VLO - Options Database

VLO

VALERO ENERGY CORP N

$307.02 -1.12%

(7/31 11:00) ◀

Friday, July 31, 2026 (12:00pm)

▶ (7/31 13:13)

◀ 7/31 12:01 ▶

Option Volume

Detail

ℹ

Current (07/31 12:00pm) 2,516

Calls: 1,267 (50%)

Puts: 1,249 (50%)

Prior (07/30) 3,717

Calls: 1,935 (52%)

Puts: 1,782 (48%)

Current vs Prior -32.31%

Calls: -34.52% (Calls)

Puts: -29.91% (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 -77.26%

Calls: -75.80%

Puts: -78.57%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/31 12:00pm) $1.77M

Calls: $943.9K (53%)

Puts: $825.6K (47%)

Prior (07/30) $3.65M

Calls: $2.80M (77%)

Puts: $849.9K (23%)

Current vs Prior -51.50%

Calls: -66.27%

Puts: -2.86%

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 -92.16%

Calls: -94.00%

Puts: -87.90%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/31 12:00pm) 0.99

Prior (07/30) 0.92

Current vs Prior +7.04%

Prior 7-Day Average 0.92

Current vs Prior 7-Day Avg +7.41%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (07/31 12:00pm) 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 1.31% | 5.60%8.91% | 14.75%

Prior 2.77% | 6.08%9.46% | 14.61%

Current vs Prior -52.70% | -7.85%-5.87% | +0.97%

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

Current vs 7-Day Avg -64.76% | -20.49%-14.41% | -4.85%

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

Current vs 7-Day Eod -52.70% | -7.85%-5.87% | +0.97%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 78.35% | 16.50%

Calls: 57.25% | 13.90%

Puts: 99.46% | 19.11%

Prior 42.64% | 17.51%

Calls: 38.10% | 19.78%

Puts: 47.19% | 15.23%

Current vs Prior +83.75% | -5.77%

Prior 7-Day Avg 36.20% | 14.76%

Calls: 32.74% | 15.99%

Puts: 39.67% | 13.53%

Current vs 7-Day Avg +116.42% | +11.76%

Liquidity Expensive

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Light premium activity with dollar volume down 52% vs prior.

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 NEUTRAL

7-Day Avg NEUTRAL

Current NEUTRAL

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
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

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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 29 of results (avg 7.0%, best 3.8%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$307.50	Aug 21	13.10	13.60	$13.35	3.7%	1	0.52	43
$310.00	Aug 21	12.00	12.50	$12.25	4.1%	14	0.49	683
$270.00	Aug 21	38.30	39.90	$39.10	4.1%	3	0.89	282
$312.50	Aug 21	10.80	11.40	$11.10	5.4%	20	0.46	47
$317.50	Aug 21	9.00	9.50	$9.25	5.4%	--	0.41	274

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$305.00	Aug 21	11.60	12.30	$11.95	5.9%	3	0.45	59
$300.00	Aug 21	9.40	10.00	$9.70	6.2%	2	0.39	126
$360.00	Aug 21	52.30	55.70	$54.00	6.3%	--	0.90	30
$295.00	Aug 21	7.40	8.00	$7.70	7.8%	2	0.33	30
$302.50	Aug 21	10.10	11.10	$10.60	9.4%	1	0.42	3

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. 56 found (avg delta 0.73, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$292.50	Jul 31	13.00	16.10	$14.55	21.3%	--	0.99	12
$270.00	Jul 31	35.50	38.50	$37.00	8.1%	--	0.98	10
$290.00	Jul 31	15.30	18.60	$16.95	19.5%	1	0.97	9
$250.00	Aug 21	56.60	59.80	$58.20	5.5%	--	0.96	79
$270.00	Aug 7	35.60	39.20	$37.40	9.6%	1	0.95	2

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$315.00	Jul 31	6.50	9.90	$8.20	41.5%	--	1.00	21
$312.50	Jul 31	4.40	7.40	$5.90	50.8%	5	0.91	19
$360.00	Aug 21	52.30	55.70	$54.00	6.3%	--	0.90	30
$310.00	Jul 31	1.85	4.70	$3.28	86.9%	5	0.81	120
$325.00	Aug 7	18.50	21.50	$20.00	15.0%	--	0.80	146

Most actively traded options today. High liquidity = easy entry/exit. 126 active (total vol 1.8K, top 353)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$312.50	Jul 31	0.10	0.50	$0.30	133.3%	297	0.13	70
$330.00	Jul 31	0.00	0.30	$0.15	200.0%	120	0.03	249
$310.00	Jul 31	0.20	0.70	$0.45	111.1%	55	0.23	366
$320.00	Aug 7	3.10	3.60	$3.35	14.9%	52	0.28	237
$315.00	Jul 31	0.00	0.15	$0.08	187.5%	49	0.04	151

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Aug 21	0.45	0.80	$0.63	55.6%	353	0.04	230
$275.00	Aug 21	2.20	3.00	$2.60	30.8%	52	0.14	61
$300.00	Jul 31	0.05	0.20	$0.13	115.4%	32	0.06	323
$290.00	Aug 21	5.80	6.50	$6.15	11.4%	28	0.28	453
$295.00	Jul 31	0.00	0.10	$0.05	200.0%	27	0.02	334

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 197.8%, max 653.6%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$355.00	Jul 31	Aug 21	314.1%	47.9%	556.3%	1	22
$350.00	Jul 31	Aug 28	287.9%	44.3%	549.7%	--	70
$270.00	Jul 31	Aug 21	292.9%	46.7%	527.1%	3	292
$345.00	Jul 31	Aug 21	206.0%	46.4%	344.1%	--	397
$335.00	Jul 31	Sep 11	191.5%	44.9%	326.9%	6	189

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Sep 4	352.6%	46.8%	653.6%	--	100
$255.00	Jul 31	Aug 28	321.8%	47.4%	578.8%	--	32
$270.00	Jul 31	Sep 4	292.9%	43.7%	570.8%	3	88
$260.00	Jul 31	Aug 28	291.5%	46.6%	525.6%	--	301
$275.00	Jul 31	Aug 28	257.0%	44.4%	479.0%	--	117

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 131 found (best R:R 82.33, avg 6.47)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$350.00	$360.00	Aug 7	$0.12	$9.88	$0.12	82.33	$350.12
$325.00	$327.50	Jul 31	$0.10	$2.40	$0.10	24.00	$325.10
$345.00	$347.50	Aug 7	$0.10	$2.40	$0.10	24.00	$345.10
$360.00	$365.00	Aug 21	$0.20	$4.80	$0.20	24.00	$360.20
$340.00	$345.00	Aug 7	$0.22	$4.78	$0.22	21.73	$340.22

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$270.00	$265.00	Aug 7	$0.18	$4.82	$0.18	26.78	$269.82
$300.00	$297.50	Jul 31	$0.10	$2.40	$0.10	24.00	$299.90
$280.00	$275.00	Aug 7	$0.22	$4.78	$0.22	21.73	$279.78
$270.00	$260.00	Aug 14	$0.47	$9.53	$0.47	20.28	$269.53
$257.50	$255.00	Jul 31	$0.12	$2.38	$0.12	19.83	$257.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 158 found (best R:R 24.00, avg 1.72)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$290.00	$292.50	Jul 31	$2.40	$2.40	$0.10	24.00	$292.40
$302.50	$305.00	Jul 31	$2.40	$2.40	$0.10	24.00	$304.90
$260.00	$270.00	Aug 21	$9.60	$9.60	$0.40	24.00	$269.60
$270.00	$280.00	Aug 7	$9.50	$9.50	$0.50	19.00	$279.50
$250.00	$260.00	Aug 21	$9.50	$9.50	$0.50	19.00	$259.50

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	$30.20	$30.20	$4.80	6.29	$329.80
$320.00	$315.00	Aug 21	$3.85	$3.85	$1.15	3.35	$316.15
$315.00	$312.50	Aug 7	$1.85	$1.85	$0.65	2.85	$313.15
$325.00	$315.00	Aug 7	$7.35	$7.35	$2.65	2.77	$317.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $2.78, cheapest $0.17)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$350.00	Jul 31	Aug 7	$0.25	287.9%	53.2%
$270.00	Jul 31	Aug 7	$0.40	292.9%	56.1%
$360.00	Aug 7	Aug 14	$0.45	58.4%	49.3%
$345.00	Jul 31	Aug 7	$0.50	206.0%	51.2%
$365.00	Aug 21	Aug 28	$0.70	49.3%	48.0%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 31	Aug 7	$0.17	352.6%	71.4%
$255.00	Jul 31	Aug 7	$0.17	321.8%	65.5%
$260.00	Jul 31	Aug 7	$0.25	291.5%	62.8%
$265.00	Jul 31	Aug 7	$0.27	261.3%	57.5%
$272.50	Jul 31	Aug 7	$0.28	275.0%	51.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 51 found (cheapest 1.03% of stock, avg 8.06%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$305.00	Jul 31	$2.35	$0.80	$3.15	$301.85	$308.15	1.03%
$307.50	Jul 31	$1.53	$1.68	$3.21	$304.29	$310.71	1.05%
$310.00	Jul 31	$0.45	$3.28	$3.73	$306.27	$313.73	1.21%
$302.50	Jul 31	$4.75	$0.35	$5.10	$297.40	$307.60	1.66%
$312.50	Jul 31	$0.30	$5.90	$6.20	$306.30	$318.70	2.02%
$300.00	Jul 31	$6.85	$0.13	$6.98	$293.02	$306.98	2.27%
$315.00	Jul 31	$0.08	$8.20	$8.28	$306.72	$323.28	2.70%
$292.50	Jul 31	$14.55	$0.03	$14.58	$277.92	$307.08	4.75%
$307.50	Aug 7	$7.85	$7.85	$15.70	$291.80	$323.20	5.11%
$302.50	Aug 7	$10.40	$5.55	$15.95	$286.55	$318.45	5.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 118 found (cheapest 0.14% of stock, avg 4.72%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$312.50	$300.00	Jul 31	$0.30	$0.13	$0.43	$299.57	$312.93
$310.00	$300.00	Jul 31	$0.45	$0.13	$0.58	$299.42	$310.58
$312.50	$302.50	Jul 31	$0.30	$0.35	$0.65	$301.85	$313.15
$310.00	$302.50	Jul 31	$0.45	$0.35	$0.80	$301.70	$310.80
$312.50	$305.00	Jul 31	$0.30	$0.80	$1.10	$303.90	$313.60
$310.00	$305.00	Jul 31	$0.45	$0.80	$1.25	$303.75	$311.25
$307.50	$300.00	Jul 31	$1.53	$0.13	$1.66	$298.34	$309.16
$307.50	$302.50	Jul 31	$1.53	$0.35	$1.88	$300.62	$309.38
$307.50	$305.00	Jul 31	$1.53	$0.80	$2.33	$302.67	$309.83
$365.00	$250.00	Sep 4	$2.88	$1.40	$4.28	$245.72	$369.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 305 found (best R:R 49.00, avg credit $3.02)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
290/295	300/305	Aug 28	$4.90	$0.10	49.00	$290.10	$304.90
270/275	285/290	Aug 21	$4.72	$0.28	16.86	$270.28	$289.72
288/290	308/310	Aug 21	$2.35	$0.15	15.67	$287.65	$309.85
265/270	280/285	Aug 7	$4.68	$0.32	14.62	$265.32	$284.68
265/270	285/290	Aug 21	$4.58	$0.42	10.90	$265.42	$289.58
288/290	298/300	Aug 7	$2.28	$0.22	10.36	$287.72	$299.78
260/265	285/290	Aug 21	$4.55	$0.45	10.11	$260.45	$289.55
295/298	305/308	Aug 7	$2.27	$0.23	9.87	$295.23	$307.27
255/258	300/302	Jul 31	$2.22	$0.28	7.93	$255.28	$302.22
260/262	300/302	Jul 31	$2.22	$0.28	7.93	$260.28	$302.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 73 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	$0.08	$4.92	61.50
$325.00	$327.50	$330.00	Aug 7	$0.07	$2.43	34.71
$345.00	$347.50	$350.00	Aug 7	$0.07	$2.43	34.71
$340.00	$345.00	$350.00	Aug 21	$0.19	$4.81	25.32
$310.00	$312.50	$315.00	Aug 7	$0.10	$2.40	24.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$275.00	$280.00	$285.00	Aug 21	$0.05	$4.95	99.00
$250.00	$255.00	$260.00	Aug 28	$0.07	$4.93	70.43
$260.00	$265.00	$270.00	Aug 28	$0.11	$4.89	44.45
$255.00	$260.00	$265.00	Aug 28	$0.12	$4.88	40.67
$255.00	$260.00	$265.00	Aug 21	$0.13	$4.87	37.46

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 119 found (best net $-2.25, 96 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$305.00	$325.00	1:2	Sep 4	-$2.25	$17.75
$350.00	$365.00	1:2	Aug 28	-$1.11	$13.89
$320.00	$335.00	1:2	Aug 28	-$1.50	$13.50
$265.00	$285.00	1:2	Aug 14	-$7.55	$12.45
$350.00	$360.00	1:2	Aug 7	-$0.16	$9.84

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$270.00	$260.00	1:2	Aug 14	-$0.08	$9.92
$255.00	$250.00	1:2	Jul 31	-$0.03	$4.97
$285.00	$280.00	1:2	Aug 7	-$0.05	$4.95
$260.00	$255.00	1:2	Aug 7	-$0.12	$4.88
$270.00	$265.00	1:2	Aug 7	-$0.12	$4.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 4.27%, avg 1.51%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$307.50	Aug 21	$13.10	0.52	0.2%	4.27%	4.42%	1	43
$310.00	Aug 28	$12.60	0.49	1.0%	4.10%	5.07%	--	98
$310.00	Aug 21	$12.00	0.49	1.0%	3.91%	4.88%	14	683
$312.50	Aug 21	$10.80	0.46	1.8%	3.52%	5.30%	20	47
$307.50	Aug 14	$10.70	0.52	0.2%	3.49%	3.64%	1	11
$315.00	Aug 21	$9.80	0.43	2.6%	3.19%	5.79%	3	68
$310.00	Aug 14	$9.60	0.49	1.0%	3.13%	4.10%	6	76
$320.00	Aug 28	$9.50	0.40	4.2%	3.09%	7.32%	--	28
$317.50	Aug 21	$9.00	0.41	3.4%	2.93%	6.34%	--	274
$325.00	Sep 4	$9.00	0.37	5.9%	2.93%	8.79%	1	3

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 1,267

Total Puts 1,249

Put/Call Ratio 0.99

Net Difference 18

Prior's Put/Call Breakdown

Total Calls 1,935

Total Puts 1,782

Put/Call Ratio 0.92

Net Difference 153

Prior 7-Day Put/Call Summary

Total Calls 36,653

Total Puts 40,803

Average Put/Call Ratio 0.92

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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