VLO - Options Database

VLO

VALERO ENERGY CORP N

$291.82 -3.19%

(7/15 14:00) ◀

Wednesday, July 15, 2026 (3:00pm)

▶ (7/15 16:00)

◀ 7/15 15:00 ▶

Option Volume

Detail

ℹ

Current (07/15 3:00pm) 8,753

Calls: 6,080 (69%)

Puts: 2,673 (31%)

Prior (07/14) 16,298

Calls: 13,850 (85%)

Puts: 2,448 (15%)

Current vs Prior -46.29%

Calls: -56.10% (Calls)

Puts: +9.19% (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 +1.28%

Calls: +9.01%

Puts: -12.79%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/15 3:00pm) $14.94M

Calls: $8.48M (57%)

Puts: $6.46M (43%)

Prior (07/14) $23.84M

Calls: $22.79M (96%)

Puts: $1.05M (4%)

Current vs Prior -37.34%

Calls: -62.78%

Puts: +513.99%

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 +58.34%

Calls: +8.23%

Puts: +304.38%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/15 3:00pm) 0.44

Prior (07/14) 0.18

Current vs Prior +148.73%

Prior 7-Day Average 0.78

Current vs Prior 7-Day Avg -43.70%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/15 3:00pm) 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 3.44% | 5.55%3.44% | 13.16%

Prior 3.90% | 6.10%3.90% | 13.24%

Current vs Prior -11.65% | -9.06%-11.65% | -0.59%

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

Current vs 7-Day Avg -19.25% | -15.68%-36.59% | -3.19%

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

Current vs 7-Day Eod -11.65% | -9.06%-11.65% | -0.59%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 35.09% | 12.24%

Calls: 30.19% | 13.95%

Puts: 40.00% | 10.53%

Prior 29.54% | 18.26%

Calls: 23.01% | 10.06%

Puts: 36.07% | 26.46%

Current vs Prior +18.79% | -32.97%

Prior 7-Day Avg 26.11% | 12.12%

Calls: 23.61% | 10.82%

Puts: 28.61% | 13.41%

Current vs 7-Day Avg +34.39% | +0.99%

Liquidity Expensive

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🤖 AI Insights

Dollar volume significantly above 7-day average (58% higher). Below-average activity with volume down 46% vs prior. Extreme bullish P/C ratio of 0.44 - heavy call buying (6,080 calls vs 2,673 puts). P/C ratio rising 149% - increased hedging/bearish positioning.

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
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 52 of results (avg 7.2%, best 2.9%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Aug 21	17.10	17.70	$17.40	3.4%	173	0.54	413
$280.00	Aug 21	22.20	23.00	$22.60	3.5%	14	0.64	238
$300.00	Aug 21	12.60	13.30	$12.95	5.4%	85	0.44	681
$285.00	Aug 7	16.20	17.10	$16.65	5.4%	88	0.60	306
$237.50	Jul 17	52.80	55.90	$54.35	5.7%	1	0.98	3

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Aug 21	27.10	27.90	$27.50	2.9%	--	0.64	11
$290.00	Aug 21	15.20	15.70	$15.45	3.2%	88	0.46	295
$300.00	Aug 21	20.60	21.40	$21.00	3.8%	6	0.55	12
$320.00	Aug 21	34.00	35.50	$34.75	4.3%	3	0.72	--
$280.00	Aug 21	10.60	11.10	$10.85	4.6%	180	0.36	625

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. 90 found (avg delta 0.78, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$235.00	Jul 31	55.90	59.30	$57.60	5.9%	--	1.00	10
$240.00	Jul 17	50.30	53.40	$51.85	6.0%	5	1.00	274
$250.00	Jul 17	40.30	43.40	$41.85	7.4%	5	0.99	525
$237.50	Jul 17	52.80	55.90	$54.35	5.7%	1	0.98	3
$260.00	Jul 17	30.40	33.30	$31.85	9.1%	119	0.98	2.2K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$317.50	Jul 17	24.30	27.40	$25.85	12.0%	10	0.94	10
$307.50	Jul 17	14.50	17.80	$16.15	20.4%	9	0.90	9
$305.00	Jul 17	12.80	15.50	$14.15	19.1%	1	0.86	3
$302.50	Jul 17	10.70	13.30	$12.00	21.7%	11	0.82	13
$320.00	Jul 31	29.50	32.60	$31.05	10.0%	5	0.82	--

Most actively traded options today. High liquidity = easy entry/exit. 178 active (total vol 6.3K, top 1.3K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Jul 24	4.20	4.70	$4.45	11.2%	1.3K	0.35	265
$315.00	Jul 24	0.90	2.00	$1.45	75.9%	654	0.14	16
$290.00	Jul 17	4.50	6.10	$5.30	30.2%	479	0.57	685
$280.00	Jul 17	11.00	13.90	$12.45	23.3%	276	0.86	830
$290.00	Aug 21	17.10	17.70	$17.40	3.4%	173	0.54	413

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$275.00	Jul 17	0.30	0.40	$0.35	28.6%	183	0.07	331
$280.00	Aug 21	10.60	11.10	$10.85	4.6%	180	0.36	625
$280.00	Jul 17	0.50	1.10	$0.80	75.0%	154	0.14	121
$300.00	Jul 17	8.80	11.20	$10.00	24.0%	104	0.76	105
$235.00	Jul 24	0.05	0.15	$0.10	100.0%	89	0.01	178

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 60 strikes (avg 49.8%, max 200.9%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$245.00	Jul 17	Jul 31	114.5%	50.8%	125.2%	1	39
$240.00	Jul 17	Aug 21	98.8%	46.7%	111.2%	6	314
$350.00	Jul 17	Aug 21	90.7%	46.2%	96.4%	59	101
$237.50	Jul 17	Jul 24	131.8%	67.5%	95.4%	2	3
$345.00	Jul 17	Jul 24	105.0%	54.7%	91.8%	1	15

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$235.00	Jul 17	Aug 28	137.7%	45.8%	200.9%	1	199
$245.00	Jul 17	Aug 28	114.5%	45.7%	150.2%	--	459
$255.00	Jul 17	Aug 28	91.7%	43.3%	111.9%	3	396
$240.00	Jul 17	Aug 21	98.8%	46.7%	111.2%	33	1.5K
$250.00	Jul 17	Aug 28	86.6%	45.2%	91.8%	1	586

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 136 found (best R:R 65.67, avg 6.27)

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
$345.00	$350.00	Jul 17	$0.12	$4.88	$0.12	40.67	$345.12
$330.00	$335.00	Jul 24	$0.12	$4.88	$0.12	40.67	$330.12
$335.00	$340.00	Jul 24	$0.18	$4.82	$0.18	26.78	$335.18
$345.00	$350.00	Jul 24	$0.20	$4.80	$0.20	24.00	$345.20

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
$240.00	$235.00	Jul 24	$0.18	$4.82	$0.18	26.78	$239.82
$245.00	$235.00	Aug 7	$0.42	$9.58	$0.42	22.81	$244.58
$270.00	$267.50	Jul 17	$0.11	$2.39	$0.11	21.73	$269.89
$280.00	$277.50	Jul 17	$0.12	$2.38	$0.12	19.83	$279.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 179 found (best R:R 99.00, avg 2.86)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$240.00	$250.00	Jul 24	$9.90	$9.90	$0.10	99.00	$249.90
$245.00	$247.50	Jul 17	$2.40	$2.40	$0.10	24.00	$247.40
$260.00	$265.00	Jul 17	$4.80	$4.80	$0.20	24.00	$264.80
$245.00	$250.00	Jul 31	$4.80	$4.80	$0.20	24.00	$249.80
$265.00	$270.00	Jul 24	$4.75	$4.75	$0.25	19.00	$269.75

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$317.50	$307.50	Jul 17	$9.70	$9.70	$0.30	32.33	$307.80
$305.00	$302.50	Jul 17	$2.15	$2.15	$0.35	6.14	$302.85
$302.50	$300.00	Jul 24	$2.15	$2.15	$0.35	6.14	$300.35
$320.00	$315.00	Jul 31	$4.15	$4.15	$0.85	4.88	$315.85
$300.00	$297.50	Jul 17	$2.00	$2.00	$0.50	4.00	$298.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 59 found (avg debit $1.52, cheapest $0.05)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$350.00	Jul 17	Jul 24	$0.05	90.7%	48.8%
$340.00	Jul 17	Jul 24	$0.12	77.6%	46.2%
$345.00	Jul 17	Jul 24	$0.13	105.0%	54.7%
$330.00	Jul 17	Jul 24	$0.27	83.0%	46.6%
$325.00	Jul 17	Jul 24	$0.38	76.1%	44.2%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$245.00	Jul 17	Jul 24	$0.15	114.5%	60.5%
$257.50	Jul 17	Jul 24	$0.22	86.0%	47.7%
$240.00	Jul 17	Jul 24	$0.25	98.8%	64.6%
$255.00	Jul 17	Jul 24	$0.27	91.7%	51.9%
$250.00	Jul 17	Jul 24	$0.28	86.6%	54.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 80 found (cheapest 3.05% of stock, avg 9.71%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$292.50	Jul 17	$4.15	$4.75	$8.90	$283.60	$301.40	3.05%
$290.00	Jul 17	$5.30	$3.63	$8.93	$281.07	$298.93	3.06%
$295.00	Jul 17	$2.83	$6.15	$8.98	$286.02	$303.98	3.08%
$287.50	Jul 17	$7.00	$2.68	$9.68	$277.82	$297.18	3.32%
$297.50	Jul 17	$1.95	$8.00	$9.95	$287.55	$307.45	3.41%
$285.00	Jul 17	$8.75	$1.95	$10.70	$274.30	$295.70	3.67%
$282.50	Jul 17	$10.20	$1.25	$11.45	$271.05	$293.95	3.92%
$300.00	Jul 17	$1.53	$10.00	$11.53	$288.47	$311.53	3.95%
$302.50	Jul 17	$1.05	$12.00	$13.05	$289.45	$315.55	4.47%
$280.00	Jul 17	$12.45	$0.80	$13.25	$266.75	$293.25	4.54%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.63% of stock, avg 4.56%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$302.50	$280.00	Jul 17	$1.05	$0.80	$1.85	$278.15	$304.35
$302.50	$282.50	Jul 17	$1.05	$1.25	$2.30	$280.20	$304.80
$300.00	$280.00	Jul 17	$1.53	$0.80	$2.33	$277.67	$302.33
$297.50	$280.00	Jul 17	$1.95	$0.80	$2.75	$277.25	$300.25
$300.00	$282.50	Jul 17	$1.53	$1.25	$2.78	$279.72	$302.78
$302.50	$285.00	Jul 17	$1.05	$1.95	$3.00	$282.00	$305.50
$297.50	$282.50	Jul 17	$1.95	$1.25	$3.20	$279.30	$300.70
$300.00	$285.00	Jul 17	$1.53	$1.95	$3.48	$281.52	$303.48
$295.00	$280.00	Jul 17	$2.83	$0.80	$3.63	$276.37	$298.63
$302.50	$287.50	Jul 17	$1.05	$2.68	$3.73	$283.77	$306.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 196 found (best R:R 37.46, avg credit $4.52)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
250/255	265/270	Jul 24	$4.87	$0.13	37.46	$250.13	$269.87
260/262	265/270	Jul 24	$4.87	$0.13	37.46	$257.63	$269.87
250/255	260/265	Jul 31	$4.82	$0.18	26.78	$250.18	$264.82
285/290	300/305	Aug 14	$4.80	$0.20	24.00	$285.20	$304.80
265/268	270/272	Jul 24	$2.38	$0.12	19.83	$265.12	$272.38
265/270	275/280	Jul 31	$4.75	$0.25	19.00	$265.25	$279.75
280/285	290/295	Aug 14	$4.75	$0.25	19.00	$280.25	$294.75
280/285	300/305	Aug 14	$4.75	$0.25	19.00	$280.25	$304.75
260/262	272/275	Jul 24	$2.37	$0.13	18.23	$260.13	$274.87
235/240	260/265	Jul 24	$4.73	$0.27	17.52	$235.27	$264.73

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	$287.50	$290.00	Jul 17	$0.05	$2.45	49.00
$240.00	$250.00	$260.00	Aug 21	$0.35	$9.65	27.57
$240.00	$242.50	$245.00	Jul 17	$0.10	$2.40	24.00
$242.50	$245.00	$247.50	Jul 17	$0.10	$2.40	24.00
$282.50	$285.00	$287.50	Jul 24	$0.10	$2.40	24.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$255.00	$260.00	$265.00	Jul 31	$0.05	$4.95	99.00
$277.50	$280.00	$282.50	Jul 24	$0.05	$2.45	49.00
$245.00	$250.00	$255.00	Jul 24	$0.12	$4.88	40.67
$260.00	$262.50	$265.00	Jul 24	$0.06	$2.44	40.67
$257.50	$260.00	$262.50	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. 122 found (best net $-4.60, 111 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$265.00	$285.00	1:2	Aug 14	-$4.60	$15.40
$265.00	$285.00	1:2	Aug 28	-$7.50	$12.50
$305.00	$320.00	1:2	Aug 28	-$3.55	$11.45
$250.00	$270.00	1:2	Aug 7	-$9.65	$10.35
$340.00	$350.00	1:2	Aug 21	-$1.58	$8.42

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$290.00	$275.00	1:2	Aug 28	-$2.75	$12.25
$245.00	$235.00	1:2	Aug 7	-$0.31	$9.69
$245.00	$235.00	1:2	Aug 28	-$0.46	$9.54
$250.00	$240.00	1:2	Aug 21	-$0.73	$9.27
$260.00	$250.00	1:2	Aug 21	-$1.21	$8.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 4.45%, avg 1.62%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$295.00	Aug 14	$13.00	0.48	1.1%	4.45%	5.54%	--	14
$300.00	Aug 28	$12.90	0.45	2.8%	4.42%	7.22%	--	66
$300.00	Aug 21	$12.60	0.44	2.8%	4.32%	7.12%	85	681
$295.00	Aug 7	$11.00	0.48	1.1%	3.77%	4.86%	1	15
$300.00	Aug 14	$10.90	0.43	2.8%	3.74%	6.54%	6	15
$305.00	Aug 28	$10.40	0.40	4.5%	3.56%	8.08%	2	2
$292.50	Jul 31	$9.60	0.50	0.2%	3.29%	3.52%	2	7
$295.00	Jul 31	$9.30	0.47	1.1%	3.19%	4.28%	131	76
$300.00	Aug 7	$9.10	0.42	2.8%	3.12%	5.92%	16	20
$310.00	Aug 21	$9.10	0.35	6.2%	3.12%	9.35%	34	111

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 6,080

Total Puts 2,673

Put/Call Ratio 0.44

Net Difference 3,407

Prior's Put/Call Breakdown

Total Calls 13,850

Total Puts 2,448

Put/Call Ratio 0.18

Net Difference 11,402

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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