Tour v366
VLO
VALERO ENERGY CORP N
$313.31 +1.18%
$314.92 (+0.51%)🌙
as of 07/20 06:05 PM
(7/20 16:00) ◀
|
Monday, July 20, 2026 (6:05pm)
January 2026
|
▶ (7/21 10:00)
◀ 7/20 18:05 ▶

Option Volume

Detail
ℹ
Current (07/20) 8,910
Calls: 5,531 (62%)
Puts: 3,379 (38%)
Prior (07/17) 9,634
Calls: 6,662 (69%)
Puts: 2,972 (31%)
Current vs Prior -7.52%
Calls: -16.98% (Calls)
Puts: +13.69% (Puts)
Prior 7-Day Total 83,394
Calls: 52,501 (63%)
Puts: 30,893 (37%)
Prior 7-Day Average 11,913
Calls: 7,500 (63%)
Puts: 4,413 (37%)
Current vs Prior 7-Day Avg -25.21%
Calls: -26.25%
Puts: -23.44%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (07/20) $11.51M
Calls: $8.67M (75%)
Puts: $2.85M (25%)
Prior (07/17) $14.84M
Calls: $12.78M (86%)
Puts: $2.06M (14%)
Current vs Prior -22.40%
Calls: -32.18%
Puts: +38.39%
Prior 7-Day Total $105.96M
Calls: $77.05M (73%)
Puts: $28.92M (27%)
Prior 7-Day Average $15.14M
Calls: $11.01M (73%)
Puts: $4.13M (27%)
Current vs Prior 7-Day Avg -23.94%
Calls: -21.26%
Puts: -31.07%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (07/20) 0.61
Prior (07/17) 0.45
Current vs Prior +36.94%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg -19.60%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (07/20) 114,093
Calls: 60,625 (53%)
Puts: 53,468 (47%)
Prior (07/17) 132,837
Calls: 71,406 (54%)
Puts: 61,431 (46%)
Current vs Prior -14.11%
Prior 7-Day Total 663,301
Calls: 384,445 (58%)
Puts: 278,856 (42%)
Prior 7-Day Average 94,757
Calls: 54,920 (58%)
Puts: 39,836 (42%)
Current vs Prior 7-Day Avg +20.41%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 4.42% | 7.45%11.30% | 16.10%
Prior 4.96% | 7.86%1.20% | 12.87%
Current vs Prior -10.83% | -5.23%+843.05% | +25.12%
Prior 7-Day Avg 3.79% | 6.19%3.64% | 13.28%
Current vs 7-Day Avg +16.68% | +20.35%+210.51% | +21.26%
Prior 7-Day Eod 4.96% | 7.86%1.20% | 12.87%
Current vs 7-Day Eod -10.83% | -5.23%+843.05% | +25.12%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 15.21% | 8.98%
Calls: 11.43% | 7.79%
Puts: 18.98% | 10.17%
Prior 11.21% | 7.00%
Calls: 9.64% | 6.40%
Puts: 12.77% | 7.59%
Current vs Prior +35.68% | +28.29%
Prior 7-Day Avg 21.48% | 11.97%
Calls: 20.12% | 11.09%
Puts: 22.83% | 12.85%
Current vs 7-Day Avg -29.18% | -25.01%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 75% of dollar volume in calls ($8.67M) vs puts ($2.85M). Bullish P/C ratio of 0.61. P/C ratio rising 37% - 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 BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg 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

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 67 of results (avg 7.3%, best 4.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 2154.7057.20$55.954.5%--0.91186
$255.00Jul 3158.0060.80$59.404.7%10.9717
$310.00Aug 2118.6019.50$19.054.7%450.56707
$320.00Aug 2114.1014.80$14.454.8%1190.472.5K
$265.00Aug 2850.7053.40$52.055.2%10.879
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Aug 2120.4021.40$20.904.8%100.531
$360.00Aug 2148.9051.50$50.205.2%--0.8230
$310.00Aug 2114.9015.80$15.355.9%390.4586
$315.00Aug 1415.9017.10$16.507.3%20.50--
$300.00Aug 2110.5011.30$10.907.3%100.3569

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. 82 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Jul 2452.4055.30$53.855.4%--1.0095
$255.00Jul 2457.1060.30$58.705.5%80.9912
$265.00Jul 2447.3050.40$48.856.3%--0.9817
$270.00Jul 2442.4045.40$43.906.8%--0.98120
$272.50Jul 2439.9042.90$41.407.2%30.9721
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Jul 2416.3019.20$17.7516.3%30.83--
$360.00Aug 2148.9051.50$50.205.2%--0.8230
$325.00Aug 720.0022.10$21.0510.0%400.611
$330.00Aug 2826.6029.10$27.859.0%840.60--
$317.50Jul 247.609.00$8.3016.9%800.58--

Most actively traded options today. High liquidity = easy entry/exit. 195 active (total vol 6.6K, top 700)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$327.50Aug 76.509.00$7.7532.3%7000.35--
$315.00Jul 245.406.20$5.8013.8%5260.48593
$305.00Aug 717.0019.60$18.3014.2%5120.61790
$360.00Aug 71.053.00$2.0396.1%4140.12--
$300.00Jul 2413.9016.80$15.3518.9%3770.821.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 211.502.30$1.9042.1%2440.09185
$312.50Jul 245.206.00$5.6014.3%2320.46--
$305.00Jul 242.152.90$2.5329.6%2300.27212
$260.00Jul 240.000.05$0.03166.7%1550.00107
$315.00Jul 246.207.50$6.8519.0%1520.5210

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 46 strikes (avg 21.8%, max 101.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$265.00Jul 24Aug 2879.4%47.1%68.5%126
$270.00Jul 24Aug 2176.1%47.9%59.0%8408
$255.00Jul 24Jul 3194.9%65.3%45.3%929
$260.00Jul 24Aug 2168.4%48.6%40.8%--281
$275.00Jul 24Aug 768.2%49.4%38.0%1155
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$255.00Jul 24Aug 2894.9%47.2%101.0%2104
$270.00Jul 24Aug 2876.1%44.6%70.7%8133
$265.00Jul 24Aug 2879.4%47.1%68.5%76114
$275.00Jul 24Aug 2168.2%46.5%46.7%1230
$267.50Jul 24Jul 3178.7%55.1%42.9%2268

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 149 found (best R:R 37.46, avg 4.72)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$345.00$350.00Jul 24$0.13$4.87$0.1337.46$345.13
$340.00$345.00Jul 24$0.19$4.81$0.1925.32$340.19
$340.00$345.00Aug 14$0.25$4.75$0.2519.00$340.25
$335.00$337.50Jul 24$0.15$2.35$0.1515.67$335.15
$355.00$357.50Jul 31$0.15$2.35$0.1515.67$355.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$280.00$275.00Aug 7$0.24$4.76$0.2419.83$279.76
$265.00$260.00Aug 7$0.25$4.75$0.2519.00$264.75
$255.00$252.50Jul 24$0.13$2.37$0.1318.23$254.87
$287.50$285.00Jul 24$0.13$2.37$0.1318.23$287.37
$270.00$265.00Aug 28$0.27$4.73$0.2717.52$269.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 189 found (best R:R 32.33, avg 2.12)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$255.00$260.00Jul 24$4.85$4.85$0.1532.33$259.85
$275.00$280.00Jul 31$4.85$4.85$0.1532.33$279.85
$260.00$265.00Jul 31$4.75$4.75$0.2519.00$264.75
$272.50$275.00Jul 24$2.35$2.35$0.1515.67$274.85
$277.50$280.00Jul 24$2.35$2.35$0.1515.67$279.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$330.00$317.50Jul 24$9.45$9.45$3.053.10$320.55
$360.00$320.00Aug 21$29.30$29.30$10.702.74$330.70
$325.00$312.50Aug 7$8.00$8.00$4.501.78$317.00
$320.00$315.00Aug 21$3.20$3.20$1.801.78$316.80
$315.00$312.50Jul 31$1.50$1.50$1.001.50$313.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $2.88, cheapest $0.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$260.00Jul 24Jul 31$0.5568.4%61.3%
$255.00Jul 24Jul 31$0.7094.9%65.3%
$270.00Jul 24Jul 31$0.7576.1%55.1%
$265.00Jul 24Jul 31$0.8079.4%57.2%
$360.00Aug 7Aug 14$0.8051.9%48.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$255.00Jul 24Jul 31$0.2594.9%65.3%
$267.50Jul 24Jul 31$0.3278.7%55.1%
$265.00Jul 24Jul 31$0.3579.4%57.2%
$260.00Jul 24Jul 31$0.4568.4%61.3%
$270.00Jul 24Jul 31$0.4576.1%55.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 68 found (cheapest 4.02% of stock, avg 10.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$312.50Jul 24$7.00$5.60$12.60$299.90$325.104.02%
$315.00Jul 24$5.80$6.85$12.65$302.35$327.654.04%
$310.00Jul 24$8.35$4.50$12.85$297.15$322.854.10%
$317.50Jul 24$4.75$8.30$13.05$304.45$330.554.17%
$307.50Jul 24$9.80$3.40$13.20$294.30$320.704.21%
$305.00Jul 24$11.35$2.53$13.88$291.12$318.884.43%
$302.50Jul 24$13.50$2.00$15.50$287.00$318.004.95%
$300.00Jul 24$15.35$1.58$16.93$283.07$316.935.40%
$297.50Jul 24$17.70$1.17$18.87$278.63$316.376.02%
$330.00Jul 24$1.55$17.75$19.30$310.70$349.306.16%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.43% of stock, avg 5.48%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$325.00$302.50Jul 24$2.48$2.00$4.48$298.02$329.48
$325.00$305.00Jul 24$2.48$2.53$5.01$299.99$330.01
$322.50$302.50Jul 24$3.15$2.00$5.15$297.35$327.65
$322.50$305.00Jul 24$3.15$2.53$5.68$299.32$328.18
$320.00$302.50Jul 24$3.85$2.00$5.85$296.65$325.85
$325.00$307.50Jul 24$2.48$3.40$5.88$301.62$330.88
$320.00$305.00Jul 24$3.85$2.53$6.38$298.62$326.38
$322.50$307.50Jul 24$3.15$3.40$6.55$300.95$329.05
$317.50$302.50Jul 24$4.75$2.00$6.75$295.75$324.25
$325.00$310.00Jul 24$2.48$4.50$6.98$303.02$331.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 214 found (best R:R 49.00, avg credit $3.86)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
260/265275/280Aug 7$4.90$0.1049.00$260.10$279.90
280/282285/290Aug 7$4.86$0.1434.71$277.64$289.86
268/270298/300Jul 31$2.40$0.1024.00$267.60$299.90
280/285290/295Aug 21$4.80$0.2024.00$280.20$294.80
280/285290/295Aug 14$4.77$0.2320.74$280.23$294.77
252/255280/282Jul 24$2.38$0.1219.83$252.62$282.38
295/300305/310Aug 7$4.70$0.3015.67$295.30$309.70
295/300315/320Aug 14$4.70$0.3015.67$295.30$319.70
275/280285/290Aug 21$4.70$0.3015.67$275.30$289.70
275/280285/290Jul 31$4.67$0.3314.15$275.33$289.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 98 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$340.00$345.00$350.00Jul 24$0.06$4.9482.33
$312.50$315.00$317.50Jul 31$0.05$2.4549.00
$317.50$320.00$322.50Jul 31$0.05$2.4549.00
$322.50$325.00$327.50Jul 31$0.05$2.4549.00
$322.50$325.00$327.50Jul 24$0.07$2.4334.71
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$270.00$275.00$280.00Jul 31$0.09$4.9154.56
$262.50$265.00$267.50Jul 24$0.07$2.4334.71
$280.00$285.00$290.00Aug 14$0.18$4.8226.78
$260.00$265.00$270.00Aug 7$0.20$4.8024.00
$260.00$265.00$270.00Aug 21$0.21$4.7922.81

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 94 found (best net $-1.75, 88 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$360.001:2Aug 14-$1.61$8.39
$360.00$370.001:2Aug 21-$2.20$7.80
$350.00$360.001:2Aug 21-$2.60$7.40
$350.00$360.001:2Aug 28-$3.45$6.55
$340.00$350.001:2Aug 21-$3.65$6.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$295.00$280.001:2Aug 28-$1.75$13.25
$315.00$300.001:2Aug 14-$2.40$12.60
$270.00$260.001:2Aug 14-$0.22$9.78
$312.50$300.001:2Aug 7-$2.95$9.55
$265.00$255.001:2Aug 28-$0.58$9.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 64 found (best yield 5.46%, avg 2.06%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$315.00Aug 28$17.100.510.5%5.46%6.00%41
$315.00Aug 21$15.600.510.5%4.98%5.52%8--
$320.00Aug 28$14.800.472.1%4.72%6.86%212
$315.00Aug 14$14.400.500.5%4.60%5.14%720
$317.50Aug 21$14.100.491.3%4.50%5.84%2--
$320.00Aug 21$14.100.472.1%4.50%6.64%1192.5K
$325.00Aug 28$12.800.433.7%4.09%7.82%15
$325.00Aug 21$12.200.423.7%3.89%7.63%14--
$315.00Aug 7$12.000.490.5%3.83%4.37%68411
$320.00Aug 14$12.000.452.1%3.83%5.97%12145

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 5,531
Total Puts 3,379
Put/Call Ratio 0.61
Net Difference 2,152

Prior's Put/Call Breakdown

Total Calls 6,662
Total Puts 2,972
Put/Call Ratio 0.45
Net Difference 3,690

Prior 7-Day Put/Call Summary

Total Calls 52,501
Total Puts 30,893
Average Put/Call Ratio 0.76
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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Chart Title

Price — Past 7 Days

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