VLO - Options Database

VLO

VALERO ENERGY CORP N

$299.69 +2.40%

(7/16 14:00) ◀

Thursday, July 16, 2026 (3:00pm)

▶ (7/16 16:01)

◀ 7/16 15:01 ▶

Option Volume

Detail

ℹ

Current (07/16 3:00pm) 15,743

Calls: 3,592 (23%)

Puts: 12,151 (77%)

Prior (07/15) 8,753

Calls: 6,080 (69%)

Puts: 2,673 (31%)

Current vs Prior +79.86%

Calls: -40.92% (Calls)

Puts: +354.58% (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 +50.17%

Calls: -51.29%

Puts: +290.76%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/16 3:00pm) $18.54M

Calls: $4.55M (25%)

Puts: $13.99M (75%)

Prior (07/15) $14.94M

Calls: $8.48M (57%)

Puts: $6.46M (43%)

Current vs Prior +24.09%

Calls: -46.34%

Puts: +116.64%

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 +52.16%

Calls: -53.50%

Puts: +484.51%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (07/16 3:00pm) 3.38

Prior (07/15) 0.44

Current vs Prior +669.45%

Prior 7-Day Average 0.66

Current vs Prior 7-Day Avg +412.41%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/16 3:00pm) 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 2.64% | 5.32%2.64% | 13.01%

Prior 3.37% | 5.64%3.37% | 13.26%

Current vs Prior -21.68% | -5.60%-21.68% | -1.84%

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

Current vs 7-Day Avg -34.86% | -16.06%-48.68% | -3.92%

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

Current vs 7-Day Eod -21.68% | -5.60%-21.68% | -1.84%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 38.83% | 9.41%

Calls: 35.05% | 9.30%

Puts: 42.62% | 9.52%

Prior 27.44% | 13.37%

Calls: 27.96% | 14.01%

Puts: 26.92% | 12.72%

Current vs Prior +41.51% | -29.62%

Prior 7-Day Avg 19.94% | 12.30%

Calls: 17.26% | 11.27%

Puts: 22.62% | 13.33%

Current vs 7-Day Avg +94.73% | -23.51%

Liquidity Expensive

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Strong bearish conviction with 75% of dollar volume in puts ($13.99M) vs calls ($4.55M). Dollar volume significantly above 7-day average (52% higher). Above-average activity with volume up 80% vs prior. Extreme bearish P/C ratio of 3.38 - 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
15:00	BEARISH	BEARISH	BEARISH
14:00	BEARISH	BEARISH	BEARISH
13:00	BEARISH	BEARISH	BEARISH
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 85 of results (avg 6.3%, best 2.9%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Aug 21	21.60	22.30	$21.95	3.2%	16	0.61	524
$300.00	Aug 21	16.40	17.00	$16.70	3.6%	76	0.52	687
$240.00	Jul 17	58.80	61.10	$59.95	3.8%	9	0.99	275
$240.00	Aug 21	60.50	62.90	$61.70	3.9%	2	0.94	41
$280.00	Aug 21	27.40	28.50	$27.95	3.9%	15	0.71	240

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Aug 21	16.80	17.30	$17.05	2.9%	48	0.48	15
$310.00	Aug 21	22.50	23.20	$22.85	3.1%	6	0.57	11
$290.00	Aug 21	12.00	12.40	$12.20	3.3%	22	0.39	356
$305.00	Aug 14	17.90	18.70	$18.30	4.4%	1	0.54	--
$302.50	Jul 31	12.20	12.80	$12.50	4.8%	11	0.52	--

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 0.80, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 17	54.30	56.80	$55.55	4.5%	1	1.00	10
$250.00	Jul 17	49.30	51.60	$50.45	4.6%	17	0.99	520
$240.00	Jul 17	58.80	61.10	$59.95	3.8%	9	0.99	275
$250.00	Jul 24	49.40	52.00	$50.70	5.1%	1	0.99	17
$242.50	Jul 17	56.80	59.20	$58.00	4.1%	--	0.99	78

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$315.00	Jul 17	13.60	16.20	$14.90	17.4%	4	1.00	--
$310.00	Jul 17	9.00	11.30	$10.15	22.7%	2	0.91	--
$305.00	Jul 17	5.10	6.90	$6.00	30.0%	4	0.72	3
$302.50	Jul 17	3.60	5.20	$4.40	36.4%	4	0.61	3
$305.00	Jul 24	9.80	10.40	$10.10	5.9%	26	0.60	--

Most actively traded options today. High liquidity = easy entry/exit. 181 active (total vol 4.2K, top 304)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$320.00	Aug 21	9.00	9.50	$9.25	5.4%	304	0.34	2.5K
$300.00	Jul 24	7.10	7.70	$7.40	8.1%	289	0.51	1.6K
$350.00	Aug 21	3.30	3.60	$3.45	8.7%	271	0.16	118
$310.00	Jul 17	0.35	0.60	$0.48	52.1%	253	0.13	172
$305.00	Jul 24	4.80	5.60	$5.20	15.4%	183	0.40	32

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$240.00	Aug 21	1.10	1.45	$1.27	27.6%	218	0.06	925
$300.00	Jul 17	2.40	3.70	$3.05	42.6%	116	0.49	45
$297.50	Jul 17	1.35	2.45	$1.90	57.9%	104	0.36	61
$300.00	Jul 24	7.00	7.70	$7.35	9.5%	61	0.49	77
$300.00	Aug 21	16.80	17.30	$17.05	2.9%	48	0.48	15

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 56 strikes (avg 94.7%, max 314.9%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$240.00	Jul 17	Aug 21	197.3%	47.5%	314.9%	11	316
$255.00	Jul 17	Aug 28	150.1%	44.1%	240.6%	13	27
$250.00	Jul 17	Aug 21	152.9%	45.3%	237.6%	19	633
$260.00	Jul 17	Aug 21	131.5%	44.7%	194.2%	33	2.3K
$252.50	Jul 17	Jul 24	157.9%	60.9%	159.3%	1	19

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$240.00	Jul 17	Aug 21	197.3%	47.5%	314.9%	223	1.6K
$255.00	Jul 17	Aug 28	150.1%	44.1%	240.6%	--	397
$250.00	Jul 17	Aug 28	152.9%	45.0%	240.1%	--	587
$245.00	Jul 17	Aug 28	142.5%	46.5%	206.6%	3	460
$260.00	Jul 17	Aug 21	131.5%	44.7%	194.2%	35	558

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 133 found (best R:R 65.67, avg 5.42)

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
$317.50	$320.00	Jul 17	$0.10	$2.40	$0.10	24.00	$317.60
$330.00	$340.00	Jul 24	$0.40	$9.60	$0.40	24.00	$330.40
$320.00	$325.00	Jul 24	$0.37	$4.63	$0.37	12.51	$320.37
$325.00	$327.50	Jul 24	$0.21	$2.29	$0.21	10.90	$325.21

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$255.00	$250.00	Jul 24	$0.15	$4.85	$0.15	32.33	$254.85
$245.00	$240.00	Jul 31	$0.23	$4.77	$0.23	20.74	$244.77
$250.00	$245.00	Aug 7	$0.23	$4.77	$0.23	20.74	$249.77
$277.50	$275.00	Jul 17	$0.12	$2.38	$0.12	19.83	$277.38
$260.00	$255.00	Jul 31	$0.25	$4.75	$0.25	19.00	$259.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 172 found (best R:R 99.00, avg 3.05)

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
$260.00	$265.00	Jul 17	$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
$265.00	$270.00	Jul 24	$4.80	$4.80	$0.20	24.00	$269.80
$250.00	$260.00	Aug 7	$9.45	$9.45	$0.55	17.18	$259.45

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$315.00	$310.00	Jul 17	$4.75	$4.75	$0.25	19.00	$310.25
$310.00	$305.00	Jul 17	$4.15	$4.15	$0.85	4.88	$305.85
$305.00	$302.50	Jul 17	$1.60	$1.60	$0.90	1.78	$303.40
$310.00	$300.00	Aug 21	$5.80	$5.80	$4.20	1.38	$304.20
$305.00	$302.50	Jul 24	$1.40	$1.40	$1.10	1.27	$303.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $1.90, cheapest $0.05)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 17	Jul 24	$0.25	152.9%	56.6%
$340.00	Jul 17	Jul 24	$0.25	90.4%	45.9%
$350.00	Jul 17	Jul 24	$0.25	108.4%	54.3%
$252.50	Jul 17	Jul 24	$0.30	157.9%	60.9%
$245.00	Jul 17	Jul 31	$0.45	142.5%	56.3%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$240.00	Jul 17	Jul 24	$0.05	197.3%	73.6%
$260.00	Jul 17	Jul 24	$0.05	131.5%	49.3%
$247.50	Jul 17	Jul 24	$0.07	173.5%	65.8%
$255.00	Jul 17	Jul 24	$0.12	150.1%	58.8%
$257.50	Jul 17	Jul 24	$0.12	142.4%	55.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 84 found (cheapest 2.13% of stock, avg 10.59%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$300.00	Jul 17	$3.33	$3.05	$6.38	$293.62	$306.38	2.13%
$297.50	Jul 17	$4.85	$1.90	$6.75	$290.75	$304.25	2.25%
$302.50	Jul 17	$2.38	$4.40	$6.78	$295.72	$309.28	2.26%
$305.00	Jul 17	$1.55	$6.00	$7.55	$297.45	$312.55	2.52%
$295.00	Jul 17	$6.70	$1.18	$7.88	$287.12	$302.88	2.63%
$292.50	Jul 17	$8.55	$0.80	$9.35	$283.15	$301.85	3.12%
$310.00	Jul 17	$0.48	$10.15	$10.63	$299.37	$320.63	3.55%
$290.00	Jul 17	$10.85	$0.50	$11.35	$278.65	$301.35	3.79%
$287.50	Jul 17	$13.05	$0.33	$13.38	$274.12	$300.88	4.46%
$297.50	Jul 24	$8.60	$6.05	$14.65	$282.85	$312.15	4.89%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.31% of stock, avg 4.50%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$312.50	$290.00	Jul 17	$0.43	$0.50	$0.93	$289.07	$313.43
$310.00	$290.00	Jul 17	$0.48	$0.50	$0.98	$289.02	$310.98
$312.50	$292.50	Jul 17	$0.43	$0.80	$1.23	$291.27	$313.73
$310.00	$292.50	Jul 17	$0.48	$0.80	$1.28	$291.22	$311.28
$307.50	$290.00	Jul 17	$0.95	$0.50	$1.45	$288.55	$308.95
$312.50	$295.00	Jul 17	$0.43	$1.18	$1.61	$293.39	$314.11
$310.00	$295.00	Jul 17	$0.48	$1.18	$1.66	$293.34	$311.66
$307.50	$292.50	Jul 17	$0.95	$0.80	$1.75	$290.75	$309.25
$305.00	$290.00	Jul 17	$1.55	$0.50	$2.05	$287.95	$307.05
$307.50	$295.00	Jul 17	$0.95	$1.18	$2.13	$292.87	$309.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 174 found (best R:R 40.67, avg credit $4.81)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
240/245	255/260	Jul 31	$4.88	$0.12	40.67	$240.12	$259.88
255/260	280/285	Aug 7	$4.86	$0.14	34.71	$255.14	$284.86
255/260	265/270	Jul 31	$4.85	$0.15	32.33	$255.15	$269.85
300/305	310/315	Aug 14	$4.85	$0.15	32.33	$300.15	$314.85
240/245	265/270	Jul 31	$4.83	$0.17	28.41	$240.17	$269.83
260/265	280/285	Aug 7	$4.77	$0.23	20.74	$260.23	$284.77
260/262	272/275	Jul 24	$2.38	$0.12	19.83	$260.12	$274.88
285/290	295/300	Aug 7	$4.75	$0.25	19.00	$285.25	$299.75
275/280	285/290	Aug 14	$4.70	$0.30	15.67	$275.30	$289.70
285/290	310/315	Aug 14	$4.70	$0.30	15.67	$285.30	$314.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 112 found (best R:R 82.33, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$330.00	$340.00	$350.00	Jul 17	$0.15	$9.85	65.67
$305.00	$307.50	$310.00	Jul 24	$0.05	$2.45	49.00
$340.00	$345.00	$350.00	Jul 24	$0.10	$4.90	49.00
$240.00	$245.00	$250.00	Jul 31	$0.10	$4.90	49.00
$265.00	$270.00	$275.00	Aug 7	$0.10	$4.90	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$245.00	$250.00	$255.00	Aug 7	$0.06	$4.94	82.33
$297.50	$300.00	$302.50	Jul 24	$0.05	$2.45	49.00
$300.00	$302.50	$305.00	Jul 24	$0.05	$2.45	49.00
$285.00	$290.00	$295.00	Aug 7	$0.10	$4.90	49.00
$257.50	$260.00	$262.50	Jul 17	$0.06	$2.44	40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 116 found (best net $-3.45, 107 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$255.00	$285.00	1:2	Aug 28	-$3.45	$26.55
$340.00	$350.00	1:2	Jul 17	-$0.03	$9.97
$320.00	$330.00	1:2	Aug 7	-$1.55	$8.45
$340.00	$350.00	1:2	Aug 21	-$2.20	$7.80
$330.00	$340.00	1:2	Aug 21	-$2.70	$7.30

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$270.00	$255.00	1:2	Aug 28	-$0.16	$14.84
$250.00	$240.00	1:2	Aug 21	-$0.56	$9.44
$260.00	$250.00	1:2	Aug 21	-$0.61	$9.39
$270.00	$260.00	1:2	Aug 21	-$1.25	$8.75
$280.00	$270.00	1:2	Aug 21	-$2.65	$7.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 51 found (best yield 5.77%, avg 2.05%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$300.00	Aug 28	$17.30	0.52	0.1%	5.77%	5.88%	4	66
$300.00	Aug 21	$16.40	0.52	0.1%	5.47%	5.58%	76	687
$300.00	Aug 14	$14.60	0.51	0.1%	4.87%	4.98%	5	20
$310.00	Aug 28	$12.90	0.44	3.4%	4.30%	7.74%	2	7
$300.00	Aug 7	$12.80	0.51	0.1%	4.27%	4.37%	13	34
$305.00	Aug 14	$12.40	0.46	1.8%	4.14%	5.91%	4	204
$310.00	Aug 21	$12.30	0.43	3.4%	4.10%	7.54%	55	445
$315.00	Aug 28	$11.40	0.40	5.1%	3.80%	8.91%	1	--
$300.00	Jul 31	$10.70	0.52	0.1%	3.57%	3.67%	16	158
$310.00	Aug 14	$10.60	0.41	3.4%	3.54%	6.98%	2	30

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 3,592

Total Puts 12,151

Put/Call Ratio 3.38

Net Difference -8,559

Prior's Put/Call Breakdown

Total Calls 6,080

Total Puts 2,673

Put/Call Ratio 0.44

Net Difference 3,407

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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