VLO - Options Database

VLO

VALERO ENERGY CORP N

$290.25 -3.71%

(7/15 11:00) ◀

Wednesday, July 15, 2026 (12:00pm)

▶ (7/15 13:00)

◀ 7/15 12:00 ▶

Option Volume

Detail

ℹ

Current (07/15 12:00pm) 5,103

Calls: 4,150 (81%)

Puts: 953 (19%)

Prior (07/14) 14,267

Calls: 12,874 (90%)

Puts: 1,393 (10%)

Current vs Prior -64.23%

Calls: -67.76% (Calls)

Puts: -31.59% (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 -40.96%

Calls: -25.59%

Puts: -68.91%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/15 12:00pm) $4.74M

Calls: $3.91M (83%)

Puts: $828.2K (17%)

Prior (07/14) $21.06M

Calls: $20.43M (97%)

Puts: $632.0K (3%)

Current vs Prior -77.48%

Calls: -80.84%

Puts: +31.04%

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 -49.74%

Calls: -50.07%

Puts: -48.12%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/15 12:00pm) 0.23

Prior (07/14) 0.11

Current vs Prior +112.23%

Prior 7-Day Average 0.78

Current vs Prior 7-Day Avg -70.59%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/15 12:00pm) 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 3.74% | 5.67%3.74% | 13.13%

Prior 3.90% | 6.10%3.90% | 13.24%

Current vs Prior -4.10% | -7.15%-4.10% | -0.83%

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

Current vs 7-Day Avg -12.35% | -13.91%-31.17% | -3.42%

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

Current vs 7-Day Eod -4.10% | -7.15%-4.10% | -0.83%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 28.13% | 14.01%

Calls: 8.33% | 15.00%

Puts: 47.93% | 13.02%

Prior 29.54% | 18.26%

Calls: 23.01% | 10.06%

Puts: 36.07% | 26.46%

Current vs Prior -4.77% | -23.27%

Prior 7-Day Avg 26.11% | 12.12%

Calls: 23.61% | 10.82%

Puts: 28.61% | 13.41%

Current vs 7-Day Avg +7.73% | +15.59%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($3.91M) vs puts ($828.2K). Light premium activity with dollar volume down 77% vs prior. Below-average activity with volume down 64% vs prior. Extreme bullish P/C ratio of 0.23 - heavy call buying (4,150 calls vs 953 puts).

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
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

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 42 of results (avg 7.4%, best 4.6%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$280.00	Aug 21	21.10	22.10	$21.60	4.6%	11	0.62	238
$290.00	Aug 21	16.00	16.80	$16.40	4.9%	125	0.52	413
$240.00	Jul 17	48.80	51.40	$50.10	5.2%	5	1.00	274
$250.00	Jul 17	39.30	41.40	$40.35	5.2%	5	1.00	525
$242.50	Jul 17	46.30	48.90	$47.60	5.5%	4	1.00	76

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Aug 21	21.20	22.20	$21.70	4.6%	3	0.57	12
$290.00	Aug 21	15.40	16.30	$15.85	5.7%	87	0.48	295
$310.00	Aug 21	27.30	29.00	$28.15	6.0%	--	0.66	11
$280.00	Aug 21	10.80	11.60	$11.20	7.1%	16	0.38	625
$290.00	Aug 14	14.10	15.30	$14.70	8.2%	1	0.48	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. 81 found (avg delta 0.79, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$240.00	Jul 17	48.80	51.40	$50.10	5.2%	5	1.00	274
$242.50	Jul 17	46.30	48.90	$47.60	5.5%	4	1.00	76
$245.00	Jul 17	43.60	46.40	$45.00	6.2%	1	1.00	10
$247.50	Jul 17	41.30	43.90	$42.60	6.1%	--	1.00	45
$250.00	Jul 17	39.30	41.40	$40.35	5.2%	5	1.00	525

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$317.50	Jul 17	26.10	28.40	$27.25	8.4%	10	0.95	10
$307.50	Jul 17	16.50	19.40	$17.95	16.2%	9	0.92	9
$305.00	Jul 17	14.20	16.30	$15.25	13.8%	1	0.89	3
$302.50	Jul 17	12.10	14.60	$13.35	18.7%	11	0.84	13
$320.00	Jul 31	30.90	34.00	$32.45	9.6%	2	0.83	--

Most actively traded options today. High liquidity = easy entry/exit. 138 active (total vol 4.1K, top 1.1K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Jul 24	3.60	4.30	$3.95	17.7%	1.1K	0.33	265
$315.00	Jul 24	0.75	1.90	$1.33	86.5%	502	0.13	16
$290.00	Jul 17	4.60	5.00	$4.80	8.3%	323	0.51	685
$280.00	Jul 17	10.00	12.30	$11.15	20.6%	225	0.83	830
$290.00	Aug 21	16.00	16.80	$16.40	4.9%	125	0.52	413

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Jul 17	10.00	12.50	$11.25	22.2%	104	0.80	105
$290.00	Aug 21	15.40	16.30	$15.85	5.7%	87	0.48	295
$280.00	Jul 17	0.90	1.45	$1.18	46.6%	80	0.18	121
$287.50	Jul 17	2.60	4.50	$3.55	53.5%	63	0.41	31
$275.00	Jul 17	0.45	0.60	$0.53	28.3%	59	0.09	331

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 52 strikes (avg 50.5%, max 193.8%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$240.00	Jul 17	Aug 21	100.5%	44.8%	124.3%	6	314
$245.00	Jul 17	Jul 31	107.6%	49.8%	115.9%	1	39
$250.00	Jul 17	Aug 21	85.2%	44.2%	92.8%	5	638
$345.00	Jul 17	Jul 24	105.5%	55.8%	89.2%	1	15
$330.00	Jul 17	Aug 21	84.3%	45.0%	87.4%	17	352

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$235.00	Jul 17	Aug 28	130.2%	44.3%	193.8%	1	199
$245.00	Jul 17	Aug 28	107.6%	45.1%	138.4%	--	459
$240.00	Jul 17	Aug 21	100.5%	44.8%	124.3%	2	1.5K
$250.00	Jul 17	Aug 28	85.2%	41.8%	104.0%	--	586
$255.00	Jul 17	Aug 28	85.3%	43.1%	98.0%	3	396

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 123 found (best R:R 65.67, avg 6.34)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$330.00	$340.00	Jul 17	$0.15	$9.85	$0.15	65.67	$330.15
$330.00	$335.00	Jul 24	$0.10	$4.90	$0.10	49.00	$330.10
$335.00	$340.00	Jul 24	$0.15	$4.85	$0.15	32.33	$335.15
$327.50	$330.00	Jul 24	$0.12	$2.38	$0.12	19.83	$327.62
$305.00	$307.50	Jul 17	$0.15	$2.35	$0.15	15.67	$305.15

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$255.00	$250.00	Jul 24	$0.12	$4.88	$0.12	40.67	$254.88
$250.00	$245.00	Aug 28	$0.13	$4.87	$0.13	37.46	$249.87
$260.00	$257.50	Jul 24	$0.10	$2.40	$0.10	24.00	$259.90
$265.00	$260.00	Jul 24	$0.20	$4.80	$0.20	24.00	$264.80
$245.00	$235.00	Aug 7	$0.42	$9.58	$0.42	22.81	$244.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 162 found (best R:R 32.33, avg 2.46)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$250.00	$255.00	Jul 24	$4.85	$4.85	$0.15	32.33	$254.85
$240.00	$245.00	Jul 31	$4.85	$4.85	$0.15	32.33	$244.85
$245.00	$250.00	Jul 31	$4.85	$4.85	$0.15	32.33	$249.85
$245.00	$247.50	Jul 17	$2.40	$2.40	$0.10	24.00	$247.40
$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	$9.30	$9.30	$0.70	13.29	$308.20
$302.50	$300.00	Jul 17	$2.10	$2.10	$0.40	5.25	$300.40
$320.00	$310.00	Jul 31	$8.05	$8.05	$1.95	4.13	$311.95
$325.00	$315.00	Aug 7	$7.90	$7.90	$2.10	3.76	$317.10
$300.00	$297.50	Jul 17	$1.95	$1.95	$0.55	3.55	$298.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $1.46, cheapest $0.10)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$345.00	Jul 17	Jul 24	$0.13	105.5%	55.8%
$340.00	Jul 17	Jul 24	$0.17	78.5%	49.2%
$260.00	Jul 17	Jul 24	$0.20	65.2%	45.4%
$330.00	Jul 17	Jul 24	$0.27	84.3%	47.8%
$325.00	Jul 17	Jul 24	$0.32	79.3%	45.1%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$232.50	Jul 17	Jul 24	$0.10	133.0%	70.5%
$235.00	Jul 17	Jul 24	$0.10	130.2%	68.6%
$245.00	Jul 17	Jul 24	$0.17	107.6%	59.4%
$257.50	Jul 17	Jul 24	$0.23	81.6%	46.4%
$240.00	Jul 17	Jul 24	$0.25	100.5%	63.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 70 found (cheapest 3.27% of stock, avg 9.56%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$292.50	Jul 17	$3.45	$6.05	$9.50	$283.00	$302.00	3.27%
$290.00	Jul 17	$4.80	$4.85	$9.65	$280.35	$299.65	3.32%
$287.50	Jul 17	$6.25	$3.55	$9.80	$277.70	$297.30	3.38%
$295.00	Jul 17	$2.53	$7.65	$10.18	$284.82	$305.18	3.51%
$285.00	Jul 17	$7.95	$2.60	$10.55	$274.45	$295.55	3.63%
$282.50	Jul 17	$9.10	$1.75	$10.85	$271.65	$293.35	3.74%
$297.50	Jul 17	$1.90	$9.30	$11.20	$286.30	$308.70	3.86%
$280.00	Jul 17	$11.15	$1.18	$12.33	$267.67	$292.33	4.25%
$300.00	Jul 17	$1.20	$11.25	$12.45	$287.55	$312.45	4.29%
$277.50	Jul 17	$13.15	$0.90	$14.05	$263.45	$291.55	4.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 162 found (cheapest 0.75% of stock, avg 4.17%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$302.50	$280.00	Jul 17	$1.00	$1.18	$2.18	$277.82	$304.68
$300.00	$280.00	Jul 17	$1.20	$1.18	$2.38	$277.62	$302.38
$302.50	$282.50	Jul 17	$1.00	$1.75	$2.75	$279.75	$305.25
$300.00	$282.50	Jul 17	$1.20	$1.75	$2.95	$279.55	$302.95
$297.50	$280.00	Jul 17	$1.90	$1.18	$3.08	$276.92	$300.58
$302.50	$285.00	Jul 17	$1.00	$2.60	$3.60	$281.40	$306.10
$297.50	$282.50	Jul 17	$1.90	$1.75	$3.65	$278.85	$301.15
$295.00	$280.00	Jul 17	$2.53	$1.18	$3.71	$276.29	$298.71
$300.00	$285.00	Jul 17	$1.20	$2.60	$3.80	$281.20	$303.80
$295.00	$282.50	Jul 17	$2.53	$1.75	$4.28	$278.22	$299.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 161 found (best R:R 26.78, avg credit $4.39)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
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
258/260	265/270	Jul 24	$4.80	$0.20	24.00	$255.20	$269.80
280/285	300/305	Aug 14	$4.80	$0.20	24.00	$280.20	$304.80
240/242	248/250	Jul 17	$2.38	$0.12	19.83	$240.12	$249.88
272/275	280/282	Jul 24	$2.32	$0.18	12.89	$272.68	$282.32
268/270	272/275	Jul 24	$2.30	$0.20	11.50	$267.70	$274.80
255/260	270/275	Aug 7	$4.60	$0.40	11.50	$255.40	$274.60
280/285	290/295	Aug 14	$4.60	$0.40	11.50	$280.40	$294.60
265/270	275/280	Jul 31	$4.55	$0.45	10.11	$265.45	$279.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 92 found (best R:R 49.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$295.00	$297.50	$300.00	Jul 24	$0.05	$2.45	49.00
$260.00	$265.00	$270.00	Jul 31	$0.10	$4.90	49.00
$270.00	$280.00	$290.00	Aug 21	$0.25	$9.75	39.00
$315.00	$317.50	$320.00	Jul 24	$0.08	$2.42	30.25
$320.00	$330.00	$340.00	Aug 21	$0.38	$9.62	25.32

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$292.50	$295.00	$297.50	Jul 17	$0.05	$2.45	49.00
$250.00	$255.00	$260.00	Aug 7	$0.13	$4.87	37.46
$245.00	$250.00	$255.00	Jul 24	$0.14	$4.86	34.71
$280.00	$285.00	$290.00	Aug 14	$0.15	$4.85	32.33
$280.00	$282.50	$285.00	Jul 24	$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. 116 found (best net $-5.05, 109 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$265.00	$285.00	1:2	Aug 14	-$5.05	$14.95
$265.00	$285.00	1:2	Aug 28	-$7.10	$12.90
$305.00	$320.00	1:2	Aug 28	-$2.50	$12.50
$250.00	$270.00	1:2	Aug 7	-$8.85	$11.15
$310.00	$320.00	1:2	Jul 31	-$0.50	$9.50

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$245.00	$235.00	1:2	Aug 28	-$0.19	$9.81
$245.00	$235.00	1:2	Aug 7	-$0.31	$9.69
$250.00	$240.00	1:2	Aug 21	-$0.41	$9.59
$260.00	$250.00	1:2	Aug 21	-$0.96	$9.04
$270.00	$260.00	1:2	Aug 7	-$1.20	$8.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 50 found (best yield 4.20%, avg 1.50%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$295.00	Aug 14	$12.20	0.47	1.6%	4.20%	5.84%	--	14
$300.00	Aug 21	$11.60	0.43	3.4%	4.00%	7.36%	57	681
$300.00	Aug 28	$11.20	0.43	3.4%	3.86%	7.22%	--	66
$295.00	Aug 7	$10.40	0.46	1.6%	3.58%	5.22%	1	15
$300.00	Aug 14	$10.20	0.42	3.4%	3.51%	6.87%	6	15
$305.00	Aug 28	$9.80	0.39	5.1%	3.38%	8.46%	1	2
$292.50	Jul 31	$8.60	0.48	0.8%	2.96%	3.74%	2	7
$295.00	Jul 31	$8.50	0.45	1.6%	2.93%	4.57%	121	76
$310.00	Aug 21	$8.40	0.34	6.8%	2.89%	9.70%	25	111
$300.00	Aug 7	$8.30	0.40	3.4%	2.86%	6.22%	6	20

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 4,150

Total Puts 953

Put/Call Ratio 0.23

Net Difference 3,197

Prior's Put/Call Breakdown

Total Calls 12,874

Total Puts 1,393

Put/Call Ratio 0.11

Net Difference 11,481

Prior 7-Day Put/Call Summary

Total Calls 39,043

Total Puts 21,455

Average Put/Call Ratio 0.78

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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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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