VLO - Options Database

VLO

VALERO ENERGY CORP N

$288.54 -4.28%

(7/15 12:00) ◀

Wednesday, July 15, 2026 (1:00pm)

▶ (7/15 14:00)

◀ 7/15 13:00 ▶

Option Volume

Detail

ℹ

Current (07/15 1:00pm) 5,838

Calls: 4,432 (76%)

Puts: 1,406 (24%)

Prior (07/14) 14,768

Calls: 13,257 (90%)

Puts: 1,511 (10%)

Current vs Prior -60.47%

Calls: -66.57% (Calls)

Puts: -6.95% (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 -32.45%

Calls: -20.54%

Puts: -54.13%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/15 1:00pm) $5.43M

Calls: $4.19M (77%)

Puts: $1.24M (23%)

Prior (07/14) $21.82M

Calls: $21.10M (97%)

Puts: $719.6K (3%)

Current vs Prior -75.12%

Calls: -80.14%

Puts: +72.19%

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 -42.47%

Calls: -46.56%

Puts: -22.39%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/15 1:00pm) 0.32

Prior (07/14) 0.11

Current vs Prior +178.33%

Prior 7-Day Average 0.78

Current vs Prior 7-Day Avg -59.37%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/15 1:00pm) 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 3.67% | 5.53%3.67% | 12.93%

Prior 3.90% | 6.10%3.90% | 13.24%

Current vs Prior -5.76% | -9.44%-5.76% | -2.34%

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

Current vs 7-Day Avg -13.86% | -16.04%-32.36% | -4.89%

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

Current vs 7-Day Eod -5.76% | -9.44%-5.76% | -2.34%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 33.87% | 19.75%

Calls: 35.09% | 12.05%

Puts: 32.65% | 27.45%

Prior 29.54% | 18.26%

Calls: 23.01% | 10.06%

Puts: 36.07% | 26.46%

Current vs Prior +14.66% | +8.16%

Prior 7-Day Avg 26.11% | 12.12%

Calls: 23.61% | 10.82%

Puts: 28.61% | 13.41%

Current vs 7-Day Avg +29.71% | +62.95%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 77% of dollar volume in calls ($4.19M) vs puts ($1.24M). Light premium activity with dollar volume down 75% vs prior. Below-average activity with volume down 60% vs prior. Extreme bullish P/C ratio of 0.32 - heavy call buying (4,432 calls vs 1,406 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
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 34 of results (avg 7.2%, best 4.0%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Aug 21	15.20	15.90	$15.55	4.5%	126	0.51	413
$280.00	Aug 21	20.00	21.00	$20.50	4.9%	11	0.61	238
$270.00	Aug 21	25.70	27.10	$26.40	5.3%	12	0.70	308
$240.00	Jul 17	47.90	50.80	$49.35	5.9%	5	0.99	274
$250.00	Aug 21	41.10	43.70	$42.40	6.1%	--	0.86	113

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Aug 21	22.30	23.20	$22.75	4.0%	5	0.58	12
$290.00	Aug 21	16.40	17.20	$16.80	4.8%	87	0.49	295
$290.00	Aug 14	15.00	16.00	$15.50	6.5%	1	0.49	4
$280.00	Aug 21	11.50	12.30	$11.90	6.7%	179	0.39	625
$310.00	Aug 21	27.80	30.10	$28.95	7.9%	--	0.67	11

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.60, cheapest $0.60)

CALLS (0)

No calls meet the criteria

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$275.00	Jul 17	0.55	0.65	$0.60	16.7%	77	0.10	331

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 84 found (avg delta 0.78, highest 0.99)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$240.00	Jul 17	47.90	50.80	$49.35	5.9%	5	0.99	274
$250.00	Jul 17	38.00	40.90	$39.45	7.4%	5	0.99	525
$242.50	Jul 17	44.70	48.30	$46.50	7.7%	4	0.98	76
$245.00	Jul 17	42.20	45.80	$44.00	8.2%	1	0.98	10
$247.50	Jul 17	40.30	43.30	$41.80	7.2%	--	0.98	45

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$317.50	Jul 17	26.90	30.50	$28.70	12.5%	10	0.98	10
$307.50	Jul 17	17.10	20.70	$18.90	19.0%	9	0.94	9
$305.00	Jul 17	14.70	18.30	$16.50	21.8%	1	0.91	3
$302.50	Jul 17	12.40	15.30	$13.85	20.9%	11	0.87	13
$320.00	Jul 31	31.80	35.30	$33.55	10.4%	2	0.83	--

Most actively traded options today. High liquidity = easy entry/exit. 153 active (total vol 4.8K, top 1.1K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Jul 24	3.40	3.90	$3.65	13.7%	1.1K	0.31	265
$315.00	Jul 24	0.65	1.65	$1.15	87.0%	502	0.12	16
$290.00	Jul 17	3.50	4.80	$4.15	31.3%	357	0.49	685
$280.00	Jul 17	9.50	10.70	$10.10	11.9%	226	0.81	830
$290.00	Aug 21	15.20	15.90	$15.55	4.5%	126	0.51	413

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$280.00	Aug 21	11.50	12.30	$11.90	6.7%	179	0.39	625
$280.00	Jul 17	0.60	1.70	$1.15	95.7%	137	0.19	121
$300.00	Jul 17	10.40	13.10	$11.75	23.0%	104	0.83	105
$290.00	Aug 21	16.40	17.20	$16.80	4.8%	87	0.49	295
$275.00	Jul 17	0.55	0.65	$0.60	16.7%	77	0.10	331

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 56 strikes (avg 49.1%, max 192.8%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$240.00	Jul 17	Aug 21	100.6%	45.4%	121.7%	6	314
$245.00	Jul 17	Jul 31	107.6%	49.6%	116.9%	1	39
$250.00	Jul 17	Aug 21	85.1%	44.3%	92.0%	5	638
$345.00	Jul 17	Jul 24	107.5%	57.0%	88.7%	1	15
$330.00	Jul 17	Aug 21	86.2%	45.7%	88.6%	17	352

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$235.00	Jul 17	Aug 28	130.5%	44.6%	192.8%	1	199
$245.00	Jul 17	Aug 28	107.6%	45.7%	135.6%	--	459
$240.00	Jul 17	Aug 21	100.6%	45.4%	121.7%	6	1.5K
$255.00	Jul 17	Aug 28	88.8%	42.7%	107.9%	3	396
$250.00	Jul 17	Aug 28	85.1%	43.7%	94.7%	1	586

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 125 found (best R:R 65.67, avg 5.55)

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
$327.50	$330.00	Jul 24	$0.10	$2.40	$0.10	24.00	$327.60
$335.00	$340.00	Jul 24	$0.20	$4.80	$0.20	24.00	$335.20
$315.00	$317.50	Jul 24	$0.15	$2.35	$0.15	15.67	$315.15
$320.00	$325.00	Jul 24	$0.30	$4.70	$0.30	15.67	$320.30

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$240.00	$235.00	Jul 24	$0.12	$4.88	$0.12	40.67	$239.88
$262.50	$260.00	Jul 17	$0.10	$2.40	$0.10	24.00	$262.40
$255.00	$250.00	Jul 24	$0.20	$4.80	$0.20	24.00	$254.80
$265.00	$260.00	Jul 24	$0.20	$4.80	$0.20	24.00	$264.80
$252.50	$250.00	Jul 17	$0.12	$2.38	$0.12	19.83	$252.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 165 found (best R:R 65.67, avg 3.27)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$240.00	$250.00	Jul 24	$9.85	$9.85	$0.15	65.67	$249.85
$235.00	$240.00	Jul 31	$4.90	$4.90	$0.10	49.00	$239.90
$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
$265.00	$270.00	Jul 17	$4.80	$4.80	$0.20	24.00	$269.80

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$317.50	$307.50	Jul 17	$9.80	$9.80	$0.20	49.00	$307.70
$307.50	$305.00	Jul 17	$2.40	$2.40	$0.10	24.00	$305.10
$315.00	$310.00	Jul 31	$4.55	$4.55	$0.45	10.11	$310.45
$325.00	$315.00	Aug 7	$8.55	$8.55	$1.45	5.90	$316.45
$302.50	$300.00	Jul 17	$2.10	$2.10	$0.40	5.25	$300.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $1.52, cheapest $0.10)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$340.00	Jul 17	Jul 24	$0.12	80.1%	48.3%
$345.00	Jul 17	Jul 24	$0.13	107.5%	57.0%
$330.00	Jul 17	Jul 24	$0.25	86.2%	48.0%
$325.00	Jul 17	Jul 24	$0.33	79.5%	46.0%
$260.00	Jul 17	Jul 24	$0.50	72.0%	44.3%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$232.50	Jul 17	Jul 24	$0.10	136.3%	70.7%
$250.00	Jul 17	Jul 24	$0.22	85.1%	51.0%
$240.00	Jul 17	Jul 24	$0.25	100.6%	62.8%
$257.50	Jul 17	Jul 24	$0.25	83.0%	46.4%
$255.00	Jul 17	Jul 24	$0.27	88.8%	49.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 75 found (cheapest 3.14% of stock, avg 9.36%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$290.00	Jul 17	$4.15	$4.90	$9.05	$280.95	$299.05	3.14%
$287.50	Jul 17	$5.70	$3.68	$9.38	$278.12	$296.88	3.25%
$285.00	Jul 17	$7.05	$2.35	$9.40	$275.60	$294.40	3.26%
$292.50	Jul 17	$3.33	$6.30	$9.63	$282.87	$302.13	3.34%
$295.00	Jul 17	$2.35	$8.05	$10.40	$284.60	$305.40	3.60%
$282.50	Jul 17	$8.75	$1.88	$10.63	$271.87	$293.13	3.68%
$280.00	Jul 17	$10.10	$1.15	$11.25	$268.75	$291.25	3.90%
$297.50	Jul 17	$1.68	$10.05	$11.73	$285.77	$309.23	4.07%
$300.00	Jul 17	$1.18	$11.75	$12.93	$287.07	$312.93	4.48%
$277.50	Jul 17	$12.35	$0.90	$13.25	$264.25	$290.75	4.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 162 found (cheapest 0.72% of stock, avg 4.35%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$300.00	$277.50	Jul 17	$1.18	$0.90	$2.08	$275.42	$302.08
$300.00	$280.00	Jul 17	$1.18	$1.15	$2.33	$277.67	$302.33
$297.50	$277.50	Jul 17	$1.68	$0.90	$2.58	$274.92	$300.08
$297.50	$280.00	Jul 17	$1.68	$1.15	$2.83	$277.17	$300.33
$300.00	$282.50	Jul 17	$1.18	$1.88	$3.06	$279.44	$303.06
$295.00	$277.50	Jul 17	$2.35	$0.90	$3.25	$274.25	$298.25
$295.00	$280.00	Jul 17	$2.35	$1.15	$3.50	$276.50	$298.50
$300.00	$285.00	Jul 17	$1.18	$2.35	$3.53	$281.47	$303.53
$297.50	$282.50	Jul 17	$1.68	$1.88	$3.56	$278.94	$301.06
$297.50	$285.00	Jul 17	$1.68	$2.35	$4.03	$280.97	$301.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 164 found (best R:R 19.00, avg credit $4.54)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
250/255	265/270	Jul 24	$4.75	$0.25	19.00	$250.25	$269.75
265/268	278/280	Jul 24	$2.37	$0.13	18.23	$265.13	$279.87
272/275	278/280	Jul 24	$2.37	$0.13	18.23	$272.63	$279.87
240/242	260/265	Jul 17	$4.73	$0.27	17.52	$237.77	$264.73
250/252	260/265	Jul 17	$4.72	$0.28	16.86	$247.78	$264.72
270/272	275/278	Jul 24	$2.35	$0.15	15.67	$270.15	$277.35
260/265	270/275	Jul 31	$4.68	$0.32	14.62	$260.32	$274.68
235/240	265/270	Jul 24	$4.67	$0.33	14.15	$235.33	$269.67
240/242	245/248	Jul 17	$2.33	$0.17	13.71	$240.17	$247.33
250/255	265/270	Jul 31	$4.65	$0.35	13.29	$250.35	$269.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 93 found (best R:R 65.67, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$240.00	$250.00	$260.00	Aug 21	$0.15	$9.85	65.67
$302.50	$305.00	$307.50	Jul 17	$0.05	$2.45	49.00
$320.00	$325.00	$330.00	Jul 31	$0.10	$4.90	49.00
$290.00	$295.00	$300.00	Aug 7	$0.15	$4.85	32.33
$250.00	$260.00	$270.00	Aug 21	$0.30	$9.70	32.33

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$282.50	$285.00	$287.50	Jul 24	$0.05	$2.45	49.00
$245.00	$250.00	$255.00	Jul 24	$0.12	$4.88	40.67
$275.00	$277.50	$280.00	Jul 24	$0.06	$2.44	40.67
$290.00	$300.00	$310.00	Aug 21	$0.25	$9.75	39.00
$255.00	$257.50	$260.00	Jul 24	$0.07	$2.43	34.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 113 found (best net $-3.90, 106 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$265.00	$285.00	1:2	Aug 14	-$3.90	$16.10
$305.00	$320.00	1:2	Aug 28	-$2.35	$12.65
$265.00	$285.00	1:2	Aug 28	-$7.60	$12.40
$250.00	$270.00	1:2	Aug 7	-$8.10	$11.90
$310.00	$320.00	1:2	Jul 31	-$0.40	$9.60

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$245.00	$235.00	1:2	Aug 28	-$0.18	$9.82
$245.00	$235.00	1:2	Aug 7	-$0.20	$9.80
$250.00	$240.00	1:2	Aug 21	-$0.62	$9.38
$260.00	$250.00	1:2	Aug 21	-$1.21	$8.79
$270.00	$260.00	1:2	Aug 7	-$1.30	$8.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 56 found (best yield 5.27%, avg 1.67%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$290.00	Aug 21	$15.20	0.51	0.5%	5.27%	5.77%	126	413
$290.00	Aug 14	$13.50	0.51	0.5%	4.68%	5.18%	1	3
$290.00	Aug 7	$11.90	0.50	0.5%	4.12%	4.63%	8	25
$295.00	Aug 14	$11.40	0.45	2.2%	3.95%	6.19%	--	14
$300.00	Aug 28	$11.30	0.42	4.0%	3.92%	7.89%	--	66
$300.00	Aug 21	$11.10	0.41	4.0%	3.85%	7.82%	69	681
$290.00	Jul 31	$10.10	0.51	0.5%	3.50%	4.01%	21	126
$300.00	Aug 14	$9.70	0.40	4.0%	3.36%	7.33%	6	15
$295.00	Aug 7	$9.60	0.44	2.2%	3.33%	5.57%	1	15
$305.00	Aug 28	$9.60	0.39	5.7%	3.33%	9.03%	2	2

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 4,432

Total Puts 1,406

Put/Call Ratio 0.32

Net Difference 3,026

Prior's Put/Call Breakdown

Total Calls 13,257

Total Puts 1,511

Put/Call Ratio 0.11

Net Difference 11,746

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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