VLO - Options Database

VLO

VALERO ENERGY CORP N

$314.78 +1.66%

(7/20 12:00) ◀

Monday, July 20, 2026 (1:00pm)

▶ (7/20 14:00)

◀ 7/20 13:00 ▶

Option Volume

Detail

ℹ

Current (07/20 1:00pm) 5,619

Calls: 4,174 (74%)

Puts: 1,445 (26%)

Prior (07/17) 4,323

Calls: 3,164 (73%)

Puts: 1,159 (27%)

Current vs Prior +29.98%

Calls: +31.92% (Calls)

Puts: +24.68% (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 -57.87%

Calls: -51.28%

Puts: -69.69%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/20 1:00pm) $7.29M

Calls: $6.28M (86%)

Puts: $1.01M (14%)

Prior (07/17) $7.34M

Calls: $6.48M (88%)

Puts: $858.3K (12%)

Current vs Prior -0.66%

Calls: -3.03%

Puts: +17.17%

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 -55.79%

Calls: -48.37%

Puts: -76.71%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/20 1:00pm) 0.35

Prior (07/17) 0.37

Current vs Prior -5.49%

Prior 7-Day Average 0.74

Current vs Prior 7-Day Avg -53.06%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/20 1:00pm) 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 4.56% | 7.51%11.31% | 16.19%

Prior 4.96% | 7.86%1.20% | 12.87%

Current vs Prior -8.04% | -4.46%+843.95% | +25.77%

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

Current vs 7-Day Avg +16.48% | +19.89%+204.62% | +20.94%

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

Current vs 7-Day Eod -8.04% | -4.46%+843.95% | +25.77%

Sentiment BULLISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 11.86% | 7.21%

Calls: 11.61% | 6.56%

Puts: 12.12% | 7.86%

Prior 11.21% | 7.00%

Calls: 9.64% | 6.40%

Puts: 12.77% | 7.59%

Current vs Prior +5.80% | +3.00%

Prior 7-Day Avg 21.48% | 11.97%

Calls: 20.12% | 11.09%

Puts: 22.83% | 12.85%

Current vs 7-Day Avg -44.78% | -39.79%

Liquidity Expensive

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Strong bullish conviction with 86% of dollar volume in calls ($6.28M) vs puts ($1.01M). Extreme bullish P/C ratio of 0.35 - heavy call buying (4,174 calls vs 1,445 puts).

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
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

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Tightest Spreads

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Best Value <$1

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High Delta

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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 67 of results (avg 7.0%, best 3.6%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$280.00	Aug 21	38.40	39.80	$39.10	3.6%	6	0.81	240
$310.00	Aug 21	19.30	20.10	$19.70	4.1%	28	0.56	707
$255.00	Jul 24	58.40	60.90	$59.65	4.2%	4	1.00	12
$260.00	Aug 21	55.00	57.60	$56.30	4.6%	--	0.91	186
$260.00	Jul 24	53.40	56.00	$54.70	4.8%	--	1.00	95

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$320.00	Aug 21	19.70	20.60	$20.15	4.5%	9	0.53	1
$310.00	Aug 21	14.50	15.30	$14.90	5.4%	31	0.44	86
$360.00	Aug 21	48.70	51.50	$50.10	5.6%	--	0.82	30
$330.00	Aug 28	26.70	28.40	$27.55	6.2%	84	0.60	--
$315.00	Aug 14	15.30	16.30	$15.80	6.3%	2	0.48	--

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. 76 found (avg delta 0.76, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$255.00	Jul 24	58.40	60.90	$59.65	4.2%	4	1.00	12
$260.00	Jul 24	53.40	56.00	$54.70	4.8%	--	1.00	95
$265.00	Jul 24	48.40	51.10	$49.75	5.4%	--	1.00	17
$270.00	Jul 24	43.30	46.10	$44.70	6.3%	--	1.00	120
$272.50	Jul 24	40.90	43.50	$42.20	6.2%	3	1.00	21

PUTS (3)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	48.70	51.50	$50.10	5.6%	--	0.82	30
$330.00	Aug 28	26.70	28.40	$27.55	6.2%	84	0.60	--
$320.00	Aug 21	19.70	20.60	$20.15	4.5%	9	0.53	1

Most actively traded options today. High liquidity = easy entry/exit. 159 active (total vol 4.7K, top 700)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$327.50	Aug 7	6.80	8.90	$7.85	26.8%	700	0.37	--
$305.00	Aug 7	17.90	20.00	$18.95	11.1%	501	0.63	790
$315.00	Jul 24	6.00	6.80	$6.40	12.5%	467	0.50	593
$360.00	Aug 7	1.75	2.70	$2.23	42.6%	414	0.13	--
$300.00	Jul 24	15.60	17.60	$16.60	12.0%	374	0.83	1.3K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$312.50	Jul 24	4.90	5.70	$5.30	15.1%	228	0.44	--
$260.00	Aug 21	1.65	2.30	$1.98	32.8%	141	0.09	185
$330.00	Aug 28	26.70	28.40	$27.55	6.2%	84	0.60	--
$300.00	Jul 24	1.40	1.70	$1.55	19.4%	76	0.17	124
$290.00	Jul 24	0.40	0.75	$0.57	61.4%	54	0.07	104

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 43 strikes (avg 23.1%, max 102.7%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$260.00	Jul 24	Aug 21	86.0%	49.4%	74.2%	--	281
$270.00	Jul 24	Aug 21	75.3%	48.2%	56.2%	7	408
$265.00	Jul 24	Aug 14	72.5%	48.9%	48.1%	--	29
$255.00	Jul 24	Jul 31	95.4%	65.3%	46.1%	5	29
$275.00	Jul 24	Aug 7	67.6%	51.6%	31.1%	--	155

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$255.00	Jul 24	Aug 28	95.4%	47.0%	102.7%	--	104
$260.00	Jul 24	Aug 21	86.0%	49.3%	74.3%	175	292
$270.00	Jul 24	Aug 28	75.3%	45.2%	66.4%	2	133
$265.00	Jul 24	Aug 28	72.5%	47.5%	52.8%	45	114
$275.00	Jul 24	Aug 21	67.6%	47.3%	42.9%	4	30

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 130 found (best R:R 40.67, avg 4.89)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$345.00	$350.00	Jul 24	$0.15	$4.85	$0.15	32.33	$345.15
$340.00	$345.00	Jul 24	$0.37	$4.63	$0.37	12.51	$340.37
$332.50	$335.00	Jul 24	$0.20	$2.30	$0.20	11.50	$332.70
$335.00	$337.50	Jul 24	$0.20	$2.30	$0.20	11.50	$335.20
$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
$267.50	$265.00	Jul 24	$0.10	$2.40	$0.10	24.00	$267.40
$282.50	$280.00	Jul 24	$0.11	$2.39	$0.11	21.73	$282.39
$275.00	$270.00	Jul 31	$0.22	$4.78	$0.22	21.73	$274.78
$265.00	$260.00	Aug 7	$0.22	$4.78	$0.22	21.73	$264.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 164 found (best R:R 49.00, avg 2.39)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$260.00	$265.00	Jul 31	$4.90	$4.90	$0.10	49.00	$264.90
$255.00	$260.00	Jul 31	$4.85	$4.85	$0.15	32.33	$259.85
$265.00	$270.00	Jul 31	$4.80	$4.80	$0.20	24.00	$269.80
$310.00	$312.50	Aug 7	$2.40	$2.40	$0.10	24.00	$312.40
$280.00	$285.00	Jul 31	$4.75	$4.75	$0.25	19.00	$284.75

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$360.00	$320.00	Aug 21	$29.95	$29.95	$10.05	2.98	$330.05
$320.00	$315.00	Aug 21	$2.90	$2.90	$2.10	1.38	$317.10
$315.00	$312.50	Jul 24	$1.30	$1.30	$1.20	1.08	$313.70
$315.00	$312.50	Jul 31	$1.30	$1.30	$1.20	1.08	$313.70
$330.00	$295.00	Aug 28	$17.70	$17.70	$17.30	1.02	$312.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $2.78, cheapest $0.23)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$255.00	Jul 24	Jul 31	$0.35	95.4%	65.3%
$260.00	Jul 24	Jul 31	$0.45	86.0%	61.4%
$265.00	Jul 24	Jul 31	$0.50	72.5%	58.8%
$275.00	Jul 24	Jul 31	$0.65	67.6%	54.5%
$360.00	Aug 7	Aug 14	$0.74	51.5%	48.1%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$255.00	Jul 24	Jul 31	$0.23	95.4%	65.3%
$260.00	Jul 24	Jul 31	$0.30	86.0%	61.4%
$265.00	Jul 24	Jul 31	$0.50	72.5%	58.8%
$270.00	Jul 24	Jul 31	$0.55	75.3%	56.9%
$267.50	Jul 24	Jul 31	$0.60	76.4%	59.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 58 found (cheapest 4.13% of stock, avg 10.86%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$315.00	Jul 24	$6.40	$6.60	$13.00	$302.00	$328.00	4.13%
$312.50	Jul 24	$7.75	$5.30	$13.05	$299.45	$325.55	4.15%
$310.00	Jul 24	$9.25	$4.35	$13.60	$296.40	$323.60	4.32%
$307.50	Jul 24	$10.60	$3.40	$14.00	$293.50	$321.50	4.45%
$305.00	Jul 24	$12.70	$2.68	$15.38	$289.62	$320.38	4.89%
$302.50	Jul 24	$14.55	$2.08	$16.63	$285.87	$319.13	5.28%
$300.00	Jul 24	$16.60	$1.55	$18.15	$281.85	$318.15	5.77%
$297.50	Jul 24	$18.20	$1.25	$19.45	$278.05	$316.95	6.18%
$295.00	Jul 24	$20.50	$1.00	$21.50	$273.50	$316.50	6.83%
$312.50	Jul 31	$12.20	$10.15	$22.35	$290.15	$334.85	7.10%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.36% of stock, avg 4.93%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$360.00	$275.00	Aug 7	$2.23	$2.05	$4.28	$270.72	$364.28
$327.50	$305.00	Jul 24	$2.05	$2.68	$4.73	$300.27	$332.23
$360.00	$280.00	Aug 7	$2.23	$2.63	$4.86	$275.14	$364.86
$325.00	$305.00	Jul 24	$2.73	$2.68	$5.41	$299.59	$330.41
$327.50	$307.50	Jul 24	$2.05	$3.40	$5.45	$302.05	$332.95
$325.00	$307.50	Jul 24	$2.73	$3.40	$6.13	$301.37	$331.13
$322.50	$305.00	Jul 24	$3.50	$2.68	$6.18	$298.82	$328.68
$327.50	$310.00	Jul 24	$2.05	$4.35	$6.40	$303.60	$333.90
$360.00	$290.00	Aug 7	$2.23	$4.40	$6.63	$283.37	$366.63
$322.50	$307.50	Jul 24	$3.50	$3.40	$6.90	$300.60	$329.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 211 found (best R:R 40.67, avg credit $4.11)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
275/280	285/290	Jul 31	$4.88	$0.12	40.67	$275.12	$289.88
270/275	290/295	Aug 14	$4.88	$0.12	40.67	$270.12	$294.88
260/265	280/285	Jul 31	$4.87	$0.13	37.46	$260.13	$284.87
275/280	290/295	Aug 21	$4.85	$0.15	32.33	$275.15	$294.85
252/255	285/290	Jul 24	$4.80	$0.20	24.00	$250.20	$289.80
280/282	285/290	Jul 24	$4.76	$0.24	19.83	$277.74	$289.76
265/268	285/290	Jul 24	$4.75	$0.25	19.00	$262.75	$289.75
270/275	285/290	Aug 7	$4.72	$0.28	16.86	$270.28	$289.72
270/275	290/295	Aug 7	$4.67	$0.33	14.15	$270.33	$294.67
270/280	290/300	Aug 28	$9.30	$0.70	13.29	$270.70	$299.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 80 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$285.00	$290.00	$295.00	Aug 7	$0.05	$4.95	99.00
$275.00	$277.50	$280.00	Jul 24	$0.05	$2.45	49.00
$315.00	$317.50	$320.00	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

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
$300.00	$302.50	$305.00	Jul 31	$0.05	$2.45	49.00
$307.50	$310.00	$312.50	Jul 31	$0.05	$2.45	49.00
$290.00	$295.00	$300.00	Aug 14	$0.10	$4.90	49.00
$300.00	$302.50	$305.00	Jul 24	$0.07	$2.43	34.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 90 found (best net $-2.25, 86 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$345.00	$360.00	1:2	Aug 28	-$2.70	$12.30
$340.00	$350.00	1:2	Jul 31	-$0.55	$9.45
$360.00	$370.00	1:2	Aug 21	-$1.76	$8.24
$350.00	$360.00	1:2	Aug 14	-$1.89	$8.11
$350.00	$360.00	1:2	Aug 21	-$1.90	$8.10

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$295.00	$280.00	1:2	Aug 28	-$2.25	$12.75
$315.00	$300.00	1:2	Aug 14	-$2.40	$12.60
$270.00	$260.00	1:2	Aug 14	-$0.33	$9.67
$265.00	$255.00	1:2	Aug 28	-$0.46	$9.54
$290.00	$280.00	1:2	Aug 7	-$0.86	$9.14

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 5.40%, avg 2.04%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$315.00	Aug 28	$17.00	0.52	0.1%	5.40%	5.47%	3	1
$315.00	Aug 21	$16.00	0.52	0.1%	5.08%	5.15%	5	--
$315.00	Aug 14	$14.90	0.51	0.1%	4.73%	4.80%	--	20
$320.00	Aug 28	$14.80	0.47	1.7%	4.70%	6.36%	1	12
$320.00	Aug 21	$14.60	0.47	1.7%	4.64%	6.30%	62	2.5K
$325.00	Aug 28	$12.70	0.43	3.2%	4.03%	7.28%	1	5
$315.00	Aug 7	$12.60	0.51	0.1%	4.00%	4.07%	6	411
$320.00	Aug 14	$12.60	0.46	1.7%	4.00%	5.66%	11	145
$325.00	Aug 21	$12.50	0.43	3.2%	3.97%	7.22%	9	--
$322.50	Aug 21	$12.40	0.45	2.5%	3.94%	6.39%	2	--

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 4,174

Total Puts 1,445

Put/Call Ratio 0.35

Net Difference 2,729

Prior's Put/Call Breakdown

Total Calls 3,164

Total Puts 1,159

Put/Call Ratio 0.37

Net Difference 2,005

Prior 7-Day Put/Call Summary

Total Calls 59,976

Total Puts 33,376

Average Put/Call Ratio 0.74

Ratio Trend Falling

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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