VLO - Options Database

VLO

VALERO ENERGY CORP N

$292.66 -2.91%

(7/15 15:00) ◀

Wednesday, July 15, 2026 (4:00pm)

▶ (7/15 18:14)

◀ 7/15 16:00 ▶

Option Volume

Detail

ℹ

Current (07/15 4:00pm) 18,278

Calls: 15,209 (83%)

Puts: 3,069 (17%)

Prior (07/14) 17,420

Calls: 14,573 (84%)

Puts: 2,847 (16%)

Current vs Prior +4.93%

Calls: +4.36% (Calls)

Puts: +7.80% (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 +111.49%

Calls: +172.68%

Puts: +0.13%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/15 4:00pm) $22.13M

Calls: $15.63M (71%)

Puts: $6.50M (29%)

Prior (07/14) $26.30M

Calls: $25.16M (96%)

Puts: $1.14M (4%)

Current vs Prior -15.85%

Calls: -37.87%

Puts: +470.00%

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 +134.58%

Calls: +99.46%

Puts: +307.04%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/15 4:00pm) 0.20

Prior (07/14) 0.20

Current vs Prior +3.29%

Prior 7-Day Average 0.78

Current vs Prior 7-Day Avg -74.15%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/15 4:00pm) 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 3.37% | 5.64%3.37% | 13.26%

Prior 3.90% | 6.10%3.90% | 13.24%

Current vs Prior -13.66% | -7.64%-13.66% | +0.16%

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

Current vs 7-Day Avg -21.08% | -14.36%-38.03% | -2.46%

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

Current vs 7-Day Eod -13.66% | -7.64%-13.66% | +0.16%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 27.44% | 13.37%

Calls: 27.96% | 14.01%

Puts: 26.92% | 12.72%

Prior 29.54% | 18.26%

Calls: 23.01% | 10.06%

Puts: 36.07% | 26.46%

Current vs Prior -7.11% | -26.78%

Prior 7-Day Avg 26.11% | 12.12%

Calls: 23.61% | 10.82%

Puts: 28.61% | 13.41%

Current vs 7-Day Avg +5.09% | +10.31%

Liquidity Expensive

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Moderately bullish flow with 71% call dollar volume ($15.63M). Dollar volume significantly above 7-day average (135% higher). Volume explosion - 112% above 7-day average (18,278 vs avg 8,642). Extreme bullish P/C ratio of 0.20 - heavy call buying (15,209 calls vs 3,069 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
16:00	BULLISH	BULLISH	BULLISH
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 45 of results (avg 6.9%, best 3.3%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$240.00	Jul 24	52.40	54.80	$53.60	4.5%	--	0.98	44
$235.00	Jul 31	57.40	60.30	$58.85	4.9%	--	0.97	10
$240.00	Aug 21	53.60	56.40	$55.00	5.1%	1	0.92	40
$300.00	Aug 21	13.20	13.90	$13.55	5.2%	113	0.45	681
$270.00	Aug 21	29.10	30.70	$29.90	5.4%	17	0.73	308

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Aug 21	26.70	27.60	$27.15	3.3%	--	0.63	11
$300.00	Aug 21	20.40	21.40	$20.90	4.8%	6	0.55	12
$290.00	Aug 21	14.90	15.70	$15.30	5.2%	89	0.46	295
$330.00	Aug 21	40.50	43.20	$41.85	6.5%	1	0.77	--
$320.00	Aug 21	32.70	35.10	$33.90	7.1%	3	0.71	--

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. 92 found (avg delta 0.78, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$240.00	Jul 17	51.50	54.40	$52.95	5.5%	5	1.00	274
$250.00	Jul 17	41.40	44.20	$42.80	6.5%	5	1.00	525
$237.50	Jul 17	53.80	57.40	$55.60	6.5%	1	0.98	3
$260.00	Jul 17	31.40	34.50	$32.95	9.4%	121	0.98	2.2K
$242.50	Jul 17	49.10	51.90	$50.50	5.5%	4	0.98	76

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$317.50	Jul 17	23.20	26.40	$24.80	12.9%	10	0.97	10
$307.50	Jul 17	13.70	16.10	$14.90	16.1%	9	0.90	9
$305.00	Jul 17	11.40	13.90	$12.65	19.8%	1	0.86	3
$302.50	Jul 17	9.40	12.20	$10.80	25.9%	11	0.81	13
$320.00	Jul 31	28.30	31.70	$30.00	11.3%	5	0.80	--

Most actively traded options today. High liquidity = easy entry/exit. 189 active (total vol 15.6K, top 7.8K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$320.00	Aug 21	7.00	7.60	$7.30	8.2%	7.8K	0.29	5.3K
$300.00	Jul 24	4.80	5.10	$4.95	6.1%	1.6K	0.37	265
$315.00	Jul 24	0.95	2.15	$1.55	77.4%	705	0.15	16
$290.00	Jul 17	4.90	6.80	$5.85	32.5%	481	0.63	685
$310.00	Aug 21	9.70	10.30	$10.00	6.0%	421	0.37	111

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$275.00	Jul 17	0.25	0.35	$0.30	33.3%	192	0.06	331
$235.00	Jul 24	0.05	0.15	$0.10	100.0%	181	0.01	178
$280.00	Aug 21	10.20	11.20	$10.70	9.3%	181	0.36	625
$280.00	Jul 17	0.30	0.90	$0.60	100.0%	160	0.11	121
$300.00	Jul 17	8.00	10.10	$9.05	23.2%	105	0.74	105

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 51.2%, max 204.3%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$245.00	Jul 17	Jul 31	118.0%	51.7%	128.2%	1	39
$240.00	Jul 17	Aug 21	101.7%	46.1%	120.5%	6	314
$237.50	Jul 17	Jul 24	135.5%	68.3%	98.5%	2	3
$350.00	Jul 17	Aug 21	89.7%	45.2%	98.4%	66	101
$345.00	Jul 17	Jul 24	106.1%	54.2%	95.8%	1	15

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$235.00	Jul 17	Aug 28	141.4%	46.5%	204.3%	1	199
$245.00	Jul 17	Aug 28	118.0%	44.0%	168.4%	1	459
$255.00	Jul 17	Aug 28	95.1%	42.4%	124.1%	3	396
$240.00	Jul 17	Aug 21	101.7%	46.1%	120.5%	34	1.5K
$257.50	Jul 17	Jul 24	89.4%	47.9%	86.6%	1	36

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 139 found (best R:R 75.92, avg 6.13)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$330.00	$340.00	Jul 17	$0.13	$9.87	$0.13	75.92	$330.13
$345.00	$350.00	Jul 17	$0.15	$4.85	$0.15	32.33	$345.15
$335.00	$340.00	Jul 24	$0.23	$4.77	$0.23	20.74	$335.23
$325.00	$327.50	Jul 24	$0.12	$2.38	$0.12	19.83	$325.12
$320.00	$325.00	Jul 24	$0.28	$4.72	$0.28	16.86	$320.28

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$250.00	$245.00	Jul 31	$0.13	$4.87	$0.13	37.46	$249.87
$260.00	$255.00	Jul 31	$0.15	$4.85	$0.15	32.33	$259.85
$255.00	$250.00	Jul 24	$0.17	$4.83	$0.17	28.41	$254.83
$240.00	$235.00	Jul 24	$0.18	$4.82	$0.18	26.78	$239.82
$245.00	$235.00	Aug 7	$0.38	$9.62	$0.38	25.32	$244.62

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 186 found (best R:R 99.00, avg 3.00)

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
$235.00	$240.00	Jul 31	$4.90	$4.90	$0.10	49.00	$239.90
$265.00	$270.00	Jul 17	$4.85	$4.85	$0.15	32.33	$269.85
$265.00	$270.00	Jul 24	$4.85	$4.85	$0.15	32.33	$269.85
$240.00	$245.00	Jul 31	$4.85	$4.85	$0.15	32.33	$244.85

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$307.50	$305.00	Jul 17	$2.25	$2.25	$0.25	9.00	$305.25
$320.00	$315.00	Jul 31	$4.05	$4.05	$0.95	4.26	$315.95
$315.00	$310.00	Jul 31	$4.00	$4.00	$1.00	4.00	$311.00
$325.00	$315.00	Aug 7	$7.95	$7.95	$2.05	3.88	$317.05
$330.00	$320.00	Aug 21	$7.95	$7.95	$2.05	3.88	$322.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 59 found (avg debit $1.62, cheapest $0.10)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$340.00	Jul 17	Jul 24	$0.10	82.8%	45.6%
$345.00	Jul 17	Jul 24	$0.10	106.1%	54.2%
$237.50	Jul 17	Jul 24	$0.15	135.5%	68.3%
$350.00	Jul 17	Jul 24	$0.22	89.7%	57.2%
$330.00	Jul 17	Jul 24	$0.30	81.4%	46.5%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$245.00	Jul 17	Jul 24	$0.15	118.0%	61.3%
$257.50	Jul 17	Jul 24	$0.20	89.4%	47.9%
$240.00	Jul 17	Jul 24	$0.25	101.7%	65.3%
$250.00	Jul 17	Jul 24	$0.25	82.8%	53.8%
$262.50	Jul 17	Jul 24	$0.25	81.5%	44.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 84 found (cheapest 2.90% of stock, avg 10.05%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$290.00	Jul 17	$5.85	$2.63	$8.48	$281.52	$298.48	2.90%
$292.50	Jul 17	$4.65	$4.00	$8.65	$283.85	$301.15	2.96%
$295.00	Jul 17	$3.53	$5.20	$8.73	$286.27	$303.73	2.98%
$287.50	Jul 17	$7.60	$1.90	$9.50	$278.00	$297.00	3.25%
$297.50	Jul 17	$2.53	$7.10	$9.63	$287.87	$307.13	3.29%
$300.00	Jul 17	$1.78	$9.05	$10.83	$289.17	$310.83	3.70%
$285.00	Jul 17	$9.55	$1.38	$10.93	$274.07	$295.93	3.73%
$302.50	Jul 17	$1.18	$10.80	$11.98	$290.52	$314.48	4.09%
$282.50	Jul 17	$11.65	$0.93	$12.58	$269.92	$295.08	4.30%
$305.00	Jul 17	$0.90	$12.65	$13.55	$291.45	$318.55	4.63%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.63% of stock, avg 4.70%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$305.00	$282.50	Jul 17	$0.90	$0.93	$1.83	$280.67	$306.83
$302.50	$282.50	Jul 17	$1.18	$0.93	$2.11	$280.39	$304.61
$305.00	$285.00	Jul 17	$0.90	$1.38	$2.28	$282.72	$307.28
$302.50	$285.00	Jul 17	$1.18	$1.38	$2.56	$282.44	$305.06
$300.00	$282.50	Jul 17	$1.78	$0.93	$2.71	$279.79	$302.71
$305.00	$287.50	Jul 17	$0.90	$1.90	$2.80	$284.70	$307.80
$302.50	$287.50	Jul 17	$1.18	$1.90	$3.08	$284.42	$305.58
$300.00	$285.00	Jul 17	$1.78	$1.38	$3.16	$281.84	$303.16
$297.50	$282.50	Jul 17	$2.53	$0.93	$3.46	$279.04	$300.96
$305.00	$290.00	Jul 17	$0.90	$2.63	$3.53	$286.47	$308.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 214 found (best R:R 40.67, avg credit $4.38)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
245/250	260/265	Jul 31	$4.88	$0.12	40.67	$245.12	$264.88
265/268	272/275	Jul 24	$2.40	$0.10	24.00	$265.10	$274.90
268/270	272/275	Jul 24	$2.40	$0.10	24.00	$267.60	$274.90
280/285	300/305	Aug 14	$4.80	$0.20	24.00	$280.20	$304.80
280/285	295/300	Aug 14	$4.75	$0.25	19.00	$280.25	$299.75
245/250	255/260	Jul 31	$4.73	$0.27	17.52	$245.27	$259.73
265/270	275/280	Jul 31	$4.73	$0.27	17.52	$265.27	$279.73
280/285	315/320	Aug 14	$4.70	$0.30	15.67	$280.30	$319.70
235/240	260/265	Jul 24	$4.68	$0.32	14.62	$235.32	$264.68
250/255	260/265	Jul 24	$4.67	$0.33	14.15	$250.33	$264.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 112 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$320.00	$330.00	$340.00	Aug 21	$0.18	$9.82	54.56
$260.00	$265.00	$270.00	Jul 17	$0.10	$4.90	49.00
$250.00	$255.00	$260.00	Jul 24	$0.10	$4.90	49.00
$285.00	$287.50	$290.00	Jul 24	$0.05	$2.45	49.00
$295.00	$300.00	$305.00	Aug 7	$0.10	$4.90	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$285.00	$290.00	$295.00	Jul 31	$0.05	$4.95	99.00
$310.00	$315.00	$320.00	Jul 31	$0.05	$4.95	99.00
$240.00	$245.00	$250.00	Jul 31	$0.06	$4.94	82.33
$245.00	$250.00	$255.00	Aug 7	$0.07	$4.93	70.43
$267.50	$270.00	$272.50	Jul 17	$0.05	$2.45	49.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 123 found (best net $-5.00, 113 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$265.00	$285.00	1:2	Aug 14	-$5.00	$15.00
$305.00	$320.00	1:2	Aug 28	-$3.80	$11.20
$265.00	$285.00	1:2	Aug 28	-$9.90	$10.10
$250.00	$270.00	1:2	Aug 7	-$10.80	$9.20
$340.00	$350.00	1:2	Aug 21	-$1.08	$8.92

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$290.00	$275.00	1:2	Aug 28	-$2.65	$12.35
$245.00	$235.00	1:2	Aug 7	-$0.32	$9.68
$260.00	$250.00	1:2	Aug 21	-$0.51	$9.49
$250.00	$240.00	1:2	Aug 21	-$0.81	$9.19
$245.00	$235.00	1:2	Aug 28	-$0.93	$9.07

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 4.65%, avg 1.64%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$300.00	Aug 28	$13.60	0.47	2.5%	4.65%	7.16%	--	66
$300.00	Aug 21	$13.20	0.45	2.5%	4.51%	7.02%	113	681
$295.00	Aug 14	$13.10	0.49	0.8%	4.48%	5.28%	--	14
$305.00	Aug 28	$11.70	0.42	4.2%	4.00%	8.21%	2	2
$300.00	Aug 14	$11.40	0.44	2.5%	3.90%	6.40%	9	15
$295.00	Aug 7	$11.10	0.48	0.8%	3.79%	4.59%	1	15
$310.00	Aug 21	$9.70	0.37	5.9%	3.31%	9.24%	421	111
$295.00	Jul 31	$9.50	0.49	0.8%	3.25%	4.05%	143	76
$300.00	Aug 7	$9.20	0.43	2.5%	3.14%	5.65%	16	20
$305.00	Aug 14	$9.00	0.39	4.2%	3.08%	7.29%	--	204

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 15,209

Total Puts 3,069

Put/Call Ratio 0.20

Net Difference 12,140

Prior's Put/Call Breakdown

Total Calls 14,573

Total Puts 2,847

Put/Call Ratio 0.20

Net Difference 11,726

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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