VLO - Options Database

VLO

VALERO ENERGY CORP N

$305.83 +1.86%

(7/16 18:04) ◀

Friday, July 17, 2026 (10:00am)

▶ (7/17 11:00)

◀ 7/17 10:00 ▶

Option Volume

Detail

ℹ

Current (07/17 10:00am) 747

Calls: 532 (71%)

Puts: 215 (29%)

Prior (07/16) 11,145

Calls: 1,043 (9%)

Puts: 10,102 (91%)

Current vs Prior -93.30%

Calls: -48.99% (Calls)

Puts: -97.87% (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 -92.87%

Calls: -92.79%

Puts: -93.09%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/17 10:00am) $903.9K

Calls: $820.6K (91%)

Puts: $83.3K (9%)

Prior (07/16) $13.02M

Calls: $1.08M (8%)

Puts: $11.94M (92%)

Current vs Prior -93.06%

Calls: -23.99%

Puts: -99.30%

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 -92.58%

Calls: -91.62%

Puts: -96.52%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/17 10:00am) 0.40

Prior (07/16) 9.69

Current vs Prior -95.83%

Prior 7-Day Average 0.66

Current vs Prior 7-Day Avg -38.79%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/17 10:00am) 132,837

Calls: 71,406 (54%)

Puts: 61,431 (46%)

Prior (07/16) 119,717

Calls: 70,100 (59%)

Puts: 49,617 (41%)

Current vs Prior +10.96%

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 +31.90%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 2.09% | 5.31%2.09% | 12.93%

Prior 3.37% | 5.64%3.37% | 13.26%

Current vs Prior -37.82% | -5.76%-37.82% | -2.46%

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

Current vs 7-Day Avg -48.29% | -16.20%-59.26% | -4.52%

Prior 7-Day Eod 3.37% | 5.64%2.50% | 13.07%

Current vs 7-Day Eod -37.82% | -5.76%-16.22% | -1.07%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 60.27% | 27.35%

Calls: 57.55% | 20.78%

Puts: 62.99% | 33.92%

Prior 27.44% | 13.37%

Calls: 27.96% | 14.01%

Puts: 26.92% | 12.72%

Current vs Prior +119.64% | +104.56%

Prior 7-Day Avg 19.94% | 12.30%

Calls: 17.26% | 11.27%

Puts: 22.62% | 13.33%

Current vs 7-Day Avg +202.26% | +122.31%

Liquidity Expensive

Add Card

🤖 AI Insights

Strong bullish conviction with 91% of dollar volume in calls ($820.6K) vs puts ($83.3K). Light premium activity with dollar volume down 93% vs prior. Below-average activity with volume down 93% vs prior. Extreme bullish P/C ratio of 0.40 - heavy call buying (532 calls vs 215 puts).

Smart Money BULLISH

Retail Flow BULLISH

Overall BULLISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BEARISH

7-Day Avg BULLISH

Current BULLISH

Prior BEARISH

7-Day Avg NEUTRAL

Current BULLISH

Prior BEARISH

7-Day Avg NEUTRAL

Current NEUTRAL

Prior BULLISH

7-Day Avg NEUTRAL

Current BEARISH

Prior BULLISH

7-Day Avg BULLISH

Sentiment Timeline (Today)

Time	Smart Money	Retail	Overall
16:00	BEARISH	BEARISH	BEARISH
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	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 34 of results (avg 7.2%, best 4.3%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$247.50	Jul 17	57.10	59.60	$58.35	4.3%	--	1.00	45
$250.00	Aug 21	56.10	58.80	$57.45	4.7%	--	0.93	114
$250.00	Jul 17	54.60	57.40	$56.00	5.0%	--	1.00	508
$245.00	Jul 17	59.60	62.70	$61.15	5.1%	--	1.00	10
$257.50	Jul 17	47.10	49.60	$48.35	5.2%	--	1.00	39

PUTS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	55.70	58.80	$57.25	5.4%	--	0.86	30
$345.00	Jul 31	39.00	43.00	$41.00	9.8%	1	0.89	2

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. 83 found (avg delta 0.82, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$245.00	Jul 17	59.60	62.70	$61.15	5.1%	--	1.00	10
$247.50	Jul 17	57.10	59.60	$58.35	4.3%	--	1.00	45
$250.00	Jul 17	54.60	57.40	$56.00	5.0%	--	1.00	508
$252.50	Jul 17	52.10	54.90	$53.50	5.2%	1	1.00	15
$255.00	Jul 17	49.60	52.70	$51.15	6.1%	--	1.00	26

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$345.00	Jul 31	39.00	43.00	$41.00	9.8%	1	0.89	2
$360.00	Aug 21	55.70	58.80	$57.25	5.4%	--	0.86	30
$315.00	Jul 24	11.60	14.00	$12.80	18.8%	5	0.68	--
$307.50	Jul 17	2.40	4.80	$3.60	66.7%	2	0.64	9
$310.00	Aug 21	18.50	21.40	$19.95	14.5%	--	0.52	20

Most actively traded options today. High liquidity = easy entry/exit. 78 active (total vol 592, top 77)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$302.50	Jul 24	7.20	9.60	$8.40	28.6%	77	0.58	134
$305.00	Jul 17	2.00	3.60	$2.80	57.1%	51	0.53	105
$305.00	Jul 24	6.90	8.50	$7.70	20.8%	38	0.53	184
$300.00	Aug 21	18.40	20.80	$19.60	12.2%	35	0.57	692
$310.00	Aug 21	14.60	16.00	$15.30	9.2%	23	0.48	461

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Jul 24	4.20	5.60	$4.90	28.6%	30	0.36	118
$297.50	Jul 17	0.05	0.75	$0.40	175.0%	21	0.12	172
$305.00	Jul 24	5.80	7.30	$6.55	22.9%	12	0.47	23
$295.00	Aug 28	11.90	15.40	$13.65	25.6%	12	0.39	5
$302.50	Jul 17	0.10	2.30	$1.20	183.3%	7	0.31	56

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 274.8%, max 699.0%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 17	Aug 21	350.4%	47.5%	638.4%	--	622
$245.00	Jul 17	Jul 31	381.1%	59.7%	538.5%	--	39
$260.00	Jul 17	Aug 21	289.8%	46.0%	530.4%	--	2.3K
$255.00	Jul 17	Jul 31	319.9%	52.8%	505.9%	--	43
$265.00	Jul 17	Aug 14	260.0%	44.8%	480.8%	--	296

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$245.00	Jul 17	Aug 28	381.1%	47.7%	699.0%	--	463
$250.00	Jul 17	Aug 28	350.4%	47.0%	646.2%	--	587
$255.00	Jul 17	Aug 28	319.9%	45.4%	604.9%	--	397
$260.00	Jul 17	Aug 21	289.8%	46.0%	530.4%	--	557
$265.00	Jul 17	Jul 31	260.0%	49.1%	429.5%	--	345

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 105 found (best R:R 82.33, avg 6.37)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$330.00	$340.00	Jul 17	$0.12	$9.88	$0.12	82.33	$330.12
$340.00	$345.00	Jul 24	$0.13	$4.87	$0.13	37.46	$340.13
$315.00	$317.50	Jul 17	$0.12	$2.38	$0.12	19.83	$315.12
$330.00	$340.00	Jul 24	$0.52	$9.48	$0.52	18.23	$330.52
$310.00	$312.50	Jul 17	$0.20	$2.30	$0.20	11.50	$310.20

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$250.00	$245.00	Aug 7	$0.12	$4.88	$0.12	40.67	$249.88
$260.00	$255.00	Jul 31	$0.13	$4.87	$0.13	37.46	$259.87
$260.00	$255.00	Aug 7	$0.13	$4.87	$0.13	37.46	$259.87
$277.50	$275.00	Jul 17	$0.12	$2.38	$0.12	19.83	$277.38
$280.00	$277.50	Jul 24	$0.12	$2.38	$0.12	19.83	$279.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 141 found (best R:R 32.33, avg 2.69)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$250.00	$255.00	Jul 24	$4.85	$4.85	$0.15	32.33	$254.85
$250.00	$270.00	Aug 7	$19.10	$19.10	$0.90	21.22	$269.10
$265.00	$270.00	Jul 24	$4.75	$4.75	$0.25	19.00	$269.75
$265.00	$270.00	Jul 31	$4.75	$4.75	$0.25	19.00	$269.75
$247.50	$250.00	Jul 17	$2.35	$2.35	$0.15	15.67	$249.85

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$360.00	$310.00	Aug 21	$37.30	$37.30	$12.70	2.94	$322.70
$345.00	$305.00	Jul 31	$29.30	$29.30	$10.70	2.74	$315.70
$315.00	$305.00	Jul 24	$6.25	$6.25	$3.75	1.67	$308.75
$305.00	$302.50	Jul 17	$1.33	$1.33	$1.17	1.14	$303.67
$310.00	$300.00	Aug 21	$5.30	$5.30	$4.70	1.13	$304.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $1.57, cheapest $0.05)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$350.00	Jul 17	Jul 24	$0.30	197.1%	52.4%
$260.00	Jul 17	Jul 24	$0.35	289.8%	57.9%
$250.00	Jul 17	Jul 24	$0.40	350.4%	69.8%
$255.00	Jul 17	Jul 24	$0.40	319.9%	66.1%
$245.00	Jul 17	Jul 31	$0.50	381.1%	59.7%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$247.50	Jul 17	Jul 24	$0.05	365.8%	72.8%
$250.00	Jul 17	Jul 24	$0.05	350.4%	69.8%
$260.00	Jul 17	Jul 24	$0.05	289.8%	57.9%
$265.00	Jul 17	Jul 24	$0.08	260.0%	53.1%
$245.00	Jul 17	Jul 24	$0.10	381.1%	78.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 71 found (cheapest 1.67% of stock, avg 10.86%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$307.50	Jul 17	$1.50	$3.60	$5.10	$302.40	$312.60	1.67%
$305.00	Jul 17	$2.80	$2.53	$5.33	$299.67	$310.33	1.74%
$302.50	Jul 17	$4.25	$1.20	$5.45	$297.05	$307.95	1.78%
$300.00	Jul 17	$6.50	$0.70	$7.20	$292.80	$307.20	2.35%
$297.50	Jul 17	$8.80	$0.40	$9.20	$288.30	$306.70	3.01%
$295.00	Jul 17	$11.25	$0.18	$11.43	$283.57	$306.43	3.74%
$292.50	Jul 17	$13.60	$0.20	$13.80	$278.70	$306.30	4.51%
$305.00	Jul 24	$7.70	$6.55	$14.25	$290.75	$319.25	4.66%
$302.50	Jul 24	$8.40	$5.90	$14.30	$288.20	$316.80	4.68%
$300.00	Jul 24	$10.60	$4.90	$15.50	$284.50	$315.50	5.07%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 149 found (cheapest 0.15% of stock, avg 3.90%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$317.50	$295.00	Jul 17	$0.28	$0.18	$0.46	$294.54	$317.96
$315.00	$295.00	Jul 17	$0.40	$0.18	$0.58	$294.42	$315.58
$317.50	$297.50	Jul 17	$0.28	$0.40	$0.68	$296.82	$318.18
$315.00	$297.50	Jul 17	$0.40	$0.40	$0.80	$296.70	$315.80
$312.50	$295.00	Jul 17	$0.68	$0.18	$0.86	$294.14	$313.36
$317.50	$300.00	Jul 17	$0.28	$0.70	$0.98	$299.02	$318.48
$310.00	$295.00	Jul 17	$0.88	$0.18	$1.06	$293.94	$311.06
$312.50	$297.50	Jul 17	$0.68	$0.40	$1.08	$296.42	$313.58
$315.00	$300.00	Jul 17	$0.40	$0.70	$1.10	$298.90	$316.10
$310.00	$297.50	Jul 17	$0.88	$0.40	$1.28	$296.22	$311.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 132 found (best R:R 40.67, avg credit $4.97)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
255/260	265/270	Jul 31	$4.88	$0.12	40.67	$255.12	$269.88
275/280	285/290	Jul 31	$4.82	$0.18	26.78	$275.18	$289.82
265/270	275/280	Jul 31	$4.75	$0.25	19.00	$265.25	$279.75
270/275	280/285	Jul 31	$4.75	$0.25	19.00	$270.25	$284.75
260/265	275/280	Jul 31	$4.70	$0.30	15.67	$260.30	$279.70
270/275	285/290	Jul 31	$4.65	$0.35	13.29	$270.35	$289.65
250/260	270/280	Aug 21	$9.12	$0.88	10.36	$250.88	$279.12
255/260	275/280	Jul 31	$4.53	$0.47	9.64	$255.47	$279.53
295/300	305/310	Aug 14	$4.50	$0.50	9.00	$295.50	$309.50
265/270	280/285	Jul 31	$4.45	$0.55	8.09	$265.55	$284.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 87 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$330.00	$340.00	$350.00	Jul 17	$0.12	$9.88	82.33
$340.00	$345.00	$350.00	Jul 24	$0.06	$4.94	82.33
$297.50	$300.00	$302.50	Jul 17	$0.05	$2.45	49.00
$255.00	$260.00	$265.00	Jul 24	$0.10	$4.90	49.00
$325.00	$327.50	$330.00	Jul 24	$0.05	$2.45	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$260.00	$265.00	$270.00	Jul 31	$0.05	$4.95	99.00
$250.00	$255.00	$260.00	Jul 31	$0.06	$4.94	82.33
$300.00	$302.50	$305.00	Jul 31	$0.05	$2.45	49.00
$282.50	$285.00	$287.50	Jul 24	$0.06	$2.44	40.67
$285.00	$290.00	$295.00	Jul 31	$0.13	$4.87	37.46

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 114 found (best net $-3.90, 105 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$300.00	$320.00	1:2	Aug 28	-$3.90	$16.10
$330.00	$340.00	1:2	Jul 24	-$0.01	$9.99
$340.00	$350.00	1:2	Jul 17	-$0.03	$9.97
$350.00	$360.00	1:2	Jul 17	-$0.03	$9.97
$265.00	$285.00	1:2	Aug 14	-$10.90	$9.10

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$295.00	$280.00	1:2	Aug 14	$0.00	$15.00
$270.00	$260.00	1:2	Aug 7	-$0.01	$9.99
$280.00	$270.00	1:2	Aug 7	-$0.25	$9.75
$315.00	$305.00	1:2	Jul 24	-$0.30	$9.70
$260.00	$250.00	1:2	Aug 21	-$0.71	$9.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 34 found (best yield 4.77%, avg 1.53%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$310.00	Aug 21	$14.60	0.48	1.4%	4.77%	6.14%	23	461
$310.00	Aug 14	$11.50	0.47	1.4%	3.76%	5.12%	2	32
$320.00	Aug 28	$10.90	0.40	4.6%	3.56%	8.20%	--	12
$320.00	Aug 21	$10.60	0.39	4.6%	3.47%	8.10%	21	2.5K
$315.00	Aug 14	$9.70	0.42	3.0%	3.17%	6.17%	--	17
$310.00	Aug 7	$9.60	0.46	1.4%	3.14%	4.50%	5	304
$310.00	Jul 31	$7.80	0.44	1.4%	2.55%	3.91%	3	181
$320.00	Aug 14	$7.70	0.37	4.6%	2.52%	7.15%	--	22
$315.00	Aug 7	$7.60	0.41	3.0%	2.49%	5.48%	--	408
$330.00	Aug 21	$6.60	0.31	7.9%	2.16%	10.06%	2	321

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 532

Total Puts 215

Put/Call Ratio 0.40

Net Difference 317

Prior's Put/Call Breakdown

Total Calls 1,043

Total Puts 10,102

Put/Call Ratio 9.69

Net Difference -9,059

Prior 7-Day Put/Call Summary

Total Calls 51,616

Total Puts 21,767

Average Put/Call Ratio 0.66

Ratio Trend Falling

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