VLO - Options Database

VLO

VALERO ENERGY CORP N

$289.38 -4.00%

(7/15 13:00) ◀

Wednesday, July 15, 2026 (2:00pm)

▶ (7/15 15:00)

◀ 7/15 14:00 ▶

Option Volume

Detail

ℹ

Current (07/15 2:00pm) 6,726

Calls: 4,916 (73%)

Puts: 1,810 (27%)

Prior (07/14) 15,386

Calls: 13,532 (88%)

Puts: 1,854 (12%)

Current vs Prior -56.28%

Calls: -63.67% (Calls)

Puts: -2.37% (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 -22.18%

Calls: -11.86%

Puts: -40.95%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/15 2:00pm) $6.12M

Calls: $4.75M (78%)

Puts: $1.37M (22%)

Prior (07/14) $22.78M

Calls: $21.90M (96%)

Puts: $880.1K (4%)

Current vs Prior -73.14%

Calls: -78.30%

Puts: +55.26%

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 -35.15%

Calls: -39.37%

Puts: -14.42%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/15 2:00pm) 0.37

Prior (07/14) 0.14

Current vs Prior +168.73%

Prior 7-Day Average 0.78

Current vs Prior 7-Day Avg -52.84%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/15 2:00pm) 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 3.54% | 5.62%3.54% | 12.99%

Prior 3.90% | 6.10%3.90% | 13.24%

Current vs Prior -9.13% | -8.01%-9.13% | -1.84%

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

Current vs 7-Day Avg -16.94% | -14.71%-34.78% | -4.40%

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

Current vs 7-Day Eod -9.13% | -8.01%-9.13% | -1.84%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 30.23% | 11.68%

Calls: 29.70% | 11.90%

Puts: 30.77% | 11.46%

Prior 29.54% | 18.26%

Calls: 23.01% | 10.06%

Puts: 36.07% | 26.46%

Current vs Prior +2.34% | -36.04%

Prior 7-Day Avg 26.11% | 12.12%

Calls: 23.61% | 10.82%

Puts: 28.61% | 13.41%

Current vs 7-Day Avg +15.77% | -3.63%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 78% of dollar volume in calls ($4.75M) vs puts ($1.37M). Light premium activity with dollar volume down 73% vs prior. Below-average activity with volume down 56% vs prior. Extreme bullish P/C ratio of 0.37 - heavy call buying (4,916 calls vs 1,810 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
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 49 of results (avg 7.0%, best 3.6%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Aug 21	15.60	16.20	$15.90	3.8%	126	0.51	413
$280.00	Aug 21	20.50	21.30	$20.90	3.8%	12	0.61	238
$247.50	Jul 17	40.60	42.60	$41.60	4.8%	--	1.00	45
$235.00	Jul 31	53.50	56.20	$54.85	4.9%	--	1.00	10
$240.00	Aug 21	49.40	51.90	$50.65	4.9%	1	0.91	40

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Aug 21	22.10	22.90	$22.50	3.6%	5	0.58	12
$310.00	Aug 21	28.40	29.60	$29.00	4.1%	--	0.66	11
$320.00	Aug 21	35.70	37.40	$36.55	4.7%	3	0.74	--
$290.00	Aug 21	16.30	17.10	$16.70	4.8%	87	0.49	295
$320.00	Jul 31	31.80	33.70	$32.75	5.8%	5	0.84	--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.55, cheapest $0.55)

CALLS (0)

No calls meet the criteria

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$275.00	Jul 17	0.50	0.60	$0.55	18.2%	172	0.10	331

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 86 found (avg delta 0.78, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$240.00	Jul 17	47.40	50.40	$48.90	6.1%	5	1.00	274
$242.50	Jul 17	44.90	47.70	$46.30	6.0%	4	1.00	76
$245.00	Jul 17	42.40	45.60	$44.00	7.3%	1	1.00	10
$247.50	Jul 17	40.60	42.60	$41.60	4.8%	--	1.00	45
$250.00	Jul 17	37.40	40.50	$38.95	8.0%	5	1.00	525

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$317.50	Jul 17	27.20	29.80	$28.50	9.1%	10	0.96	10
$307.50	Jul 17	17.70	20.50	$19.10	14.7%	9	0.92	9
$305.00	Jul 17	15.40	17.60	$16.50	13.3%	1	0.89	3
$302.50	Jul 17	12.90	15.90	$14.40	20.8%	11	0.85	13
$320.00	Jul 31	31.80	33.70	$32.75	5.8%	5	0.84	--

Most actively traded options today. High liquidity = easy entry/exit. 166 active (total vol 5.5K, top 1.1K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Jul 24	3.20	3.70	$3.45	14.5%	1.1K	0.30	265
$315.00	Jul 24	0.70	1.30	$1.00	60.0%	502	0.11	16
$290.00	Jul 17	4.00	4.80	$4.40	18.2%	467	0.48	685
$280.00	Jul 17	8.60	11.00	$9.80	24.5%	228	0.80	830
$290.00	Aug 21	15.60	16.20	$15.90	3.8%	126	0.51	413

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$280.00	Aug 21	11.50	12.20	$11.85	5.9%	179	0.39	625
$275.00	Jul 17	0.50	0.60	$0.55	18.2%	172	0.10	331
$280.00	Jul 17	1.00	1.60	$1.30	46.2%	143	0.20	121
$300.00	Jul 17	11.10	13.80	$12.45	21.7%	104	0.82	105
$290.00	Aug 21	16.30	17.10	$16.70	4.8%	87	0.49	295

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 58 strikes (avg 48.8%, max 193.0%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$245.00	Jul 17	Jul 31	108.3%	49.6%	118.3%	1	39
$240.00	Jul 17	Aug 21	93.6%	45.6%	105.3%	6	314
$345.00	Jul 17	Jul 24	109.0%	55.6%	96.0%	1	15
$330.00	Jul 17	Aug 21	87.5%	45.3%	93.1%	20	352
$255.00	Jul 17	Jul 31	87.5%	47.5%	84.1%	--	43

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$235.00	Jul 17	Aug 28	131.4%	44.9%	193.0%	1	199
$245.00	Jul 17	Aug 28	108.3%	45.9%	136.1%	--	459
$240.00	Jul 17	Aug 21	93.6%	45.6%	105.3%	31	1.5K
$255.00	Jul 17	Aug 28	87.5%	42.7%	105.1%	3	396
$232.50	Jul 17	Jul 24	137.3%	70.6%	94.5%	3	80

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 134 found (best R:R 65.67, avg 5.80)

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
$335.00	$340.00	Jul 24	$0.18	$4.82	$0.18	26.78	$335.18
$320.00	$325.00	Jul 24	$0.25	$4.75	$0.25	19.00	$320.25
$317.50	$320.00	Jul 24	$0.18	$2.32	$0.18	12.89	$317.68
$305.00	$307.50	Jul 17	$0.20	$2.30	$0.20	11.50	$305.20

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$240.00	$235.00	Jul 24	$0.10	$4.90	$0.10	49.00	$239.90
$245.00	$240.00	Jul 31	$0.10	$4.90	$0.10	49.00	$244.90
$255.00	$250.00	Jul 24	$0.15	$4.85	$0.15	32.33	$254.85
$275.00	$272.50	Jul 17	$0.10	$2.40	$0.10	24.00	$274.90
$245.00	$235.00	Aug 7	$0.47	$9.53	$0.47	20.28	$244.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 173 found (best R:R 24.00, avg 1.81)

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
$260.00	$265.00	Jul 17	$4.65	$4.65	$0.35	13.29	$264.65
$240.00	$245.00	Jul 31	$4.65	$4.65	$0.35	13.29	$244.65
$250.00	$255.00	Jul 31	$4.65	$4.65	$0.35	13.29	$254.65
$242.50	$245.00	Jul 17	$2.30	$2.30	$0.20	11.50	$244.80

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$317.50	$307.50	Jul 17	$9.40	$9.40	$0.60	15.67	$308.10
$305.00	$302.50	Jul 17	$2.10	$2.10	$0.40	5.25	$302.90
$325.00	$315.00	Aug 7	$8.25	$8.25	$1.75	4.71	$316.75
$297.50	$295.00	Jul 17	$2.05	$2.05	$0.45	4.56	$295.45
$300.00	$297.50	Jul 17	$2.05	$2.05	$0.45	4.56	$297.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 57 found (avg debit $1.45, cheapest $0.08)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$345.00	Jul 17	Jul 24	$0.08	109.0%	55.6%
$340.00	Jul 17	Jul 24	$0.12	81.2%	48.7%
$330.00	Jul 17	Jul 24	$0.20	87.5%	47.9%
$255.00	Jul 17	Jul 24	$0.30	87.5%	49.3%
$325.00	Jul 17	Jul 24	$0.30	80.7%	46.0%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$232.50	Jul 17	Jul 24	$0.10	137.3%	70.6%
$245.00	Jul 17	Jul 24	$0.15	108.3%	57.5%
$257.50	Jul 17	Jul 24	$0.22	83.4%	45.7%
$240.00	Jul 17	Jul 24	$0.25	93.6%	61.7%
$250.00	Jul 17	Jul 24	$0.28	81.3%	51.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 77 found (cheapest 3.09% of stock, avg 9.37%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$287.50	Jul 17	$5.05	$3.90	$8.95	$278.55	$296.45	3.09%
$292.50	Jul 17	$2.95	$6.50	$9.45	$283.05	$301.95	3.27%
$285.00	Jul 17	$6.65	$2.85	$9.50	$275.50	$294.50	3.28%
$290.00	Jul 17	$4.40	$5.20	$9.60	$280.40	$299.60	3.32%
$282.50	Jul 17	$8.40	$1.95	$10.35	$272.15	$292.85	3.58%
$295.00	Jul 17	$2.13	$8.35	$10.48	$284.52	$305.48	3.62%
$280.00	Jul 17	$9.80	$1.30	$11.10	$268.90	$291.10	3.84%
$297.50	Jul 17	$1.55	$10.40	$11.95	$285.55	$309.45	4.13%
$277.50	Jul 17	$12.10	$0.93	$13.03	$264.47	$290.53	4.50%
$300.00	Jul 17	$1.10	$12.45	$13.55	$286.45	$313.55	4.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.70% of stock, avg 4.64%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$300.00	$277.50	Jul 17	$1.10	$0.93	$2.03	$275.47	$302.03
$300.00	$280.00	Jul 17	$1.10	$1.30	$2.40	$277.60	$302.40
$297.50	$277.50	Jul 17	$1.55	$0.93	$2.48	$275.02	$299.98
$297.50	$280.00	Jul 17	$1.55	$1.30	$2.85	$277.15	$300.35
$300.00	$282.50	Jul 17	$1.10	$1.95	$3.05	$279.45	$303.05
$295.00	$277.50	Jul 17	$2.13	$0.93	$3.06	$274.44	$298.06
$295.00	$280.00	Jul 17	$2.13	$1.30	$3.43	$276.57	$298.43
$297.50	$282.50	Jul 17	$1.55	$1.95	$3.50	$279.00	$301.00
$292.50	$277.50	Jul 17	$2.95	$0.93	$3.88	$273.62	$296.38
$300.00	$285.00	Jul 17	$1.10	$2.85	$3.95	$281.05	$303.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 214 found (best R:R 24.00, avg credit $4.32)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
240/242	260/265	Jul 17	$4.80	$0.20	24.00	$237.70	$264.80
280/285	300/305	Aug 14	$4.80	$0.20	24.00	$280.20	$304.80
285/290	300/305	Aug 14	$4.80	$0.20	24.00	$285.20	$304.80
250/252	260/265	Jul 17	$4.78	$0.22	21.73	$247.72	$264.78
250/255	260/265	Jul 24	$4.75	$0.25	19.00	$250.25	$264.75
240/245	250/255	Jul 31	$4.75	$0.25	19.00	$240.25	$254.75
235/240	260/265	Jul 24	$4.70	$0.30	15.67	$235.30	$264.70
250/255	265/270	Jul 24	$4.65	$0.35	13.29	$250.35	$269.65
258/260	265/270	Jul 24	$4.62	$0.38	12.16	$255.38	$269.62
250/255	265/270	Jul 31	$4.61	$0.39	11.82	$250.39	$269.61

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 100 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$285.00	$290.00	$295.00	Aug 14	$0.05	$4.95	99.00
$260.00	$265.00	$270.00	Jul 24	$0.10	$4.90	49.00
$275.00	$280.00	$285.00	Aug 7	$0.10	$4.90	49.00
$285.00	$290.00	$295.00	Aug 7	$0.15	$4.85	32.33
$290.00	$295.00	$300.00	Aug 7	$0.15	$4.85	32.33

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$265.00	$270.00	$275.00	Jul 31	$0.07	$4.93	70.43
$245.00	$250.00	$255.00	Aug 7	$0.07	$4.93	70.43
$245.00	$250.00	$255.00	Jul 24	$0.15	$4.85	32.33
$255.00	$260.00	$265.00	Jul 31	$0.15	$4.85	32.33
$250.00	$255.00	$260.00	Aug 7	$0.22	$4.78	21.73

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 119 found (best net $-4.90, 110 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$265.00	$285.00	1:2	Aug 14	-$4.90	$15.10
$265.00	$285.00	1:2	Aug 28	-$7.50	$12.50
$250.00	$270.00	1:2	Aug 7	-$7.70	$12.30
$305.00	$320.00	1:2	Aug 28	-$2.90	$12.10
$310.00	$320.00	1:2	Jul 31	-$0.61	$9.39

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$290.00	$275.00	1:2	Aug 28	-$3.45	$11.55
$245.00	$235.00	1:2	Aug 28	-$0.23	$9.77
$245.00	$235.00	1:2	Aug 7	-$0.31	$9.69
$250.00	$240.00	1:2	Aug 21	-$0.52	$9.48
$270.00	$260.00	1:2	Aug 14	-$1.01	$8.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 5.39%, avg 1.72%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$290.00	Aug 21	$15.60	0.51	0.2%	5.39%	5.61%	126	413
$290.00	Aug 14	$13.90	0.51	0.2%	4.80%	5.02%	1	3
$290.00	Aug 7	$12.20	0.51	0.2%	4.22%	4.43%	8	25
$300.00	Aug 28	$12.10	0.42	3.7%	4.18%	7.85%	--	66
$295.00	Aug 14	$11.70	0.46	1.9%	4.04%	5.99%	--	14
$300.00	Aug 21	$11.50	0.42	3.7%	3.97%	7.64%	77	681
$290.00	Jul 31	$10.00	0.50	0.2%	3.46%	3.67%	28	126
$295.00	Aug 7	$9.90	0.45	1.9%	3.42%	5.36%	1	15
$300.00	Aug 14	$9.80	0.41	3.7%	3.39%	7.06%	6	15
$305.00	Aug 28	$9.60	0.38	5.4%	3.32%	8.72%	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 4,916

Total Puts 1,810

Put/Call Ratio 0.37

Net Difference 3,106

Prior's Put/Call Breakdown

Total Calls 13,532

Total Puts 1,854

Put/Call Ratio 0.14

Net Difference 11,678

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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