VLO - Options Database

VLO

VALERO ENERGY CORP N

$292.08 -3.10%

(7/15 10:00) ◀

Wednesday, July 15, 2026 (11:00am)

▶ (7/15 12:00)

◀ 7/15 11:00 ▶

Option Volume

Detail

ℹ

Current (07/15 11:00am) 3,446

Calls: 2,763 (80%)

Puts: 683 (20%)

Prior (07/14) 2,235

Calls: 1,348 (60%)

Puts: 887 (40%)

Current vs Prior +54.18%

Calls: +104.97% (Calls)

Puts: -23.00% (Puts)

Prior 7-Day Total 60,498

Calls: 39,043 (65%)

Puts: 21,455 (35%)

Prior 7-Day Average 8,642

Calls: 5,577 (65%)

Puts: 3,065 (35%)

Current vs Prior 7-Day Avg -60.13%

Calls: -50.46%

Puts: -77.72%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/15 11:00am) $3.02M

Calls: $2.48M (82%)

Puts: $546.1K (18%)

Prior (07/14) $2.27M

Calls: $1.84M (81%)

Puts: $424.4K (19%)

Current vs Prior +33.21%

Calls: +34.25%

Puts: +28.69%

Prior 7-Day Total $66.05M

Calls: $54.87M (83%)

Puts: $11.18M (17%)

Prior 7-Day Average $9.44M

Calls: $7.84M (83%)

Puts: $1.60M (17%)

Current vs Prior 7-Day Avg -67.97%

Calls: -68.42%

Puts: -65.79%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/15 11:00am) 0.25

Prior (07/14) 0.66

Current vs Prior -62.43%

Prior 7-Day Average 0.78

Current vs Prior 7-Day Avg -68.34%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/15 11:00am) 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 684,628

Calls: 379,828 (55%)

Puts: 304,800 (45%)

Prior 7-Day Average 97,804

Calls: 54,261 (55%)

Puts: 43,542 (45%)

Current vs Prior 7-Day Avg +19.38%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 3.46% | 5.60%3.46% | 12.96%

Prior 3.90% | 6.10%3.90% | 13.24%

Current vs Prior -11.29% | -8.30%-11.29% | -2.10%

Prior 7-Day Avg 4.26% | 6.58%5.43% | 13.59%

Current vs 7-Day Avg -18.92% | -14.97%-36.33% | -4.66%

Prior 7-Day Eod 3.90% | 6.10%3.90% | 13.24%

Current vs 7-Day Eod -11.29% | -8.30%-11.29% | -2.10%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 30.27% | 19.16%

Calls: 18.87% | 16.09%

Puts: 41.67% | 22.22%

Prior 29.54% | 18.26%

Calls: 23.01% | 10.06%

Puts: 36.07% | 26.46%

Current vs Prior +2.47% | +4.93%

Prior 7-Day Avg 26.11% | 12.12%

Calls: 23.61% | 10.82%

Puts: 28.61% | 13.41%

Current vs 7-Day Avg +15.93% | +58.09%

Liquidity Expensive

Add Card

🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($2.48M) vs puts ($546.1K). Above-average activity with volume up 54% vs prior. Extreme bullish P/C ratio of 0.25 - heavy call buying (2,763 calls vs 683 puts). P/C ratio dropping 62% - 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 BULLISH

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
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 46 of results (avg 7.1%, best 4.0%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$280.00	Aug 21	22.10	23.00	$22.55	4.0%	5	0.64	238
$240.00	Jul 17	50.60	52.70	$51.65	4.1%	4	1.00	274
$250.00	Aug 21	43.40	45.30	$44.35	4.3%	--	0.89	113
$290.00	Aug 21	16.70	17.50	$17.10	4.7%	10	0.54	413
$240.00	Aug 21	51.90	54.70	$53.30	5.3%	1	0.93	40

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Aug 21	20.30	21.20	$20.75	4.3%	2	0.56	12
$290.00	Aug 21	14.90	15.60	$15.25	4.6%	86	0.46	295
$310.00	Aug 21	26.40	27.80	$27.10	5.2%	--	0.64	11
$280.00	Aug 21	10.30	11.00	$10.65	6.6%	16	0.36	625
$290.00	Aug 14	13.60	14.60	$14.10	7.1%	1	0.46	4

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 0.78, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$240.00	Jul 17	50.60	52.70	$51.65	4.1%	4	1.00	274
$242.50	Jul 17	47.60	50.30	$48.95	5.5%	4	1.00	76
$250.00	Jul 17	40.10	42.90	$41.50	6.7%	5	1.00	525
$260.00	Jul 17	30.70	32.70	$31.70	6.3%	107	1.00	2.2K
$252.50	Jul 17	37.60	40.80	$39.20	8.2%	--	0.94	15

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$317.50	Jul 17	24.80	27.70	$26.25	11.0%	--	0.95	10
$307.50	Jul 17	15.00	18.00	$16.50	18.2%	9	0.90	9
$302.50	Jul 17	10.90	13.00	$11.95	17.6%	1	0.83	13
$300.00	Jul 17	9.00	11.40	$10.20	23.5%	103	0.77	105
$297.50	Jul 17	7.00	9.40	$8.20	29.3%	50	0.69	11

Most actively traded options today. High liquidity = easy entry/exit. 118 active (total vol 3.1K, top 1.0K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Jul 24	4.00	4.50	$4.25	11.8%	1.0K	0.35	265
$315.00	Jul 24	0.95	2.45	$1.70	88.2%	501	0.16	16
$280.00	Jul 17	11.20	13.30	$12.25	17.1%	221	0.86	830
$260.00	Jul 17	30.70	32.70	$31.70	6.3%	107	1.00	2.2K
$295.00	Jul 31	9.40	10.30	$9.85	9.1%	91	0.47	76

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Jul 17	9.00	11.40	$10.20	23.5%	103	0.77	105
$290.00	Aug 21	14.90	15.60	$15.25	4.6%	86	0.46	295
$280.00	Jul 17	0.50	1.20	$0.85	82.4%	69	0.14	121
$287.50	Jul 17	2.10	3.30	$2.70	44.4%	51	0.34	31
$297.50	Jul 17	7.00	9.40	$8.20	29.3%	50	0.69	11

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 47 strikes (avg 58.9%, max 230.1%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$240.00	Jul 17	Aug 21	102.8%	45.0%	128.4%	5	314
$245.00	Jul 17	Jul 31	123.7%	58.0%	113.1%	--	39
$250.00	Jul 17	Aug 21	87.7%	42.9%	104.2%	5	638
$330.00	Jul 17	Aug 21	89.7%	44.9%	99.7%	12	352
$265.00	Jul 17	Aug 28	79.1%	40.6%	94.8%	16	288

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$235.00	Jul 17	Aug 28	148.0%	44.8%	230.1%	1	199
$245.00	Jul 17	Aug 28	123.7%	42.0%	194.6%	--	459
$255.00	Jul 17	Aug 28	99.7%	40.6%	145.4%	3	396
$240.00	Jul 17	Aug 21	102.8%	45.0%	128.4%	2	1.5K
$250.00	Jul 17	Aug 28	87.9%	41.4%	112.1%	--	586

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 115 found (best R:R 49.00, avg 5.79)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$335.00	$340.00	Jul 24	$0.10	$4.90	$0.10	49.00	$335.10
$330.00	$340.00	Jul 17	$0.32	$9.68	$0.32	30.25	$330.32
$330.00	$350.00	Jul 31	$0.95	$19.05	$0.95	20.05	$330.95
$310.00	$312.50	Jul 17	$0.13	$2.37	$0.13	18.23	$310.13
$327.50	$330.00	Jul 24	$0.15	$2.35	$0.15	15.67	$327.65

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$245.00	$240.00	Jul 31	$0.11	$4.89	$0.11	44.45	$244.89
$255.00	$250.00	Jul 24	$0.12	$4.88	$0.12	40.67	$254.88
$245.00	$235.00	Aug 7	$0.30	$9.70	$0.30	32.33	$244.70
$250.00	$245.00	Aug 7	$0.15	$4.85	$0.15	32.33	$249.85
$255.00	$250.00	Aug 7	$0.27	$4.73	$0.27	17.52	$254.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 148 found (best R:R 49.00, avg 2.73)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$240.00	$250.00	Jul 24	$9.80	$9.80	$0.20	49.00	$249.80
$245.00	$250.00	Jul 31	$4.90	$4.90	$0.10	49.00	$249.90
$250.00	$255.00	Jul 31	$4.75	$4.75	$0.25	19.00	$254.75
$245.00	$247.50	Jul 17	$2.35	$2.35	$0.15	15.67	$247.35
$260.00	$265.00	Jul 24	$4.70	$4.70	$0.30	15.67	$264.70

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$317.50	$307.50	Jul 17	$9.75	$9.75	$0.25	39.00	$307.75
$307.50	$302.50	Jul 17	$4.55	$4.55	$0.45	10.11	$302.95
$300.00	$297.50	Jul 17	$2.00	$2.00	$0.50	4.00	$298.00
$300.00	$295.00	Jul 31	$3.70	$3.70	$1.30	2.85	$296.30
$295.00	$292.50	Jul 17	$1.75	$1.75	$0.75	2.33	$293.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $1.41, cheapest $0.13)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$345.00	Jul 17	Jul 24	$0.20	115.2%	61.4%
$255.00	Jul 17	Jul 24	$0.35	99.7%	56.4%
$260.00	Jul 17	Jul 24	$0.40	75.6%	46.3%
$320.00	Jul 17	Jul 24	$0.42	74.2%	42.8%
$330.00	Jul 17	Jul 24	$0.43	89.7%	52.0%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$235.00	Jul 17	Jul 24	$0.13	148.0%	76.6%
$265.00	Jul 17	Jul 24	$0.15	79.1%	41.4%
$245.00	Jul 17	Jul 24	$0.23	123.7%	66.6%
$257.50	Jul 17	Jul 24	$0.33	93.8%	52.7%
$255.00	Jul 17	Jul 24	$0.35	99.7%	56.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 65 found (cheapest 2.94% of stock, avg 9.79%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$290.00	Jul 17	$5.30	$3.30	$8.60	$281.40	$298.60	2.94%
$292.50	Jul 17	$4.25	$4.80	$9.05	$283.45	$301.55	3.10%
$295.00	Jul 17	$2.85	$6.55	$9.40	$285.60	$304.40	3.22%
$297.50	Jul 17	$1.98	$8.20	$10.18	$287.32	$307.68	3.49%
$285.00	Jul 17	$8.70	$1.90	$10.60	$274.40	$295.60	3.63%
$282.50	Jul 17	$10.15	$1.18	$11.33	$271.17	$293.83	3.88%
$300.00	Jul 17	$1.38	$10.20	$11.58	$288.42	$311.58	3.96%
$302.50	Jul 17	$1.00	$11.95	$12.95	$289.55	$315.45	4.43%
$280.00	Jul 17	$12.25	$0.85	$13.10	$266.90	$293.10	4.49%
$290.00	Jul 24	$8.70	$6.35	$15.05	$274.95	$305.05	5.15%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 158 found (cheapest 0.63% of stock, avg 4.02%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$302.50	$280.00	Jul 17	$1.00	$0.85	$1.85	$278.15	$304.35
$302.50	$282.50	Jul 17	$1.00	$1.18	$2.18	$280.32	$304.68
$300.00	$280.00	Jul 17	$1.38	$0.85	$2.23	$277.77	$302.23
$300.00	$282.50	Jul 17	$1.38	$1.18	$2.56	$279.94	$302.56
$297.50	$280.00	Jul 17	$1.98	$0.85	$2.83	$277.17	$300.33
$302.50	$285.00	Jul 17	$1.00	$1.90	$2.90	$282.10	$305.40
$297.50	$282.50	Jul 17	$1.98	$1.18	$3.16	$279.34	$300.66
$300.00	$285.00	Jul 17	$1.38	$1.90	$3.28	$281.72	$303.28
$295.00	$280.00	Jul 17	$2.85	$0.85	$3.70	$276.30	$298.70
$302.50	$287.50	Jul 17	$1.00	$2.70	$3.70	$283.80	$306.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 147 found (best R:R 34.71, avg credit $4.58)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
240/245	250/255	Jul 31	$4.86	$0.14	34.71	$240.14	$254.86
250/255	260/265	Jul 24	$4.82	$0.18	26.78	$250.18	$264.82
250/255	265/270	Jul 24	$4.82	$0.18	26.78	$250.18	$269.82
285/290	300/305	Aug 14	$4.80	$0.20	24.00	$285.20	$304.80
240/242	265/270	Jul 17	$4.75	$0.25	19.00	$237.75	$269.75
250/252	265/270	Jul 17	$4.72	$0.28	16.86	$247.78	$269.72
260/262	265/270	Jul 17	$4.68	$0.32	14.62	$257.82	$269.68
285/290	295/300	Aug 14	$4.65	$0.35	13.29	$285.35	$299.65
265/268	278/280	Jul 24	$2.32	$0.18	12.89	$265.18	$279.82
268/270	272/275	Jul 24	$2.32	$0.18	12.89	$267.68	$274.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 92 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$240.00	$245.00	$250.00	Jul 31	$0.05	$4.95	99.00
$270.00	$275.00	$280.00	Jul 31	$0.05	$4.95	99.00
$285.00	$290.00	$295.00	Aug 7	$0.05	$4.95	99.00
$335.00	$340.00	$345.00	Jul 24	$0.07	$4.93	70.43
$312.50	$315.00	$317.50	Jul 17	$0.05	$2.45	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$235.00	$240.00	$245.00	Jul 24	$0.06	$4.94	82.33
$260.00	$265.00	$270.00	Jul 31	$0.07	$4.93	70.43
$245.00	$250.00	$255.00	Jul 24	$0.12	$4.88	40.67
$245.00	$250.00	$255.00	Aug 7	$0.12	$4.88	40.67
$277.50	$280.00	$282.50	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. 115 found (best net $-0.20, 108 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$330.00	$350.00	1:2	Jul 31	-$0.20	$19.80
$300.00	$320.00	1:2	Aug 28	-$0.90	$19.10
$265.00	$285.00	1:2	Aug 14	-$5.35	$14.65
$265.00	$285.00	1:2	Aug 28	-$8.15	$11.85
$250.00	$270.00	1:2	Aug 7	-$9.50	$10.50

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$260.00	$250.00	1:2	Aug 21	-$0.61	$9.39
$250.00	$240.00	1:2	Aug 21	-$0.67	$9.33
$245.00	$235.00	1:2	Aug 28	-$0.95	$9.05
$245.00	$235.00	1:2	Aug 7	-$1.03	$8.97
$270.00	$260.00	1:2	Aug 7	-$1.19	$8.81

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 51 found (best yield 4.45%, avg 1.58%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$295.00	Aug 14	$13.00	0.48	1.0%	4.45%	5.45%	--	14
$300.00	Aug 28	$12.60	0.45	2.7%	4.31%	7.03%	--	66
$300.00	Aug 21	$12.30	0.44	2.7%	4.21%	6.92%	56	681
$295.00	Aug 7	$11.10	0.48	1.0%	3.80%	4.80%	--	15
$300.00	Aug 14	$10.90	0.43	2.7%	3.73%	6.44%	6	15
$292.50	Jul 31	$10.40	0.51	0.1%	3.56%	3.70%	2	7
$295.00	Jul 31	$9.40	0.47	1.0%	3.22%	4.22%	91	76
$310.00	Aug 21	$8.90	0.35	6.1%	3.05%	9.18%	19	111
$300.00	Aug 7	$8.80	0.42	2.7%	3.01%	5.72%	6	20
$297.50	Jul 31	$8.30	0.44	1.9%	2.84%	4.70%	2	18

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 2,763

Total Puts 683

Put/Call Ratio 0.25

Net Difference 2,080

Prior's Put/Call Breakdown

Total Calls 1,348

Total Puts 887

Put/Call Ratio 0.66

Net Difference 461

Prior 7-Day Put/Call Summary

Total Calls 39,043

Total Puts 21,455

Average Put/Call Ratio 0.78

Ratio Trend Falling

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