VLO - Options Database

VLO

VALERO ENERGY CORP N

$311.49 +0.31%

(7/30 18:06) ◀

Friday, July 31, 2026 (10:00am)

▶ (7/31 11:00)

◀ 7/31 10:00 ▶

Option Volume

Detail

ℹ

Current (07/31 10:00am) 578

Calls: 403 (70%)

Puts: 175 (30%)

Prior (07/30) 1,494

Calls: 752 (50%)

Puts: 742 (50%)

Current vs Prior -61.31%

Calls: -46.41% (Calls)

Puts: -76.42% (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 -91.61%

Calls: -89.71%

Puts: -94.11%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/31 10:00am) $329.3K

Calls: $246.8K (75%)

Puts: $82.5K (25%)

Prior (07/30) $807.8K

Calls: $689.2K (85%)

Puts: $118.6K (15%)

Current vs Prior -59.23%

Calls: -64.20%

Puts: -30.40%

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 -96.56%

Calls: -96.10%

Puts: -97.46%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/31 10:00am) 0.43

Prior (07/30) 0.99

Current vs Prior -55.99%

Prior 7-Day Average 0.79

Current vs Prior 7-Day Avg -45.19%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/31 10:00am) 130,478

Calls: 66,661 (51%)

Puts: 63,817 (49%)

Prior (07/30) 131,431

Calls: 68,441 (52%)

Puts: 62,990 (48%)

Current vs Prior -0.73%

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 +5.08%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 2.14% | 5.71%9.02% | 14.58%

Prior 4.86% | 7.28%10.04% | 15.07%

Current vs Prior -55.89% | -21.55%-10.14% | -3.26%

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

Current vs 7-Day Avg -44.89% | -20.52%-15.39% | -7.17%

Prior 7-Day Eod 4.86% | 7.28%9.46% | 14.61%

Current vs 7-Day Eod -55.89% | -21.55%-4.68% | -0.26%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 110.38% | 24.77%

Calls: 70.77% | 20.00%

Puts: 150.00% | 29.55%

Prior 29.23% | 20.54%

Calls: 33.11% | 19.47%

Puts: 25.35% | 21.60%

Current vs Prior +277.63% | +20.59%

Prior 7-Day Avg 32.90% | 14.18%

Calls: 29.82% | 15.21%

Puts: 35.99% | 13.16%

Current vs 7-Day Avg +235.47% | +74.63%

Liquidity Expensive

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Moderately bullish flow with 75% call dollar volume ($246.8K). Light premium activity with dollar volume down 59% vs prior. Below-average activity with volume down 61% vs prior. Extreme bullish P/C ratio of 0.43 - heavy call buying (403 calls vs 175 puts).

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 NEUTRAL

7-Day Avg NEUTRAL

Current BULLISH

Prior NEUTRAL

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	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

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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 9 of results (avg 8.0%, best 5.5%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Aug 21	60.70	64.10	$62.40	5.4%	--	0.97	79
$260.00	Aug 21	51.20	54.60	$52.90	6.4%	--	0.94	153
$270.00	Aug 21	42.00	45.40	$43.70	7.8%	--	0.90	282
$265.00	Aug 28	47.10	51.00	$49.05	8.0%	--	0.90	10
$265.00	Aug 14	45.50	49.30	$47.40	8.0%	--	0.95	11

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	48.40	51.70	$50.05	6.6%	--	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. 53 found (avg delta 0.72, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Jul 31	39.20	43.10	$41.15	9.5%	--	1.00	10
$292.50	Jul 31	17.20	20.10	$18.65	15.5%	--	1.00	12
$250.00	Aug 21	60.70	64.10	$62.40	5.4%	--	0.97	79
$265.00	Aug 14	45.50	49.30	$47.40	8.0%	--	0.95	11
$260.00	Aug 21	51.20	54.60	$52.90	6.4%	--	0.94	153

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	48.40	51.70	$50.05	6.6%	--	0.88	30
$330.00	Aug 14	21.50	25.20	$23.35	15.8%	--	0.72	43
$325.00	Aug 7	16.00	18.20	$17.10	12.9%	--	0.72	146
$315.00	Jul 31	3.20	6.50	$4.85	68.0%	--	0.71	21
$330.00	Aug 28	24.40	28.30	$26.35	14.8%	--	0.66	84

Most actively traded options today. High liquidity = easy entry/exit. 64 active (total vol 403, top 120)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$330.00	Jul 31	0.00	0.35	$0.18	194.4%	120	0.04	249
$310.00	Aug 7	8.10	9.90	$9.00	20.0%	37	0.54	1.2K
$320.00	Jul 31	0.05	1.10	$0.58	181.0%	27	0.14	395
$320.00	Aug 21	9.80	11.00	$10.40	11.5%	17	0.43	2.4K
$315.00	Jul 31	0.55	2.00	$1.27	114.2%	14	0.29	151

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Aug 21	4.60	5.70	$5.15	21.4%	22	0.24	453
$295.00	Jul 31	0.00	0.30	$0.15	200.0%	12	0.04	334
$285.00	Aug 21	3.60	4.40	$4.00	20.0%	10	0.20	49
$287.50	Aug 21	4.10	5.00	$4.55	19.8%	10	0.22	7
$280.00	Aug 21	2.60	3.40	$3.00	26.7%	8	0.16	814

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 48 strikes (avg 187.5%, max 689.9%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$270.00	Jul 31	Aug 21	259.7%	49.3%	426.4%	--	292
$355.00	Jul 31	Aug 21	239.3%	47.5%	403.8%	--	22
$350.00	Jul 31	Aug 28	217.6%	45.7%	375.9%	--	70
$345.00	Jul 31	Aug 21	153.6%	47.0%	227.1%	--	397
$335.00	Jul 31	Sep 11	138.4%	44.6%	210.4%	6	189

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Sep 4	378.2%	47.9%	689.9%	--	100
$255.00	Jul 31	Aug 28	348.2%	48.5%	617.8%	--	32
$260.00	Jul 31	Aug 28	318.4%	47.7%	567.7%	--	301
$270.00	Jul 31	Sep 4	259.7%	45.3%	472.9%	3	88
$275.00	Jul 31	Aug 28	230.6%	45.9%	402.5%	--	117

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 116 found (best R:R 36.04, avg 5.72)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$350.00	$360.00	Aug 7	$0.40	$9.60	$0.40	24.00	$350.40
$335.00	$340.00	Aug 14	$0.23	$4.77	$0.23	20.74	$335.23
$342.50	$345.00	Jul 31	$0.12	$2.38	$0.12	19.83	$342.62
$345.00	$347.50	Aug 7	$0.15	$2.35	$0.15	15.67	$345.15
$360.00	$365.00	Aug 21	$0.30	$4.70	$0.30	15.67	$360.30

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$270.00	$260.00	Aug 14	$0.27	$9.73	$0.27	36.04	$269.73
$255.00	$250.00	Aug 28	$0.17	$4.83	$0.17	28.41	$254.83
$267.50	$265.00	Jul 31	$0.12	$2.38	$0.12	19.83	$267.38
$255.00	$250.00	Aug 21	$0.26	$4.74	$0.26	18.23	$254.74
$300.00	$297.50	Jul 31	$0.15	$2.35	$0.15	15.67	$299.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 140 found (best R:R 19.00, avg 1.51)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$250.00	$260.00	Aug 21	$9.50	$9.50	$0.50	19.00	$259.50
$292.50	$300.00	Jul 31	$7.05	$7.05	$0.45	15.67	$299.55
$280.00	$285.00	Aug 7	$4.65	$4.65	$0.35	13.29	$284.65
$260.00	$270.00	Aug 21	$9.20	$9.20	$0.80	11.50	$269.20
$265.00	$285.00	Aug 14	$18.15	$18.15	$1.85	9.81	$283.15

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$360.00	$325.00	Aug 21	$28.80	$28.80	$6.20	4.65	$331.20
$325.00	$315.00	Aug 7	$7.15	$7.15	$2.85	2.51	$317.85
$325.00	$320.00	Aug 21	$3.35	$3.35	$1.65	2.03	$321.65
$330.00	$310.00	Aug 14	$13.05	$13.05	$6.95	1.88	$316.95
$310.00	$307.50	Aug 21	$1.60	$1.60	$0.90	1.78	$308.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $3.00, cheapest $0.05)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$360.00	Aug 7	Aug 14	$0.60	57.0%	48.6%
$350.00	Jul 31	Aug 7	$0.63	217.6%	55.7%
$365.00	Aug 21	Aug 28	$0.70	47.9%	46.3%
$345.00	Jul 31	Aug 7	$0.82	153.6%	51.6%
$340.00	Jul 31	Aug 7	$1.17	134.2%	50.5%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 31	Aug 7	$0.05	378.2%	74.8%
$255.00	Jul 31	Aug 7	$0.08	348.2%	70.1%
$260.00	Jul 31	Aug 7	$0.15	318.4%	67.3%
$270.00	Jul 31	Aug 7	$0.23	259.7%	57.5%
$265.00	Jul 31	Aug 7	$0.27	230.6%	61.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 42 found (cheapest 1.68% of stock, avg 8.54%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$312.50	Jul 31	$1.93	$3.30	$5.23	$307.27	$317.73	1.68%
$310.00	Jul 31	$3.38	$1.93	$5.31	$304.69	$315.31	1.70%
$315.00	Jul 31	$1.27	$4.85	$6.12	$308.88	$321.12	1.96%
$307.50	Jul 31	$5.15	$1.13	$6.28	$301.22	$313.78	2.02%
$305.00	Jul 31	$6.95	$0.80	$7.75	$297.25	$312.75	2.49%
$302.50	Jul 31	$9.20	$0.40	$9.60	$292.90	$312.10	3.08%
$300.00	Jul 31	$11.60	$0.35	$11.95	$288.05	$311.95	3.84%
$307.50	Aug 7	$10.40	$6.10	$16.50	$291.00	$324.00	5.30%
$305.00	Aug 7	$11.90	$5.00	$16.90	$288.10	$321.90	5.43%
$315.00	Aug 7	$7.20	$9.95	$17.15	$297.85	$332.15	5.51%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 134 found (cheapest 0.23% of stock, avg 3.87%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$322.50	$300.00	Jul 31	$0.38	$0.35	$0.73	$299.27	$323.23
$322.50	$302.50	Jul 31	$0.38	$0.40	$0.78	$301.72	$323.28
$320.00	$300.00	Jul 31	$0.58	$0.35	$0.93	$299.07	$320.93
$320.00	$302.50	Jul 31	$0.58	$0.40	$0.98	$301.52	$320.98
$322.50	$305.00	Jul 31	$0.38	$0.80	$1.18	$303.82	$323.68
$317.50	$300.00	Jul 31	$0.98	$0.35	$1.33	$298.67	$318.83
$317.50	$302.50	Jul 31	$0.98	$0.40	$1.38	$301.12	$318.88
$320.00	$305.00	Jul 31	$0.58	$0.80	$1.38	$303.62	$321.38
$322.50	$307.50	Jul 31	$0.38	$1.13	$1.51	$305.99	$324.01
$315.00	$300.00	Jul 31	$1.27	$0.35	$1.62	$298.38	$316.62

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 272 found (best R:R 32.33, avg credit $3.74)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
280/285	295/300	Aug 21	$4.85	$0.15	32.33	$280.15	$299.85
298/300	302/305	Jul 31	$2.40	$0.10	24.00	$297.60	$304.90
285/288	308/310	Aug 21	$2.40	$0.10	24.00	$285.10	$309.90
265/268	292/300	Jul 31	$7.17	$0.33	21.73	$260.33	$299.67
275/280	285/290	Aug 7	$4.75	$0.25	19.00	$275.25	$289.75
265/268	302/305	Jul 31	$2.37	$0.13	18.23	$265.13	$304.87
285/290	295/300	Aug 14	$4.73	$0.27	17.52	$285.27	$299.73
250/255	260/270	Aug 21	$9.46	$0.54	17.52	$245.54	$269.46
265/270	280/285	Aug 28	$4.72	$0.28	16.86	$265.28	$284.72
300/302	308/310	Aug 7	$2.30	$0.20	11.50	$300.20	$309.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 64 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	$0.08	$4.92	61.50
$325.00	$330.00	$335.00	Aug 14	$0.08	$4.92	61.50
$300.00	$302.50	$305.00	Aug 7	$0.05	$2.45	49.00
$317.50	$320.00	$322.50	Aug 7	$0.05	$2.45	49.00
$250.00	$260.00	$270.00	Aug 21	$0.30	$9.70	32.33

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$255.00	$260.00	$265.00	Aug 21	$0.07	$4.93	70.43
$260.00	$265.00	$270.00	Aug 7	$0.08	$4.92	61.50
$285.00	$287.50	$290.00	Aug 21	$0.05	$2.45	49.00
$255.00	$260.00	$265.00	Aug 28	$0.11	$4.89	44.45
$275.00	$280.00	$285.00	Aug 14	$0.19	$4.81	25.32

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 112 found (best net $-2.95, 100 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$305.00	$325.00	1:2	Sep 4	-$2.95	$17.05
$350.00	$365.00	1:2	Aug 28	-$0.47	$14.53
$320.00	$335.00	1:2	Aug 28	-$1.75	$13.25
$265.00	$285.00	1:2	Aug 14	-$11.10	$8.90
$340.00	$350.00	1:2	Aug 28	-$1.86	$8.14

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$270.00	$260.00	1:2	Aug 14	-$0.31	$9.69
$300.00	$290.00	1:2	Aug 14	-$0.36	$9.64
$290.00	$280.00	1:2	Aug 28	-$1.05	$8.95
$325.00	$315.00	1:2	Aug 7	-$2.80	$7.20
$315.00	$307.50	1:2	Aug 7	-$2.25	$5.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 47 found (best yield 4.05%, avg 1.39%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$312.50	Aug 21	$12.60	0.52	0.3%	4.05%	4.37%	--	47
$315.00	Aug 21	$11.40	0.48	1.1%	3.66%	4.79%	--	68
$317.50	Aug 21	$10.40	0.46	1.9%	3.34%	5.27%	--	274
$320.00	Aug 28	$10.40	0.44	2.7%	3.34%	6.07%	--	28
$325.00	Sep 4	$10.10	0.41	4.3%	3.24%	7.58%	1	3
$312.50	Aug 14	$9.90	0.51	0.3%	3.18%	3.50%	1	1
$320.00	Aug 21	$9.80	0.43	2.7%	3.15%	5.88%	17	2.4K
$315.00	Aug 14	$8.80	0.48	1.1%	2.83%	3.95%	1	32
$322.50	Aug 21	$8.60	0.41	3.5%	2.76%	6.30%	--	15
$335.00	Sep 11	$8.20	0.34	7.5%	2.63%	10.18%	5	--

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 403

Total Puts 175

Put/Call Ratio 0.43

Net Difference 228

Prior's Put/Call Breakdown

Total Calls 752

Total Puts 742

Put/Call Ratio 0.99

Net Difference 10

Prior 7-Day Put/Call Summary

Total Calls 27,428

Total Puts 20,786

Average Put/Call Ratio 0.79

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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