VLO - Options Database

VLO

VALERO ENERGY CORP N

$301.90 +3.16%

(7/16 10:00) ◀

Thursday, July 16, 2026 (11:00am)

▶ (7/16 12:00)

◀ 7/16 11:00 ▶

Option Volume

Detail

ℹ

Current (07/16 11:00am) 12,668

Calls: 1,669 (13%)

Puts: 10,999 (87%)

Prior (07/15) 3,446

Calls: 2,763 (80%)

Puts: 683 (20%)

Current vs Prior +267.61%

Calls: -39.59% (Calls)

Puts: +1510.40% (Puts)

Prior 7-Day Total 73,383

Calls: 51,616 (70%)

Puts: 21,767 (30%)

Prior 7-Day Average 10,483

Calls: 7,373 (70%)

Puts: 3,109 (30%)

Current vs Prior 7-Day Avg +20.84%

Calls: -77.37%

Puts: +253.71%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/16 11:00am) $15.00M

Calls: $2.09M (14%)

Puts: $12.91M (86%)

Prior (07/15) $3.02M

Calls: $2.48M (82%)

Puts: $546.1K (18%)

Current vs Prior +396.50%

Calls: -15.47%

Puts: +2263.96%

Prior 7-Day Total $85.29M

Calls: $68.54M (80%)

Puts: $16.75M (20%)

Prior 7-Day Average $12.18M

Calls: $9.79M (80%)

Puts: $2.39M (20%)

Current vs Prior 7-Day Avg +23.13%

Calls: -78.63%

Puts: +439.52%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (07/16 11:00am) 6.59

Prior (07/15) 0.25

Current vs Prior +2565.98%

Prior 7-Day Average 0.66

Current vs Prior 7-Day Avg +898.26%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/16 11:00am) 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 704,975

Calls: 394,308 (56%)

Puts: 310,667 (44%)

Prior 7-Day Average 100,710

Calls: 56,329 (56%)

Puts: 44,381 (44%)

Current vs Prior 7-Day Avg +18.87%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 2.83% | 5.66%2.83% | 13.28%

Prior 3.37% | 5.64%3.37% | 13.26%

Current vs Prior -15.85% | +0.46%-15.85% | +0.19%

Prior 7-Day Avg 4.05% | 6.34%5.14% | 13.54%

Current vs 7-Day Avg -30.01% | -10.67%-44.86% | -1.93%

Prior 7-Day Eod 3.37% | 5.64%3.37% | 13.26%

Current vs 7-Day Eod -15.85% | +0.46%-15.85% | +0.19%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 30.00% | 9.32%

Calls: 23.16% | 9.94%

Puts: 36.84% | 8.70%

Prior 27.44% | 13.37%

Calls: 27.96% | 14.01%

Puts: 26.92% | 12.72%

Current vs Prior +9.33% | -30.29%

Prior 7-Day Avg 19.94% | 12.30%

Calls: 17.26% | 11.27%

Puts: 22.62% | 13.33%

Current vs 7-Day Avg +50.45% | -24.25%

Liquidity Expensive

Add Card

🤖 AI Insights

Strong bearish conviction with 86% of dollar volume in puts ($12.91M) vs calls ($2.09M). Massive premium surge with dollar volume up 396% vs prior. Unusually high activity with volume up 268% vs prior - elevated interest. Extreme bearish P/C ratio of 6.59 - 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 BULLISH

7-Day Avg NEUTRAL

Current BEARISH

Prior BULLISH

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
11:00	BEARISH	BEARISH	BEARISH
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 62 of results (avg 6.9%, best 3.2%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Aug 21	23.10	24.00	$23.55	3.8%	9	0.63	524
$300.00	Aug 21	17.80	18.50	$18.15	3.9%	34	0.54	687
$310.00	Aug 21	13.60	14.20	$13.90	4.3%	26	0.45	445
$280.00	Aug 21	29.00	30.30	$29.65	4.4%	5	0.72	240
$255.00	Jul 31	46.50	48.80	$47.65	4.8%	--	0.94	16

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Aug 21	21.60	22.30	$21.95	3.2%	1	0.55	11
$300.00	Aug 21	16.00	16.70	$16.35	4.3%	5	0.46	15
$360.00	Aug 21	59.10	62.10	$60.60	5.0%	--	0.87	30
$290.00	Aug 21	11.40	12.00	$11.70	5.1%	9	0.37	356
$305.00	Jul 24	9.00	9.70	$9.35	7.5%	24	0.55	--

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. 82 found (avg delta 0.80, highest 0.99)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$242.50	Jul 17	58.30	61.20	$59.75	4.9%	--	0.99	78
$245.00	Jul 17	55.90	58.80	$57.35	5.1%	--	0.98	10
$247.50	Jul 17	53.60	56.30	$54.95	4.9%	--	0.98	45
$250.00	Jul 17	50.90	53.70	$52.30	5.4%	2	0.98	520
$252.50	Jul 17	48.40	51.30	$49.85	5.8%	--	0.98	15

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$315.00	Jul 17	11.70	14.70	$13.20	22.7%	4	0.89	--
$360.00	Aug 21	59.10	62.10	$60.60	5.0%	--	0.87	30
$305.00	Jul 17	4.60	6.90	$5.75	40.0%	4	0.62	3
$310.00	Aug 21	21.60	22.30	$21.95	3.2%	1	0.55	11
$305.00	Jul 24	9.00	9.70	$9.35	7.5%	24	0.55	--

Most actively traded options today. High liquidity = easy entry/exit. 127 active (total vol 1.9K, top 267)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$350.00	Aug 21	3.60	4.10	$3.85	13.0%	267	0.17	118
$320.00	Aug 21	10.00	10.60	$10.30	5.8%	199	0.36	2.5K
$295.00	Jul 17	6.90	9.70	$8.30	33.7%	140	0.76	614
$295.00	Jul 31	14.30	16.70	$15.50	15.5%	114	0.61	189
$302.50	Jul 17	2.80	4.20	$3.50	40.0%	74	0.49	43

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Jul 24	6.50	7.10	$6.80	8.8%	38	0.45	77
$302.50	Jul 24	7.70	8.40	$8.05	8.7%	33	0.50	3
$267.50	Jul 17	0.00	0.30	$0.15	200.0%	27	0.02	444
$305.00	Jul 24	9.00	9.70	$9.35	7.5%	24	0.55	--
$300.00	Aug 7	12.70	13.90	$13.30	9.0%	21	0.47	1

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 51 strikes (avg 88.7%, max 266.0%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 17	Aug 21	158.4%	47.0%	237.3%	4	633
$255.00	Jul 17	Aug 28	143.9%	46.5%	209.8%	1	27
$245.00	Jul 17	Jul 31	172.9%	57.8%	199.1%	--	39
$260.00	Jul 17	Aug 21	132.5%	45.1%	193.8%	16	2.3K
$265.00	Jul 17	Aug 14	118.1%	43.2%	173.7%	1	297

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$245.00	Jul 17	Aug 28	172.9%	47.2%	266.0%	3	460
$250.00	Jul 17	Aug 28	158.4%	45.0%	252.2%	--	587
$255.00	Jul 17	Aug 28	143.9%	46.5%	209.8%	--	397
$260.00	Jul 17	Aug 21	132.5%	45.1%	193.8%	14	558
$265.00	Jul 17	Aug 14	118.1%	43.2%	173.7%	26	279

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 117 found (best R:R 57.82, avg 6.04)

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
$340.00	$345.00	Jul 24	$0.15	$4.85	$0.15	32.33	$340.15
$330.00	$340.00	Jul 24	$0.45	$9.55	$0.45	21.22	$330.45
$317.50	$320.00	Jul 17	$0.12	$2.38	$0.12	19.83	$317.62
$312.50	$315.00	Jul 17	$0.13	$2.37	$0.13	18.23	$312.63

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$255.00	$250.00	Jul 31	$0.10	$4.90	$0.10	49.00	$254.90
$265.00	$260.00	Jul 31	$0.13	$4.87	$0.13	37.46	$264.87
$250.00	$245.00	Aug 7	$0.13	$4.87	$0.13	37.46	$249.87
$260.00	$255.00	Jul 31	$0.17	$4.83	$0.17	28.41	$259.83
$250.00	$245.00	Aug 28	$0.23	$4.77	$0.23	20.74	$249.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 152 found (best R:R 49.00, avg 2.82)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$260.00	$265.00	Jul 24	$4.90	$4.90	$0.10	49.00	$264.90
$265.00	$270.00	Jul 24	$4.85	$4.85	$0.15	32.33	$269.85
$250.00	$260.00	Aug 7	$9.65	$9.65	$0.35	27.57	$259.65
$242.50	$245.00	Jul 17	$2.40	$2.40	$0.10	24.00	$244.90
$245.00	$247.50	Jul 17	$2.40	$2.40	$0.10	24.00	$247.40

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$360.00	$310.00	Aug 21	$38.65	$38.65	$11.35	3.41	$321.35
$315.00	$305.00	Jul 17	$7.45	$7.45	$2.55	2.92	$307.55
$305.00	$300.00	Jul 17	$3.15	$3.15	$1.85	1.70	$301.85
$310.00	$300.00	Aug 21	$5.60	$5.60	$4.40	1.27	$304.40
$305.00	$302.50	Jul 24	$1.30	$1.30	$1.20	1.08	$303.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 51 found (avg debit $1.74, cheapest $0.10)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$350.00	Jul 17	Jul 24	$0.30	97.2%	53.2%
$250.00	Jul 17	Jul 24	$0.40	158.4%	65.2%
$255.00	Jul 17	Jul 24	$0.40	143.9%	60.2%
$260.00	Jul 17	Jul 24	$0.45	132.5%	55.9%
$340.00	Jul 17	Jul 24	$0.52	79.9%	49.5%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 17	Jul 24	$0.10	158.4%	65.2%
$245.00	Jul 17	Jul 24	$0.12	172.9%	72.1%
$255.00	Jul 17	Jul 24	$0.12	143.9%	60.2%
$257.50	Jul 17	Jul 24	$0.15	136.8%	58.1%
$260.00	Jul 17	Jul 24	$0.15	132.5%	55.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 74 found (cheapest 2.43% of stock, avg 10.91%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$300.00	Jul 17	$4.75	$2.60	$7.35	$292.65	$307.35	2.43%
$305.00	Jul 17	$2.45	$5.75	$8.20	$296.80	$313.20	2.72%
$297.50	Jul 17	$6.90	$1.90	$8.80	$288.70	$306.30	2.91%
$295.00	Jul 17	$8.30	$1.48	$9.78	$285.22	$304.78	3.24%
$292.50	Jul 17	$10.45	$0.73	$11.18	$281.32	$303.68	3.70%
$290.00	Jul 17	$12.65	$0.65	$13.30	$276.70	$303.30	4.41%
$315.00	Jul 17	$0.60	$13.20	$13.80	$301.20	$328.80	4.57%
$287.50	Jul 17	$15.10	$0.43	$15.53	$271.97	$303.03	5.14%
$302.50	Jul 24	$7.70	$8.05	$15.75	$286.75	$318.25	5.22%
$300.00	Jul 24	$9.05	$6.80	$15.85	$284.15	$315.85	5.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 151 found (cheapest 0.46% of stock, avg 4.46%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$312.50	$290.00	Jul 17	$0.73	$0.65	$1.38	$288.62	$313.88
$312.50	$292.50	Jul 17	$0.73	$0.73	$1.46	$291.04	$313.96
$310.00	$290.00	Jul 17	$1.23	$0.65	$1.88	$288.12	$311.88
$310.00	$292.50	Jul 17	$1.23	$0.73	$1.96	$290.54	$311.96
$312.50	$295.00	Jul 17	$0.73	$1.48	$2.21	$292.79	$314.71
$307.50	$290.00	Jul 17	$1.83	$0.65	$2.48	$287.52	$309.98
$307.50	$292.50	Jul 17	$1.83	$0.73	$2.56	$289.94	$310.06
$312.50	$297.50	Jul 17	$0.73	$1.90	$2.63	$294.87	$315.13
$310.00	$295.00	Jul 17	$1.23	$1.48	$2.71	$292.29	$312.71
$305.00	$290.00	Jul 17	$2.45	$0.65	$3.10	$286.90	$308.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 160 found (best R:R 26.78, avg credit $4.38)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
255/260	265/270	Jul 31	$4.82	$0.18	26.78	$255.18	$269.82
270/272	278/280	Jul 24	$2.40	$0.10	24.00	$270.10	$279.90
272/275	280/282	Jul 24	$2.40	$0.10	24.00	$272.60	$282.40
275/278	280/282	Jul 24	$2.40	$0.10	24.00	$275.10	$282.40
250/255	265/270	Jul 31	$4.75	$0.25	19.00	$250.25	$269.75
272/275	278/280	Jul 24	$2.35	$0.15	15.67	$272.65	$279.85
250/255	260/265	Jul 31	$4.70	$0.30	15.67	$250.30	$264.70
255/260	270/275	Aug 7	$4.70	$0.30	15.67	$255.30	$274.70
290/295	300/305	Aug 7	$4.70	$0.30	15.67	$290.30	$304.70
265/270	275/280	Jul 31	$4.67	$0.33	14.15	$265.33	$279.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 88 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$255.00	$260.00	$265.00	Jul 24	$0.05	$4.95	99.00
$290.00	$295.00	$300.00	Aug 14	$0.05	$4.95	99.00
$340.00	$345.00	$350.00	Jul 24	$0.08	$4.92	61.50
$330.00	$340.00	$350.00	Jul 17	$0.17	$9.83	57.82
$260.00	$265.00	$270.00	Jul 17	$0.10	$4.90	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$250.00	$255.00	$260.00	Jul 31	$0.07	$4.93	70.43
$285.00	$287.50	$290.00	Jul 31	$0.05	$2.45	49.00
$280.00	$285.00	$290.00	Aug 14	$0.10	$4.90	49.00
$265.00	$267.50	$270.00	Jul 17	$0.08	$2.42	30.25
$285.00	$287.50	$290.00	Jul 17	$0.09	$2.41	26.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 104 found (best net $-5.00, 97 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$255.00	$285.00	1:2	Aug 28	-$5.00	$25.00
$340.00	$350.00	1:2	Jul 17	-$0.03	$9.97
$350.00	$360.00	1:2	Jul 17	-$0.03	$9.97
$330.00	$340.00	1:2	Jul 24	-$0.10	$9.90
$350.00	$360.00	1:2	Aug 21	-$1.71	$8.29

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$260.00	$250.00	1:2	Aug 21	-$0.95	$9.05
$270.00	$260.00	1:2	Aug 21	-$1.10	$8.90
$280.00	$270.00	1:2	Aug 21	-$2.45	$7.55
$290.00	$280.00	1:2	Aug 21	-$4.20	$5.80
$270.00	$265.00	1:2	Jul 31	-$0.06	$4.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 44 found (best yield 4.54%, avg 1.77%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$305.00	Aug 14	$13.70	0.48	1.0%	4.54%	5.56%	--	204
$310.00	Aug 21	$13.60	0.45	2.7%	4.50%	7.19%	26	445
$315.00	Aug 28	$11.90	0.42	4.3%	3.94%	8.28%	1	--
$305.00	Aug 7	$11.80	0.48	1.0%	3.91%	4.94%	--	789
$310.00	Aug 14	$11.60	0.44	2.7%	3.84%	6.53%	--	30
$302.50	Jul 31	$10.90	0.51	0.2%	3.61%	3.81%	1	--
$320.00	Aug 28	$10.70	0.38	6.0%	3.54%	9.54%	2	6
$320.00	Aug 21	$10.00	0.36	6.0%	3.31%	9.31%	199	2.5K
$305.00	Jul 31	$9.00	0.47	1.0%	2.98%	4.01%	--	54
$310.00	Aug 7	$9.00	0.42	2.7%	2.98%	5.66%	4	299

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 1,669

Total Puts 10,999

Put/Call Ratio 6.59

Net Difference -9,330

Prior's Put/Call Breakdown

Total Calls 2,763

Total Puts 683

Put/Call Ratio 0.25

Net Difference 2,080

Prior 7-Day Put/Call Summary

Total Calls 51,616

Total Puts 21,767

Average Put/Call Ratio 0.66

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