VLO - Options Database

VLO

VALERO ENERGY CORP N

$312.90 +0.77%

(7/31 15:01) ◀

Friday, July 31, 2026 (4:00pm)

▶ (7/31 18:07)

◀ 7/31 16:01 ▶

Option Volume

Detail

ℹ

Current (07/31 4:00pm) 5,225

Calls: 2,536 (49%)

Puts: 2,689 (51%)

Prior (07/30) 35,433

Calls: 12,328 (35%)

Puts: 23,105 (65%)

Current vs Prior -85.25%

Calls: -79.43% (Calls)

Puts: -88.36% (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 -52.78%

Calls: -51.57%

Puts: -53.87%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/31 4:00pm) $3.69M

Calls: $2.46M (67%)

Puts: $1.23M (33%)

Prior (07/30) $100.99M

Calls: $74.19M (73%)

Puts: $26.79M (27%)

Current vs Prior -96.35%

Calls: -96.69%

Puts: -95.42%

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 -83.67%

Calls: -84.39%

Puts: -82.01%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/31 4:00pm) 1.06

Prior (07/30) 1.87

Current vs Prior -43.42%

Prior 7-Day Average 0.92

Current vs Prior 7-Day Avg +15.53%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/31 4:00pm) 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 1.03% | 5.51%8.80% | 14.49%

Prior 2.77% | 6.08%9.46% | 14.61%

Current vs Prior +98.66% | +25.12%-6.97% | -0.82%

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

Current vs 7-Day Avg +47.99% | +7.95%-15.40% | -6.54%

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

Current vs 7-Day Eod +98.66% | +25.12%-6.97% | -0.82%

Sentiment BEARISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 13.28% | 14.19%

Calls: 12.35% | 10.34%

Puts: 14.21% | 18.03%

Prior 42.64% | 17.51%

Calls: 38.10% | 19.78%

Puts: 47.19% | 15.23%

Current vs Prior -68.86% | -18.96%

Prior 7-Day Avg 36.20% | 14.76%

Calls: 32.74% | 15.99%

Puts: 39.67% | 13.53%

Current vs 7-Day Avg -63.32% | -3.89%

Liquidity Expensive

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Moderately bullish flow with 67% call dollar volume ($2.46M). Light premium activity with dollar volume down 96% vs prior. Below-average activity with volume down 85% vs prior. Slightly bearish P/C ratio of 1.06.

Smart Money BULLISH

Retail Flow NEUTRAL

Overall MIXED

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BULLISH

7-Day Avg BULLISH

Current NEUTRAL

Prior BEARISH

7-Day Avg NEUTRAL

Current NEUTRAL

Prior BEARISH

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	NEUTRAL	MIXED
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

📊

High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 23 of results (avg 7.8%, best 6.3%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$260.00	Aug 21	52.30	55.70	$54.00	6.3%	2	0.94	153
$315.00	Aug 21	12.30	13.10	$12.70	6.3%	8	0.49	68
$265.00	Aug 14	46.90	50.10	$48.50	6.6%	--	0.94	11
$270.00	Aug 21	43.20	46.20	$44.70	6.7%	5	0.91	282
$265.00	Aug 28	48.20	51.60	$49.90	6.8%	--	0.90	10

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	47.20	50.30	$48.75	6.4%	--	0.90	30
$315.00	Aug 21	13.70	14.60	$14.15	6.4%	--	0.51	37
$305.00	Aug 21	9.00	9.60	$9.30	6.5%	4	0.39	59
$307.50	Aug 21	10.10	10.80	$10.45	6.7%	24	0.42	17
$310.00	Aug 21	11.20	12.00	$11.60	6.9%	27	0.45	145

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. 61 found (avg delta 0.75, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$270.00	Jul 31	40.90	44.20	$42.55	7.8%	--	1.00	10
$285.00	Jul 31	25.90	29.00	$27.45	11.3%	1	1.00	2
$290.00	Jul 31	21.20	24.10	$22.65	12.8%	4	1.00	9
$300.00	Jul 31	11.20	14.50	$12.85	25.7%	14	1.00	12
$270.00	Aug 7	41.40	44.80	$43.10	7.9%	1	1.00	2

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	47.20	50.30	$48.75	6.4%	--	0.90	30
$315.00	Jul 31	1.05	4.00	$2.53	116.6%	--	0.87	21
$325.00	Aug 7	14.40	16.30	$15.35	12.4%	--	0.72	146
$330.00	Aug 14	20.20	23.40	$21.80	14.7%	--	0.71	43
$330.00	Aug 28	23.60	26.90	$25.25	13.1%	--	0.64	84

Most actively traded options today. High liquidity = easy entry/exit. 167 active (total vol 3.3K, top 376)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$312.50	Jul 31	0.10	1.25	$0.68	169.1%	376	0.59	70
$320.00	Aug 7	4.60	5.60	$5.10	19.6%	139	0.37	237
$310.00	Jul 31	1.15	3.90	$2.53	108.7%	126	0.92	366
$330.00	Jul 31	0.00	0.15	$0.08	187.5%	120	0.02	249
$310.00	Aug 7	9.00	10.40	$9.70	14.4%	96	0.57	1.2K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Aug 7	2.20	3.30	$2.75	40.0%	131	0.24	84
$290.00	Aug 7	0.70	1.55	$1.13	75.2%	110	0.11	31
$260.00	Aug 21	0.20	1.15	$0.68	139.7%	92	0.04	470
$270.00	Aug 21	1.20	1.45	$1.33	18.8%	74	0.08	1.0K
$310.00	Jul 31	0.00	0.30	$0.15	200.0%	65	0.13	120

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 53 strikes (avg 847.6%, max 2580.4%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$375.00	Jul 31	Sep 4	1105.8%	45.0%	2357.3%	1	16
$270.00	Jul 31	Aug 21	944.8%	45.6%	1973.2%	5	292
$355.00	Jul 31	Aug 21	816.6%	45.3%	1703.5%	1	22
$350.00	Jul 31	Sep 4	739.4%	44.2%	1574.6%	3	59
$285.00	Jul 31	Aug 28	639.2%	42.4%	1407.5%	33	16

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$255.00	Jul 31	Aug 28	1256.1%	46.9%	2580.4%	--	32
$260.00	Jul 31	Aug 28	1151.3%	47.8%	2307.8%	--	301
$280.00	Jul 31	Aug 28	943.8%	43.2%	2086.3%	13	170
$262.50	Jul 31	Aug 14	1099.3%	50.9%	2060.8%	2	30
$270.00	Jul 31	Sep 4	944.8%	44.0%	2049.3%	3	88

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 139 found (best R:R 54.56, avg 5.80)

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
$365.00	$370.00	Aug 21	$0.20	$4.80	$0.20	24.00	$365.20
$325.00	$327.50	Jul 31	$0.12	$2.38	$0.12	19.83	$325.12
$342.50	$345.00	Jul 31	$0.12	$2.38	$0.12	19.83	$342.62
$355.00	$357.50	Jul 31	$0.12	$2.38	$0.12	19.83	$355.12

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$260.00	$255.00	Aug 21	$0.15	$4.85	$0.15	32.33	$259.85
$267.50	$265.00	Jul 31	$0.12	$2.38	$0.12	19.83	$267.38
$292.50	$290.00	Jul 31	$0.12	$2.38	$0.12	19.83	$292.38
$287.50	$285.00	Aug 7	$0.12	$2.38	$0.12	19.83	$287.38
$275.00	$270.00	Aug 14	$0.25	$4.75	$0.25	19.00	$274.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 165 found (best R:R 39.00, avg 1.82)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$270.00	$280.00	Aug 7	$9.75	$9.75	$0.25	39.00	$279.75
$285.00	$290.00	Jul 31	$4.80	$4.80	$0.20	24.00	$289.80
$280.00	$285.00	Aug 7	$4.80	$4.80	$0.20	24.00	$284.80
$265.00	$280.00	Aug 14	$14.20	$14.20	$0.80	17.75	$279.20
$290.00	$292.50	Jul 31	$2.35	$2.35	$0.15	15.67	$292.35

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$315.00	$312.50	Jul 31	$2.08	$2.08	$0.42	4.95	$312.92
$360.00	$325.00	Aug 21	$28.20	$28.20	$6.80	4.15	$331.80
$325.00	$320.00	Aug 21	$3.25	$3.25	$1.75	1.86	$321.75
$320.00	$315.00	Aug 21	$3.15	$3.15	$1.85	1.70	$316.85
$325.00	$315.00	Aug 7	$6.20	$6.20	$3.80	1.63	$318.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $2.60, cheapest $0.05)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$350.00	Jul 31	Aug 7	$0.33	739.4%	49.6%
$360.00	Aug 7	Aug 14	$0.40	54.4%	45.0%
$270.00	Jul 31	Aug 7	$0.55	944.8%	56.7%
$345.00	Jul 31	Aug 7	$0.60	518.5%	47.4%
$370.00	Aug 21	Aug 28	$0.75	46.7%	46.0%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$255.00	Jul 31	Aug 7	$0.05	1256.1%	71.3%
$270.00	Jul 31	Aug 7	$0.13	944.8%	56.7%
$272.50	Jul 31	Aug 7	$0.15	893.8%	54.5%
$265.00	Jul 31	Aug 7	$0.22	837.3%	61.7%
$262.50	Jul 31	Aug 14	$0.30	1099.3%	50.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 58 found (cheapest 0.36% of stock, avg 8.55%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$312.50	Jul 31	$0.68	$0.45	$1.13	$311.37	$313.63	0.36%
$315.00	Jul 31	$0.13	$2.53	$2.66	$312.34	$317.66	0.85%
$310.00	Jul 31	$2.53	$0.15	$2.68	$307.32	$312.68	0.86%
$307.50	Jul 31	$5.20	$0.15	$5.35	$302.15	$312.85	1.71%
$305.00	Jul 31	$7.80	$0.15	$7.95	$297.05	$312.95	2.54%
$302.50	Jul 31	$10.10	$0.15	$10.25	$292.25	$312.75	3.28%
$300.00	Jul 31	$12.85	$0.05	$12.90	$287.10	$312.90	4.12%
$312.50	Aug 7	$8.10	$7.80	$15.90	$296.60	$328.40	5.08%
$310.00	Aug 7	$9.70	$6.45	$16.15	$293.85	$326.15	5.16%
$307.50	Aug 7	$11.00	$5.40	$16.40	$291.10	$323.90	5.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 141 found (cheapest 0.07% of stock, avg 4.20%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$317.50	$310.00	Jul 31	$0.08	$0.15	$0.23	$309.77	$317.73
$317.50	$307.50	Jul 31	$0.08	$0.15	$0.23	$307.27	$317.73
$317.50	$305.00	Jul 31	$0.08	$0.15	$0.23	$304.77	$317.73
$315.00	$310.00	Jul 31	$0.13	$0.15	$0.28	$309.72	$315.28
$315.00	$307.50	Jul 31	$0.13	$0.15	$0.28	$307.22	$315.28
$315.00	$305.00	Jul 31	$0.13	$0.15	$0.28	$304.72	$315.28
$322.50	$310.00	Jul 31	$0.15	$0.15	$0.30	$309.70	$322.80
$322.50	$307.50	Jul 31	$0.15	$0.15	$0.30	$307.20	$322.80
$322.50	$305.00	Jul 31	$0.15	$0.15	$0.30	$304.70	$322.80
$317.50	$312.50	Jul 31	$0.08	$0.45	$0.53	$311.97	$318.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 283 found (best R:R 21.73, avg credit $3.40)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
270/275	280/285	Aug 28	$4.78	$0.22	21.73	$270.22	$284.78
260/265	280/285	Aug 21	$4.74	$0.26	18.23	$260.26	$284.74
280/282	285/290	Aug 7	$4.72	$0.28	16.86	$277.78	$289.72
265/270	280/285	Aug 21	$4.71	$0.29	16.24	$265.29	$284.71
285/288	305/308	Aug 21	$2.35	$0.15	15.67	$285.15	$307.35
295/300	305/310	Aug 28	$4.70	$0.30	15.67	$295.30	$309.70
288/290	292/295	Aug 7	$2.33	$0.17	13.71	$287.67	$294.83
265/270	280/285	Aug 14	$4.65	$0.35	13.29	$265.35	$284.65
295/298	302/305	Aug 7	$2.30	$0.20	11.50	$295.20	$304.80
270/275	280/285	Aug 14	$4.60	$0.40	11.50	$270.40	$284.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 82 found (best R:R 54.56, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$307.50	$310.00	$312.50	Aug 21	$0.05	$2.45	49.00
$335.00	$340.00	$345.00	Aug 21	$0.10	$4.90	49.00
$340.00	$345.00	$350.00	Aug 21	$0.10	$4.90	49.00
$345.00	$350.00	$355.00	Aug 21	$0.10	$4.90	49.00
$350.00	$355.00	$360.00	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
$315.00	$320.00	$325.00	Aug 21	$0.10	$4.90	49.00
$285.00	$290.00	$295.00	Aug 28	$0.10	$4.90	49.00
$290.00	$292.50	$295.00	Aug 7	$0.07	$2.43	34.71
$297.50	$300.00	$302.50	Jul 31	$0.08	$2.42	30.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 129 found (best net $-2.55, 110 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$315.00	$335.00	1:2	Sep 11	-$2.55	$17.45
$305.00	$325.00	1:2	Sep 4	-$2.70	$17.30
$357.50	$375.00	1:2	Jul 31	-$0.27	$17.23
$350.00	$365.00	1:2	Aug 28	-$0.40	$14.60
$350.00	$365.00	1:2	Sep 4	-$0.70	$14.30

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$325.00	$315.00	1:2	Aug 7	-$2.95	$7.05
$265.00	$260.00	1:2	Aug 7	-$0.11	$4.89
$270.00	$265.00	1:2	Aug 14	-$0.20	$4.80
$260.00	$255.00	1:2	Aug 7	-$0.22	$4.78
$270.00	$265.00	1:2	Aug 7	-$0.22	$4.78

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 54 found (best yield 5.11%, avg 1.41%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$315.00	Sep 11	$16.00	0.51	0.7%	5.11%	5.78%	2	--
$315.00	Aug 21	$12.30	0.49	0.7%	3.93%	4.60%	8	68
$320.00	Aug 28	$11.60	0.45	2.3%	3.71%	5.98%	4	28
$317.50	Aug 21	$10.20	0.46	1.5%	3.26%	4.73%	--	274
$325.00	Sep 4	$10.20	0.42	3.9%	3.26%	7.13%	1	3
$320.00	Aug 21	$10.10	0.44	2.3%	3.23%	5.50%	37	2.4K
$315.00	Aug 14	$9.90	0.49	0.7%	3.16%	3.84%	18	32
$317.50	Aug 14	$8.80	0.45	1.5%	2.81%	4.28%	16	1
$335.00	Sep 11	$8.40	0.35	7.1%	2.68%	9.75%	5	--
$322.50	Aug 21	$8.20	0.40	3.1%	2.62%	5.69%	1	15

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 2,536

Total Puts 2,689

Put/Call Ratio 1.06

Net Difference -153

Prior's Put/Call Breakdown

Total Calls 12,328

Total Puts 23,105

Put/Call Ratio 1.87

Net Difference -10,777

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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