VLO - Options Database

VLO

VALERO ENERGY CORP N

$302.99 +0.20%

(8/6 15:01) ◀

Thursday, August 6, 2026 (4:00pm)

▶ (8/6 18:14)

◀ 8/6 16:01 ▶

Option Volume

Detail

ℹ

Current (08/06 4:00pm) 3,800

Calls: 2,060 (54%)

Puts: 1,740 (46%)

Prior (08/05) 3,299

Calls: 2,012 (61%)

Puts: 1,287 (39%)

Current vs Prior +15.19%

Calls: +2.39% (Calls)

Puts: +35.20% (Puts)

Prior 7-Day Total 69,840

Calls: 34,049 (49%)

Puts: 35,791 (51%)

Prior 7-Day Average 9,977

Calls: 4,864 (49%)

Puts: 5,113 (51%)

Current vs Prior 7-Day Avg -61.91%

Calls: -57.65%

Puts: -65.97%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (08/06 4:00pm) $3.12M

Calls: $2.25M (72%)

Puts: $874.8K (28%)

Prior (08/05) $2.05M

Calls: $1.44M (70%)

Puts: $615.1K (30%)

Current vs Prior +52.28%

Calls: +56.59%

Puts: +42.22%

Prior 7-Day Total $137.30M

Calls: $103.78M (76%)

Puts: $33.52M (24%)

Prior 7-Day Average $19.61M

Calls: $14.83M (76%)

Puts: $4.79M (24%)

Current vs Prior 7-Day Avg -84.08%

Calls: -84.84%

Puts: -81.73%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (08/06 4:00pm) 0.84

Prior (08/05) 0.64

Current vs Prior +32.05%

Prior 7-Day Average 0.88

Current vs Prior 7-Day Avg -3.86%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (08/06 4:00pm) 133,018

Calls: 69,265 (52%)

Puts: 63,753 (48%)

Prior (08/05) 131,376

Calls: 68,217 (52%)

Puts: 63,159 (48%)

Current vs Prior +1.25%

Prior 7-Day Total 902,883

Calls: 466,239 (52%)

Puts: 436,644 (48%)

Prior 7-Day Average 128,983

Calls: 66,605 (52%)

Puts: 62,377 (48%)

Current vs Prior 7-Day Avg +3.13%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 2.67% | 5.73%7.26% | 13.15%

Prior 3.49% | 6.25%7.89% | 13.89%

Current vs Prior -23.56% | -8.38%-7.94% | -5.31%

Prior 7-Day Avg 4.45% | 6.95%9.06% | 14.55%

Current vs 7-Day Avg -40.04% | -17.62%-19.84% | -9.62%

Prior 7-Day Eod 3.49% | 6.25%7.89% | 13.89%

Current vs 7-Day Eod -23.56% | -8.38%-7.94% | -5.31%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 40.26% | 18.04%

Calls: 36.36% | 20.86%

Puts: 44.16% | 15.22%

Prior 31.55% | 17.87%

Calls: 29.06% | 20.00%

Puts: 34.04% | 15.73%

Current vs Prior +27.61% | +0.95%

Prior 7-Day Avg 25.77% | 15.73%

Calls: 25.06% | 15.94%

Puts: 26.48% | 15.52%

Current vs 7-Day Avg +56.23% | +14.66%

Liquidity Expensive

Add Card

🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($2.25M). Elevated premium activity with dollar volume up 52% vs prior. P/C ratio rising 32% - increased hedging/bearish positioning.

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 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
16:00	BULLISH	BULLISH	BULLISH
15:00	BULLISH	BULLISH	BULLISH
14:00	BULLISH	BULLISH	BULLISH
13:00	BULLISH	BULLISH	BULLISH
12:00	BULLISH	BULLISH	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 30 of results (avg 7.2%, best 4.5%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$260.00	Sep 18	45.90	48.00	$46.95	4.5%	58	0.86	1.3K
$250.00	Sep 18	54.00	56.90	$55.45	5.2%	--	0.90	1.0K
$255.00	Aug 21	47.00	49.60	$48.30	5.4%	1	0.94	2
$250.00	Aug 21	51.80	54.80	$53.30	5.6%	--	1.00	79
$270.00	Sep 18	37.60	40.00	$38.80	6.2%	--	0.81	944

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Sep 18	14.90	15.60	$15.25	4.6%	27	0.45	662
$310.00	Sep 18	20.00	21.00	$20.50	4.9%	2	0.53	150
$362.50	Aug 14	58.60	61.60	$60.10	5.0%	1	0.98	--
$360.00	Aug 21	56.10	59.10	$57.60	5.2%	--	0.96	30
$340.00	Sep 18	40.90	43.50	$42.20	6.2%	--	0.77	60

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. 75 found (avg delta 0.76, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$260.00	Aug 7	40.90	44.70	$42.80	8.9%	1	1.00	3
$272.50	Aug 7	28.60	31.50	$30.05	9.7%	1	1.00	--
$277.50	Aug 7	23.60	27.10	$25.35	13.8%	1	1.00	--
$280.00	Aug 7	21.10	24.00	$22.55	12.9%	41	1.00	44
$282.50	Aug 7	18.60	21.60	$20.10	14.9%	4	1.00	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$362.50	Aug 14	58.60	61.60	$60.10	5.0%	1	0.98	--
$345.00	Aug 7	41.10	44.10	$42.60	7.0%	1	0.97	--
$325.00	Aug 7	21.10	24.00	$22.55	12.9%	--	0.97	146
$360.00	Aug 21	56.10	59.10	$57.60	5.2%	--	0.96	30
$330.00	Aug 14	27.10	29.80	$28.45	9.5%	--	0.89	43

Most actively traded options today. High liquidity = easy entry/exit. 161 active (total vol 3.3K, top 267)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$305.00	Aug 7	1.75	2.55	$2.15	37.2%	267	0.38	587
$305.00	Aug 21	8.90	10.20	$9.55	13.6%	141	0.48	139
$307.50	Aug 7	1.05	1.75	$1.40	50.0%	114	0.28	74
$360.00	Aug 21	0.05	0.70	$0.38	171.1%	77	0.04	383
$300.00	Aug 7	3.70	5.70	$4.70	42.6%	72	0.64	159

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$285.00	Aug 7	0.05	0.25	$0.15	133.3%	196	0.04	76
$285.00	Aug 21	3.20	4.10	$3.65	24.7%	138	0.23	73
$280.00	Aug 14	0.95	1.25	$1.10	27.3%	135	0.11	39
$275.00	Aug 14	0.50	1.00	$0.75	66.7%	129	0.08	53
$305.00	Aug 7	4.00	5.60	$4.80	33.3%	82	0.62	157

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 55 strikes (avg 84.4%, max 296.5%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$360.00	Aug 7	Sep 18	157.6%	43.6%	261.3%	1	1.1K
$355.00	Aug 7	Sep 4	146.9%	43.6%	237.0%	2	12
$260.00	Aug 7	Sep 18	143.2%	42.6%	236.0%	59	1.3K
$350.00	Aug 7	Sep 18	135.9%	43.1%	215.7%	52	1.3K
$345.00	Aug 7	Aug 21	124.7%	44.1%	182.5%	3	427

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Aug 7	Sep 18	174.7%	44.1%	296.5%	6	659
$245.00	Aug 7	Aug 28	190.7%	49.7%	283.4%	--	35
$255.00	Aug 7	Aug 28	158.9%	45.1%	252.3%	--	101
$260.00	Aug 7	Sep 18	143.2%	42.6%	236.0%	35	367
$265.00	Aug 7	Aug 28	117.3%	44.6%	163.0%	--	30

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 138 found (best R:R 49.00, avg 5.77)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$340.00	$345.00	Aug 14	$0.10	$4.90	$0.10	49.00	$340.10
$350.00	$360.00	Aug 28	$0.57	$9.43	$0.57	16.54	$350.57
$335.00	$340.00	Aug 14	$0.30	$4.70	$0.30	15.67	$335.30
$330.00	$332.50	Aug 14	$0.19	$2.31	$0.19	12.16	$330.19
$350.00	$355.00	Aug 21	$0.42	$4.58	$0.42	10.90	$350.42

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$250.00	$245.00	Aug 28	$0.10	$4.90	$0.10	49.00	$249.90
$260.00	$255.00	Aug 28	$0.12	$4.88	$0.12	40.67	$259.88
$270.00	$265.00	Aug 14	$0.15	$4.85	$0.15	32.33	$269.85
$255.00	$250.00	Aug 28	$0.15	$4.85	$0.15	32.33	$254.85
$265.00	$260.00	Aug 21	$0.22	$4.78	$0.22	21.73	$264.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 175 found (best R:R 37.24, avg 2.03)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$285.00	$290.00	Aug 7	$4.80	$4.80	$0.20	24.00	$289.80
$255.00	$260.00	Aug 21	$4.75	$4.75	$0.25	19.00	$259.75
$272.50	$277.50	Aug 7	$4.70	$4.70	$0.30	15.67	$277.20
$265.00	$285.00	Aug 14	$18.50	$18.50	$1.50	12.33	$283.50
$260.00	$270.00	Aug 21	$9.25	$9.25	$0.75	12.33	$269.25

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$362.50	$330.00	Aug 14	$31.65	$31.65	$0.85	37.24	$330.85
$325.00	$315.00	Aug 7	$9.65	$9.65	$0.35	27.57	$315.35
$315.00	$312.50	Aug 7	$2.35	$2.35	$0.15	15.67	$312.65
$360.00	$325.00	Aug 21	$32.35	$32.35	$2.65	12.21	$327.65
$330.00	$320.00	Aug 14	$8.85	$8.85	$1.15	7.70	$321.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 56 found (avg debit $2.22, cheapest $0.05)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$360.00	Aug 7	Aug 14	$0.05	157.6%	57.8%
$350.00	Aug 7	Aug 14	$0.12	135.9%	52.4%
$345.00	Aug 7	Aug 14	$0.17	124.7%	49.5%
$250.00	Aug 14	Aug 21	$0.25	64.7%	52.6%
$355.00	Aug 7	Aug 21	$0.30	146.9%	44.8%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Aug 7	Aug 14	$0.05	174.7%	64.7%
$255.00	Aug 7	Aug 14	$0.10	158.9%	60.9%
$260.00	Aug 7	Aug 14	$0.12	143.2%	55.9%
$245.00	Aug 7	Aug 21	$0.15	190.7%	54.7%
$265.00	Aug 7	Aug 14	$0.25	117.3%	51.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 68 found (cheapest 2.17% of stock, avg 8.88%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$302.50	Aug 7	$3.28	$3.30	$6.58	$295.92	$309.08	2.17%
$300.00	Aug 7	$4.70	$2.03	$6.73	$293.27	$306.73	2.22%
$305.00	Aug 7	$2.15	$4.80	$6.95	$298.05	$311.95	2.29%
$307.50	Aug 7	$1.40	$6.40	$7.80	$299.70	$315.30	2.57%
$297.50	Aug 7	$6.45	$1.40	$7.85	$289.65	$305.35	2.59%
$295.00	Aug 7	$8.25	$0.85	$9.10	$285.90	$304.10	3.00%
$310.00	Aug 7	$0.95	$8.35	$9.30	$300.70	$319.30	3.07%
$292.50	Aug 7	$10.40	$0.53	$10.93	$281.57	$303.43	3.61%
$312.50	Aug 7	$0.60	$10.55	$11.15	$301.35	$323.65	3.68%
$290.00	Aug 7	$12.85	$0.40	$13.25	$276.75	$303.25	4.37%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.35% of stock, avg 4.14%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$315.00	$292.50	Aug 7	$0.53	$0.53	$1.06	$291.44	$316.06
$312.50	$292.50	Aug 7	$0.60	$0.53	$1.13	$291.37	$313.63
$315.00	$295.00	Aug 7	$0.53	$0.85	$1.38	$293.62	$316.38
$312.50	$295.00	Aug 7	$0.60	$0.85	$1.45	$293.55	$313.95
$310.00	$292.50	Aug 7	$0.95	$0.53	$1.48	$291.02	$311.48
$310.00	$295.00	Aug 7	$0.95	$0.85	$1.80	$293.20	$311.80
$307.50	$292.50	Aug 7	$1.40	$0.53	$1.93	$290.57	$309.43
$315.00	$297.50	Aug 7	$0.53	$1.40	$1.93	$295.57	$316.93
$312.50	$297.50	Aug 7	$0.60	$1.40	$2.00	$295.50	$314.50
$307.50	$295.00	Aug 7	$1.40	$0.85	$2.25	$292.75	$309.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 297 found (best R:R 14.62, avg credit $3.69)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
270/275	280/285	Aug 28	$4.68	$0.32	14.62	$270.32	$284.68
285/288	300/302	Aug 21	$2.30	$0.20	11.50	$285.20	$302.30
290/295	300/305	Sep 11	$4.60	$0.40	11.50	$290.40	$304.60
310/320	330/340	Sep 18	$9.20	$0.80	11.50	$310.80	$339.20
255/260	270/280	Aug 21	$9.15	$0.85	10.76	$250.85	$279.15
260/265	270/280	Aug 21	$9.12	$0.88	10.36	$255.88	$279.12
280/282	292/295	Aug 7	$2.27	$0.23	9.87	$280.23	$294.77
280/282	285/290	Aug 14	$4.50	$0.50	9.00	$278.00	$289.50
280/282	290/292	Aug 14	$2.25	$0.25	9.00	$280.25	$292.25
292/295	302/305	Aug 14	$2.25	$0.25	9.00	$292.75	$304.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 94 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$340.00	$345.00	$350.00	Aug 14	$0.05	$4.95	99.00
$340.00	$350.00	$360.00	Sep 18	$0.13	$9.87	75.92
$310.00	$312.50	$315.00	Aug 21	$0.05	$2.45	49.00
$327.50	$330.00	$332.50	Aug 7	$0.06	$2.44	40.67
$320.00	$322.50	$325.00	Aug 21	$0.08	$2.42	30.25

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
$260.00	$265.00	$270.00	Aug 14	$0.10	$4.90	49.00
$265.00	$270.00	$275.00	Aug 14	$0.10	$4.90	49.00
$282.50	$285.00	$287.50	Aug 14	$0.05	$2.45	49.00
$292.50	$295.00	$297.50	Aug 14	$0.05	$2.45	49.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 127 found (best net $-1.10, 114 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$265.00	$285.00	1:2	Aug 14	-$1.10	$18.90
$300.00	$315.00	1:2	Sep 4	-$3.25	$11.75
$350.00	$360.00	1:2	Aug 14	-$0.16	$9.84
$340.00	$350.00	1:2	Aug 28	-$0.22	$9.78
$350.00	$360.00	1:2	Aug 28	-$0.31	$9.69

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$345.00	$325.00	1:2	Aug 7	-$2.50	$17.50
$260.00	$250.00	1:2	Sep 18	-$0.91	$9.09
$270.00	$260.00	1:2	Sep 18	-$1.35	$8.65
$280.00	$270.00	1:2	Sep 18	-$2.30	$7.70
$325.00	$315.00	1:2	Aug 7	-$3.25	$6.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 59 found (best yield 4.59%, avg 1.36%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$310.00	Sep 18	$13.90	0.47	2.3%	4.59%	6.90%	13	644
$305.00	Sep 11	$13.70	0.50	0.7%	4.52%	5.18%	--	17
$310.00	Sep 11	$11.60	0.45	2.3%	3.83%	6.14%	--	12
$305.00	Aug 28	$10.40	0.49	0.7%	3.43%	4.10%	2	11
$320.00	Sep 18	$10.30	0.38	5.6%	3.40%	9.01%	15	2.3K
$310.00	Aug 28	$9.10	0.43	2.3%	3.00%	5.32%	--	108
$305.00	Aug 21	$8.90	0.48	0.7%	2.94%	3.60%	141	139
$315.00	Sep 4	$8.40	0.39	4.0%	2.77%	6.74%	2	2
$320.00	Sep 11	$8.00	0.36	5.6%	2.64%	8.25%	6	1
$307.50	Aug 21	$7.70	0.45	1.5%	2.54%	4.03%	10	61

Current 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 2,060

Total Puts 1,740

Put/Call Ratio 0.84

Net Difference 320

Prior's Put/Call Breakdown

Total Calls 2,012

Total Puts 1,287

Put/Call Ratio 0.64

Net Difference 725

Prior 7-Day Put/Call Summary

Total Calls 34,049

Total Puts 35,791

Average Put/Call Ratio 0.88

Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date	Calls	Puts	Ratio	Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker	Earnings Date	Days Away	Call Volume	Put Volume	IV Rank
Loading data...

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

Add Card