VLO - Options Database

VLO

VALERO ENERGY CORP N

$312.94 +1.06%

(7/20 11:00) ◀

Monday, July 20, 2026 (12:00pm)

▶ (7/20 13:00)

◀ 7/20 12:00 ▶

Option Volume

Detail

ℹ

Current (07/20 12:00pm) 4,149

Calls: 2,853 (69%)

Puts: 1,296 (31%)

Prior (07/17) 2,737

Calls: 2,062 (75%)

Puts: 675 (25%)

Current vs Prior +51.59%

Calls: +38.36% (Calls)

Puts: +92.00% (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 -68.89%

Calls: -66.70%

Puts: -72.82%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/20 12:00pm) $5.46M

Calls: $4.52M (83%)

Puts: $941.3K (17%)

Prior (07/17) $4.54M

Calls: $4.06M (89%)

Puts: $477.0K (11%)

Current vs Prior +20.16%

Calls: +11.09%

Puts: +97.36%

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 -66.90%

Calls: -62.89%

Puts: -78.20%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/20 12:00pm) 0.45

Prior (07/17) 0.33

Current vs Prior +38.77%

Prior 7-Day Average 0.74

Current vs Prior 7-Day Avg -38.41%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/20 12:00pm) 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% | 7.56%11.39% | 16.31%

Prior 4.96% | 7.86%1.20% | 12.87%

Current vs Prior -7.18% | -3.90%+850.84% | +26.76%

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

Current vs 7-Day Avg +17.57% | +20.60%+206.85% | +21.89%

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

Current vs 7-Day Eod -7.18% | -3.90%+850.84% | +26.76%

Sentiment BULLISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 18.07% | 12.28%

Calls: 18.44% | 12.99%

Puts: 17.69% | 11.57%

Prior 11.21% | 7.00%

Calls: 9.64% | 6.40%

Puts: 12.77% | 7.59%

Current vs Prior +61.20% | +75.43%

Prior 7-Day Avg 21.48% | 11.97%

Calls: 20.12% | 11.09%

Puts: 22.83% | 12.85%

Current vs 7-Day Avg -15.86% | +2.55%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($4.52M) vs puts ($941.3K). Above-average activity with volume up 52% vs prior. Extreme bullish P/C ratio of 0.45 - heavy call buying (2,853 calls vs 1,296 puts). P/C ratio rising 39% - 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
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

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 58 of results (avg 7.2%, best 3.8%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$260.00	Jul 24	52.40	54.40	$53.40	3.7%	--	0.98	95
$255.00	Jul 31	57.70	60.50	$59.10	4.7%	1	1.00	17
$255.00	Jul 24	57.40	60.20	$58.80	4.8%	4	0.98	12
$272.50	Jul 24	40.00	42.00	$41.00	4.9%	3	0.97	21
$270.00	Aug 21	45.50	47.80	$46.65	4.9%	7	0.86	288

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$320.00	Aug 21	20.50	21.50	$21.00	4.8%	4	0.54	1
$360.00	Aug 21	49.20	52.10	$50.65	5.7%	--	0.82	30
$310.00	Aug 21	15.10	16.00	$15.55	5.8%	30	0.45	86
$300.00	Aug 21	10.70	11.50	$11.10	7.2%	10	0.36	69
$315.00	Aug 21	17.30	18.70	$18.00	7.8%	3	0.49	--

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. 73 found (avg delta 0.75, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$255.00	Jul 31	57.70	60.50	$59.10	4.7%	1	1.00	17
$265.00	Jul 24	47.50	50.10	$48.80	5.3%	--	0.99	17
$255.00	Jul 24	57.40	60.20	$58.80	4.8%	4	0.98	12
$260.00	Jul 24	52.40	54.40	$53.40	3.7%	--	0.98	95
$270.00	Jul 24	42.50	45.30	$43.90	6.4%	--	0.97	120

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	49.20	52.10	$50.65	5.7%	--	0.82	30
$330.00	Aug 28	26.90	30.20	$28.55	11.6%	84	0.61	--
$320.00	Aug 21	20.50	21.50	$21.00	4.8%	4	0.54	1
$315.00	Jul 24	6.70	8.00	$7.35	17.7%	--	0.53	10
$315.00	Jul 31	11.40	12.80	$12.10	11.6%	2	0.52	1

Most actively traded options today. High liquidity = easy entry/exit. 139 active (total vol 3.3K, top 700)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$327.50	Aug 7	6.50	8.80	$7.65	30.1%	700	0.35	--
$305.00	Aug 7	16.80	18.00	$17.40	6.9%	501	0.61	790
$360.00	Aug 7	1.90	2.90	$2.40	41.7%	287	0.13	--
$310.00	Jul 24	7.70	9.30	$8.50	18.8%	73	0.59	124
$335.00	Jul 24	0.85	1.45	$1.15	52.2%	72	0.13	8

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$312.50	Jul 24	5.70	6.60	$6.15	14.6%	223	0.47	--
$260.00	Aug 21	1.65	2.30	$1.98	32.8%	141	0.09	185
$330.00	Aug 28	26.90	30.20	$28.55	11.6%	84	0.61	--
$300.00	Jul 24	1.55	2.05	$1.80	27.8%	58	0.20	124
$290.00	Jul 24	0.45	0.75	$0.60	50.0%	53	0.08	104

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 42 strikes (avg 22.8%, max 100.6%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$260.00	Jul 24	Aug 21	83.8%	48.5%	72.7%	--	281
$270.00	Jul 24	Aug 21	73.1%	47.5%	53.8%	7	408
$265.00	Jul 24	Aug 14	70.5%	48.3%	46.1%	--	29
$255.00	Jul 24	Jul 31	93.2%	63.9%	45.8%	5	29
$275.00	Jul 24	Aug 7	65.4%	50.3%	30.1%	--	155

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$255.00	Jul 24	Aug 28	93.2%	46.5%	100.6%	--	104
$260.00	Jul 24	Aug 21	83.8%	48.5%	72.7%	175	292
$270.00	Jul 24	Aug 28	73.1%	45.6%	60.2%	2	133
$265.00	Jul 24	Aug 21	70.5%	48.0%	46.8%	45	108
$275.00	Jul 24	Aug 21	65.4%	46.5%	40.6%	3	30

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 125 found (best R:R 40.67, avg 4.63)

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
$332.50	$335.00	Jul 24	$0.10	$2.40	$0.10	24.00	$332.60
$340.00	$345.00	Jul 24	$0.25	$4.75	$0.25	19.00	$340.25
$337.50	$340.00	Jul 24	$0.17	$2.33	$0.17	13.71	$337.67
$350.00	$357.50	Jul 31	$0.70	$6.80	$0.70	9.71	$350.70

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$265.00	$260.00	Jul 31	$0.12	$4.88	$0.12	40.67	$264.88
$265.00	$260.00	Aug 7	$0.25	$4.75	$0.25	19.00	$264.75
$267.50	$265.00	Jul 24	$0.13	$2.37	$0.13	18.23	$267.37
$295.00	$292.50	Jul 24	$0.14	$2.36	$0.14	16.86	$294.86
$255.00	$252.50	Jul 24	$0.15	$2.35	$0.15	15.67	$254.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 156 found (best R:R 49.00, avg 2.24)

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
$260.00	$265.00	Jul 31	$4.80	$4.80	$0.20	24.00	$264.80
$277.50	$280.00	Jul 24	$2.35	$2.35	$0.15	15.67	$279.85
$282.50	$285.00	Jul 24	$2.35	$2.35	$0.15	15.67	$284.85
$285.00	$290.00	Jul 24	$4.70	$4.70	$0.30	15.67	$289.70

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$360.00	$320.00	Aug 21	$29.65	$29.65	$10.35	2.86	$330.35
$320.00	$315.00	Aug 21	$3.00	$3.00	$2.00	1.50	$317.00
$310.00	$307.50	Jul 31	$1.35	$1.35	$1.15	1.17	$308.65
$312.50	$310.00	Jul 31	$1.35	$1.35	$1.15	1.17	$311.15
$330.00	$295.00	Aug 28	$18.40	$18.40	$16.60	1.11	$311.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $2.64, cheapest $0.23)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$255.00	Jul 24	Jul 31	$0.30	93.2%	63.9%
$265.00	Jul 24	Jul 31	$0.45	70.5%	57.4%
$260.00	Jul 24	Jul 31	$0.65	83.8%	60.0%
$270.00	Jul 24	Jul 31	$0.65	73.1%	55.4%
$275.00	Jul 24	Jul 31	$0.70	65.4%	54.4%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$255.00	Jul 24	Jul 31	$0.23	93.2%	63.9%
$260.00	Jul 24	Jul 31	$0.30	83.8%	60.0%
$267.50	Jul 24	Jul 31	$0.37	75.6%	54.7%
$265.00	Jul 24	Jul 31	$0.50	70.5%	57.4%
$270.00	Jul 24	Jul 31	$0.55	73.1%	55.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 54 found (cheapest 4.22% of stock, avg 10.66%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$312.50	Jul 24	$7.05	$6.15	$13.20	$299.30	$325.70	4.22%
$315.00	Jul 24	$5.90	$7.35	$13.25	$301.75	$328.25	4.23%
$310.00	Jul 24	$8.50	$5.00	$13.50	$296.50	$323.50	4.31%
$307.50	Jul 24	$10.00	$3.90	$13.90	$293.60	$321.40	4.44%
$305.00	Jul 24	$11.60	$3.03	$14.63	$290.37	$319.63	4.68%
$302.50	Jul 24	$13.55	$2.33	$15.88	$286.62	$318.38	5.07%
$300.00	Jul 24	$15.10	$1.80	$16.90	$283.10	$316.90	5.40%
$297.50	Jul 24	$17.50	$1.35	$18.85	$278.65	$316.35	6.02%
$295.00	Jul 24	$19.80	$1.02	$20.82	$274.18	$315.82	6.65%
$310.00	Jul 31	$12.55	$9.75	$22.30	$287.70	$332.30	7.13%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 141 found (cheapest 1.53% of stock, avg 4.92%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$325.00	$302.50	Jul 24	$2.45	$2.33	$4.78	$297.72	$329.78
$325.00	$305.00	Jul 24	$2.45	$3.03	$5.48	$299.52	$330.48
$322.50	$302.50	Jul 24	$3.20	$2.33	$5.53	$296.97	$328.03
$322.50	$305.00	Jul 24	$3.20	$3.03	$6.23	$298.77	$328.73
$320.00	$302.50	Jul 24	$3.95	$2.33	$6.28	$296.22	$326.28
$325.00	$307.50	Jul 24	$2.45	$3.90	$6.35	$301.15	$331.35
$360.00	$255.00	Aug 28	$4.70	$1.80	$6.50	$248.50	$366.50
$320.00	$305.00	Jul 24	$3.95	$3.03	$6.98	$298.02	$326.98
$335.00	$270.00	Aug 7	$5.65	$1.38	$7.03	$262.97	$342.03
$322.50	$307.50	Jul 24	$3.20	$3.90	$7.10	$300.40	$329.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 175 found (best R:R 49.00, avg credit $4.23)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
260/265	270/275	Aug 7	$4.90	$0.10	49.00	$260.10	$274.90
260/265	275/280	Aug 7	$4.90	$0.10	49.00	$260.10	$279.90
252/255	285/290	Jul 24	$4.85	$0.15	32.33	$250.15	$289.85
290/295	300/305	Aug 14	$4.85	$0.15	32.33	$290.15	$304.85
265/268	285/290	Jul 24	$4.83	$0.17	28.41	$262.67	$289.83
268/270	295/298	Jul 31	$2.40	$0.10	24.00	$267.60	$297.40
252/255	260/265	Jul 24	$4.75	$0.25	19.00	$250.25	$264.75
265/270	285/290	Aug 7	$4.75	$0.25	19.00	$265.25	$289.75
275/280	285/290	Jul 31	$4.72	$0.28	16.86	$275.28	$289.72
282/285	295/298	Jul 31	$2.35	$0.15	15.67	$282.65	$297.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 76 found (best R:R 70.43, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$307.50	$310.00	$312.50	Jul 24	$0.05	$2.45	49.00
$260.00	$265.00	$270.00	Jul 31	$0.10	$4.90	49.00
$312.50	$315.00	$317.50	Jul 31	$0.05	$2.45	49.00
$335.00	$340.00	$345.00	Aug 14	$0.10	$4.90	49.00
$315.00	$320.00	$325.00	Aug 21	$0.10	$4.90	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$255.00	$260.00	$265.00	Jul 31	$0.07	$4.93	70.43
$307.50	$310.00	$312.50	Jul 24	$0.05	$2.45	49.00
$260.00	$265.00	$270.00	Aug 7	$0.10	$4.90	49.00
$260.00	$265.00	$270.00	Aug 21	$0.12	$4.88	40.67
$297.50	$300.00	$302.50	Jul 24	$0.08	$2.42	30.25

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 $-2.25, 79 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$325.00	$345.00	1:2	Aug 28	-$2.25	$17.75
$345.00	$360.00	1:2	Aug 28	-$1.55	$13.45
$340.00	$350.00	1:2	Jul 31	-$0.70	$9.30
$360.00	$370.00	1:2	Aug 21	-$1.50	$8.50
$350.00	$360.00	1:2	Aug 21	-$2.25	$7.75

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$290.00	$275.00	1:2	Aug 14	-$0.35	$14.65
$295.00	$280.00	1:2	Aug 28	-$1.95	$13.05
$280.00	$270.00	1:2	Aug 7	-$0.13	$9.87
$270.00	$260.00	1:2	Aug 14	-$0.39	$9.61
$290.00	$280.00	1:2	Aug 7	-$0.76	$9.24

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 5.27%, avg 1.89%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$315.00	Aug 28	$16.50	0.51	0.7%	5.27%	5.93%	3	1
$315.00	Aug 21	$14.90	0.50	0.7%	4.76%	5.42%	5	--
$320.00	Aug 28	$14.20	0.47	2.3%	4.54%	6.79%	1	12
$315.00	Aug 14	$14.00	0.50	0.7%	4.47%	5.13%	--	20
$320.00	Aug 21	$13.60	0.46	2.3%	4.35%	6.60%	41	2.5K
$325.00	Aug 28	$12.20	0.43	3.9%	3.90%	7.75%	1	5
$320.00	Aug 14	$11.90	0.45	2.3%	3.80%	6.06%	10	145
$315.00	Aug 7	$11.60	0.49	0.7%	3.71%	4.37%	6	411
$325.00	Aug 21	$11.00	0.41	3.9%	3.52%	7.37%	8	--
$330.00	Aug 21	$10.10	0.37	5.5%	3.23%	8.68%	--	354

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 2,853

Total Puts 1,296

Put/Call Ratio 0.45

Net Difference 1,557

Prior's Put/Call Breakdown

Total Calls 2,062

Total Puts 675

Put/Call Ratio 0.33

Net Difference 1,387

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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