VLO - Options Database

VLO

VALERO ENERGY CORP N

$295.37 -2.01%

(7/14 18:12) ◀

Wednesday, July 15, 2026 (10:00am)

▶ (7/15 11:00)

◀ 7/15 10:00 ▶

Option Volume

Detail

ℹ

Current (07/15 10:00am) 764

Calls: 403 (53%)

Puts: 361 (47%)

Prior (07/14) 999

Calls: 469 (47%)

Puts: 530 (53%)

Current vs Prior -23.52%

Calls: -14.07% (Calls)

Puts: -31.89% (Puts)

Prior 7-Day Total 48,274

Calls: 27,270 (56%)

Puts: 21,004 (44%)

Prior 7-Day Average 6,896

Calls: 3,895 (56%)

Puts: 3,000 (44%)

Current vs Prior 7-Day Avg -88.92%

Calls: -89.66%

Puts: -87.97%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/15 10:00am) $1.24M

Calls: $1.01M (82%)

Puts: $222.5K (18%)

Prior (07/14) $984.9K

Calls: $682.7K (69%)

Puts: $302.1K (31%)

Current vs Prior +25.45%

Calls: +48.37%

Puts: -26.34%

Prior 7-Day Total $43.48M

Calls: $32.59M (75%)

Puts: $10.88M (25%)

Prior 7-Day Average $6.21M

Calls: $4.66M (75%)

Puts: $1.55M (25%)

Current vs Prior 7-Day Avg -80.11%

Calls: -78.24%

Puts: -85.69%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/15 10:00am) 0.90

Prior (07/14) 1.13

Current vs Prior -20.73%

Prior 7-Day Average 0.88

Current vs Prior 7-Day Avg +2.37%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (07/15 10:00am) 116,763

Calls: 68,648 (59%)

Puts: 48,115 (41%)

Prior (07/14) 103,608

Calls: 56,883 (55%)

Puts: 46,725 (45%)

Current vs Prior +12.70%

Prior 7-Day Total 674,962

Calls: 375,870 (56%)

Puts: 299,092 (44%)

Prior 7-Day Average 96,423

Calls: 53,695 (56%)

Puts: 42,727 (44%)

Current vs Prior 7-Day Avg +21.09%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)

Current 3.40% | 5.64%3.40% | 12.87%

Prior 4.56% | 6.58%4.56% | 13.57%

Current vs Prior -25.45% | -14.27%-25.45% | -5.22%

Prior 7-Day Avg 4.04% | 6.50%5.21% | 13.52%

Current vs 7-Day Avg -15.85% | -13.33%-34.66% | -4.82%

Prior 7-Day Eod 4.56% | 6.58%3.90% | 13.24%

Current vs 7-Day Eod -25.45% | -14.27%-12.71% | -2.81%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 30.23% | 20.86%

Calls: 18.95% | 16.15%

Puts: 41.51% | 25.58%

Prior 11.84% | 9.75%

Calls: 8.96% | 11.17%

Puts: 14.71% | 8.33%

Current vs Prior +155.32% | +113.95%

Prior 7-Day Avg 30.53% | 12.53%

Calls: 29.85% | 11.69%

Puts: 31.22% | 13.36%

Current vs 7-Day Avg -0.99% | +66.50%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($1.01M) vs puts ($222.5K). P/C ratio dropping 21% - 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 NEUTRAL

Prior NEUTRAL

7-Day Avg NEUTRAL

Current NEUTRAL

Prior NEUTRAL

7-Day Avg NEUTRAL

Current BULLISH

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 33 of results (avg 7.5%, best 4.0%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 17	49.40	51.40	$50.40	4.0%	--	0.97	10
$240.00	Jul 24	54.40	57.10	$55.75	4.8%	--	0.96	44
$240.00	Aug 21	55.40	58.50	$56.95	5.4%	--	0.93	40
$242.50	Jul 17	51.80	54.80	$53.30	5.6%	--	0.97	76
$250.00	Jul 24	44.40	47.00	$45.70	5.7%	--	0.96	17

PUTS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Aug 21	13.30	14.40	$13.85	7.9%	1	0.42	295
$310.00	Aug 21	23.50	25.90	$24.70	9.7%	--	0.61	11

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. 72 found (avg delta 0.79, highest 0.99)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$260.00	Jul 17	34.40	37.40	$35.90	8.4%	106	0.99	2.2K
$240.00	Jul 17	53.90	57.30	$55.60	6.1%	--	0.97	274
$242.50	Jul 17	51.80	54.80	$53.30	5.6%	--	0.97	76
$245.00	Jul 17	49.40	51.40	$50.40	4.0%	--	0.97	10
$247.50	Jul 17	46.20	49.80	$48.00	7.5%	--	0.97	45

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$317.50	Jul 17	21.30	23.70	$22.50	10.7%	--	0.97	10
$302.50	Jul 17	7.10	9.90	$8.50	32.9%	1	0.73	13
$300.00	Jul 17	5.40	8.10	$6.75	40.0%	103	0.64	105
$310.00	Aug 21	23.50	25.90	$24.70	9.7%	--	0.61	11
$300.00	Jul 24	8.90	11.10	$10.00	22.0%	--	0.57	79

Most actively traded options today. High liquidity = easy entry/exit. 76 active (total vol 626, top 106)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$260.00	Jul 17	34.40	37.40	$35.90	8.4%	106	0.99	2.2K
$300.00	Jul 17	2.40	2.95	$2.68	20.5%	22	0.36	2.0K
$300.00	Aug 21	13.80	16.40	$15.10	17.2%	20	0.49	681
$302.50	Jul 24	4.60	7.10	$5.85	42.7%	15	0.40	10
$310.00	Aug 21	9.60	11.10	$10.35	14.5%	14	0.39	111

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Jul 17	5.40	8.10	$6.75	40.0%	103	0.64	105
$287.50	Jul 17	0.65	1.90	$1.27	98.4%	50	0.21	31
$297.50	Jul 17	4.20	6.40	$5.30	41.5%	50	0.55	11
$280.00	Jul 17	0.25	0.80	$0.53	103.8%	21	0.09	121
$265.00	Jul 31	1.10	2.45	$1.78	75.8%	12	0.12	58

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 45 strikes (avg 61.8%, max 209.2%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$240.00	Jul 17	Aug 21	142.1%	46.0%	209.2%	--	314
$250.00	Jul 17	Aug 21	118.4%	44.4%	166.7%	5	638
$245.00	Jul 17	Jul 31	130.2%	61.4%	112.0%	--	39
$265.00	Jul 17	Aug 14	86.8%	42.5%	104.3%	--	300
$255.00	Jul 17	Jul 31	108.1%	54.5%	98.5%	--	43

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$240.00	Jul 17	Aug 21	142.1%	46.0%	209.2%	1	1.5K
$245.00	Jul 17	Aug 28	130.2%	43.0%	202.6%	--	459
$250.00	Jul 17	Aug 28	118.4%	40.8%	190.2%	--	586
$255.00	Jul 17	Aug 28	108.1%	40.3%	167.9%	1	396
$265.00	Jul 17	Jul 31	86.8%	46.4%	87.3%	12	367

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 101 found (best R:R 40.67, avg 6.22)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$330.00	$340.00	Jul 17	$0.35	$9.65	$0.35	27.57	$330.35
$315.00	$320.00	Jul 24	$0.25	$4.75	$0.25	19.00	$315.25
$320.00	$325.00	Jul 24	$0.25	$4.75	$0.25	19.00	$320.25
$330.00	$335.00	Jul 24	$0.25	$4.75	$0.25	19.00	$330.25
$330.00	$350.00	Jul 31	$1.15	$18.85	$1.15	16.39	$331.15

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$255.00	$250.00	Aug 7	$0.12	$4.88	$0.12	40.67	$254.88
$255.00	$250.00	Jul 24	$0.13	$4.87	$0.13	37.46	$254.87
$245.00	$240.00	Jul 31	$0.13	$4.87	$0.13	37.46	$244.87
$250.00	$245.00	Aug 28	$0.25	$4.75	$0.25	19.00	$249.75
$287.50	$285.00	Jul 17	$0.14	$2.36	$0.14	16.86	$287.36

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 139 found (best R:R 24.00, avg 2.69)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$245.00	$247.50	Jul 17	$2.40	$2.40	$0.10	24.00	$247.40
$247.50	$250.00	Jul 17	$2.40	$2.40	$0.10	24.00	$249.90
$255.00	$260.00	Jul 24	$4.80	$4.80	$0.20	24.00	$259.80
$272.50	$275.00	Jul 24	$2.40	$2.40	$0.10	24.00	$274.90
$240.00	$245.00	Jul 31	$4.75	$4.75	$0.25	19.00	$244.75

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$317.50	$302.50	Jul 17	$14.00	$14.00	$1.00	14.00	$303.50
$302.50	$300.00	Jul 17	$1.75	$1.75	$0.75	2.33	$300.75
$297.50	$295.00	Jul 24	$1.65	$1.65	$0.85	1.94	$295.85
$297.50	$295.00	Jul 17	$1.60	$1.60	$0.90	1.78	$295.90
$310.00	$300.00	Aug 21	$6.25	$6.25	$3.75	1.67	$303.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 46 found (avg debit $1.54, cheapest $0.10)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 17	Jul 24	$0.10	118.4%	64.7%
$240.00	Jul 17	Jul 24	$0.15	142.1%	76.0%
$265.00	Jul 17	Jul 24	$0.20	86.8%	50.0%
$255.00	Jul 17	Jul 24	$0.25	108.1%	60.9%
$340.00	Jul 17	Jul 24	$0.25	67.7%	46.5%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$240.00	Jul 17	Jul 24	$0.20	142.1%	76.0%
$245.00	Jul 17	Jul 24	$0.20	130.2%	69.8%
$270.00	Jul 17	Jul 24	$0.23	75.8%	41.0%
$250.00	Jul 17	Jul 24	$0.25	118.4%	64.7%
$260.00	Jul 17	Jul 24	$0.30	77.3%	48.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 61 found (cheapest 2.86% of stock, avg 10.54%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$295.00	Jul 17	$4.75	$3.70	$8.45	$286.55	$303.45	2.86%
$297.50	Jul 17	$3.65	$5.30	$8.95	$288.55	$306.45	3.03%
$300.00	Jul 17	$2.68	$6.75	$9.43	$290.57	$309.43	3.19%
$292.50	Jul 17	$6.85	$2.98	$9.83	$282.67	$302.33	3.33%
$302.50	Jul 17	$1.95	$8.50	$10.45	$292.05	$312.95	3.54%
$290.00	Jul 17	$8.05	$2.53	$10.58	$279.42	$300.58	3.58%
$285.00	Jul 17	$11.70	$1.13	$12.83	$272.17	$297.83	4.34%
$282.50	Jul 17	$14.10	$0.80	$14.90	$267.60	$297.40	5.04%
$295.00	Jul 24	$8.05	$6.95	$15.00	$280.00	$310.00	5.08%
$290.00	Jul 24	$11.05	$4.65	$15.70	$274.30	$305.70	5.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 137 found (cheapest 0.69% of stock, avg 4.08%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$307.50	$285.00	Jul 17	$0.90	$1.13	$2.03	$282.97	$309.53
$307.50	$287.50	Jul 17	$0.90	$1.27	$2.17	$285.33	$309.67
$305.00	$285.00	Jul 17	$1.35	$1.13	$2.48	$282.52	$307.48
$305.00	$287.50	Jul 17	$1.35	$1.27	$2.62	$284.88	$307.62
$302.50	$285.00	Jul 17	$1.95	$1.13	$3.08	$281.92	$305.58
$302.50	$287.50	Jul 17	$1.95	$1.27	$3.22	$284.28	$305.72
$307.50	$290.00	Jul 17	$0.90	$2.53	$3.43	$286.57	$310.93
$300.00	$285.00	Jul 17	$2.68	$1.13	$3.81	$281.19	$303.81
$305.00	$290.00	Jul 17	$1.35	$2.53	$3.88	$286.12	$308.88
$307.50	$292.50	Jul 17	$0.90	$2.98	$3.88	$288.62	$311.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 103 found (best R:R 26.78, avg credit $4.59)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
250/255	270/275	Jul 31	$4.82	$0.18	26.78	$250.18	$274.82
255/260	265/270	Jul 31	$4.80	$0.20	24.00	$255.20	$269.80
280/290	300/310	Aug 21	$9.60	$0.40	24.00	$280.40	$309.60
250/255	265/270	Jul 24	$4.78	$0.22	21.73	$250.22	$269.78
240/245	250/255	Jul 31	$4.73	$0.27	17.52	$240.27	$254.73
240/245	255/260	Jul 31	$4.73	$0.27	17.52	$240.27	$259.73
240/245	260/265	Jul 31	$4.68	$0.32	14.62	$240.32	$264.68
255/260	270/275	Jul 31	$4.50	$0.50	9.00	$255.50	$274.50
240/245	265/270	Jul 31	$4.43	$0.57	7.77	$240.57	$269.43
270/275	280/285	Jul 31	$4.40	$0.60	7.33	$270.60	$284.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 76 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$255.00	$260.00	$265.00	Jul 31	$0.05	$4.95	99.00
$325.00	$330.00	$335.00	Jul 24	$0.07	$4.93	70.43
$302.50	$305.00	$307.50	Jul 24	$0.05	$2.45	49.00
$300.00	$305.00	$310.00	Jul 31	$0.10	$4.90	49.00
$285.00	$290.00	$295.00	Aug 7	$0.10	$4.90	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$245.00	$250.00	$255.00	Aug 7	$0.07	$4.93	70.43
$245.00	$250.00	$255.00	Jul 24	$0.08	$4.92	61.50
$280.00	$282.50	$285.00	Jul 17	$0.06	$2.44	40.67
$270.00	$275.00	$280.00	Jul 31	$0.12	$4.88	40.67
$270.00	$272.50	$275.00	Jul 17	$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. 99 found (best net $-0.15, 91 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$330.00	$350.00	1:2	Jul 31	-$0.15	$19.85
$300.00	$320.00	1:2	Aug 28	-$2.30	$17.70
$265.00	$285.00	1:2	Aug 14	-$7.10	$12.90
$310.00	$320.00	1:2	Jul 31	-$0.76	$9.24
$250.00	$270.00	1:2	Aug 7	-$11.95	$8.05

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$250.00	$240.00	1:2	Aug 21	-$0.51	$9.49
$260.00	$250.00	1:2	Aug 21	-$0.77	$9.23
$270.00	$260.00	1:2	Aug 21	-$1.46	$8.54
$280.00	$270.00	1:2	Aug 21	-$3.00	$7.00
$290.00	$280.00	1:2	Aug 21	-$4.15	$5.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 44 found (best yield 4.98%, avg 1.63%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$300.00	Aug 28	$14.70	0.48	1.6%	4.98%	6.54%	--	66
$300.00	Aug 21	$13.80	0.49	1.6%	4.67%	6.24%	20	681
$300.00	Aug 14	$11.80	0.47	1.6%	3.99%	5.56%	4	15
$300.00	Aug 7	$9.90	0.46	1.6%	3.35%	4.92%	1	20
$297.50	Jul 31	$9.80	0.50	0.7%	3.32%	4.04%	--	18
$305.00	Aug 14	$9.80	0.42	3.3%	3.32%	6.58%	--	204
$310.00	Aug 21	$9.60	0.39	5.0%	3.25%	8.20%	14	111
$300.00	Jul 31	$8.50	0.47	1.6%	2.88%	4.45%	1	48
$310.00	Aug 14	$8.00	0.38	5.0%	2.71%	7.66%	3	24
$305.00	Aug 7	$7.90	0.41	3.3%	2.67%	5.93%	--	788

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 403

Total Puts 361

Put/Call Ratio 0.90

Net Difference 42

Prior's Put/Call Breakdown

Total Calls 469

Total Puts 530

Put/Call Ratio 1.13

Net Difference -61

Prior 7-Day Put/Call Summary

Total Calls 27,270

Total Puts 21,004

Average Put/Call Ratio 0.88

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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