VLO - Options Database

VLO

VALERO ENERGY CORP N

$308.90 -0.52%

(7/31 10:00) ◀

Friday, July 31, 2026 (11:00am)

▶ (7/31 12:01)

◀ 7/31 11:00 ▶

Option Volume

Detail

ℹ

Current (07/31 11:00am) 1,368

Calls: 965 (71%)

Puts: 403 (29%)

Prior (07/30) 2,621

Calls: 1,503 (57%)

Puts: 1,118 (43%)

Current vs Prior -47.81%

Calls: -35.80% (Calls)

Puts: -63.95% (Puts)

Prior 7-Day Total 77,456

Calls: 36,653 (47%)

Puts: 40,803 (53%)

Prior 7-Day Average 11,065

Calls: 5,236 (47%)

Puts: 5,829 (53%)

Current vs Prior 7-Day Avg -87.64%

Calls: -81.57%

Puts: -93.09%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/31 11:00am) $819.4K

Calls: $572.8K (70%)

Puts: $246.6K (30%)

Prior (07/30) $1.93M

Calls: $1.71M (89%)

Puts: $218.9K (11%)

Current vs Prior -57.45%

Calls: -66.44%

Puts: +12.67%

Prior 7-Day Total $157.95M

Calls: $110.20M (70%)

Puts: $47.75M (30%)

Prior 7-Day Average $22.56M

Calls: $15.74M (70%)

Puts: $6.82M (30%)

Current vs Prior 7-Day Avg -96.37%

Calls: -96.36%

Puts: -96.39%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/31 11:00am) 0.42

Prior (07/30) 0.74

Current vs Prior -43.86%

Prior 7-Day Average 0.92

Current vs Prior 7-Day Avg -54.50%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/31 11:00am) 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 882,826

Calls: 462,188 (52%)

Puts: 420,638 (48%)

Prior 7-Day Average 126,118

Calls: 66,026 (52%)

Puts: 60,091 (48%)

Current vs Prior 7-Day Avg +3.46%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 1.81% | 5.81%9.13% | 14.47%

Prior 2.77% | 6.08%9.46% | 14.61%

Current vs Prior -34.67% | -4.42%-3.54% | -0.97%

Prior 7-Day Avg 3.73% | 7.05%10.41% | 15.51%

Current vs 7-Day Avg -51.34% | -17.53%-12.28% | -6.69%

Prior 7-Day Eod 2.78% | 6.08%9.46% | 14.61%

Current vs 7-Day Eod -34.67% | -4.42%-3.54% | -0.97%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 79.81% | 15.04%

Calls: 93.48% | 14.36%

Puts: 66.13% | 15.73%

Prior 42.64% | 17.51%

Calls: 38.10% | 19.78%

Puts: 47.19% | 15.23%

Current vs Prior +87.17% | -14.11%

Prior 7-Day Avg 36.20% | 14.76%

Calls: 32.74% | 15.99%

Puts: 39.67% | 13.53%

Current vs 7-Day Avg +120.45% | +1.87%

Liquidity Expensive

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Moderately bullish flow with 70% call dollar volume ($572.8K). Light premium activity with dollar volume down 57% vs prior. Below-average activity with volume down 48% vs prior. Extreme bullish P/C ratio of 0.42 - heavy call buying (965 calls vs 403 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 BULLISH

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
11:00	BULLISH	BULLISH	BULLISH
10:00	BULLISH	BULLISH	BULLISH

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📉 Credit Spreads

📅 Calendar Spreads

⚡ Straddles

🔀 Strangles

🦅 Iron Condors

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⚖️ Ratio Spreads

🛡️ Covered Calls

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Tightest Spreads

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Best Value <$1

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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 16 of results (avg 8.1%, best 5.9%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Aug 21	58.00	61.50	$59.75	5.9%	--	0.96	79
$260.00	Aug 21	48.50	51.90	$50.20	6.8%	--	0.94	153
$305.00	Aug 7	9.80	10.50	$10.15	6.9%	1	0.58	573
$265.00	Aug 28	44.70	48.00	$46.35	7.1%	--	0.88	10
$305.00	Aug 28	17.20	18.50	$17.85	7.3%	1	0.56	10

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	50.90	54.30	$52.60	6.5%	--	0.90	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 0.71, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Jul 31	36.80	40.30	$38.55	9.1%	--	1.00	10
$250.00	Aug 21	58.00	61.50	$59.75	5.9%	--	0.96	79
$292.50	Jul 31	14.30	17.70	$16.00	21.2%	--	0.95	12
$265.00	Aug 14	43.00	46.30	$44.65	7.4%	--	0.95	11
$300.00	Jul 31	7.10	10.10	$8.60	34.9%	2	0.94	12

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	50.90	54.30	$52.60	6.5%	--	0.90	30
$315.00	Jul 31	5.20	8.60	$6.90	49.3%	--	0.87	21
$325.00	Aug 7	17.50	20.80	$19.15	17.2%	--	0.77	146
$312.50	Jul 31	3.20	6.00	$4.60	60.9%	5	0.76	19
$330.00	Aug 14	23.50	26.60	$25.05	12.4%	--	0.75	43

Most actively traded options today. High liquidity = easy entry/exit. 110 active (total vol 1.0K, top 293)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$312.50	Jul 31	0.30	1.20	$0.75	120.0%	293	0.24	70
$330.00	Jul 31	0.00	0.30	$0.15	200.0%	120	0.03	249
$310.00	Aug 7	7.20	8.30	$7.75	14.2%	45	0.49	1.2K
$310.00	Jul 31	0.70	2.25	$1.48	104.7%	43	0.40	366
$327.50	Aug 21	6.40	7.30	$6.85	13.1%	38	0.32	1

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Aug 21	5.20	6.00	$5.60	14.3%	24	0.26	453
$295.00	Jul 31	0.00	0.25	$0.13	192.3%	16	0.04	334
$300.00	Aug 7	3.90	4.90	$4.40	22.7%	15	0.32	84
$287.50	Aug 21	4.10	5.30	$4.70	25.5%	11	0.23	7
$285.00	Aug 21	3.90	4.70	$4.30	18.6%	10	0.21	49

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 50 strikes (avg 181.8%, max 585.8%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$355.00	Jul 31	Aug 21	275.3%	47.2%	482.8%	1	22
$270.00	Jul 31	Aug 21	269.7%	47.4%	469.5%	2	292
$350.00	Jul 31	Aug 28	251.6%	47.0%	435.2%	--	70
$345.00	Jul 31	Aug 21	179.5%	46.3%	288.0%	--	397
$335.00	Jul 31	Sep 11	165.2%	45.5%	263.3%	6	189

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Sep 4	322.1%	47.0%	585.8%	--	100
$255.00	Jul 31	Aug 28	294.3%	47.7%	517.0%	--	32
$270.00	Jul 31	Sep 4	269.7%	44.7%	503.6%	3	88
$260.00	Jul 31	Aug 28	267.1%	47.8%	458.9%	--	301
$275.00	Jul 31	Aug 28	237.6%	44.4%	434.7%	--	117

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 132 found (best R:R 75.92, avg 5.82)

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
$365.00	$370.00	Aug 28	$0.15	$4.85	$0.15	32.33	$365.15
$360.00	$365.00	Aug 21	$0.18	$4.82	$0.18	26.78	$360.18
$315.00	$317.50	Jul 31	$0.12	$2.38	$0.12	19.83	$315.12
$342.50	$345.00	Jul 31	$0.12	$2.38	$0.12	19.83	$342.62

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$270.00	$260.00	Aug 14	$0.42	$9.58	$0.42	22.81	$269.58
$257.50	$255.00	Jul 31	$0.12	$2.38	$0.12	19.83	$257.38
$262.50	$260.00	Jul 31	$0.12	$2.38	$0.12	19.83	$262.38
$267.50	$265.00	Jul 31	$0.12	$2.38	$0.12	19.83	$267.38
$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. 151 found (best R:R 21.22, avg 1.37)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$250.00	$260.00	Aug 21	$9.55	$9.55	$0.45	21.22	$259.55
$280.00	$285.00	Aug 7	$4.70	$4.70	$0.30	15.67	$284.70
$300.00	$302.50	Jul 31	$2.30	$2.30	$0.20	11.50	$302.30
$260.00	$270.00	Aug 21	$9.20	$9.20	$0.80	11.50	$269.20
$265.00	$285.00	Aug 14	$17.90	$17.90	$2.10	8.52	$282.90

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$315.00	$312.50	Jul 31	$2.30	$2.30	$0.20	11.50	$312.70
$360.00	$325.00	Aug 21	$29.60	$29.60	$5.40	5.48	$330.40
$325.00	$315.00	Aug 7	$7.30	$7.30	$2.70	2.70	$317.70
$312.50	$310.00	Jul 31	$1.72	$1.72	$0.78	2.21	$310.78
$330.00	$310.00	Aug 14	$13.10	$13.10	$6.90	1.90	$316.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 51 found (avg debit $2.83, cheapest $0.17)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$350.00	Jul 31	Aug 7	$0.28	251.6%	52.1%
$360.00	Aug 7	Aug 14	$0.45	57.6%	48.7%
$345.00	Jul 31	Aug 7	$0.54	179.5%	50.4%
$365.00	Aug 21	Aug 28	$0.71	48.9%	47.4%
$340.00	Jul 31	Aug 7	$0.80	158.8%	49.2%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 31	Aug 7	$0.17	322.1%	72.5%
$255.00	Jul 31	Aug 7	$0.20	294.3%	67.8%
$270.00	Jul 31	Aug 7	$0.20	269.7%	54.2%
$260.00	Jul 31	Aug 7	$0.25	267.1%	64.0%
$272.50	Jul 31	Aug 7	$0.25	253.6%	52.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 46 found (cheapest 1.41% of stock, avg 8.13%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$307.50	Jul 31	$2.72	$1.65	$4.37	$303.13	$311.87	1.41%
$310.00	Jul 31	$1.48	$2.88	$4.36	$305.64	$314.36	1.41%
$305.00	Jul 31	$4.28	$0.88	$5.16	$299.84	$310.16	1.67%
$312.50	Jul 31	$0.75	$4.60	$5.35	$307.15	$317.85	1.73%
$302.50	Jul 31	$6.30	$0.43	$6.73	$295.77	$309.23	2.18%
$315.00	Jul 31	$0.35	$6.90	$7.25	$307.75	$322.25	2.35%
$300.00	Jul 31	$8.60	$0.18	$8.78	$291.22	$308.78	2.84%
$292.50	Jul 31	$16.00	$0.15	$16.15	$276.35	$308.65	5.23%
$302.50	Aug 7	$11.35	$5.00	$16.35	$286.15	$318.85	5.29%
$305.00	Aug 7	$10.15	$6.40	$16.55	$288.45	$321.55	5.36%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 129 found (cheapest 0.13% of stock, avg 4.26%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$317.50	$300.00	Jul 31	$0.23	$0.18	$0.41	$299.59	$317.91
$317.50	$297.50	Jul 31	$0.23	$0.18	$0.41	$297.09	$317.91
$315.00	$300.00	Jul 31	$0.35	$0.18	$0.53	$299.47	$315.53
$315.00	$297.50	Jul 31	$0.35	$0.18	$0.53	$296.97	$315.53
$317.50	$302.50	Jul 31	$0.23	$0.43	$0.66	$301.84	$318.16
$315.00	$302.50	Jul 31	$0.35	$0.43	$0.78	$301.72	$315.78
$312.50	$300.00	Jul 31	$0.75	$0.18	$0.93	$299.07	$313.43
$312.50	$297.50	Jul 31	$0.75	$0.18	$0.93	$296.57	$313.43
$317.50	$305.00	Jul 31	$0.23	$0.88	$1.11	$303.89	$318.61
$312.50	$302.50	Jul 31	$0.75	$0.43	$1.18	$301.32	$313.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 301 found (best R:R 21.73, avg credit $3.32)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
295/298	300/302	Aug 7	$2.39	$0.11	21.73	$295.11	$302.39
285/290	295/300	Aug 7	$4.71	$0.29	16.24	$285.29	$299.71
275/280	285/290	Aug 7	$4.68	$0.32	14.63	$275.32	$289.68
260/265	270/280	Aug 21	$9.35	$0.65	14.38	$255.65	$279.35
255/260	270/280	Aug 21	$9.22	$0.78	11.82	$250.78	$279.22
288/290	305/308	Aug 21	$2.30	$0.20	11.50	$287.70	$307.30
280/285	290/295	Aug 21	$4.55	$0.45	10.11	$280.45	$294.55
305/308	310/312	Aug 14	$2.25	$0.25	9.00	$305.25	$312.25
305/308	312/315	Aug 14	$2.25	$0.25	9.00	$305.25	$314.75
275/280	290/295	Aug 21	$4.50	$0.50	9.00	$275.50	$294.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 68 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$350.00	$355.00	$360.00	Aug 21	$0.05	$4.95	99.00
$345.00	$350.00	$355.00	Aug 21	$0.08	$4.92	61.50
$315.00	$317.50	$320.00	Aug 7	$0.05	$2.45	49.00
$317.50	$320.00	$322.50	Aug 7	$0.05	$2.45	49.00
$315.00	$320.00	$325.00	Aug 14	$0.10	$4.90	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$305.00	$307.50	$310.00	Aug 14	$0.05	$2.45	49.00
$280.00	$285.00	$290.00	Aug 14	$0.12	$4.88	40.67
$255.00	$260.00	$265.00	Aug 21	$0.13	$4.87	37.46
$292.50	$295.00	$297.50	Jul 31	$0.07	$2.43	34.71
$315.00	$320.00	$325.00	Aug 21	$0.15	$4.85	32.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 117 found (best net $-2.30, 100 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$305.00	$325.00	1:2	Sep 4	-$2.30	$17.70
$350.00	$365.00	1:2	Aug 28	-$0.43	$14.57
$320.00	$335.00	1:2	Aug 28	-$1.65	$13.35
$265.00	$285.00	1:2	Aug 14	-$8.85	$11.15
$350.00	$360.00	1:2	Aug 7	-$0.17	$9.83

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$270.00	$260.00	1:2	Aug 14	-$0.11	$9.89
$290.00	$280.00	1:2	Aug 28	-$1.10	$8.90
$325.00	$315.00	1:2	Aug 7	-$4.55	$5.45
$255.00	$250.00	1:2	Jul 31	-$0.03	$4.97
$280.00	$275.00	1:2	Jul 31	-$0.15	$4.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 54 found (best yield 4.37%, avg 1.46%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$310.00	Aug 28	$13.50	0.51	0.4%	4.37%	4.73%	--	98
$310.00	Aug 21	$12.90	0.51	0.4%	4.18%	4.53%	8	683
$312.50	Aug 21	$11.70	0.48	1.2%	3.79%	4.95%	--	47
$315.00	Aug 21	$10.60	0.46	2.0%	3.43%	5.41%	3	68
$310.00	Aug 14	$10.10	0.50	0.4%	3.27%	3.63%	1	76
$325.00	Sep 4	$9.70	0.39	5.2%	3.14%	8.35%	1	3
$312.50	Aug 14	$9.60	0.47	1.2%	3.11%	4.27%	3	1
$317.50	Aug 21	$9.60	0.43	2.8%	3.11%	5.89%	--	274
$320.00	Aug 28	$9.50	0.41	3.6%	3.08%	6.67%	--	28
$320.00	Aug 21	$8.70	0.40	3.6%	2.82%	6.41%	24	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 965

Total Puts 403

Put/Call Ratio 0.42

Net Difference 562

Prior's Put/Call Breakdown

Total Calls 1,503

Total Puts 1,118

Put/Call Ratio 0.74

Net Difference 385

Prior 7-Day Put/Call Summary

Total Calls 36,653

Total Puts 40,803

Average Put/Call Ratio 0.92

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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