VLO - Options Database

VLO

VALERO ENERGY CORP N

$311.99 +0.75%

(7/20 10:00) ◀

Monday, July 20, 2026 (11:00am)

▶ (7/20 12:00)

◀ 7/20 11:00 ▶

Option Volume

Detail

ℹ

Current (07/20 11:00am) 3,277

Calls: 2,186 (67%)

Puts: 1,091 (33%)

Prior (07/17) 1,830

Calls: 1,406 (77%)

Puts: 424 (23%)

Current vs Prior +79.07%

Calls: +55.48% (Calls)

Puts: +157.31% (Puts)

Prior 7-Day Total 93,352

Calls: 59,976 (64%)

Puts: 33,376 (36%)

Prior 7-Day Average 13,336

Calls: 8,568 (64%)

Puts: 4,768 (36%)

Current vs Prior 7-Day Avg -75.43%

Calls: -74.49%

Puts: -77.12%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/20 11:00am) $3.87M

Calls: $3.11M (80%)

Puts: $754.6K (20%)

Prior (07/17) $3.55M

Calls: $3.20M (90%)

Puts: $340.8K (10%)

Current vs Prior +9.11%

Calls: -2.83%

Puts: +121.38%

Prior 7-Day Total $115.39M

Calls: $85.17M (74%)

Puts: $30.22M (26%)

Prior 7-Day Average $16.48M

Calls: $12.17M (74%)

Puts: $4.32M (26%)

Current vs Prior 7-Day Avg -76.53%

Calls: -74.40%

Puts: -82.52%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/20 11:00am) 0.50

Prior (07/17) 0.30

Current vs Prior +65.50%

Prior 7-Day Average 0.74

Current vs Prior 7-Day Avg -32.33%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/20 11:00am) 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 771,511

Calls: 432,052 (56%)

Puts: 339,459 (44%)

Prior 7-Day Average 110,215

Calls: 61,721 (56%)

Puts: 48,494 (44%)

Current vs Prior 7-Day Avg +3.52%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 4.60% | 7.58%11.35% | 16.22%

Prior 4.96% | 7.86%1.20% | 12.87%

Current vs Prior -7.22% | -3.60%+847.04% | +26.02%

Prior 7-Day Avg 3.91% | 6.27%3.71% | 13.38%

Current vs 7-Day Avg +17.52% | +20.96%+205.62% | +21.18%

Prior 7-Day Eod 4.96% | 7.86%1.20% | 12.87%

Current vs 7-Day Eod -7.22% | -3.60%+847.04% | +26.02%

Sentiment BULLISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 16.18% | 8.89%

Calls: 14.19% | 8.26%

Puts: 18.18% | 9.52%

Prior 11.21% | 7.00%

Calls: 9.64% | 6.40%

Puts: 12.77% | 7.59%

Current vs Prior +44.34% | +27.00%

Prior 7-Day Avg 21.48% | 11.97%

Calls: 20.12% | 11.09%

Puts: 22.83% | 12.85%

Current vs 7-Day Avg -24.66% | -25.76%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($3.11M) vs puts ($754.6K). Above-average activity with volume up 79% vs prior. Extreme bullish P/C ratio of 0.50 - heavy call buying (2,186 calls vs 1,091 puts). P/C ratio rising 66% - 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 BULLISH

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
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

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Tightest Spreads

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Best Value <$1

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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 59 of results (avg 7.2%, best 4.3%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$290.00	Aug 21	29.30	30.60	$29.95	4.3%	13	0.72	535
$250.00	Jul 24	61.00	63.80	$62.40	4.5%	--	0.98	17
$255.00	Jul 24	56.00	58.60	$57.30	4.5%	--	0.98	12
$280.00	Aug 21	36.50	38.20	$37.35	4.6%	3	0.80	240
$250.00	Aug 21	61.90	64.80	$63.35	4.6%	--	0.93	114

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Aug 21	15.60	16.50	$16.05	5.6%	6	0.46	86
$360.00	Aug 21	50.50	53.50	$52.00	5.8%	--	0.83	30
$330.00	Aug 28	28.50	30.40	$29.45	6.5%	84	0.62	--
$300.00	Aug 21	11.00	11.90	$11.45	7.9%	8	0.37	69
$305.00	Aug 21	13.00	14.10	$13.55	8.1%	2	0.41	--

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. 71 found (avg delta 0.77, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 31	61.20	64.20	$62.70	4.8%	3	1.00	44
$255.00	Jul 31	56.30	59.30	$57.80	5.2%	1	1.00	17
$265.00	Jul 24	46.00	48.80	$47.40	5.9%	--	0.99	17
$250.00	Jul 24	61.00	63.80	$62.40	4.5%	--	0.98	17
$260.00	Jul 24	51.00	53.70	$52.35	5.2%	--	0.98	95

PUTS (4)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	50.50	53.50	$52.00	5.8%	--	0.83	30
$330.00	Aug 28	28.50	30.40	$29.45	6.5%	84	0.62	--
$315.00	Jul 24	7.50	8.50	$8.00	12.5%	--	0.56	10
$315.00	Jul 31	12.30	13.40	$12.85	8.6%	1	0.53	1

Most actively traded options today. High liquidity = easy entry/exit. 123 active (total vol 2.7K, top 700)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$327.50	Aug 7	6.00	8.20	$7.10	31.0%	700	0.34	--
$305.00	Aug 7	16.30	17.40	$16.85	6.5%	501	0.60	790
$335.00	Jul 24	0.70	1.00	$0.85	35.3%	66	0.11	8
$325.00	Jul 24	1.85	2.45	$2.15	27.9%	59	0.23	35
$310.00	Jul 24	7.20	8.30	$7.75	14.2%	48	0.56	124

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$312.50	Jul 24	6.00	7.20	$6.60	18.2%	223	0.50	--
$260.00	Aug 21	1.75	2.30	$2.03	27.1%	141	0.09	185
$330.00	Aug 28	28.50	30.40	$29.45	6.5%	84	0.62	--
$290.00	Jul 24	0.55	0.75	$0.65	30.8%	46	0.08	104
$265.00	Jul 24	0.00	0.20	$0.10	200.0%	44	0.01	108

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 40 strikes (avg 26.8%, max 114.5%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 24	Aug 21	99.2%	49.9%	99.0%	--	131
$260.00	Jul 24	Aug 21	82.2%	48.1%	71.0%	--	281
$270.00	Jul 24	Aug 21	71.4%	47.1%	51.6%	5	408
$255.00	Jul 24	Jul 31	91.5%	62.9%	45.6%	1	29
$265.00	Jul 24	Aug 14	69.0%	47.6%	45.0%	--	29

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 24	Aug 28	99.2%	46.2%	114.5%	1	164
$255.00	Jul 24	Aug 28	91.5%	46.0%	99.2%	--	104
$260.00	Jul 24	Aug 21	82.2%	48.1%	71.0%	175	292
$270.00	Jul 24	Aug 28	71.4%	45.0%	58.8%	2	133
$265.00	Jul 24	Aug 21	69.0%	49.0%	40.8%	45	108

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 115 found (best R:R 37.46, avg 4.64)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$345.00	$350.00	Jul 24	$0.13	$4.87	$0.13	37.46	$345.13
$330.00	$332.50	Jul 24	$0.17	$2.33	$0.17	13.71	$330.17
$332.50	$335.00	Jul 24	$0.23	$2.27	$0.23	9.87	$332.73
$335.00	$350.00	Jul 31	$1.50	$13.50	$1.50	9.00	$336.50
$360.00	$370.00	Aug 21	$1.05	$8.95	$1.05	8.52	$361.05

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$265.00	$260.00	Jul 31	$0.13	$4.87	$0.13	37.46	$264.87
$255.00	$250.00	Aug 7	$0.18	$4.82	$0.18	26.78	$254.82
$287.50	$285.00	Jul 24	$0.12	$2.38	$0.12	19.83	$287.38
$265.00	$260.00	Aug 7	$0.25	$4.75	$0.25	19.00	$264.75
$267.50	$265.00	Jul 24	$0.15	$2.35	$0.15	15.67	$267.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 149 found (best R:R 49.00, avg 2.67)

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
$265.00	$270.00	Jul 31	$4.90	$4.90	$0.10	49.00	$269.90
$270.00	$275.00	Jul 31	$4.80	$4.80	$0.20	24.00	$274.80
$250.00	$270.00	Aug 7	$19.15	$19.15	$0.85	22.53	$269.15
$285.00	$290.00	Jul 24	$4.75	$4.75	$0.25	19.00	$289.75

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$360.00	$310.00	Aug 21	$35.95	$35.95	$14.05	2.56	$324.05
$315.00	$312.50	Jul 24	$1.40	$1.40	$1.10	1.27	$313.60
$312.50	$310.00	Jul 31	$1.35	$1.35	$1.15	1.17	$311.15
$330.00	$295.00	Aug 28	$18.30	$18.30	$16.70	1.10	$311.70
$315.00	$312.50	Jul 31	$1.30	$1.30	$1.20	1.08	$313.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $2.69, cheapest $0.20)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 24	Jul 31	$0.30	99.2%	67.4%
$260.00	Jul 24	Jul 31	$0.40	82.2%	59.5%
$255.00	Jul 24	Jul 31	$0.50	91.5%	62.9%
$265.00	Jul 24	Jul 31	$0.65	69.0%	56.8%
$270.00	Jul 24	Jul 31	$0.65	71.4%	55.0%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 24	Jul 31	$0.20	99.2%	67.4%
$255.00	Jul 24	Jul 31	$0.23	91.5%	62.9%
$260.00	Jul 24	Jul 31	$0.32	82.2%	59.5%
$265.00	Jul 24	Jul 31	$0.53	69.0%	56.8%
$270.00	Jul 24	Jul 31	$0.60	71.4%	55.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 55 found (cheapest 4.20% of stock, avg 11.14%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$312.50	Jul 24	$6.50	$6.60	$13.10	$299.40	$325.60	4.20%
$310.00	Jul 24	$7.75	$5.55	$13.30	$296.70	$323.30	4.26%
$315.00	Jul 24	$5.40	$8.00	$13.40	$301.60	$328.40	4.30%
$307.50	Jul 24	$9.25	$4.30	$13.55	$293.95	$321.05	4.34%
$305.00	Jul 24	$10.70	$3.45	$14.15	$290.85	$319.15	4.54%
$302.50	Jul 24	$12.40	$2.68	$15.08	$287.42	$317.58	4.83%
$300.00	Jul 24	$14.25	$2.10	$16.35	$283.65	$316.35	5.24%
$297.50	Jul 24	$16.45	$1.50	$17.95	$279.55	$315.45	5.75%
$295.00	Jul 24	$18.55	$1.20	$19.75	$275.25	$314.75	6.33%
$292.50	Jul 24	$20.65	$0.85	$21.50	$271.00	$314.00	6.89%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 1.55% of stock, avg 5.00%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$325.00	$302.50	Jul 24	$2.15	$2.68	$4.83	$297.67	$329.83
$322.50	$302.50	Jul 24	$2.68	$2.68	$5.36	$297.14	$327.86
$325.00	$305.00	Jul 24	$2.15	$3.45	$5.60	$299.40	$330.60
$322.50	$305.00	Jul 24	$2.68	$3.45	$6.13	$298.87	$328.63
$320.00	$302.50	Jul 24	$3.55	$2.68	$6.23	$296.27	$326.23
$360.00	$250.00	Aug 28	$4.80	$1.45	$6.25	$243.75	$366.25
$325.00	$307.50	Jul 24	$2.15	$4.30	$6.45	$301.05	$331.45
$335.00	$270.00	Aug 7	$5.00	$1.55	$6.55	$263.45	$341.55
$360.00	$255.00	Aug 28	$4.80	$1.90	$6.70	$248.30	$366.70
$320.00	$305.00	Jul 24	$3.55	$3.45	$7.00	$298.00	$327.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 173 found (best R:R 26.78, avg credit $4.49)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
270/275	280/285	Jul 31	$4.82	$0.18	26.78	$270.18	$284.82
265/268	280/285	Jul 31	$4.75	$0.25	19.00	$262.75	$284.75
260/265	275/280	Aug 7	$4.70	$0.30	15.67	$260.30	$279.70
260/265	275/280	Jul 31	$4.68	$0.32	14.63	$260.32	$279.68
290/295	310/315	Aug 14	$4.65	$0.35	13.29	$290.35	$314.65
250/255	275/280	Aug 7	$4.63	$0.37	12.51	$250.37	$279.63
260/265	270/275	Aug 7	$4.60	$0.40	11.50	$260.40	$274.60
290/295	305/310	Aug 14	$4.60	$0.40	11.50	$290.40	$309.60
305/310	315/320	Aug 21	$4.60	$0.40	11.50	$305.40	$319.60
265/270	290/295	Aug 7	$4.57	$0.43	10.63	$265.43	$294.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 67 found (best R:R 82.33, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$265.00	$270.00	$275.00	Jul 31	$0.10	$4.90	49.00
$310.00	$312.50	$315.00	Jul 31	$0.05	$2.45	49.00
$250.00	$255.00	$260.00	Jul 24	$0.15	$4.85	32.33
$275.00	$280.00	$285.00	Jul 31	$0.15	$4.85	32.33
$250.00	$260.00	$270.00	Aug 21	$0.30	$9.70	32.33

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$255.00	$260.00	$265.00	Jul 31	$0.06	$4.94	82.33
$290.00	$295.00	$300.00	Aug 7	$0.15	$4.85	32.33
$270.00	$280.00	$290.00	Aug 7	$0.31	$9.69	31.26
$302.50	$305.00	$307.50	Jul 24	$0.08	$2.42	30.25
$250.00	$252.50	$255.00	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. 85 found (best net $-0.20, 79 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$335.00	$350.00	1:2	Jul 31	-$0.20	$14.80
$360.00	$370.00	1:2	Aug 21	-$1.60	$8.40
$350.00	$360.00	1:2	Aug 21	-$2.10	$7.90
$325.00	$335.00	1:2	Aug 14	-$3.10	$6.90
$340.00	$350.00	1:2	Aug 21	-$3.20	$6.80

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$295.00	$280.00	1:2	Aug 28	-$1.15	$13.85
$280.00	$270.00	1:2	Aug 7	-$0.13	$9.87
$270.00	$260.00	1:2	Aug 14	-$0.36	$9.64
$260.00	$250.00	1:2	Aug 21	-$0.51	$9.49
$290.00	$280.00	1:2	Aug 7	-$1.24	$8.76

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 47 found (best yield 5.13%, avg 2.05%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$312.50	Aug 21	$16.00	0.52	0.2%	5.13%	5.29%	5	--
$315.00	Aug 28	$16.00	0.49	1.0%	5.13%	6.09%	2	1
$315.00	Aug 21	$15.30	0.49	1.0%	4.90%	5.87%	4	--
$320.00	Aug 28	$14.00	0.45	2.6%	4.49%	7.05%	1	12
$320.00	Aug 21	$13.30	0.45	2.6%	4.26%	6.83%	27	2.5K
$315.00	Aug 14	$12.80	0.48	1.0%	4.10%	5.07%	--	20
$325.00	Aug 28	$12.00	0.41	4.2%	3.85%	8.02%	1	5
$312.50	Aug 7	$11.60	0.51	0.2%	3.72%	3.88%	2	--
$320.00	Aug 14	$11.40	0.44	2.6%	3.65%	6.22%	10	145
$315.00	Aug 7	$11.20	0.48	1.0%	3.59%	4.55%	5	411

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 2,186

Total Puts 1,091

Put/Call Ratio 0.50

Net Difference 1,095

Prior's Put/Call Breakdown

Total Calls 1,406

Total Puts 424

Put/Call Ratio 0.30

Net Difference 982

Prior 7-Day Put/Call Summary

Total Calls 59,976

Total Puts 33,376

Average Put/Call Ratio 0.74

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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