VLO - Options Database

VLO

VALERO ENERGY CORP N

$311.21 +0.50%

(7/17 18:06) ◀

Monday, July 20, 2026 (10:00am)

▶ (7/20 11:00)

◀ 7/20 10:00 ▶

Option Volume

Detail

ℹ

Current (07/20 10:00am) 768

Calls: 445 (58%)

Puts: 323 (42%)

Prior (07/17) 747

Calls: 532 (71%)

Puts: 215 (29%)

Current vs Prior +2.81%

Calls: -16.35% (Calls)

Puts: +50.23% (Puts)

Prior 7-Day Total 87,660

Calls: 55,275 (63%)

Puts: 32,385 (37%)

Prior 7-Day Average 12,522

Calls: 7,896 (63%)

Puts: 4,626 (37%)

Current vs Prior 7-Day Avg -93.87%

Calls: -94.36%

Puts: -93.02%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/20 10:00am) $900.0K

Calls: $727.2K (81%)

Puts: $172.7K (19%)

Prior (07/17) $903.9K

Calls: $820.6K (91%)

Puts: $83.3K (9%)

Current vs Prior -0.44%

Calls: -11.37%

Puts: +107.26%

Prior 7-Day Total $103.47M

Calls: $74.16M (72%)

Puts: $29.30M (28%)

Prior 7-Day Average $14.78M

Calls: $10.59M (72%)

Puts: $4.19M (28%)

Current vs Prior 7-Day Avg -93.91%

Calls: -93.14%

Puts: -95.87%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/20 10:00am) 0.73

Prior (07/17) 0.40

Current vs Prior +79.60%

Prior 7-Day Average 0.82

Current vs Prior 7-Day Avg -11.29%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (07/20 10:00am) 114,093

Calls: 60,625 (53%)

Puts: 53,468 (47%)

Prior (07/17) 132,837

Calls: 71,406 (54%)

Puts: 61,431 (46%)

Current vs Prior -14.11%

Prior 7-Day Total 732,938

Calls: 413,102 (56%)

Puts: 319,836 (44%)

Prior 7-Day Average 104,705

Calls: 59,014 (56%)

Puts: 45,690 (44%)

Current vs Prior 7-Day Avg +8.97%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)

Current 4.56% | 7.65%11.63% | 16.39%

Prior 2.50% | 5.28%2.50% | 13.07%

Current vs Prior +82.67% | +44.87%+365.69% | +25.36%

Prior 7-Day Avg 3.78% | 6.11%4.51% | 13.48%

Current vs 7-Day Avg +20.63% | +25.13%+157.92% | +21.57%

Prior 7-Day Eod 2.50% | 5.28%1.20% | 12.87%

Current vs 7-Day Eod +82.67% | +44.87%+870.87% | +27.34%

Sentiment BEARISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 15.46% | 13.45%

Calls: 9.93% | 12.66%

Puts: 20.98% | 14.23%

Prior 35.58% | 9.46%

Calls: 41.27% | 9.27%

Puts: 29.89% | 9.64%

Current vs Prior -56.55% | +42.18%

Prior 7-Day Avg 23.20% | 12.02%

Calls: 21.39% | 11.37%

Puts: 25.02% | 12.65%

Current vs 7-Day Avg -33.37% | +11.94%

Liquidity Expensive

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Strong bullish conviction with 81% of dollar volume in calls ($727.2K) vs puts ($172.7K). P/C ratio rising 80% - increased hedging/bearish positioning.

Smart Money BULLISH

Retail Flow BULLISH

Overall BULLISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BULLISH

7-Day Avg BULLISH

Current BULLISH

Prior BULLISH

7-Day Avg NEUTRAL

Current NEUTRAL

Prior BULLISH

7-Day Avg NEUTRAL

Current NEUTRAL

Prior NEUTRAL

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	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

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 35 of results (avg 7.6%, best 4.3%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Aug 21	61.30	64.00	$62.65	4.3%	--	0.93	114
$250.00	Jul 24	60.10	63.20	$61.65	5.0%	--	1.00	17
$260.00	Aug 21	52.10	55.00	$53.55	5.4%	--	0.90	186
$250.00	Aug 7	60.50	63.90	$62.20	5.5%	--	1.00	27
$270.00	Aug 21	43.60	46.10	$44.85	5.6%	2	0.85	288

PUTS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	50.90	54.00	$52.45	5.9%	--	0.82	30
$315.00	Jul 31	12.80	13.90	$13.35	8.2%	1	0.55	1

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. 69 found (avg delta 0.78, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 24	60.10	63.20	$61.65	5.0%	--	1.00	17
$255.00	Jul 24	55.10	58.30	$56.70	5.6%	--	1.00	12
$260.00	Jul 24	50.40	53.30	$51.85	5.6%	--	1.00	95
$265.00	Jul 24	45.10	48.40	$46.75	7.1%	--	1.00	17
$270.00	Jul 24	40.40	43.30	$41.85	6.9%	--	1.00	120

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	50.90	54.00	$52.45	5.9%	--	0.82	30
$315.00	Jul 24	7.50	9.50	$8.50	23.5%	--	0.58	10
$315.00	Jul 31	12.80	13.90	$13.35	8.2%	1	0.55	1
$312.50	Jul 24	6.40	7.90	$7.15	21.0%	110	0.52	--
$312.50	Jul 31	11.10	12.80	$11.95	14.2%	7	0.51	--

Most actively traded options today. High liquidity = easy entry/exit. 85 active (total vol 614, top 110)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$315.00	Jul 24	4.70	5.80	$5.25	21.0%	36	0.42	593
$310.00	Jul 24	6.70	7.40	$7.05	9.9%	33	0.54	124
$300.00	Jul 24	12.70	15.10	$13.90	17.3%	18	0.76	1.3K
$307.50	Jul 24	7.60	9.70	$8.65	24.3%	17	0.60	32
$317.50	Jul 24	3.10	4.80	$3.95	43.0%	13	0.36	20

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$312.50	Jul 24	6.40	7.90	$7.15	21.0%	110	0.52	--
$280.00	Jul 24	0.10	0.60	$0.35	142.9%	31	0.04	23
$290.00	Jul 24	0.65	1.05	$0.85	47.1%	31	0.10	104
$300.00	Jul 24	1.95	2.75	$2.35	34.0%	16	0.24	124
$305.00	Jul 24	3.20	4.80	$4.00	40.0%	16	0.35	212

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 38 strikes (avg 25.4%, max 108.5%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 24	Aug 21	97.3%	49.4%	97.1%	--	131
$260.00	Jul 24	Aug 21	82.0%	49.7%	65.1%	--	281
$265.00	Jul 24	Aug 14	69.4%	47.5%	46.1%	--	29
$255.00	Jul 24	Jul 31	89.6%	62.4%	43.6%	1	29
$270.00	Jul 24	Aug 21	69.6%	48.5%	43.5%	2	408

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 24	Aug 28	97.3%	46.7%	108.5%	1	164
$255.00	Jul 24	Aug 28	89.6%	45.5%	97.1%	--	104
$260.00	Jul 24	Aug 21	82.0%	49.7%	65.1%	1	292
$270.00	Jul 24	Aug 21	69.6%	48.5%	43.5%	--	717
$275.00	Jul 24	Aug 14	63.0%	46.6%	35.2%	--	55

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 98 found (best R:R 49.00, avg 5.25)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$340.00	$345.00	Jul 24	$0.10	$4.90	$0.10	49.00	$340.10
$345.00	$350.00	Jul 24	$0.12	$4.88	$0.12	40.67	$345.12
$332.50	$335.00	Jul 24	$0.22	$2.28	$0.22	10.36	$332.72
$330.00	$332.50	Jul 24	$0.25	$2.25	$0.25	9.00	$330.25
$335.00	$337.50	Jul 24	$0.26	$2.24	$0.26	8.62	$335.26

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$265.00	$260.00	Jul 31	$0.18	$4.82	$0.18	26.78	$264.82
$285.00	$282.50	Jul 24	$0.10	$2.40	$0.10	24.00	$284.90
$255.00	$250.00	Aug 7	$0.20	$4.80	$0.20	24.00	$254.80
$267.50	$265.00	Jul 24	$0.12	$2.38	$0.12	19.83	$267.38
$287.50	$285.00	Jul 24	$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. 133 found (best R:R 49.00, avg 2.87)

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
$255.00	$260.00	Jul 31	$4.85	$4.85	$0.15	32.33	$259.85
$272.50	$275.00	Jul 24	$2.40	$2.40	$0.10	24.00	$274.90
$250.00	$270.00	Aug 7	$19.15	$19.15	$0.85	22.53	$269.15

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$360.00	$310.00	Aug 21	$36.10	$36.10	$13.90	2.60	$323.90
$315.00	$312.50	Jul 31	$1.40	$1.40	$1.10	1.27	$313.60
$315.00	$312.50	Jul 24	$1.35	$1.35	$1.15	1.17	$313.65
$312.50	$310.00	Jul 24	$1.30	$1.30	$1.20	1.08	$311.20
$310.00	$305.00	Jul 31	$2.45	$2.45	$2.55	0.96	$307.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 45 found (avg debit $2.65, cheapest $0.10)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$265.00	Jul 24	Jul 31	$0.10	69.4%	56.5%
$250.00	Jul 24	Jul 31	$0.20	97.3%	66.3%
$255.00	Jul 24	Jul 31	$0.45	89.6%	62.4%
$260.00	Jul 24	Jul 31	$0.45	82.0%	58.4%
$270.00	Jul 24	Jul 31	$0.75	69.6%	54.1%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 24	Jul 31	$0.20	97.3%	66.3%
$255.00	Jul 24	Jul 31	$0.25	89.6%	62.4%
$260.00	Jul 24	Jul 31	$0.30	82.0%	58.4%
$265.00	Jul 24	Jul 31	$0.55	69.4%	56.5%
$267.50	Jul 24	Jul 31	$0.60	73.4%	56.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 54 found (cheapest 4.15% of stock, avg 11.18%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$310.00	Jul 24	$7.05	$5.85	$12.90	$297.10	$322.90	4.15%
$312.50	Jul 24	$6.15	$7.15	$13.30	$299.20	$325.80	4.27%
$307.50	Jul 24	$8.65	$4.75	$13.40	$294.10	$320.90	4.31%
$315.00	Jul 24	$5.25	$8.50	$13.75	$301.25	$328.75	4.42%
$305.00	Jul 24	$10.30	$4.00	$14.30	$290.70	$319.30	4.59%
$302.50	Jul 24	$12.00	$3.20	$15.20	$287.30	$317.70	4.88%
$300.00	Jul 24	$13.90	$2.35	$16.25	$283.75	$316.25	5.22%
$297.50	Jul 24	$15.95	$1.78	$17.73	$279.77	$315.23	5.70%
$295.00	Jul 24	$17.80	$1.40	$19.20	$275.80	$314.20	6.17%
$292.50	Jul 24	$20.30	$0.93	$21.23	$271.27	$313.73	6.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 108 found (cheapest 1.43% of stock, avg 4.86%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$325.00	$300.00	Jul 24	$2.10	$2.35	$4.45	$295.55	$329.45
$325.00	$302.50	Jul 24	$2.10	$3.20	$5.30	$297.20	$330.30
$320.00	$300.00	Jul 24	$3.20	$2.35	$5.55	$294.45	$325.55
$350.00	$270.00	Aug 14	$3.60	$2.28	$5.88	$264.12	$355.88
$325.00	$305.00	Jul 24	$2.10	$4.00	$6.10	$298.90	$331.10
$317.50	$300.00	Jul 24	$3.95	$2.35	$6.30	$293.70	$323.80
$320.00	$302.50	Jul 24	$3.20	$3.20	$6.40	$296.10	$326.40
$350.00	$275.00	Aug 14	$3.60	$3.13	$6.73	$268.27	$356.73
$325.00	$307.50	Jul 24	$2.10	$4.75	$6.85	$300.65	$331.85
$317.50	$302.50	Jul 24	$3.95	$3.20	$7.15	$295.35	$324.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 127 found (best R:R 40.67, avg credit $5.05)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
260/265	270/275	Jul 31	$4.88	$0.12	40.67	$260.12	$274.88
265/268	270/275	Jul 31	$4.87	$0.13	37.46	$262.63	$274.87
270/275	280/285	Jul 31	$4.82	$0.18	26.78	$270.18	$284.82
260/265	275/280	Jul 31	$4.78	$0.22	21.73	$260.22	$279.78
265/268	275/280	Jul 31	$4.77	$0.23	20.74	$262.73	$279.77
290/295	300/305	Aug 7	$4.70	$0.30	15.67	$290.30	$304.70
270/275	285/290	Jul 31	$4.67	$0.33	14.15	$270.33	$289.67
275/280	285/290	Jul 31	$4.65	$0.35	13.29	$275.35	$289.65
290/295	305/310	Aug 14	$4.60	$0.40	11.50	$290.40	$309.60
250/260	270/280	Aug 21	$9.13	$0.87	10.49	$250.87	$279.13

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 59 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$325.00	$330.00	$335.00	Jul 31	$0.05	$4.95	99.00
$280.00	$285.00	$290.00	Aug 7	$0.05	$4.95	99.00
$250.00	$255.00	$260.00	Jul 24	$0.10	$4.90	49.00
$305.00	$307.50	$310.00	Jul 24	$0.05	$2.45	49.00
$270.00	$275.00	$280.00	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	Aug 7	$0.05	$4.95	99.00
$250.00	$260.00	$270.00	Aug 21	$0.24	$9.76	40.67
$255.00	$260.00	$265.00	Jul 31	$0.13	$4.87	37.46
$280.00	$282.50	$285.00	Jul 31	$0.07	$2.43	34.71
$280.00	$282.50	$285.00	Jul 24	$0.10	$2.40	24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 73 found (best net $-1.75, 68 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$360.00	$370.00	1:2	Aug 21	-$1.05	$8.95
$350.00	$360.00	1:2	Aug 21	-$3.15	$6.85
$340.00	$350.00	1:2	Aug 21	-$3.60	$6.40
$300.00	$315.00	1:2	Aug 28	-$9.55	$5.45
$265.00	$285.00	1:2	Aug 14	-$14.75	$5.25

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$295.00	$280.00	1:2	Aug 28	-$1.75	$13.25
$280.00	$270.00	1:2	Aug 7	-$0.08	$9.92
$260.00	$250.00	1:2	Aug 21	-$0.17	$9.83
$270.00	$260.00	1:2	Aug 7	-$0.22	$9.78
$270.00	$260.00	1:2	Aug 14	-$0.62	$9.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 5.11%, avg 1.83%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$312.50	Aug 21	$15.90	0.51	0.4%	5.11%	5.52%	3	--
$315.00	Aug 28	$15.50	0.49	1.2%	4.98%	6.20%	1	1
$320.00	Aug 28	$13.40	0.45	2.8%	4.31%	7.13%	--	12
$320.00	Aug 21	$12.80	0.44	2.8%	4.11%	6.94%	11	2.5K
$315.00	Aug 14	$11.90	0.47	1.2%	3.82%	5.04%	--	20
$320.00	Aug 14	$10.30	0.42	2.8%	3.31%	6.13%	7	145
$325.00	Aug 21	$10.30	0.40	4.4%	3.31%	7.74%	8	--
$315.00	Aug 7	$9.90	0.46	1.2%	3.18%	4.40%	3	411
$312.50	Jul 31	$9.80	0.49	0.4%	3.15%	3.56%	8	18
$315.00	Jul 31	$8.70	0.45	1.2%	2.80%	4.01%	8	83

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 445

Total Puts 323

Put/Call Ratio 0.73

Net Difference 122

Prior's Put/Call Breakdown

Total Calls 532

Total Puts 215

Put/Call Ratio 0.40

Net Difference 317

Prior 7-Day Put/Call Summary

Total Calls 55,275

Total Puts 32,385

Average Put/Call Ratio 0.82

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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