VLO - Options Database

VLO

VALERO ENERGY CORP N

$311.02 +0.16%

(7/31 14:01) ◀

Friday, July 31, 2026 (3:00pm)

▶ (7/31 16:01)

◀ 7/31 15:01 ▶

Option Volume

Detail

ℹ

Current (07/31 3:00pm) 4,457

Calls: 2,109 (47%)

Puts: 2,348 (53%)

Prior (07/30) 11,295

Calls: 8,598 (76%)

Puts: 2,697 (24%)

Current vs Prior -60.54%

Calls: -75.47% (Calls)

Puts: -12.94% (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 -59.72%

Calls: -59.72%

Puts: -59.72%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/31 3:00pm) $3.06M

Calls: $1.88M (61%)

Puts: $1.18M (39%)

Prior (07/30) $47.53M

Calls: $46.18M (97%)

Puts: $1.35M (3%)

Current vs Prior -93.57%

Calls: -95.94%

Puts: -12.64%

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 -86.46%

Calls: -88.08%

Puts: -82.71%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/31 3:00pm) 1.11

Prior (07/30) 0.31

Current vs Prior +254.93%

Prior 7-Day Average 0.92

Current vs Prior 7-Day Avg +21.30%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/31 3:00pm) 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 1.05% | 5.43%8.89% | 14.71%

Prior 2.77% | 6.08%9.46% | 14.61%

Current vs Prior -62.00% | -10.62%-6.06% | +0.66%

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

Current vs 7-Day Avg -71.69% | -22.88%-14.58% | -5.14%

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

Current vs 7-Day Eod -62.00% | -10.62%-6.06% | +0.66%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 72.11% | 9.48%

Calls: 110.71% | 8.19%

Puts: 33.52% | 10.78%

Prior 42.64% | 17.51%

Calls: 38.10% | 19.78%

Puts: 47.19% | 15.23%

Current vs Prior +69.11% | -45.86%

Prior 7-Day Avg 36.20% | 14.76%

Calls: 32.74% | 15.99%

Puts: 39.67% | 13.53%

Current vs 7-Day Avg +99.18% | -35.79%

Liquidity Expensive

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Moderately bullish flow with 61% call dollar volume ($1.88M). Light premium activity with dollar volume down 94% vs prior. Below-average activity with volume down 61% vs prior. Slightly bearish P/C ratio of 1.11.

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
15:00	BULLISH	BEARISH	BEARISH
14:00	BULLISH	NEUTRAL	MIXED
13:00	BULLISH	BEARISH	BEARISH
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

💰

Best Value <$1

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High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 41 of results (avg 7.3%, best 4.3%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Aug 21	13.80	14.40	$14.10	4.3%	43	0.54	683
$315.00	Aug 21	11.50	12.00	$11.75	4.3%	7	0.48	68
$250.00	Aug 21	60.80	64.00	$62.40	5.1%	--	0.96	79
$300.00	Aug 7	14.20	15.00	$14.60	5.5%	5	0.73	162
$270.00	Aug 21	41.90	44.30	$43.10	5.6%	4	0.91	282

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Aug 21	11.90	12.50	$12.20	4.9%	18	0.46	145
$315.00	Aug 21	14.50	15.30	$14.90	5.4%	--	0.52	37
$300.00	Aug 21	7.70	8.20	$7.95	6.3%	2	0.34	126
$312.50	Aug 21	13.10	14.00	$13.55	6.6%	--	0.49	27
$360.00	Aug 21	48.30	51.70	$50.00	6.8%	--	0.89	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. 58 found (avg delta 0.75, highest 0.99)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Jul 31	19.80	22.20	$21.00	11.4%	4	0.99	9
$270.00	Jul 31	39.70	42.20	$40.95	6.1%	--	0.98	10
$300.00	Jul 31	9.80	12.30	$11.05	22.6%	2	0.98	12
$285.00	Jul 31	24.70	27.30	$26.00	10.0%	1	0.97	2
$270.00	Aug 7	40.10	43.00	$41.55	7.0%	1	0.97	2

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	48.30	51.70	$50.00	6.8%	--	0.89	30
$315.00	Jul 31	2.90	5.20	$4.05	56.8%	--	0.88	21
$312.50	Jul 31	0.80	2.60	$1.70	105.9%	10	0.75	19
$325.00	Aug 7	15.90	17.30	$16.60	8.4%	--	0.74	146
$330.00	Aug 14	22.00	23.70	$22.85	7.4%	--	0.73	43

Most actively traded options today. High liquidity = easy entry/exit. 158 active (total vol 3.1K, top 364)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$312.50	Jul 31	0.10	0.55	$0.33	136.4%	303	0.25	70
$320.00	Aug 7	4.10	4.80	$4.45	15.7%	124	0.34	237
$330.00	Jul 31	0.00	0.15	$0.08	187.5%	120	0.02	249
$310.00	Jul 31	0.80	2.35	$1.58	98.1%	91	0.68	366
$310.00	Aug 7	8.20	8.90	$8.55	8.2%	82	0.54	1.2K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Aug 21	0.45	0.75	$0.60	50.0%	364	0.04	230
$300.00	Aug 7	3.00	3.80	$3.40	23.5%	130	0.27	84
$290.00	Aug 7	1.10	1.55	$1.33	33.8%	87	0.13	31
$260.00	Aug 21	0.70	1.05	$0.88	39.8%	87	0.06	470
$310.00	Jul 31	0.05	0.95	$0.50	180.0%	65	0.32	120

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 486.2%, max 1770.9%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$270.00	Jul 31	Aug 21	587.4%	46.4%	1164.6%	4	292
$355.00	Jul 31	Aug 21	542.2%	45.1%	1103.5%	1	22
$350.00	Jul 31	Sep 4	493.0%	43.5%	1034.6%	3	59
$285.00	Jul 31	Aug 28	390.4%	43.5%	797.6%	32	16
$345.00	Jul 31	Aug 21	348.2%	44.4%	684.3%	--	397

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 31	Sep 4	855.7%	45.7%	1770.9%	--	100
$255.00	Jul 31	Aug 28	787.6%	46.2%	1604.0%	--	32
$260.00	Jul 31	Aug 28	720.2%	47.8%	1405.1%	--	301
$270.00	Jul 31	Sep 4	587.4%	43.6%	1248.7%	3	88
$262.50	Jul 31	Aug 14	686.7%	51.4%	1235.7%	2	30

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 137 found (best R:R 49.00, avg 6.20)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$350.00	$360.00	Aug 7	$0.20	$9.80	$0.20	49.00	$350.20
$352.50	$360.00	Aug 14	$0.25	$7.25	$0.25	29.00	$352.75
$342.50	$345.00	Jul 31	$0.12	$2.38	$0.12	19.83	$342.62
$335.00	$337.50	Aug 7	$0.12	$2.38	$0.12	19.83	$335.12
$360.00	$365.00	Aug 21	$0.25	$4.75	$0.25	19.00	$360.25

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$255.00	$250.00	Aug 28	$0.15	$4.85	$0.15	32.33	$254.85
$280.00	$275.00	Aug 7	$0.20	$4.80	$0.20	24.00	$279.80
$262.50	$260.00	Aug 14	$0.10	$2.40	$0.10	24.00	$262.40
$280.00	$277.50	Aug 14	$0.10	$2.40	$0.10	24.00	$279.90
$270.00	$265.00	Aug 21	$0.22	$4.78	$0.22	21.73	$269.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 164 found (best R:R 39.00, avg 1.87)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$250.00	$260.00	Aug 21	$9.75	$9.75	$0.25	39.00	$259.75
$270.00	$280.00	Aug 7	$9.70	$9.70	$0.30	32.33	$279.70
$307.50	$310.00	Jul 31	$2.40	$2.40	$0.10	24.00	$309.90
$260.00	$270.00	Aug 21	$9.55	$9.55	$0.45	21.22	$269.55
$297.50	$300.00	Aug 7	$2.35	$2.35	$0.15	15.67	$299.85

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
$360.00	$325.00	Aug 21	$28.65	$28.65	$6.35	4.51	$331.35
$325.00	$315.00	Aug 7	$6.80	$6.80	$3.20	2.13	$318.20
$320.00	$315.00	Aug 21	$3.35	$3.35	$1.65	2.03	$316.65
$325.00	$320.00	Aug 21	$3.10	$3.10	$1.90	1.63	$321.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $2.61, cheapest $0.05)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$350.00	Jul 31	Aug 7	$0.33	493.0%	51.1%
$360.00	Aug 7	Aug 14	$0.42	55.0%	46.5%
$270.00	Jul 31	Aug 7	$0.60	587.4%	55.0%
$340.00	Jul 31	Aug 7	$0.67	304.2%	44.8%
$345.00	Jul 31	Aug 7	$0.75	348.2%	51.4%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 31	Aug 7	$0.05	855.7%	75.7%
$255.00	Jul 31	Aug 7	$0.05	787.6%	69.7%
$270.00	Jul 31	Aug 7	$0.13	587.4%	55.0%
$272.50	Jul 31	Aug 7	$0.15	554.5%	52.8%
$265.00	Jul 31	Aug 7	$0.22	521.6%	60.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 55 found (cheapest 0.65% of stock, avg 8.39%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$312.50	Jul 31	$0.33	$1.70	$2.03	$310.47	$314.53	0.65%
$310.00	Jul 31	$1.58	$0.50	$2.08	$307.92	$312.08	0.67%
$307.50	Jul 31	$3.98	$0.23	$4.21	$303.29	$311.71	1.35%
$315.00	Jul 31	$0.20	$4.05	$4.25	$310.75	$319.25	1.37%
$305.00	Jul 31	$5.95	$0.15	$6.10	$298.90	$311.10	1.96%
$302.50	Jul 31	$8.55	$0.08	$8.63	$293.87	$311.13	2.77%
$300.00	Jul 31	$11.05	$0.05	$11.10	$288.90	$311.10	3.57%
$312.50	Aug 7	$7.35	$8.35	$15.70	$296.80	$328.20	5.05%
$310.00	Aug 7	$8.55	$7.25	$15.80	$294.20	$325.80	5.08%
$307.50	Aug 7	$9.85	$6.05	$15.90	$291.60	$323.40	5.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 126 found (cheapest 0.10% of stock, avg 4.66%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$322.50	$305.00	Jul 31	$0.15	$0.15	$0.30	$304.70	$322.80
$315.00	$305.00	Jul 31	$0.20	$0.15	$0.35	$304.65	$315.35
$322.50	$307.50	Jul 31	$0.15	$0.23	$0.38	$307.12	$322.88
$315.00	$307.50	Jul 31	$0.20	$0.23	$0.43	$307.07	$315.43
$312.50	$305.00	Jul 31	$0.33	$0.15	$0.48	$304.52	$312.98
$312.50	$307.50	Jul 31	$0.33	$0.23	$0.56	$306.94	$313.06
$322.50	$310.00	Jul 31	$0.15	$0.50	$0.65	$309.35	$323.15
$315.00	$310.00	Jul 31	$0.20	$0.50	$0.70	$309.30	$315.70
$312.50	$310.00	Jul 31	$0.33	$0.50	$0.83	$309.17	$313.33
$365.00	$270.00	Sep 4	$2.83	$3.03	$5.86	$264.14	$370.86

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 284 found (best R:R 24.00, avg credit $3.47)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
275/280	285/290	Aug 7	$4.80	$0.20	24.00	$275.20	$289.80
295/300	305/310	Aug 28	$4.80	$0.20	24.00	$295.20	$309.80
270/275	280/285	Aug 21	$4.78	$0.22	21.73	$270.22	$284.78
295/298	300/302	Aug 7	$2.37	$0.13	18.23	$295.13	$302.37
270/275	290/295	Aug 21	$4.68	$0.32	14.63	$270.32	$294.68
270/275	285/290	Aug 21	$4.63	$0.37	12.51	$270.37	$289.63
255/260	280/285	Aug 28	$4.60	$0.40	11.50	$255.40	$284.60
260/262	265/285	Aug 14	$18.25	$1.75	10.43	$244.25	$283.25
292/295	300/302	Aug 7	$2.28	$0.22	10.36	$292.72	$302.28
295/298	302/305	Aug 7	$2.27	$0.23	9.87	$295.23	$304.77

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 77 found (best R:R 70.43, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$335.00	$340.00	$345.00	Aug 14	$0.07	$4.93	70.43
$345.00	$350.00	$355.00	Aug 21	$0.09	$4.91	54.56
$250.00	$260.00	$270.00	Aug 21	$0.20	$9.80	49.00
$320.00	$322.50	$325.00	Aug 21	$0.05	$2.45	49.00
$330.00	$335.00	$340.00	Aug 21	$0.10	$4.90	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$255.00	$260.00	$265.00	Aug 7	$0.09	$4.91	54.56
$287.50	$290.00	$292.50	Aug 7	$0.07	$2.43	34.71
$255.00	$260.00	$265.00	Aug 21	$0.14	$4.86	34.71
$290.00	$295.00	$300.00	Aug 14	$0.15	$4.85	32.33
$275.00	$280.00	$285.00	Aug 7	$0.17	$4.83	28.41

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 130 found (best net $-2.20, 112 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$305.00	$325.00	1:2	Sep 4	-$2.20	$17.80
$315.00	$335.00	1:2	Sep 11	-$2.35	$17.65
$350.00	$365.00	1:2	Aug 28	-$0.63	$14.37
$350.00	$365.00	1:2	Sep 4	-$1.11	$13.89
$350.00	$360.00	1:2	Aug 7	-$0.08	$9.92

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$270.00	$262.50	1:2	Aug 14	-$0.17	$7.33
$325.00	$315.00	1:2	Aug 7	-$3.00	$7.00
$280.00	$275.00	1:2	Jul 31	-$0.03	$4.97
$280.00	$275.00	1:2	Aug 7	-$0.08	$4.92
$265.00	$260.00	1:2	Aug 7	-$0.11	$4.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 57 found (best yield 4.92%, avg 1.45%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$315.00	Sep 11	$15.30	0.49	1.3%	4.92%	6.20%	2	--
$312.50	Aug 21	$12.10	0.51	0.5%	3.89%	4.37%	21	47
$315.00	Aug 21	$11.50	0.48	1.3%	3.70%	4.98%	7	68
$320.00	Aug 28	$11.00	0.43	2.9%	3.54%	6.42%	2	28
$312.50	Aug 14	$10.30	0.50	0.5%	3.31%	3.79%	3	1
$325.00	Sep 4	$9.90	0.40	4.5%	3.18%	7.68%	1	3
$317.50	Aug 21	$9.70	0.45	2.1%	3.12%	5.20%	--	274
$315.00	Aug 14	$9.30	0.46	1.3%	2.99%	4.27%	3	32
$320.00	Aug 21	$9.30	0.42	2.9%	2.99%	5.88%	33	2.4K
$317.50	Aug 14	$8.30	0.43	2.1%	2.67%	4.75%	1	1

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 2,109

Total Puts 2,348

Put/Call Ratio 1.11

Net Difference -239

Prior's Put/Call Breakdown

Total Calls 8,598

Total Puts 2,697

Put/Call Ratio 0.31

Net Difference 5,901

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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