VLO - Options Database

VLO

VALERO ENERGY CORP N

$314.52 +1.57%

(7/20 14:00) ◀

Monday, July 20, 2026 (3:00pm)

▶ (7/20 16:00)

◀ 7/20 15:00 ▶

Option Volume

Detail

ℹ

Current (07/20 3:00pm) 7,946

Calls: 4,991 (63%)

Puts: 2,955 (37%)

Prior (07/17) 7,286

Calls: 4,805 (66%)

Puts: 2,481 (34%)

Current vs Prior +9.06%

Calls: +3.87% (Calls)

Puts: +19.11% (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 -40.42%

Calls: -41.75%

Puts: -38.02%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/20 3:00pm) $10.31M

Calls: $7.63M (74%)

Puts: $2.67M (26%)

Prior (07/17) $11.51M

Calls: $9.54M (83%)

Puts: $1.97M (17%)

Current vs Prior -10.47%

Calls: -19.98%

Puts: +35.56%

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 -37.46%

Calls: -37.25%

Puts: -38.07%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/20 3:00pm) 0.59

Prior (07/17) 0.52

Current vs Prior +14.67%

Prior 7-Day Average 0.74

Current vs Prior 7-Day Avg -19.73%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/20 3:00pm) 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 4.48% | 7.38%11.24% | 16.14%

Prior 4.96% | 7.86%1.20% | 12.87%

Current vs Prior -9.57% | -6.20%+838.09% | +25.38%

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

Current vs 7-Day Avg +14.55% | +17.71%+202.73% | +20.56%

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

Current vs 7-Day Eod -9.57% | -6.20%+838.09% | +25.38%

Sentiment BULLISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 14.36% | 9.59%

Calls: 11.92% | 6.67%

Puts: 16.79% | 12.50%

Prior 11.21% | 7.00%

Calls: 9.64% | 6.40%

Puts: 12.77% | 7.59%

Current vs Prior +28.10% | +37.00%

Prior 7-Day Avg 21.48% | 11.97%

Calls: 20.12% | 11.09%

Puts: 22.83% | 12.85%

Current vs 7-Day Avg -33.14% | -19.91%

Liquidity Expensive

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Moderately bullish flow with 74% call dollar volume ($7.63M). Bullish P/C ratio of 0.59.

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
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

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🔥 High Volume

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📉 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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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 68 of results (avg 7.0%, best 4.5%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$255.00	Jul 24	58.70	61.40	$60.05	4.5%	4	0.99	12
$295.00	Aug 14	26.00	27.20	$26.60	4.5%	--	0.72	13
$255.00	Jul 31	59.10	61.90	$60.50	4.6%	1	1.00	17
$265.00	Jul 31	49.50	51.90	$50.70	4.7%	1	0.94	58
$300.00	Aug 21	24.50	25.70	$25.10	4.8%	15	0.66	694

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	48.00	50.90	$49.45	5.9%	--	0.81	30
$310.00	Aug 21	14.40	15.30	$14.85	6.1%	32	0.43	86
$320.00	Aug 21	19.60	20.90	$20.25	6.4%	9	0.53	1
$315.00	Aug 14	15.20	16.50	$15.85	8.2%	2	0.49	--
$300.00	Aug 21	10.10	11.00	$10.55	8.5%	10	0.34	69

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. 81 found (avg delta 0.76, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$255.00	Jul 31	59.10	61.90	$60.50	4.6%	1	1.00	17
$260.00	Jul 31	54.20	57.00	$55.60	5.0%	--	1.00	90
$255.00	Jul 24	58.70	61.40	$60.05	4.5%	4	0.99	12
$265.00	Jul 24	48.80	51.50	$50.15	5.4%	--	0.99	17
$260.00	Jul 24	53.80	56.50	$55.15	4.9%	--	0.98	95

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	48.00	50.90	$49.45	5.9%	--	0.81	30
$330.00	Jul 24	15.50	17.90	$16.70	14.4%	3	0.81	--
$325.00	Aug 7	18.80	20.50	$19.65	8.7%	40	0.60	1
$330.00	Aug 28	26.10	28.60	$27.35	9.1%	84	0.60	--
$317.50	Jul 24	7.10	8.40	$7.75	16.8%	80	0.56	--

Most actively traded options today. High liquidity = easy entry/exit. 184 active (total vol 6.1K, top 700)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$327.50	Aug 7	7.30	8.70	$8.00	17.5%	700	0.37	--
$315.00	Jul 24	6.00	6.70	$6.35	11.0%	504	0.50	593
$305.00	Aug 7	17.40	19.80	$18.60	12.9%	501	0.63	790
$360.00	Aug 7	1.75	2.45	$2.10	33.3%	414	0.12	--
$300.00	Jul 24	15.50	17.80	$16.65	13.8%	374	0.83	1.3K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$260.00	Aug 21	1.65	2.10	$1.88	23.9%	244	0.08	185
$305.00	Jul 24	2.10	2.80	$2.45	28.6%	230	0.26	212
$312.50	Jul 24	4.70	5.70	$5.20	19.2%	230	0.43	--
$315.00	Jul 24	6.00	7.10	$6.55	16.8%	126	0.50	10
$330.00	Aug 28	26.10	28.60	$27.35	9.1%	84	0.60	--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 44 strikes (avg 22.7%, max 80.8%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$260.00	Jul 24	Aug 21	88.6%	49.0%	80.8%	--	281
$270.00	Jul 24	Aug 21	76.0%	47.8%	59.2%	8	408
$265.00	Jul 24	Aug 28	70.5%	47.6%	48.1%	1	26
$275.00	Jul 24	Aug 7	69.4%	50.8%	36.6%	--	155
$285.00	Jul 24	Aug 28	57.1%	44.0%	29.8%	5	75

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$260.00	Jul 24	Aug 21	88.6%	49.0%	80.8%	304	292
$255.00	Jul 24	Aug 28	84.3%	47.0%	79.2%	2	104
$270.00	Jul 24	Aug 28	76.0%	45.2%	68.3%	6	133
$265.00	Jul 24	Aug 28	70.5%	47.6%	48.1%	71	114
$275.00	Jul 24	Aug 21	69.4%	47.2%	47.1%	10	30

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 139 found (best R:R 32.33, avg 4.36)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$355.00	$357.50	Jul 31	$0.12	$2.38	$0.12	19.83	$355.12
$340.00	$345.00	Jul 24	$0.42	$4.58	$0.42	10.90	$340.42
$335.00	$337.50	Jul 24	$0.23	$2.27	$0.23	9.87	$335.23
$360.00	$370.00	Aug 21	$1.00	$9.00	$1.00	9.00	$361.00
$350.00	$355.00	Jul 31	$0.53	$4.47	$0.53	8.43	$350.53

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
$275.00	$270.00	Jul 31	$0.18	$4.82	$0.18	26.78	$274.82
$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
$282.50	$280.00	Aug 7	$0.13	$2.37	$0.13	18.23	$282.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 180 found (best R:R 49.00, avg 2.63)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$255.00	$260.00	Jul 24	$4.90	$4.90	$0.10	49.00	$259.90
$255.00	$260.00	Jul 31	$4.90	$4.90	$0.10	49.00	$259.90
$260.00	$265.00	Jul 31	$4.90	$4.90	$0.10	49.00	$264.90
$285.00	$290.00	Jul 24	$4.85	$4.85	$0.15	32.33	$289.85
$280.00	$285.00	Jul 31	$4.80	$4.80	$0.20	24.00	$284.80

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$360.00	$320.00	Aug 21	$29.20	$29.20	$10.80	2.70	$330.80
$330.00	$317.50	Jul 24	$8.95	$8.95	$3.55	2.52	$321.05
$320.00	$315.00	Aug 21	$3.10	$3.10	$1.90	1.63	$316.90
$315.00	$312.50	Jul 24	$1.35	$1.35	$1.15	1.17	$313.65
$315.00	$312.50	Jul 31	$1.35	$1.35	$1.15	1.17	$313.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 51 found (avg debit $2.72, cheapest $0.25)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$255.00	Jul 24	Jul 31	$0.45	84.3%	65.6%
$260.00	Jul 24	Jul 31	$0.45	88.6%	61.1%
$275.00	Jul 24	Jul 31	$0.45	69.4%	53.8%
$270.00	Jul 24	Jul 31	$0.50	76.0%	56.8%
$265.00	Jul 24	Jul 31	$0.55	70.5%	59.2%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$260.00	Jul 24	Jul 31	$0.25	88.6%	61.1%
$255.00	Jul 24	Jul 31	$0.35	84.3%	65.6%
$267.50	Jul 24	Jul 31	$0.47	78.6%	58.3%
$265.00	Jul 24	Jul 31	$0.52	70.5%	59.2%
$270.00	Jul 24	Jul 31	$0.52	76.0%	56.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 65 found (cheapest 4.05% of stock, avg 10.88%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$312.50	Jul 24	$7.55	$5.20	$12.75	$299.75	$325.25	4.05%
$315.00	Jul 24	$6.35	$6.55	$12.90	$302.10	$327.90	4.10%
$317.50	Jul 24	$5.25	$7.75	$13.00	$304.50	$330.50	4.13%
$310.00	Jul 24	$9.10	$4.15	$13.25	$296.75	$323.25	4.21%
$307.50	Jul 24	$10.55	$3.15	$13.70	$293.80	$321.20	4.36%
$305.00	Jul 24	$12.25	$2.45	$14.70	$290.30	$319.70	4.67%
$302.50	Jul 24	$14.55	$1.83	$16.38	$286.12	$318.88	5.21%
$300.00	Jul 24	$16.65	$1.53	$18.18	$281.82	$318.18	5.78%
$330.00	Jul 24	$1.78	$16.70	$18.48	$311.52	$348.48	5.88%
$297.50	Jul 24	$18.70	$1.10	$19.80	$277.70	$317.30	6.30%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.49% of stock, avg 5.33%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$327.50	$305.00	Jul 24	$2.23	$2.45	$4.68	$300.32	$332.18
$325.00	$305.00	Jul 24	$2.85	$2.45	$5.30	$299.70	$330.30
$327.50	$307.50	Jul 24	$2.23	$3.15	$5.38	$302.12	$332.88
$322.50	$305.00	Jul 24	$3.50	$2.45	$5.95	$299.05	$328.45
$325.00	$307.50	Jul 24	$2.85	$3.15	$6.00	$301.50	$331.00
$327.50	$310.00	Jul 24	$2.23	$4.15	$6.38	$303.62	$333.88
$322.50	$307.50	Jul 24	$3.50	$3.15	$6.65	$300.85	$329.15
$320.00	$305.00	Jul 24	$4.25	$2.45	$6.70	$298.30	$326.70
$325.00	$310.00	Jul 24	$2.85	$4.15	$7.00	$303.00	$332.00
$320.00	$307.50	Jul 24	$4.25	$3.15	$7.40	$300.10	$327.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 208 found (best R:R 40.67, avg credit $3.93)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
265/270	275/280	Aug 7	$4.88	$0.12	40.67	$265.12	$279.88
295/300	310/315	Aug 14	$4.85	$0.15	32.33	$295.15	$314.85
265/270	280/285	Aug 7	$4.83	$0.17	28.41	$265.17	$284.83
290/295	300/305	Aug 7	$4.80	$0.20	24.00	$290.20	$304.80
260/265	270/275	Aug 7	$4.75	$0.25	19.00	$260.25	$274.75
290/295	300/305	Aug 14	$4.75	$0.25	19.00	$290.25	$304.75
290/295	310/315	Aug 14	$4.75	$0.25	19.00	$290.25	$314.75
270/275	290/295	Aug 14	$4.71	$0.29	16.24	$270.29	$294.71
265/268	282/285	Jul 24	$2.35	$0.15	15.67	$265.15	$284.85
280/285	295/300	Aug 21	$4.70	$0.30	15.67	$280.30	$299.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 89 found (best R:R 70.43, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$340.00	$345.00	$350.00	Jul 31	$0.07	$4.93	70.43
$292.50	$295.00	$297.50	Jul 24	$0.05	$2.45	49.00
$317.50	$320.00	$322.50	Jul 31	$0.05	$2.45	49.00
$270.00	$275.00	$280.00	Aug 7	$0.10	$4.90	49.00
$320.00	$325.00	$330.00	Aug 14	$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
$270.00	$275.00	$280.00	Aug 7	$0.12	$4.88	40.67
$255.00	$260.00	$265.00	Jul 31	$0.13	$4.87	37.46
$275.00	$280.00	$285.00	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. 88 found (best net $-1.85, 80 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$345.00	$360.00	1:2	Aug 28	-$1.85	$13.15
$350.00	$360.00	1:2	Aug 14	-$1.36	$8.64
$360.00	$370.00	1:2	Aug 21	-$2.25	$7.75
$350.00	$360.00	1:2	Aug 21	-$2.60	$7.40
$340.00	$350.00	1:2	Aug 21	-$3.65	$6.35

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$295.00	$280.00	1:2	Aug 28	-$1.95	$13.05
$315.00	$300.00	1:2	Aug 14	-$2.35	$12.65
$270.00	$260.00	1:2	Aug 14	-$0.29	$9.71
$265.00	$255.00	1:2	Aug 28	-$0.41	$9.59
$280.00	$270.00	1:2	Aug 28	-$1.00	$9.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 62 found (best yield 5.66%, avg 2.15%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$315.00	Aug 28	$17.80	0.52	0.1%	5.66%	5.81%	3	1
$315.00	Aug 21	$16.60	0.52	0.1%	5.28%	5.43%	8	--
$320.00	Aug 28	$16.00	0.48	1.7%	5.09%	6.83%	2	12
$317.50	Aug 21	$15.20	0.50	0.9%	4.83%	5.78%	2	--
$320.00	Aug 21	$14.40	0.47	1.7%	4.58%	6.32%	104	2.5K
$315.00	Aug 14	$14.00	0.51	0.1%	4.45%	4.60%	7	20
$325.00	Aug 28	$13.40	0.44	3.3%	4.26%	7.59%	1	5
$322.50	Aug 21	$13.20	0.45	2.5%	4.20%	6.73%	2	--
$320.00	Aug 14	$12.60	0.46	1.7%	4.01%	5.75%	11	145
$325.00	Aug 21	$12.50	0.43	3.3%	3.97%	7.31%	11	--

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 4,991

Total Puts 2,955

Put/Call Ratio 0.59

Net Difference 2,036

Prior's Put/Call Breakdown

Total Calls 4,805

Total Puts 2,481

Put/Call Ratio 0.52

Net Difference 2,324

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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