VLO - Options Database

VLO

VALERO ENERGY CORP N

$316.05 +2.07%

(7/20 13:00) ◀

Monday, July 20, 2026 (2:00pm)

▶ (7/20 15:00)

◀ 7/20 14:00 ▶

Option Volume

Detail

ℹ

Current (07/20 2:00pm) 6,620

Calls: 4,581 (69%)

Puts: 2,039 (31%)

Prior (07/17) 5,552

Calls: 3,768 (68%)

Puts: 1,784 (32%)

Current vs Prior +19.24%

Calls: +21.58% (Calls)

Puts: +14.29% (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 -50.36%

Calls: -46.53%

Puts: -57.24%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/20 2:00pm) $8.96M

Calls: $7.00M (78%)

Puts: $1.96M (22%)

Prior (07/17) $9.26M

Calls: $7.84M (85%)

Puts: $1.42M (15%)

Current vs Prior -3.29%

Calls: -10.75%

Puts: +37.94%

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 -45.66%

Calls: -42.47%

Puts: -54.67%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/20 2:00pm) 0.45

Prior (07/17) 0.47

Current vs Prior -5.99%

Prior 7-Day Average 0.74

Current vs Prior 7-Day Avg -39.66%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/20 2:00pm) 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 4.51% | 7.55%11.39% | 16.20%

Prior 4.96% | 7.86%1.20% | 12.87%

Current vs Prior -9.05% | -4.04%+850.72% | +25.88%

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

Current vs 7-Day Avg +15.20% | +20.42%+206.81% | +21.04%

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

Current vs 7-Day Eod -9.05% | -4.04%+850.72% | +25.88%

Sentiment BULLISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 9.16% | 7.12%

Calls: 5.56% | 6.84%

Puts: 12.77% | 7.41%

Prior 11.21% | 7.00%

Calls: 9.64% | 6.40%

Puts: 12.77% | 7.59%

Current vs Prior -18.29% | +1.71%

Prior 7-Day Avg 21.48% | 11.97%

Calls: 20.12% | 11.09%

Puts: 22.83% | 12.85%

Current vs 7-Day Avg -57.35% | -40.54%

Liquidity Expensive

Add Card

🤖 AI Insights

Strong bullish conviction with 78% of dollar volume in calls ($7.00M) vs puts ($1.96M). Extreme bullish P/C ratio of 0.45 - heavy call buying (4,581 calls vs 2,039 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
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

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 83 of results (avg 7.3%, best 3.4%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$310.00	Aug 21	20.20	20.90	$20.55	3.4%	29	0.57	707
$255.00	Jul 24	59.60	62.30	$60.95	4.4%	4	0.99	12
$310.00	Aug 14	18.40	19.30	$18.85	4.8%	8	0.58	57
$260.00	Jul 24	54.70	57.40	$56.05	4.8%	--	0.98	95
$260.00	Aug 21	56.00	58.80	$57.40	4.9%	--	0.92	186

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$320.00	Aug 21	19.10	20.00	$19.55	4.6%	9	0.51	1
$310.00	Aug 21	14.00	14.80	$14.40	5.6%	32	0.43	86
$325.00	Aug 7	18.30	19.40	$18.85	5.8%	40	0.59	1
$330.00	Aug 28	25.90	27.60	$26.75	6.4%	84	0.59	--
$360.00	Aug 21	47.30	50.50	$48.90	6.5%	--	0.81	30

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. 80 found (avg delta 0.77, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$255.00	Jul 31	59.80	63.10	$61.45	5.4%	1	1.00	17
$260.00	Jul 31	54.90	57.80	$56.35	5.1%	--	1.00	90
$255.00	Jul 24	59.60	62.30	$60.95	4.4%	4	0.99	12
$265.00	Jul 24	49.70	52.40	$51.05	5.3%	--	0.99	17
$260.00	Jul 24	54.70	57.40	$56.05	4.8%	--	0.98	95

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	47.30	50.50	$48.90	6.5%	--	0.81	30
$330.00	Jul 24	14.70	17.20	$15.95	15.7%	3	0.79	--
$325.00	Aug 7	18.30	19.40	$18.85	5.8%	40	0.59	1
$330.00	Aug 28	25.90	27.60	$26.75	6.4%	84	0.59	--
$320.00	Aug 21	19.10	20.00	$19.55	4.6%	9	0.51	1

Most actively traded options today. High liquidity = easy entry/exit. 172 active (total vol 5.3K, top 700)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$327.50	Aug 7	7.50	9.70	$8.60	25.6%	700	0.38	--
$305.00	Aug 7	17.90	20.20	$19.05	12.1%	501	0.64	790
$315.00	Jul 24	7.00	7.40	$7.20	5.6%	491	0.54	593
$360.00	Aug 7	1.75	2.90	$2.33	49.4%	414	0.13	--
$300.00	Jul 24	16.00	18.60	$17.30	15.0%	374	0.84	1.3K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$260.00	Aug 21	1.60	2.15	$1.88	29.3%	243	0.08	185
$312.50	Jul 24	4.40	5.10	$4.75	14.7%	230	0.40	--
$330.00	Aug 28	25.90	27.60	$26.75	6.4%	84	0.59	--
$300.00	Jul 24	1.25	1.60	$1.43	24.5%	81	0.16	124
$280.00	Jul 24	0.15	0.30	$0.22	68.2%	55	0.03	23

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 23.9%, max 82.2%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$260.00	Jul 24	Aug 21	90.0%	49.4%	82.2%	--	281
$270.00	Jul 24	Aug 21	76.2%	47.7%	60.0%	7	408
$265.00	Jul 24	Aug 28	74.5%	48.2%	54.6%	1	26
$275.00	Jul 24	Aug 7	69.9%	51.7%	35.1%	--	155
$280.00	Jul 24	Aug 21	61.1%	46.5%	31.4%	8	284

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$260.00	Jul 24	Aug 21	90.0%	49.4%	82.2%	277	292
$255.00	Jul 24	Aug 28	85.5%	47.4%	80.3%	2	104
$270.00	Jul 24	Aug 28	76.2%	46.0%	65.6%	6	133
$265.00	Jul 24	Aug 28	74.5%	48.2%	54.6%	45	114
$275.00	Jul 24	Aug 21	69.9%	47.6%	46.7%	4	30

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 133 found (best R:R 32.33, avg 4.48)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$345.00	$350.00	Jul 24	$0.20	$4.80	$0.20	24.00	$345.20
$340.00	$345.00	Jul 24	$0.35	$4.65	$0.35	13.29	$340.35
$335.00	$337.50	Jul 24	$0.25	$2.25	$0.25	9.00	$335.25
$350.00	$357.50	Jul 31	$0.75	$6.75	$0.75	9.00	$350.75
$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	$0.15	$4.85	$0.15	32.33	$264.85
$267.50	$265.00	Jul 24	$0.10	$2.40	$0.10	24.00	$267.40
$295.00	$292.50	Jul 24	$0.10	$2.40	$0.10	24.00	$294.90
$265.00	$260.00	Aug 7	$0.20	$4.80	$0.20	24.00	$264.80
$257.50	$255.00	Jul 24	$0.12	$2.38	$0.12	19.83	$257.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 172 found (best R:R 49.00, avg 2.45)

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
$270.00	$275.00	Jul 31	$4.90	$4.90	$0.10	49.00	$274.90
$285.00	$290.00	Jul 24	$4.80	$4.80	$0.20	24.00	$289.80
$265.00	$270.00	Jul 31	$4.80	$4.80	$0.20	24.00	$269.80
$270.00	$275.00	Aug 7	$4.80	$4.80	$0.20	24.00	$274.80

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$360.00	$320.00	Aug 21	$29.35	$29.35	$10.65	2.76	$330.65
$330.00	$315.00	Jul 24	$10.05	$10.05	$4.95	2.03	$319.95
$315.00	$310.00	Aug 21	$2.65	$2.65	$2.35	1.13	$312.35
$320.00	$315.00	Aug 21	$2.50	$2.50	$2.50	1.00	$317.50
$330.00	$295.00	Aug 28	$17.10	$17.10	$17.90	0.96	$312.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 51 found (avg debit $2.82, cheapest $0.25)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$260.00	Jul 24	Jul 31	$0.30	90.0%	62.0%
$265.00	Jul 24	Jul 31	$0.40	74.5%	60.1%
$255.00	Jul 24	Jul 31	$0.50	85.5%	66.5%
$270.00	Jul 24	Jul 31	$0.55	76.2%	57.9%
$360.00	Aug 7	Aug 14	$0.64	51.5%	47.0%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$260.00	Jul 24	Jul 31	$0.25	90.0%	62.0%
$255.00	Jul 24	Jul 31	$0.35	85.5%	66.5%
$265.00	Jul 24	Jul 31	$0.50	74.5%	60.1%
$270.00	Jul 24	Jul 31	$0.54	76.2%	57.9%
$267.50	Jul 24	Jul 31	$0.60	78.6%	61.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 62 found (cheapest 4.14% of stock, avg 11.06%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$315.00	Jul 24	$7.20	$5.90	$13.10	$301.90	$328.10	4.14%
$312.50	Jul 24	$8.70	$4.75	$13.45	$299.05	$325.95	4.26%
$310.00	Jul 24	$10.05	$3.75	$13.80	$296.20	$323.80	4.37%
$307.50	Jul 24	$11.80	$3.03	$14.83	$292.67	$322.33	4.69%
$305.00	Jul 24	$13.45	$2.35	$15.80	$289.20	$320.80	5.00%
$302.50	Jul 24	$15.30	$1.75	$17.05	$285.45	$319.55	5.39%
$330.00	Jul 24	$1.93	$15.95	$17.88	$312.12	$347.88	5.66%
$300.00	Jul 24	$17.30	$1.43	$18.73	$281.27	$318.73	5.93%
$297.50	Jul 24	$19.45	$1.05	$20.50	$277.00	$318.00	6.49%
$315.00	Jul 31	$11.70	$10.80	$22.50	$292.50	$337.50	7.12%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.51% of stock, avg 5.19%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$327.50	$305.00	Jul 24	$2.42	$2.35	$4.77	$300.23	$332.27
$325.00	$305.00	Jul 24	$3.05	$2.35	$5.40	$299.60	$330.40
$327.50	$307.50	Jul 24	$2.42	$3.03	$5.45	$302.05	$332.95
$325.00	$307.50	Jul 24	$3.05	$3.03	$6.08	$301.42	$331.08
$327.50	$310.00	Jul 24	$2.42	$3.75	$6.17	$303.83	$333.67
$322.50	$305.00	Jul 24	$4.00	$2.35	$6.35	$298.65	$328.85
$360.00	$255.00	Aug 28	$5.00	$1.75	$6.75	$248.25	$366.75
$325.00	$310.00	Jul 24	$3.05	$3.75	$6.80	$303.20	$331.80
$322.50	$307.50	Jul 24	$4.00	$3.03	$7.03	$300.47	$329.53
$327.50	$312.50	Jul 24	$2.42	$4.75	$7.17	$305.33	$334.67

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 208 found (best R:R 28.41, avg credit $4.05)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
265/270	275/280	Aug 7	$4.83	$0.17	28.41	$265.17	$279.83
265/268	275/280	Jul 31	$4.80	$0.20	24.00	$262.70	$279.80
270/275	280/285	Jul 31	$4.80	$0.20	24.00	$270.20	$284.80
285/290	295/300	Aug 14	$4.80	$0.20	24.00	$285.20	$299.80
275/280	285/290	Jul 31	$4.78	$0.22	21.73	$275.22	$289.78
265/270	280/285	Aug 7	$4.78	$0.22	21.73	$265.22	$284.78
260/265	275/280	Jul 31	$4.75	$0.25	19.00	$260.25	$279.75
265/268	280/285	Jul 31	$4.75	$0.25	19.00	$262.75	$284.75
260/265	280/285	Jul 31	$4.70	$0.30	15.67	$260.30	$284.70
280/282	285/290	Jul 31	$4.65	$0.35	13.29	$277.85	$289.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 85 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$260.00	$265.00	$270.00	Jul 24	$0.05	$4.95	99.00
$285.00	$290.00	$295.00	Aug 14	$0.05	$4.95	99.00
$260.00	$265.00	$270.00	Jul 31	$0.10	$4.90	49.00
$335.00	$337.50	$340.00	Jul 31	$0.05	$2.45	49.00
$285.00	$290.00	$295.00	Aug 21	$0.10	$4.90	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$290.00	$295.00	$300.00	Aug 14	$0.10	$4.90	49.00
$255.00	$260.00	$265.00	Jul 31	$0.13	$4.87	37.46
$285.00	$290.00	$295.00	Aug 14	$0.15	$4.85	32.33
$290.00	$295.00	$300.00	Aug 21	$0.15	$4.85	32.33
$302.50	$305.00	$307.50	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. 86 found (best net $-1.95, 80 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$345.00	$360.00	1:2	Aug 28	-$1.95	$13.05
$340.00	$350.00	1:2	Jul 31	-$0.56	$9.44
$350.00	$360.00	1:2	Aug 14	-$1.49	$8.51
$360.00	$370.00	1:2	Aug 21	-$2.30	$7.70
$350.00	$360.00	1:2	Aug 21	-$2.55	$7.45

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$315.00	$300.00	1:2	Aug 14	-$2.15	$12.85
$295.00	$280.00	1:2	Aug 28	-$2.25	$12.75
$270.00	$260.00	1:2	Aug 14	-$0.29	$9.71
$265.00	$255.00	1:2	Aug 28	-$0.35	$9.65
$280.00	$270.00	1:2	Aug 28	-$1.05	$8.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 50 found (best yield 5.25%, avg 1.99%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$320.00	Aug 28	$16.60	0.49	1.2%	5.25%	6.50%	2	12
$320.00	Aug 21	$15.40	0.48	1.2%	4.87%	6.12%	81	2.5K
$320.00	Aug 14	$13.50	0.48	1.2%	4.27%	5.52%	11	145
$325.00	Aug 28	$13.30	0.45	2.8%	4.21%	7.04%	1	5
$322.50	Aug 21	$13.20	0.46	2.0%	4.18%	6.22%	2	--
$325.00	Aug 21	$12.50	0.44	2.8%	3.96%	6.79%	11	--
$330.00	Aug 21	$11.50	0.40	4.4%	3.64%	8.05%	18	354
$325.00	Aug 14	$11.40	0.43	2.8%	3.61%	6.44%	6	2
$317.50	Aug 7	$11.30	0.49	0.5%	3.58%	4.03%	2	--
$320.00	Aug 7	$11.20	0.47	1.2%	3.54%	4.79%	--	21

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 4,581

Total Puts 2,039

Put/Call Ratio 0.45

Net Difference 2,542

Prior's Put/Call Breakdown

Total Calls 3,768

Total Puts 1,784

Put/Call Ratio 0.47

Net Difference 1,984

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
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