VLO - Options Database

VLO

VALERO ENERGY CORP N

$308.23 -0.73%

(7/31 12:01) ◀

Friday, July 31, 2026 (1:00pm)

▶ (7/31 14:01)

◀ 7/31 13:13 ▶

Option Volume

Detail

ℹ

Current (07/31 1:00pm) 2,986

Calls: 1,394 (47%)

Puts: 1,592 (53%)

Prior (07/30) 5,686

Calls: 3,515 (62%)

Puts: 2,171 (38%)

Current vs Prior -47.49%

Calls: -60.34% (Calls)

Puts: -26.67% (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 -73.01%

Calls: -73.38%

Puts: -72.69%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/31 1:00pm) $2.22M

Calls: $1.19M (54%)

Puts: $1.03M (46%)

Prior (07/30) $9.72M

Calls: $8.72M (90%)

Puts: $993.7K (10%)

Current vs Prior -77.11%

Calls: -86.35%

Puts: +3.96%

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 -90.14%

Calls: -92.43%

Puts: -84.86%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/31 1:00pm) 1.14

Prior (07/30) 0.62

Current vs Prior +84.90%

Prior 7-Day Average 0.92

Current vs Prior 7-Day Avg +24.43%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/31 1:00pm) 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 1.40% | 5.61%8.95% | 14.34%

Prior 2.77% | 6.08%9.46% | 14.61%

Current vs Prior -49.38% | -7.68%-5.38% | -1.87%

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

Current vs 7-Day Avg -62.29% | -20.34%-13.96% | -7.53%

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

Current vs 7-Day Eod -49.38% | -7.68%-5.38% | -1.87%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 93.17% | 12.74%

Calls: 119.40% | 14.12%

Puts: 66.94% | 11.36%

Prior 42.64% | 17.51%

Calls: 38.10% | 19.78%

Puts: 47.19% | 15.23%

Current vs Prior +118.50% | -27.24%

Prior 7-Day Avg 36.20% | 14.76%

Calls: 32.74% | 15.99%

Puts: 39.67% | 13.53%

Current vs 7-Day Avg +157.36% | -13.71%

Liquidity Expensive

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Light premium activity with dollar volume down 77% vs prior. Below-average activity with volume down 47% vs prior. Slightly bearish P/C ratio of 1.14. P/C ratio rising 85% - increased hedging/bearish positioning.

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 NEUTRAL

Prior BULLISH

7-Day Avg NEUTRAL

Current NEUTRAL

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	BEARISH	BEARISH
12:00	BULLISH	NEUTRAL	BULLISH
11:00	BULLISH	BULLISH	BULLISH
10:00	BULLISH	BULLISH	BULLISH

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💰 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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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 35 of results (avg 7.1%, best 4.6%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Aug 21	12.30	12.90	$12.60	4.8%	14	0.50	683
$307.50	Aug 21	13.50	14.20	$13.85	5.1%	1	0.53	43
$312.50	Aug 21	11.20	11.80	$11.50	5.2%	20	0.47	47
$250.00	Aug 21	57.20	60.50	$58.85	5.6%	--	0.96	79
$317.50	Aug 21	9.20	9.80	$9.50	6.3%	--	0.41	274

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$312.50	Aug 21	14.80	15.50	$15.15	4.6%	--	0.53	27
$302.50	Aug 21	9.90	10.40	$10.15	4.9%	1	0.41	3
$310.00	Aug 21	13.40	14.10	$13.75	5.1%	1	0.50	145
$305.00	Aug 21	11.00	11.60	$11.30	5.3%	3	0.44	59
$307.50	Aug 21	12.10	12.80	$12.45	5.6%	--	0.47	17

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. 57 found (avg delta 0.73, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Jul 31	36.00	39.30	$37.65	8.8%	--	1.00	10
$290.00	Jul 31	16.00	19.20	$17.60	18.2%	1	1.00	9
$292.50	Jul 31	13.40	16.60	$15.00	21.3%	--	1.00	12
$300.00	Jul 31	6.10	9.00	$7.55	38.4%	2	1.00	12
$302.50	Jul 31	3.60	6.60	$5.10	58.8%	7	1.00	29

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$315.00	Jul 31	6.10	9.10	$7.60	39.5%	--	0.95	21
$360.00	Aug 21	51.70	54.90	$53.30	6.0%	--	0.89	30
$312.50	Jul 31	3.80	6.70	$5.25	55.2%	5	0.87	19
$325.00	Aug 7	17.90	21.20	$19.55	16.9%	--	0.78	146
$310.00	Jul 31	1.75	4.20	$2.98	82.2%	15	0.77	120

Most actively traded options today. High liquidity = easy entry/exit. 141 active (total vol 2.0K, top 357)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$312.50	Jul 31	0.05	0.50	$0.28	160.7%	298	0.13	70
$330.00	Jul 31	0.00	0.15	$0.08	187.5%	120	0.02	249
$310.00	Jul 31	0.20	0.75	$0.48	114.6%	57	0.24	366
$320.00	Aug 7	3.10	3.90	$3.50	22.9%	52	0.29	237
$315.00	Jul 31	0.00	0.15	$0.08	187.5%	51	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%	357	0.04	230
$300.00	Jul 31	0.00	0.15	$0.08	187.5%	52	0.04	323
$275.00	Aug 21	2.20	3.00	$2.60	30.8%	52	0.14	61
$290.00	Aug 7	1.65	2.05	$1.85	21.6%	36	0.17	31
$290.00	Aug 21	5.40	6.10	$5.75	12.2%	28	0.27	453

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 52 strikes (avg 265.0%, max 1015.5%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$355.00	Jul 31	Aug 21	370.5%	47.4%	681.1%	1	22
$270.00	Jul 31	Aug 21	347.3%	47.3%	634.9%	4	292
$350.00	Jul 31	Sep 4	339.4%	47.3%	617.3%	3	59
$345.00	Jul 31	Aug 21	242.8%	45.4%	435.1%	--	397
$335.00	Jul 31	Sep 11	225.4%	44.3%	408.9%	6	189

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Sep 4	518.9%	46.5%	1015.5%	--	100
$255.00	Jul 31	Aug 28	475.4%	47.1%	908.5%	--	32
$260.00	Jul 31	Aug 28	432.2%	47.0%	819.3%	--	301
$270.00	Jul 31	Sep 4	347.3%	42.9%	708.9%	3	88
$262.50	Jul 31	Aug 14	410.9%	52.5%	682.4%	2	30

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 136 found (best R:R 54.56, avg 5.68)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$350.00	$360.00	Aug 7	$0.18	$9.82	$0.18	54.56	$350.18
$340.00	$345.00	Aug 7	$0.17	$4.83	$0.17	28.41	$340.17
$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
$337.50	$340.00	Aug 7	$0.13	$2.37	$0.13	18.23	$337.63

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$270.00	$262.50	Aug 14	$0.33	$7.17	$0.33	21.73	$269.67
$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
$282.50	$280.00	Jul 31	$0.15	$2.35	$0.15	15.67	$282.35
$270.00	$265.00	Sep 4	$0.30	$4.70	$0.30	15.67	$269.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 162 found (best R:R 24.00, avg 1.52)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$270.00	$280.00	Aug 7	$9.60	$9.60	$0.40	24.00	$279.60
$250.00	$260.00	Aug 21	$9.50	$9.50	$0.50	19.00	$259.50
$260.00	$270.00	Aug 21	$9.30	$9.30	$0.70	13.29	$269.30
$280.00	$285.00	Aug 7	$4.50	$4.50	$0.50	9.00	$284.50
$285.00	$290.00	Aug 7	$4.45	$4.45	$0.55	8.09	$289.45

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$315.00	$312.50	Jul 31	$2.35	$2.35	$0.15	15.67	$312.65
$312.50	$310.00	Jul 31	$2.27	$2.27	$0.23	9.87	$310.23
$360.00	$325.00	Aug 21	$29.85	$29.85	$5.15	5.80	$330.15
$315.00	$312.50	Aug 7	$2.10	$2.10	$0.40	5.25	$312.90
$315.00	$312.50	Aug 21	$2.10	$2.10	$0.40	5.25	$312.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $2.70, cheapest $0.05)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$350.00	Jul 31	Aug 7	$0.33	339.4%	54.1%
$360.00	Aug 7	Aug 14	$0.40	57.6%	48.5%
$345.00	Jul 31	Aug 7	$0.50	242.8%	50.2%
$270.00	Jul 31	Aug 7	$0.65	347.3%	54.9%
$340.00	Jul 31	Aug 7	$0.67	215.9%	48.1%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 31	Aug 7	$0.05	518.9%	72.6%
$255.00	Jul 31	Aug 7	$0.05	475.4%	66.7%
$260.00	Jul 31	Aug 7	$0.13	432.2%	64.0%
$270.00	Jul 31	Aug 7	$0.23	347.3%	54.9%
$272.50	Jul 31	Aug 7	$0.25	326.0%	52.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 53 found (cheapest 0.86% of stock, avg 8.11%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$307.50	Jul 31	$1.35	$1.30	$2.65	$304.85	$310.15	0.86%
$310.00	Jul 31	$0.48	$2.98	$3.46	$306.54	$313.46	1.12%
$305.00	Jul 31	$2.97	$0.55	$3.52	$301.48	$308.52	1.14%
$302.50	Jul 31	$5.10	$0.28	$5.38	$297.12	$307.88	1.75%
$312.50	Jul 31	$0.28	$5.25	$5.53	$306.97	$318.03	1.79%
$300.00	Jul 31	$7.55	$0.08	$7.63	$292.37	$307.63	2.48%
$315.00	Jul 31	$0.08	$7.60	$7.68	$307.32	$322.68	2.49%
$292.50	Jul 31	$15.00	$0.15	$15.15	$277.35	$307.65	4.92%
$305.00	Aug 7	$9.60	$6.30	$15.90	$289.10	$320.90	5.16%
$307.50	Aug 7	$8.50	$7.50	$16.00	$291.50	$323.50	5.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 121 found (cheapest 0.18% of stock, avg 4.82%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$312.50	$302.50	Jul 31	$0.28	$0.28	$0.56	$301.94	$313.06
$310.00	$302.50	Jul 31	$0.48	$0.28	$0.76	$301.74	$310.76
$312.50	$305.00	Jul 31	$0.28	$0.55	$0.83	$304.17	$313.33
$310.00	$305.00	Jul 31	$0.48	$0.55	$1.03	$303.97	$311.03
$365.00	$265.00	Sep 4	$2.78	$3.03	$5.81	$259.19	$370.81
$365.00	$270.00	Sep 4	$2.78	$3.33	$6.11	$263.89	$371.11
$365.00	$280.00	Aug 28	$1.98	$4.70	$6.68	$273.32	$371.68
$320.00	$297.50	Aug 7	$3.50	$3.60	$7.10	$290.40	$327.10
$365.00	$285.00	Aug 28	$1.98	$5.80	$7.78	$277.22	$372.78
$350.00	$280.00	Aug 28	$3.13	$4.70	$7.83	$272.17	$357.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 298 found (best R:R 40.67, avg credit $3.22)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
275/280	285/290	Aug 7	$4.88	$0.12	40.67	$275.12	$289.88
280/285	290/295	Aug 21	$4.80	$0.20	24.00	$280.20	$294.80
290/295	305/310	Aug 28	$4.75	$0.25	19.00	$290.25	$309.75
288/290	295/298	Aug 7	$2.37	$0.13	18.23	$287.63	$297.37
270/275	280/285	Aug 28	$4.67	$0.33	14.15	$270.33	$284.67
265/270	280/285	Aug 28	$4.63	$0.37	12.51	$265.37	$284.63
270/275	280/285	Aug 21	$4.62	$0.38	12.16	$270.38	$284.62
290/295	300/305	Aug 28	$4.60	$0.40	11.50	$290.40	$304.60
280/282	302/305	Jul 31	$2.28	$0.22	10.36	$280.22	$304.78
260/265	280/285	Aug 28	$4.52	$0.48	9.42	$260.48	$284.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 82 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$280.00	$285.00	$290.00	Aug 7	$0.05	$4.95	99.00
$350.00	$355.00	$360.00	Aug 21	$0.05	$4.95	99.00
$250.00	$260.00	$270.00	Aug 21	$0.20	$9.80	49.00
$317.50	$320.00	$322.50	Aug 21	$0.05	$2.45	49.00
$320.00	$322.50	$325.00	Aug 21	$0.05	$2.45	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$260.00	$265.00	$270.00	Aug 7	$0.06	$4.94	82.33
$315.00	$320.00	$325.00	Aug 21	$0.10	$4.90	49.00
$260.00	$265.00	$270.00	Aug 28	$0.11	$4.89	44.45
$255.00	$260.00	$265.00	Aug 21	$0.13	$4.87	37.46
$270.00	$275.00	$280.00	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. 124 found (best net $-1.70, 104 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$315.00	$335.00	1:2	Sep 11	-$1.70	$18.30
$305.00	$325.00	1:2	Sep 4	-$2.40	$17.60
$350.00	$365.00	1:2	Sep 4	-$0.56	$14.44
$350.00	$365.00	1:2	Aug 28	-$0.83	$14.17
$320.00	$335.00	1:2	Aug 28	-$1.60	$13.40

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$270.00	$262.50	1:2	Aug 14	-$0.42	$7.08
$280.00	$275.00	1:2	Aug 7	-$0.02	$4.98
$325.00	$315.00	1:2	Aug 7	-$5.05	$4.95
$260.00	$255.00	1:2	Aug 7	-$0.12	$4.88
$255.00	$250.00	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 4.61%, avg 1.53%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$315.00	Sep 11	$14.20	0.47	2.2%	4.61%	6.80%	1	--
$310.00	Aug 28	$12.90	0.50	0.6%	4.19%	4.76%	--	98
$310.00	Aug 21	$12.30	0.50	0.6%	3.99%	4.56%	14	683
$312.50	Aug 21	$11.20	0.47	1.4%	3.63%	5.02%	20	47
$315.00	Aug 21	$10.10	0.44	2.2%	3.28%	5.47%	3	68
$310.00	Aug 14	$10.00	0.50	0.6%	3.24%	3.82%	6	76
$320.00	Aug 28	$9.80	0.41	3.8%	3.18%	7.00%	2	28
$325.00	Sep 4	$9.30	0.37	5.4%	3.02%	8.46%	1	3
$317.50	Aug 21	$9.20	0.41	3.0%	2.98%	5.99%	--	274
$320.00	Aug 21	$8.30	0.39	3.8%	2.69%	6.51%	29	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 1,394

Total Puts 1,592

Put/Call Ratio 1.14

Net Difference -198

Prior's Put/Call Breakdown

Total Calls 3,515

Total Puts 2,171

Put/Call Ratio 0.62

Net Difference 1,344

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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