VLO - Options Database

VLO

VALERO ENERGY CORP N

$301.56 +3.04%

(7/16 11:00) ◀

Thursday, July 16, 2026 (12:00pm)

▶ (7/16 13:00)

◀ 7/16 12:00 ▶

Option Volume

Detail

ℹ

Current (07/16 12:00pm) 13,627

Calls: 2,419 (18%)

Puts: 11,208 (82%)

Prior (07/15) 5,103

Calls: 4,150 (81%)

Puts: 953 (19%)

Current vs Prior +167.04%

Calls: -41.71% (Calls)

Puts: +1076.08% (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 +29.99%

Calls: -67.19%

Puts: +260.44%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/16 12:00pm) $16.16M

Calls: $2.94M (18%)

Puts: $13.22M (82%)

Prior (07/15) $4.74M

Calls: $3.91M (83%)

Puts: $828.2K (17%)

Current vs Prior +240.83%

Calls: -24.77%

Puts: +1495.84%

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 +32.64%

Calls: -69.93%

Puts: +452.34%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (07/16 12:00pm) 4.63

Prior (07/15) 0.23

Current vs Prior +1917.66%

Prior 7-Day Average 0.66

Current vs Prior 7-Day Avg +601.83%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/16 12:00pm) 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 2.87% | 5.36%2.87% | 13.15%

Prior 3.37% | 5.64%3.37% | 13.26%

Current vs Prior -14.77% | -5.01%-14.78% | -0.83%

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

Current vs 7-Day Avg -29.11% | -15.54%-44.15% | -2.92%

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

Current vs 7-Day Eod -14.77% | -5.01%-14.78% | -0.83%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 33.39% | 11.75%

Calls: 40.91% | 13.50%

Puts: 25.88% | 10.00%

Prior 27.44% | 13.37%

Calls: 27.96% | 14.01%

Puts: 26.92% | 12.72%

Current vs Prior +21.68% | -12.12%

Prior 7-Day Avg 19.94% | 12.30%

Calls: 17.26% | 11.27%

Puts: 22.62% | 13.33%

Current vs 7-Day Avg +67.45% | -4.49%

Liquidity Expensive

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🤖 AI Insights

Strong bearish conviction with 82% of dollar volume in puts ($13.22M) vs calls ($2.94M). Massive premium surge with dollar volume up 241% vs prior. Unusually high activity with volume up 167% vs prior - elevated interest. Extreme bearish P/C ratio of 4.63 - 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
12:00	BEARISH	BEARISH	BEARISH
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 60 of results (avg 6.6%, best 3.0%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Aug 21	22.70	23.40	$23.05	3.0%	9	0.63	524
$300.00	Aug 21	17.40	18.00	$17.70	3.4%	42	0.53	687
$242.50	Jul 17	57.40	59.90	$58.65	4.3%	--	1.00	78
$250.00	Jul 17	49.90	52.20	$51.05	4.5%	13	1.00	520
$310.00	Aug 21	13.00	13.60	$13.30	4.5%	42	0.44	445

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Aug 21	21.60	22.30	$21.95	3.2%	4	0.56	11
$300.00	Aug 21	16.10	16.70	$16.40	3.7%	13	0.47	15
$360.00	Aug 21	60.00	62.80	$61.40	4.6%	--	0.87	30
$305.00	Aug 14	17.10	17.90	$17.50	4.6%	1	0.52	--
$290.00	Aug 21	11.40	12.10	$11.75	6.0%	13	0.37	356

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. 86 found (avg delta 0.79, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$242.50	Jul 17	57.40	59.90	$58.65	4.3%	--	1.00	78
$245.00	Jul 17	54.90	57.70	$56.30	5.0%	1	1.00	10
$247.50	Jul 17	52.50	55.20	$53.85	5.0%	--	1.00	45
$250.00	Jul 17	49.90	52.20	$51.05	4.5%	13	1.00	520
$252.50	Jul 17	47.40	50.20	$48.80	5.7%	--	1.00	15

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$315.00	Jul 17	12.60	15.40	$14.00	20.0%	4	0.90	--
$360.00	Aug 21	60.00	62.80	$61.40	4.6%	--	0.87	30
$305.00	Jul 17	5.00	6.70	$5.85	29.1%	4	0.67	3
$305.00	Jul 24	8.90	9.80	$9.35	9.6%	24	0.57	--
$310.00	Aug 21	21.60	22.30	$21.95	3.2%	4	0.56	11

Most actively traded options today. High liquidity = easy entry/exit. 155 active (total vol 2.5K, top 267)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$350.00	Aug 21	3.40	3.90	$3.65	13.7%	267	0.17	118
$300.00	Jul 24	7.60	8.70	$8.15	13.5%	252	0.54	1.6K
$320.00	Aug 21	9.50	10.00	$9.75	5.1%	247	0.36	2.5K
$305.00	Jul 24	5.50	6.20	$5.85	12.0%	176	0.43	32
$295.00	Jul 17	6.50	9.00	$7.75	32.3%	140	0.77	614

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Jul 24	6.40	7.20	$6.80	11.8%	42	0.46	77
$302.50	Jul 24	7.60	8.40	$8.00	10.0%	34	0.51	3
$267.50	Jul 17	0.00	0.20	$0.10	200.0%	27	0.02	444
$305.00	Jul 24	8.90	9.80	$9.35	9.6%	24	0.57	--
$300.00	Aug 7	12.80	13.90	$13.35	8.2%	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. 52 strikes (avg 83.8%, max 274.1%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 17	Aug 21	158.8%	47.1%	236.9%	15	633
$255.00	Jul 17	Aug 28	144.1%	46.0%	213.4%	1	27
$245.00	Jul 17	Jul 31	173.6%	57.6%	201.4%	1	39
$260.00	Jul 17	Aug 21	126.5%	45.5%	178.3%	20	2.3K
$360.00	Jul 17	Aug 28	117.5%	46.3%	153.6%	2	38

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$245.00	Jul 17	Aug 28	173.6%	46.4%	274.1%	3	460
$250.00	Jul 17	Aug 28	158.8%	44.7%	255.3%	--	587
$255.00	Jul 17	Aug 28	144.1%	46.0%	213.4%	--	397
$260.00	Jul 17	Aug 21	126.5%	45.5%	178.3%	26	558
$257.50	Jul 17	Jul 24	136.8%	56.8%	140.9%	--	36

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 124 found (best R:R 65.67, avg 5.22)

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
$320.00	$325.00	Jul 17	$0.10	$4.90	$0.10	49.00	$320.10
$315.00	$317.50	Jul 17	$0.13	$2.37	$0.13	18.23	$315.13
$330.00	$340.00	Jul 24	$0.60	$9.40	$0.60	15.67	$330.60
$350.00	$360.00	Aug 28	$0.70	$9.30	$0.70	13.29	$350.70

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$255.00	$250.00	Jul 31	$0.13	$4.87	$0.13	37.46	$254.87
$265.00	$260.00	Jul 31	$0.20	$4.80	$0.20	24.00	$264.80
$250.00	$245.00	Aug 7	$0.20	$4.80	$0.20	24.00	$249.80
$255.00	$250.00	Aug 7	$0.29	$4.71	$0.29	16.24	$254.71
$287.50	$285.00	Jul 17	$0.15	$2.35	$0.15	15.67	$287.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 165 found (best R:R 49.00, avg 3.16)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$265.00	$270.00	Jul 24	$4.90	$4.90	$0.10	49.00	$269.90
$255.00	$260.00	Jul 24	$4.85	$4.85	$0.15	32.33	$259.85
$260.00	$265.00	Jul 24	$4.85	$4.85	$0.15	32.33	$264.85
$245.00	$250.00	Jul 31	$4.85	$4.85	$0.15	32.33	$249.85
$255.00	$260.00	Jul 31	$4.85	$4.85	$0.15	32.33	$259.85

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$315.00	$305.00	Jul 17	$8.15	$8.15	$1.85	4.41	$306.85
$360.00	$310.00	Aug 21	$39.45	$39.45	$10.55	3.74	$320.55
$305.00	$302.50	Jul 31	$1.65	$1.65	$0.85	1.94	$303.35
$305.00	$302.50	Jul 17	$1.60	$1.60	$0.90	1.78	$303.40
$310.00	$300.00	Aug 21	$5.55	$5.55	$4.45	1.25	$304.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $1.71, cheapest $0.10)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$255.00	Jul 17	Jul 24	$0.20	144.1%	59.8%
$340.00	Jul 17	Jul 24	$0.25	83.3%	44.1%
$350.00	Jul 17	Jul 24	$0.27	100.8%	53.3%
$260.00	Jul 17	Jul 24	$0.30	126.5%	54.6%
$250.00	Jul 17	Jul 24	$0.40	158.8%	64.8%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 17	Jul 24	$0.10	158.8%	64.8%
$245.00	Jul 17	Jul 24	$0.12	173.6%	71.7%
$255.00	Jul 17	Jul 24	$0.12	144.1%	59.8%
$257.50	Jul 17	Jul 24	$0.12	136.8%	56.8%
$262.50	Jul 17	Jul 24	$0.17	122.3%	52.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 79 found (cheapest 2.39% of stock, avg 10.46%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$302.50	Jul 17	$2.95	$4.25	$7.20	$295.30	$309.70	2.39%
$300.00	Jul 17	$4.40	$2.98	$7.38	$292.62	$307.38	2.45%
$305.00	Jul 17	$1.83	$5.85	$7.68	$297.32	$312.68	2.55%
$297.50	Jul 17	$5.90	$1.90	$7.80	$289.70	$305.30	2.59%
$295.00	Jul 17	$7.75	$1.25	$9.00	$286.00	$304.00	2.98%
$292.50	Jul 17	$9.70	$0.75	$10.45	$282.05	$302.95	3.47%
$290.00	Jul 17	$11.75	$0.40	$12.15	$277.85	$302.15	4.03%
$315.00	Jul 17	$0.48	$14.00	$14.48	$300.52	$329.48	4.80%
$287.50	Jul 17	$14.20	$0.45	$14.65	$272.85	$302.15	4.86%
$300.00	Jul 24	$8.15	$6.80	$14.95	$285.05	$314.95	4.96%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 0.32% of stock, avg 4.43%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$312.50	$290.00	Jul 17	$0.55	$0.40	$0.95	$289.05	$313.45
$312.50	$292.50	Jul 17	$0.55	$0.75	$1.30	$291.20	$313.80
$310.00	$290.00	Jul 17	$0.93	$0.40	$1.33	$288.67	$311.33
$310.00	$292.50	Jul 17	$0.93	$0.75	$1.68	$290.82	$311.68
$307.50	$290.00	Jul 17	$1.38	$0.40	$1.78	$288.22	$309.28
$312.50	$295.00	Jul 17	$0.55	$1.25	$1.80	$293.20	$314.30
$307.50	$292.50	Jul 17	$1.38	$0.75	$2.13	$290.37	$309.63
$310.00	$295.00	Jul 17	$0.93	$1.25	$2.18	$292.82	$312.18
$305.00	$290.00	Jul 17	$1.83	$0.40	$2.23	$287.77	$307.23
$312.50	$297.50	Jul 17	$0.55	$1.90	$2.45	$295.05	$314.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 168 found (best R:R 32.33, avg credit $4.73)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
260/265	275/280	Aug 7	$4.85	$0.15	32.33	$260.15	$279.85
250/255	260/265	Jul 31	$4.83	$0.17	28.41	$250.17	$264.83
255/260	275/280	Aug 7	$4.78	$0.22	21.73	$255.22	$279.78
255/260	265/270	Jul 31	$4.77	$0.23	20.74	$255.23	$269.77
272/275	280/282	Jul 24	$2.37	$0.13	18.23	$272.63	$282.37
265/270	275/280	Jul 31	$4.68	$0.32	14.63	$265.32	$279.68
272/275	282/285	Jul 24	$2.32	$0.18	12.89	$272.68	$284.82
278/280	282/285	Jul 24	$2.32	$0.18	12.89	$277.68	$284.82
250/255	275/280	Aug 7	$4.64	$0.36	12.89	$250.36	$279.64
255/260	270/275	Jul 31	$4.62	$0.38	12.16	$255.38	$274.62

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 99 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$250.00	$255.00	$260.00	Jul 31	$0.05	$4.95	99.00
$305.00	$310.00	$315.00	Aug 14	$0.05	$4.95	99.00
$330.00	$340.00	$350.00	Jul 17	$0.15	$9.85	65.67
$265.00	$270.00	$275.00	Jul 17	$0.10	$4.90	49.00
$297.50	$300.00	$302.50	Jul 17	$0.05	$2.45	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$255.00	$260.00	$265.00	Aug 7	$0.07	$4.93	70.43
$245.00	$250.00	$255.00	Jul 31	$0.08	$4.92	61.50
$245.00	$250.00	$255.00	Aug 7	$0.09	$4.91	54.56
$257.50	$260.00	$262.50	Jul 17	$0.06	$2.44	40.67
$250.00	$255.00	$260.00	Aug 7	$0.14	$4.86	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. 107 found (best net $-4.00, 99 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$255.00	$285.00	1:2	Aug 28	-$4.00	$26.00
$340.00	$350.00	1:2	Jul 17	-$0.03	$9.97
$350.00	$360.00	1:2	Jul 17	-$0.03	$9.97
$350.00	$360.00	1:2	Aug 21	-$1.55	$8.45
$340.00	$350.00	1:2	Aug 21	-$2.15	$7.85

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$260.00	$250.00	1:2	Aug 21	-$0.96	$9.04
$270.00	$260.00	1:2	Aug 21	-$1.35	$8.65
$280.00	$270.00	1:2	Aug 21	-$2.40	$7.60
$290.00	$280.00	1:2	Aug 21	-$4.45	$5.55
$255.00	$250.00	1:2	Jul 24	-$0.26	$4.74

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 46 found (best yield 4.54%, avg 1.75%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$310.00	Aug 28	$13.70	0.45	2.8%	4.54%	7.34%	2	7
$305.00	Aug 14	$13.20	0.48	1.1%	4.38%	5.52%	3	204
$310.00	Aug 21	$13.00	0.44	2.8%	4.31%	7.11%	42	445
$315.00	Aug 28	$11.90	0.41	4.5%	3.95%	8.40%	1	--
$305.00	Aug 7	$11.60	0.47	1.1%	3.85%	4.99%	2	789
$310.00	Aug 14	$11.20	0.43	2.8%	3.71%	6.51%	--	30
$320.00	Aug 28	$10.30	0.37	6.1%	3.42%	9.53%	2	6
$302.50	Jul 31	$10.20	0.50	0.3%	3.38%	3.69%	5	--
$320.00	Aug 21	$9.50	0.36	6.1%	3.15%	9.27%	247	2.5K
$310.00	Aug 7	$9.10	0.42	2.8%	3.02%	5.82%	5	299

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 2,419

Total Puts 11,208

Put/Call Ratio 4.63

Net Difference -8,789

Prior's Put/Call Breakdown

Total Calls 4,150

Total Puts 953

Put/Call Ratio 0.23

Net Difference 3,197

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
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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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