VLO - Options Database

VLO

VALERO ENERGY CORP N

$307.39 -0.05%

(8/3 18:08) ◀

Tuesday, August 4, 2026 (10:00am)

▶ (8/4 11:01)

◀ 8/4 10:01 ▶

Option Volume

Detail

ℹ

Current (08/04 10:00am) 398

Calls: 262 (66%)

Puts: 136 (34%)

Prior (08/03) 661

Calls: 378 (57%)

Puts: 283 (43%)

Current vs Prior -39.79%

Calls: -30.69% (Calls)

Puts: -51.94% (Puts)

Prior 7-Day Total 77,771

Calls: 36,407 (47%)

Puts: 41,364 (53%)

Prior 7-Day Average 11,110

Calls: 5,201 (47%)

Puts: 5,909 (53%)

Current vs Prior 7-Day Avg -96.42%

Calls: -94.96%

Puts: -97.70%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (08/04 10:00am) $478.0K

Calls: $399.5K (84%)

Puts: $78.4K (16%)

Prior (08/03) $618.7K

Calls: $422.0K (68%)

Puts: $196.7K (32%)

Current vs Prior -22.74%

Calls: -5.32%

Puts: -60.12%

Prior 7-Day Total $155.13M

Calls: $108.22M (70%)

Puts: $46.91M (30%)

Prior 7-Day Average $22.16M

Calls: $15.46M (70%)

Puts: $6.70M (30%)

Current vs Prior 7-Day Avg -97.84%

Calls: -97.42%

Puts: -98.83%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (08/04 10:00am) 0.52

Prior (08/03) 0.75

Current vs Prior -30.67%

Prior 7-Day Average 0.96

Current vs Prior 7-Day Avg -45.93%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (08/04 10:00am) 127,652

Calls: 64,905 (51%)

Puts: 62,747 (49%)

Prior (08/03) 124,715

Calls: 63,791 (51%)

Puts: 60,924 (49%)

Current vs Prior +2.35%

Prior 7-Day Total 893,111

Calls: 465,364 (52%)

Puts: 427,747 (48%)

Prior 7-Day Average 127,587

Calls: 66,480 (52%)

Puts: 61,106 (48%)

Current vs Prior 7-Day Avg +0.05%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)

Current 4.77% | 7.06%8.44% | 14.22%

Prior 5.51% | 7.61%8.80% | 14.49%

Current vs Prior -13.55% | -7.19%-4.12% | -1.91%

Prior 7-Day Avg 4.05% | 7.14%10.10% | 15.25%

Current vs 7-Day Avg +17.58% | -1.19%-16.39% | -6.78%

Prior 7-Day Eod 5.51% | 7.61%8.54% | 14.16%

Current vs 7-Day Eod -13.55% | -7.19%-1.10% | +0.39%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 39.12% | 26.84%

Calls: 35.90% | 25.11%

Puts: 42.34% | 28.57%

Prior 13.28% | 14.19%

Calls: 12.35% | 10.34%

Puts: 14.21% | 18.03%

Current vs Prior +194.58% | +89.15%

Prior 7-Day Avg 35.82% | 15.06%

Calls: 32.44% | 15.66%

Puts: 39.20% | 14.46%

Current vs 7-Day Avg +9.21% | +78.22%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($399.5K) vs puts ($78.4K). Bullish P/C ratio of 0.52. P/C ratio dropping 31% - sentiment shifting bullish.

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
16:00	BULLISH	BEARISH	BEARISH
15:00	BULLISH	BEARISH	BEARISH
14:00	BULLISH	BEARISH	BEARISH
13:00	BULLISH	NEUTRAL	BULLISH
12:00	BULLISH	BEARISH	BEARISH
11:00	BULLISH	NEUTRAL	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 20 of results (avg 7.8%, best 5.9%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Sep 18	59.20	62.80	$61.00	5.9%	1	0.90	1.0K
$260.00	Sep 18	50.60	53.70	$52.15	5.9%	--	0.86	1.3K
$270.00	Sep 18	42.70	45.60	$44.15	6.6%	--	0.81	944
$250.00	Aug 21	56.60	60.50	$58.55	6.7%	--	1.00	79
$260.00	Sep 11	49.50	53.10	$51.30	7.0%	1	0.89	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	51.20	54.70	$52.95	6.6%	--	0.93	30
$365.00	Aug 7	55.50	59.30	$57.40	6.6%	1	0.98	--
$357.50	Aug 7	48.00	51.80	$49.90	7.6%	1	0.97	--
$340.00	Sep 18	37.90	41.10	$39.50	8.1%	--	0.72	60
$330.00	Sep 18	30.60	33.80	$32.20	9.9%	--	0.65	16

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 0.73, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$255.00	Aug 7	50.60	54.70	$52.65	7.8%	1	1.00	--
$250.00	Aug 21	56.60	60.50	$58.55	6.7%	--	1.00	79
$265.00	Aug 14	41.50	45.30	$43.40	8.8%	--	0.95	11
$280.00	Aug 7	26.40	29.60	$28.00	11.4%	--	0.94	19
$260.00	Aug 21	47.10	50.70	$48.90	7.4%	--	0.94	153

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$365.00	Aug 7	55.50	59.30	$57.40	6.6%	1	0.98	--
$357.50	Aug 7	48.00	51.80	$49.90	7.6%	1	0.97	--
$360.00	Aug 21	51.20	54.70	$52.95	6.6%	--	0.93	30
$325.00	Aug 7	16.80	20.60	$18.70	20.3%	--	0.85	146
$330.00	Aug 14	23.00	26.70	$24.85	14.9%	--	0.82	43

Most actively traded options today. High liquidity = easy entry/exit. 83 active (total vol 363, top 54)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Aug 7	4.80	6.30	$5.55	27.0%	54	0.44	1.2K
$307.50	Aug 7	4.90	7.80	$6.35	45.7%	29	0.50	29
$315.00	Aug 7	2.80	4.20	$3.50	40.0%	24	0.33	463
$305.00	Aug 14	10.10	13.00	$11.55	25.1%	12	0.54	209
$310.00	Aug 14	8.10	9.80	$8.95	19.0%	9	0.47	75

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$280.00	Aug 21	2.40	3.60	$3.00	40.0%	21	0.17	846
$270.00	Aug 21	1.20	2.35	$1.78	64.6%	14	0.11	952
$300.00	Aug 21	7.90	10.50	$9.20	28.3%	11	0.39	152
$300.00	Aug 7	2.75	4.50	$3.63	48.2%	9	0.33	363
$275.00	Aug 21	1.75	3.20	$2.48	58.5%	8	0.14	281

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 49 strikes (avg 34.4%, max 127.5%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$360.00	Aug 7	Sep 18	77.4%	44.7%	73.1%	5	1.1K
$350.00	Aug 7	Sep 18	75.5%	44.2%	70.8%	1	1.3K
$340.00	Aug 7	Sep 18	67.6%	44.3%	52.6%	--	1.2K
$280.00	Aug 7	Sep 18	66.1%	44.3%	49.3%	2	1.3K
$335.00	Aug 7	Sep 11	61.2%	44.0%	39.2%	3	76

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Aug 7	Sep 18	105.5%	46.4%	127.5%	1	584
$255.00	Aug 7	Aug 28	94.7%	48.5%	95.1%	--	102
$260.00	Aug 7	Sep 18	84.1%	45.7%	83.9%	--	317
$265.00	Aug 7	Aug 28	80.7%	46.2%	74.7%	1	30
$270.00	Aug 7	Sep 18	75.7%	45.0%	68.0%	--	473

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 129 found (best R:R 57.82, avg 5.20)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$350.00	$360.00	Aug 7	$0.17	$9.83	$0.17	57.82	$350.17
$340.00	$360.00	Aug 14	$0.68	$19.32	$0.68	28.41	$340.68
$355.00	$360.00	Aug 21	$0.22	$4.78	$0.22	21.73	$355.22
$360.00	$365.00	Aug 21	$0.23	$4.77	$0.23	20.74	$360.23
$340.00	$345.00	Aug 7	$0.25	$4.75	$0.25	19.00	$340.25

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$265.00	$260.00	Aug 14	$0.15	$4.85	$0.15	32.33	$264.85
$255.00	$250.00	Aug 28	$0.17	$4.83	$0.17	28.41	$254.83
$277.50	$275.00	Aug 7	$0.10	$2.40	$0.10	24.00	$277.40
$270.00	$265.00	Aug 14	$0.20	$4.80	$0.20	24.00	$269.80
$260.00	$255.00	Aug 21	$0.20	$4.80	$0.20	24.00	$259.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 160 found (best R:R 70.43, avg 2.13)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$255.00	$280.00	Aug 7	$24.65	$24.65	$0.35	70.43	$279.65
$250.00	$260.00	Aug 21	$9.65	$9.65	$0.35	27.57	$259.65
$280.00	$285.00	Aug 7	$4.75	$4.75	$0.25	19.00	$284.75
$265.00	$272.50	Aug 14	$6.95	$6.95	$0.55	12.64	$271.95
$260.00	$270.00	Aug 21	$9.15	$9.15	$0.85	10.76	$269.15

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$357.50	$325.00	Aug 7	$31.20	$31.20	$1.30	24.00	$326.30
$360.00	$325.00	Aug 21	$30.10	$30.10	$4.90	6.14	$329.90
$325.00	$315.00	Aug 7	$7.60	$7.60	$2.40	3.17	$317.40
$340.00	$330.00	Sep 18	$7.30	$7.30	$2.70	2.70	$332.70
$325.00	$320.00	Aug 21	$3.50	$3.50	$1.50	2.33	$321.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $2.54, cheapest $0.28)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$360.00	Aug 7	Aug 14	$0.42	77.4%	55.8%
$340.00	Aug 7	Aug 14	$0.75	67.6%	48.0%
$350.00	Aug 7	Aug 21	$1.25	75.5%	47.1%
$335.00	Aug 7	Aug 14	$1.35	61.2%	48.8%
$265.00	Aug 14	Aug 28	$1.65	53.9%	46.2%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$260.00	Aug 7	Aug 14	$0.28	84.1%	56.2%
$265.00	Aug 7	Aug 14	$0.35	80.7%	53.9%
$250.00	Aug 7	Aug 21	$0.40	105.5%	55.1%
$270.00	Aug 7	Aug 14	$0.48	75.7%	51.6%
$255.00	Aug 7	Aug 21	$0.50	94.7%	51.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 54 found (cheapest 4.29% of stock, avg 10.20%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$307.50	Aug 7	$6.35	$6.85	$13.20	$294.30	$320.70	4.29%
$310.00	Aug 7	$5.55	$8.00	$13.55	$296.45	$323.55	4.41%
$305.00	Aug 7	$7.80	$5.85	$13.65	$291.35	$318.65	4.44%
$312.50	Aug 7	$4.05	$9.60	$13.65	$298.85	$326.15	4.44%
$302.50	Aug 7	$9.35	$4.80	$14.15	$288.35	$316.65	4.60%
$315.00	Aug 7	$3.50	$11.10	$14.60	$300.40	$329.60	4.75%
$300.00	Aug 7	$11.15	$3.63	$14.78	$285.22	$314.78	4.81%
$295.00	Aug 7	$14.95	$2.35	$17.30	$277.70	$312.30	5.63%
$292.50	Aug 7	$16.75	$1.88	$18.63	$273.87	$311.13	6.06%
$307.50	Aug 14	$9.65	$10.15	$19.80	$287.70	$327.30	6.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 131 found (cheapest 1.71% of stock, avg 5.06%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$317.50	$295.00	Aug 7	$2.90	$2.35	$5.25	$289.75	$322.75
$317.50	$297.50	Aug 7	$2.90	$2.80	$5.70	$291.80	$323.20
$315.00	$295.00	Aug 7	$3.50	$2.35	$5.85	$289.15	$320.85
$315.00	$297.50	Aug 7	$3.50	$2.80	$6.30	$291.20	$321.30
$312.50	$295.00	Aug 7	$4.05	$2.35	$6.40	$288.60	$318.90
$317.50	$300.00	Aug 7	$2.90	$3.63	$6.53	$293.47	$324.03
$312.50	$297.50	Aug 7	$4.05	$2.80	$6.85	$290.65	$319.35
$315.00	$300.00	Aug 7	$3.50	$3.63	$7.13	$292.87	$322.13
$312.50	$300.00	Aug 7	$4.05	$3.63	$7.68	$292.32	$320.18
$317.50	$302.50	Aug 7	$2.90	$4.80	$7.70	$294.80	$325.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 293 found (best R:R 32.33, avg credit $3.83)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
275/278	280/285	Aug 7	$4.85	$0.15	32.33	$272.65	$284.85
290/295	300/305	Aug 21	$4.80	$0.20	24.00	$290.20	$304.80
298/300	302/305	Aug 7	$2.38	$0.12	19.83	$297.62	$304.88
282/285	305/308	Aug 14	$2.38	$0.12	19.83	$282.62	$307.38
260/265	270/280	Aug 21	$9.45	$0.55	17.18	$255.55	$279.45
275/278	290/292	Aug 7	$2.35	$0.15	15.67	$275.15	$292.35
280/285	290/295	Aug 21	$4.70	$0.30	15.67	$280.30	$294.70
270/275	280/285	Aug 28	$4.70	$0.30	15.67	$270.30	$284.70
250/260	270/280	Sep 18	$9.37	$0.63	14.87	$250.63	$279.37
255/260	270/280	Aug 21	$9.30	$0.70	13.29	$250.70	$279.30

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
$290.00	$300.00	$310.00	Sep 18	$0.10	$9.90	99.00
$295.00	$300.00	$305.00	Aug 14	$0.10	$4.90	49.00
$295.00	$300.00	$305.00	Aug 21	$0.10	$4.90	49.00
$320.00	$322.50	$325.00	Aug 21	$0.05	$2.45	49.00
$345.00	$350.00	$355.00	Aug 21	$0.13	$4.87	37.46

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$260.00	$265.00	$270.00	Aug 14	$0.05	$4.95	99.00
$295.00	$300.00	$305.00	Sep 4	$0.05	$4.95	99.00
$305.00	$307.50	$310.00	Aug 21	$0.05	$2.45	49.00
$255.00	$260.00	$265.00	Aug 7	$0.11	$4.89	44.45
$280.00	$282.50	$285.00	Aug 7	$0.06	$2.44	40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 91 found (best net $-3.35, 81 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$255.00	$280.00	1:2	Aug 7	-$3.35	$21.65
$305.00	$325.00	1:2	Sep 4	-$1.85	$18.15
$335.00	$350.00	1:2	Aug 28	-$0.31	$14.69
$325.00	$335.00	1:2	Aug 14	-$0.56	$9.44
$270.00	$290.00	1:2	Sep 4	-$12.10	$7.90

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$260.00	$247.50	1:2	Aug 14	-$0.23	$12.27
$260.00	$250.00	1:2	Sep 18	-$0.96	$9.04
$270.00	$260.00	1:2	Sep 18	-$1.75	$8.25
$280.00	$270.00	1:2	Sep 18	-$3.00	$7.00
$325.00	$315.00	1:2	Aug 7	-$3.50	$6.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 5.47%, avg 1.46%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$310.00	Sep 18	$16.80	0.50	0.8%	5.47%	6.31%	2	644
$320.00	Sep 18	$12.50	0.42	4.1%	4.07%	8.17%	9	2.3K
$310.00	Aug 28	$11.60	0.49	0.8%	3.77%	4.62%	--	100
$307.50	Aug 21	$10.90	0.51	0.0%	3.55%	3.58%	--	58
$310.00	Aug 21	$9.60	0.48	0.8%	3.12%	3.97%	9	733
$330.00	Sep 18	$9.00	0.35	7.4%	2.93%	10.28%	8	1.6K
$325.00	Sep 4	$8.90	0.37	5.7%	2.90%	8.62%	2	5
$312.50	Aug 21	$8.40	0.45	1.7%	2.73%	4.40%	--	63
$307.50	Aug 14	$8.20	0.50	0.0%	2.67%	2.70%	--	10
$310.00	Aug 14	$8.10	0.47	0.8%	2.64%	3.48%	9	75

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 262

Total Puts 136

Put/Call Ratio 0.52

Net Difference 126

Prior's Put/Call Breakdown

Total Calls 378

Total Puts 283

Put/Call Ratio 0.75

Net Difference 95

Prior 7-Day Put/Call Summary

Total Calls 36,407

Total Puts 41,364

Average Put/Call Ratio 0.96

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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