Aug 28	$13.20	0.49	1.1%	4.23%	5.29%	2	7
$312.50	Aug 21	$13.00	0.51	0.2%	4.17%	4.42%	5	45
$315.00	Aug 21	$11.80	0.48	1.1%	3.79%	4.84%	11	65
$317.50	Aug 21	$10.80	0.46	1.9%	3.46%	5.32%	--	274
$325.00	Sep 4	$10.60	0.41	4.3%	3.40%	7.66%	3	3
$320.00	Aug 28	$10.50	0.44	2.7%	3.37%	6.03%	--	28
$312.50	Aug 14	$10.30	0.50	0.2%	3.30%	3.56%	1	--
$315.00	Aug 14	$9.50	0.47	1.1%	3.05%	4.10%	4	28
$320.00	Aug 21	$9.30	0.42	2.7%	2.98%	5.64%	36	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 12,328

Total Puts 23,105

Put/Call Ratio 1.87

Net Difference -10,777

Prior's Put/Call Breakdown

Total Calls 7,949

Total Puts 2,829

Put/Call Ratio 0.36

Net Difference 5,120

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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