VLO - Options Database

VLO

VALERO ENERGY CORP N

$300.55 +2.69%

(7/15 18:14) ◀

Thursday, July 16, 2026 (10:00am)

▶ (7/16 11:00)

◀ 7/16 10:00 ▶

Option Volume

Detail

ℹ

Current (07/16 10:00am) 11,145

Calls: 1,043 (9%)

Puts: 10,102 (91%)

Prior (07/15) 764

Calls: 403 (53%)

Puts: 361 (47%)

Current vs Prior +1358.77%

Calls: +158.81% (Calls)

Puts: +2698.34% (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 +28.95%

Calls: -81.30%

Puts: +229.59%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/16 10:00am) $13.02M

Calls: $1.08M (8%)

Puts: $11.94M (92%)

Prior (07/15) $1.24M

Calls: $1.01M (82%)

Puts: $222.5K (18%)

Current vs Prior +953.96%

Calls: +6.57%

Puts: +5266.28%

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 +38.02%

Calls: -86.23%

Puts: +648.02%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (07/16 10:00am) 9.69

Prior (07/15) 0.90

Current vs Prior +981.24%

Prior 7-Day Average 0.78

Current vs Prior 7-Day Avg +1140.53%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/16 10:00am) 119,717

Calls: 70,100 (59%)

Puts: 49,617 (41%)

Prior (07/15) 116,763

Calls: 68,648 (59%)

Puts: 48,115 (41%)

Current vs Prior +2.53%

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 +22.41%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)

Current 3.06% | 5.76%3.06% | 13.54%

Prior 3.90% | 6.10%3.90% | 13.24%

Current vs Prior -21.47% | -5.70%-21.47% | +2.30%

Prior 7-Day Avg 4.26% | 6.58%5.14% | 13.54%

Current vs 7-Day Avg -28.22% | -12.57%-40.40% | -0.02%

Prior 7-Day Eod 3.90% | 6.10%3.37% | 13.26%

Current vs 7-Day Eod -21.47% | -5.70%-9.05% | +2.14%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 36.73% | 20.67%

Calls: 35.00% | 18.40%

Puts: 38.46% | 22.95%

Prior 29.54% | 18.26%

Calls: 23.01% | 10.06%

Puts: 36.07% | 26.46%

Current vs Prior +24.34% | +13.20%

Prior 7-Day Avg 26.11% | 12.12%

Calls: 23.61% | 10.82%

Puts: 28.61% | 13.41%

Current vs 7-Day Avg +40.67% | +70.54%

Liquidity Expensive

Add Card

🤖 AI Insights

Strong bearish conviction with 92% of dollar volume in puts ($11.94M) vs calls ($1.08M). Massive premium surge with dollar volume up 954% vs prior. Unusually high activity with volume up 1359% vs prior - elevated interest. Extreme bearish P/C ratio of 9.69 - heavy put buying.

Smart Money BEARISH

Retail Flow BEARISH

Overall BEARISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BEARISH

Prior BULLISH

7-Day Avg BULLISH

Current BEARISH

Prior NEUTRAL

7-Day Avg NEUTRAL

Current BEARISH

Prior NEUTRAL

7-Day Avg NEUTRAL

Current BULLISH

Prior BULLISH

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	BEARISH	BEARISH	BEARISH

📈 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 28 of results (avg 7.6%, best 4.7%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$242.50	Jul 17	56.30	59.60	$57.95	5.7%	--	1.00	78
$255.00	Aug 28	46.90	50.00	$48.45	6.4%	1	0.88	--
$250.00	Aug 21	50.70	54.10	$52.40	6.5%	2	0.91	113
$245.00	Jul 31	54.10	57.80	$55.95	6.6%	--	1.00	29
$245.00	Jul 17	53.50	57.20	$55.35	6.7%	--	1.00	10

PUTS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	60.60	63.50	$62.05	4.7%	--	0.88	30
$310.00	Aug 21	22.00	24.00	$23.00	8.7%	--	0.56	11

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. 75 found (avg delta 0.81, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$242.50	Jul 17	56.30	59.60	$57.95	5.7%	--	1.00	78
$245.00	Jul 17	53.50	57.20	$55.35	6.7%	--	1.00	10
$247.50	Jul 17	51.00	54.60	$52.80	6.8%	--	1.00	45
$250.00	Jul 17	48.50	52.10	$50.30	7.2%	2	1.00	520
$252.50	Jul 17	46.00	49.60	$47.80	7.5%	--	1.00	15

PUTS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	60.60	63.50	$62.05	4.7%	--	0.88	30
$310.00	Aug 21	22.00	24.00	$23.00	8.7%	--	0.56	11

Most actively traded options today. High liquidity = easy entry/exit. 67 active (total vol 1.0K, top 263)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$350.00	Aug 21	3.30	4.20	$3.75	24.0%	263	0.17	118
$320.00	Aug 21	9.10	10.20	$9.65	11.4%	132	0.35	2.5K
$295.00	Jul 31	12.60	15.40	$14.00	20.0%	113	0.58	189
$302.50	Jul 17	2.25	3.60	$2.93	46.1%	68	0.41	43
$292.50	Jul 17	7.20	10.10	$8.65	33.5%	67	0.79	98

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$260.00	Jul 17	0.05	0.35	$0.20	150.0%	11	0.02	387
$287.50	Jul 31	5.30	7.10	$6.20	29.0%	8	0.32	3
$285.00	Jul 17	0.15	0.50	$0.33	106.1%	7	0.07	241
$265.00	Aug 14	1.75	4.90	$3.33	94.6%	7	0.16	1
$275.00	Jul 17	0.10	0.20	$0.15	66.7%	6	0.03	364

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 47 strikes (avg 89.6%, max 260.4%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 17	Aug 21	150.7%	47.7%	216.3%	4	633
$255.00	Jul 17	Aug 28	136.5%	43.5%	213.5%	1	27
$245.00	Jul 17	Jul 31	165.1%	56.4%	192.8%	--	39
$260.00	Jul 17	Aug 21	125.1%	47.4%	163.6%	--	2.3K
$360.00	Jul 17	Aug 21	115.8%	45.5%	154.4%	--	84

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$245.00	Jul 17	Aug 28	165.1%	45.8%	260.4%	--	460
$250.00	Jul 17	Aug 28	150.7%	44.2%	240.9%	--	587
$255.00	Jul 17	Aug 28	136.5%	43.5%	213.5%	--	397
$260.00	Jul 17	Aug 21	125.1%	47.4%	163.6%	12	558
$265.00	Jul 17	Aug 14	110.8%	45.0%	146.6%	9	279

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 101 found (best R:R 57.82, avg 5.40)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$330.00	$340.00	Jul 17	$0.17	$9.83	$0.17	57.82	$330.17
$330.00	$340.00	Jul 24	$0.45	$9.55	$0.45	21.22	$330.45
$327.50	$330.00	Jul 24	$0.18	$2.32	$0.18	12.89	$327.68
$340.00	$350.00	Aug 21	$0.80	$9.20	$0.80	11.50	$340.80
$307.50	$310.00	Jul 17	$0.22	$2.28	$0.22	10.36	$307.72

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 7	$0.17	$4.83	$0.17	28.41	$249.83
$277.50	$275.00	Jul 17	$0.10	$2.40	$0.10	24.00	$277.40
$255.00	$250.00	Jul 31	$0.20	$4.80	$0.20	24.00	$254.80
$270.00	$267.50	Jul 24	$0.15	$2.35	$0.15	15.67	$269.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 135 found (best R:R 49.00, avg 3.03)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$250.00	$255.00	Jul 24	$4.90	$4.90	$0.10	49.00	$254.90
$250.00	$255.00	Jul 31	$4.90	$4.90	$0.10	49.00	$254.90
$295.00	$297.50	Jul 17	$2.40	$2.40	$0.10	24.00	$297.40
$245.00	$250.00	Jul 31	$4.80	$4.80	$0.20	24.00	$249.80
$255.00	$260.00	Jul 31	$4.80	$4.80	$0.20	24.00	$259.80

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$360.00	$310.00	Aug 21	$39.05	$39.05	$10.95	3.57	$320.95
$310.00	$300.00	Aug 21	$5.60	$5.60	$4.40	1.27	$304.40
$300.00	$295.00	Aug 7	$2.50	$2.50	$2.50	1.00	$297.50
$300.00	$290.00	Aug 21	$5.00	$5.00	$5.00	1.00	$295.00
$300.00	$295.00	Jul 31	$2.45	$2.45	$2.55	0.96	$297.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 47 found (avg debit $1.77, cheapest $0.10)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$340.00	Jul 17	Jul 24	$0.27	83.0%	45.8%
$350.00	Jul 17	Jul 24	$0.30	99.6%	55.0%
$255.00	Jul 17	Jul 24	$0.45	136.5%	61.3%
$250.00	Jul 17	Jul 24	$0.55	150.7%	63.2%
$330.00	Jul 17	Jul 24	$0.55	87.5%	44.8%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 17	Jul 24	$0.10	150.7%	63.2%
$245.00	Jul 17	Jul 24	$0.12	165.1%	70.2%
$257.50	Jul 17	Jul 24	$0.15	129.4%	56.1%
$260.00	Jul 17	Jul 24	$0.15	125.1%	53.8%
$262.50	Jul 17	Jul 24	$0.20	115.4%	51.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 65 found (cheapest 2.66% of stock, avg 11.04%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$300.00	Jul 17	$4.00	$3.98	$7.98	$292.02	$307.98	2.66%
$297.50	Jul 17	$5.20	$3.03	$8.23	$289.27	$305.73	2.74%
$295.00	Jul 17	$7.60	$2.25	$9.85	$285.15	$304.85	3.28%
$292.50	Jul 17	$8.65	$1.48	$10.13	$282.37	$302.63	3.37%
$290.00	Jul 17	$11.40	$0.78	$12.18	$277.82	$302.18	4.05%
$287.50	Jul 17	$13.20	$0.68	$13.88	$273.62	$301.38	4.62%
$285.00	Jul 17	$15.55	$0.33	$15.88	$269.12	$300.88	5.28%
$300.00	Jul 24	$8.15	$7.90	$16.05	$283.95	$316.05	5.34%
$295.00	Jul 24	$11.05	$5.75	$16.80	$278.20	$311.80	5.59%
$292.50	Jul 24	$12.05	$4.85	$16.90	$275.60	$309.40	5.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 143 found (cheapest 0.39% of stock, avg 4.11%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$312.50	$290.00	Jul 17	$0.40	$0.78	$1.18	$288.82	$313.68
$310.00	$290.00	Jul 17	$0.88	$0.78	$1.66	$288.34	$311.66
$307.50	$290.00	Jul 17	$1.10	$0.78	$1.88	$288.12	$309.38
$312.50	$292.50	Jul 17	$0.40	$1.48	$1.88	$290.62	$314.38
$310.00	$292.50	Jul 17	$0.88	$1.48	$2.36	$290.14	$312.36
$305.00	$290.00	Jul 17	$1.70	$0.78	$2.48	$287.52	$307.48
$307.50	$292.50	Jul 17	$1.10	$1.48	$2.58	$289.92	$310.08
$312.50	$295.00	Jul 17	$0.40	$2.25	$2.65	$292.35	$315.15
$310.00	$295.00	Jul 17	$0.88	$2.25	$3.13	$291.87	$313.13
$305.00	$292.50	Jul 17	$1.70	$1.48	$3.18	$289.32	$308.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 146 found (best R:R 32.33, avg credit $4.40)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
260/265	270/275	Jul 31	$4.85	$0.15	32.33	$260.15	$274.85
250/255	260/265	Jul 31	$4.80	$0.20	24.00	$250.20	$264.80
285/290	295/300	Aug 14	$4.80	$0.20	24.00	$285.20	$299.80
250/255	260/265	Jul 24	$4.77	$0.23	20.74	$250.23	$264.77
265/270	275/280	Jul 31	$4.75	$0.25	19.00	$265.25	$279.75
270/272	278/280	Jul 24	$2.37	$0.13	18.23	$270.13	$279.87
268/270	278/280	Jul 24	$2.35	$0.15	15.67	$267.65	$279.85
272/275	278/280	Jul 24	$2.35	$0.15	15.67	$272.65	$279.85
250/255	265/270	Jul 31	$4.70	$0.30	15.67	$250.30	$269.70
268/270	272/275	Jul 24	$2.30	$0.20	11.50	$267.70	$274.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 84 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$290.00	$295.00	$300.00	Aug 7	$0.05	$4.95	99.00
$340.00	$345.00	$350.00	Jul 24	$0.07	$4.93	70.43
$330.00	$340.00	$350.00	Jul 17	$0.17	$9.83	57.82
$245.00	$247.50	$250.00	Jul 17	$0.05	$2.45	49.00
$250.00	$255.00	$260.00	Jul 31	$0.10	$4.90	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$290.00	$295.00	$300.00	Jul 31	$0.05	$4.95	99.00
$250.00	$255.00	$260.00	Aug 7	$0.08	$4.92	61.50
$265.00	$270.00	$275.00	Aug 14	$0.08	$4.92	61.50
$290.00	$292.50	$295.00	Jul 24	$0.05	$2.45	49.00
$245.00	$250.00	$255.00	Jul 31	$0.10	$4.90	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. 101 found (best net $-4.75, 94 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$255.00	$285.00	1:2	Aug 28	-$4.75	$25.25
$265.00	$285.00	1:2	Aug 14	-$8.80	$11.20
$340.00	$350.00	1:2	Jul 17	-$0.03	$9.97
$350.00	$360.00	1:2	Jul 17	-$0.03	$9.97
$350.00	$360.00	1:2	Aug 21	-$0.59	$9.41

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$270.00	$260.00	1:2	Aug 7	-$0.61	$9.39
$260.00	$250.00	1:2	Aug 21	-$0.76	$9.24
$270.00	$260.00	1:2	Aug 21	-$2.05	$7.95
$285.00	$275.00	1:2	Aug 14	-$2.20	$7.80
$280.00	$270.00	1:2	Aug 21	-$2.80	$7.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 4.19%, avg 1.53%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$310.00	Aug 21	$12.60	0.43	3.1%	4.19%	7.34%	10	445
$305.00	Aug 14	$11.50	0.46	1.5%	3.83%	5.31%	--	204
$315.00	Aug 28	$10.60	0.40	4.8%	3.53%	8.33%	1	--
$305.00	Aug 7	$9.80	0.46	1.5%	3.26%	4.74%	--	789
$310.00	Aug 14	$9.50	0.41	3.1%	3.16%	6.31%	--	30
$320.00	Aug 21	$9.10	0.35	6.5%	3.03%	9.50%	132	2.5K
$310.00	Aug 7	$7.80	0.40	3.1%	2.60%	5.74%	1	299
$315.00	Aug 14	$7.80	0.37	4.8%	2.60%	7.40%	--	17
$305.00	Jul 31	$7.50	0.44	1.5%	2.50%	3.98%	--	54
$320.00	Aug 14	$6.20	0.32	6.5%	2.06%	8.53%	1	13

Current 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 1,043

Total Puts 10,102

Put/Call Ratio 9.69

Net Difference -9,059

Prior's Put/Call Breakdown

Total Calls 403

Total Puts 361

Put/Call Ratio 0.90

Net Difference 42

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
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker	Earnings Date	Days Away	Call Volume	Put Volume	IV Rank
Loading data...

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

Add Card