VLO - Options Database

VLO

VALERO ENERGY CORP N

$313.31 +1.18%

(7/20 15:00) ◀

Monday, July 20, 2026 (4:00pm)

▶ (7/20 18:05)

◀ 7/20 16:00 ▶

Option Volume

Detail

ℹ

Current (07/20 4:00pm) 8,910

Calls: 5,531 (62%)

Puts: 3,379 (38%)

Prior (07/17) 9,634

Calls: 6,662 (69%)

Puts: 2,972 (31%)

Current vs Prior -7.52%

Calls: -16.98% (Calls)

Puts: +13.69% (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 -33.19%

Calls: -35.45%

Puts: -29.13%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/20 4:00pm) $11.51M

Calls: $8.67M (75%)

Puts: $2.85M (25%)

Prior (07/17) $14.84M

Calls: $12.78M (86%)

Puts: $2.06M (14%)

Current vs Prior -22.40%

Calls: -32.18%

Puts: +38.39%

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 -30.15%

Calls: -28.77%

Puts: -34.05%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/20 4:00pm) 0.61

Prior (07/17) 0.45

Current vs Prior +36.94%

Prior 7-Day Average 0.74

Current vs Prior 7-Day Avg -17.18%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/20 4:00pm) 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 4.42% | 7.45%11.30% | 16.10%

Prior 4.96% | 7.86%1.20% | 12.87%

Current vs Prior -10.83% | -5.23%+843.05% | +25.12%

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

Current vs 7-Day Avg +12.95% | +18.93%+204.33% | +20.31%

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

Current vs 7-Day Eod -10.83% | -5.23%+843.05% | +25.12%

Sentiment BULLISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 15.21% | 8.98%

Calls: 11.43% | 7.79%

Puts: 18.98% | 10.17%

Prior 11.21% | 7.00%

Calls: 9.64% | 6.40%

Puts: 12.77% | 7.59%

Current vs Prior +35.68% | +28.29%

Prior 7-Day Avg 21.48% | 11.97%

Calls: 20.12% | 11.09%

Puts: 22.83% | 12.85%

Current vs 7-Day Avg -29.18% | -25.01%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 75% of dollar volume in calls ($8.67M) vs puts ($2.85M). Bullish P/C ratio of 0.61. P/C ratio rising 37% - 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
16:00	BULLISH	BULLISH	BULLISH
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

📈 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 67 of results (avg 7.3%, best 4.5%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$260.00	Aug 21	54.70	57.20	$55.95	4.5%	--	0.91	186
$255.00	Jul 31	58.00	60.80	$59.40	4.7%	1	0.97	17
$310.00	Aug 21	18.60	19.50	$19.05	4.7%	45	0.56	707
$320.00	Aug 21	14.10	14.80	$14.45	4.8%	119	0.47	2.5K
$265.00	Aug 28	50.70	53.40	$52.05	5.2%	1	0.87	9

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$320.00	Aug 21	20.40	21.40	$20.90	4.8%	10	0.53	1
$360.00	Aug 21	48.90	51.50	$50.20	5.2%	--	0.82	30
$310.00	Aug 21	14.90	15.80	$15.35	5.9%	39	0.45	86
$315.00	Aug 14	15.90	17.10	$16.50	7.3%	2	0.50	--
$300.00	Aug 21	10.50	11.30	$10.90	7.3%	10	0.35	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. 82 found (avg delta 0.76, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$260.00	Jul 24	52.40	55.30	$53.85	5.4%	--	1.00	95
$255.00	Jul 24	57.10	60.30	$58.70	5.5%	8	0.99	12
$265.00	Jul 24	47.30	50.40	$48.85	6.3%	--	0.98	17
$270.00	Jul 24	42.40	45.40	$43.90	6.8%	--	0.98	120
$272.50	Jul 24	39.90	42.90	$41.40	7.2%	3	0.97	21

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$330.00	Jul 24	16.30	19.20	$17.75	16.3%	3	0.83	--
$360.00	Aug 21	48.90	51.50	$50.20	5.2%	--	0.82	30
$325.00	Aug 7	20.00	22.10	$21.05	10.0%	40	0.61	1
$330.00	Aug 28	26.60	29.10	$27.85	9.0%	84	0.60	--
$317.50	Jul 24	7.60	9.00	$8.30	16.9%	80	0.58	--

Most actively traded options today. High liquidity = easy entry/exit. 195 active (total vol 6.6K, top 700)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$327.50	Aug 7	6.50	9.00	$7.75	32.3%	700	0.35	--
$315.00	Jul 24	5.40	6.20	$5.80	13.8%	526	0.48	593
$305.00	Aug 7	17.00	19.60	$18.30	14.2%	512	0.61	790
$360.00	Aug 7	1.05	3.00	$2.03	96.1%	414	0.12	--
$300.00	Jul 24	13.90	16.80	$15.35	18.9%	377	0.82	1.3K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$260.00	Aug 21	1.50	2.30	$1.90	42.1%	244	0.09	185
$312.50	Jul 24	5.20	6.00	$5.60	14.3%	232	0.46	--
$305.00	Jul 24	2.15	2.90	$2.53	29.6%	230	0.27	212
$260.00	Jul 24	0.00	0.05	$0.03	166.7%	155	0.00	107
$315.00	Jul 24	6.20	7.50	$6.85	19.0%	152	0.52	10

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 22.2%, max 99.0%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$265.00	Jul 24	Aug 28	78.6%	47.1%	66.9%	1	26
$270.00	Jul 24	Aug 21	75.3%	47.8%	57.4%	8	408
$255.00	Jul 24	Jul 31	93.9%	65.0%	44.3%	9	29
$260.00	Jul 24	Aug 21	67.6%	48.5%	39.4%	--	281
$275.00	Jul 24	Aug 7	67.4%	49.3%	36.9%	1	155

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$255.00	Jul 24	Aug 28	93.9%	47.2%	99.0%	2	104
$270.00	Jul 24	Aug 28	75.3%	44.5%	69.0%	8	133
$265.00	Jul 24	Aug 28	78.6%	47.1%	66.9%	76	114
$275.00	Jul 24	Aug 21	67.4%	46.4%	45.3%	12	30
$267.50	Jul 24	Jul 31	77.8%	54.8%	41.9%	22	68

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 149 found (best R:R 37.46, avg 4.72)

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
$340.00	$345.00	Jul 24	$0.19	$4.81	$0.19	25.32	$340.19
$340.00	$345.00	Aug 14	$0.25	$4.75	$0.25	19.00	$340.25
$335.00	$337.50	Jul 24	$0.15	$2.35	$0.15	15.67	$335.15
$355.00	$357.50	Jul 31	$0.15	$2.35	$0.15	15.67	$355.15

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$280.00	$275.00	Aug 7	$0.24	$4.76	$0.24	19.83	$279.76
$265.00	$260.00	Aug 7	$0.25	$4.75	$0.25	19.00	$264.75
$255.00	$252.50	Jul 24	$0.13	$2.37	$0.13	18.23	$254.87
$287.50	$285.00	Jul 24	$0.13	$2.37	$0.13	18.23	$287.37
$270.00	$265.00	Aug 28	$0.27	$4.73	$0.27	17.52	$269.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 189 found (best R:R 32.33, avg 2.12)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$255.00	$260.00	Jul 24	$4.85	$4.85	$0.15	32.33	$259.85
$275.00	$280.00	Jul 31	$4.85	$4.85	$0.15	32.33	$279.85
$260.00	$265.00	Jul 31	$4.75	$4.75	$0.25	19.00	$264.75
$272.50	$275.00	Jul 24	$2.35	$2.35	$0.15	15.67	$274.85
$277.50	$280.00	Jul 24	$2.35	$2.35	$0.15	15.67	$279.85

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$330.00	$317.50	Jul 24	$9.45	$9.45	$3.05	3.10	$320.55
$360.00	$320.00	Aug 21	$29.30	$29.30	$10.70	2.74	$330.70
$325.00	$312.50	Aug 7	$8.00	$8.00	$4.50	1.78	$317.00
$320.00	$315.00	Aug 21	$3.20	$3.20	$1.80	1.78	$316.80
$315.00	$312.50	Jul 31	$1.50	$1.50	$1.00	1.50	$313.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $2.88, cheapest $0.25)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$260.00	Jul 24	Jul 31	$0.55	67.6%	61.1%
$255.00	Jul 24	Jul 31	$0.70	93.9%	65.0%
$270.00	Jul 24	Jul 31	$0.75	75.3%	54.9%
$265.00	Jul 24	Jul 31	$0.80	78.6%	57.0%
$360.00	Aug 7	Aug 14	$0.80	51.8%	48.4%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$255.00	Jul 24	Jul 31	$0.25	93.9%	65.0%
$267.50	Jul 24	Jul 31	$0.32	77.8%	54.8%
$265.00	Jul 24	Jul 31	$0.35	78.6%	57.0%
$260.00	Jul 24	Jul 31	$0.45	67.6%	61.1%
$270.00	Jul 24	Jul 31	$0.45	75.3%	54.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 68 found (cheapest 4.02% of stock, avg 10.61%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$312.50	Jul 24	$7.00	$5.60	$12.60	$299.90	$325.10	4.02%
$315.00	Jul 24	$5.80	$6.85	$12.65	$302.35	$327.65	4.04%
$310.00	Jul 24	$8.35	$4.50	$12.85	$297.15	$322.85	4.10%
$317.50	Jul 24	$4.75	$8.30	$13.05	$304.45	$330.55	4.17%
$307.50	Jul 24	$9.80	$3.40	$13.20	$294.30	$320.70	4.21%
$305.00	Jul 24	$11.35	$2.53	$13.88	$291.12	$318.88	4.43%
$302.50	Jul 24	$13.50	$2.00	$15.50	$287.00	$318.00	4.95%
$300.00	Jul 24	$15.35	$1.58	$16.93	$283.07	$316.93	5.40%
$297.50	Jul 24	$17.70	$1.17	$18.87	$278.63	$316.37	6.02%
$330.00	Jul 24	$1.55	$17.75	$19.30	$310.70	$349.30	6.16%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.43% of stock, avg 5.48%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$325.00	$302.50	Jul 24	$2.48	$2.00	$4.48	$298.02	$329.48
$325.00	$305.00	Jul 24	$2.48	$2.53	$5.01	$299.99	$330.01
$322.50	$302.50	Jul 24	$3.15	$2.00	$5.15	$297.35	$327.65
$322.50	$305.00	Jul 24	$3.15	$2.53	$5.68	$299.32	$328.18
$320.00	$302.50	Jul 24	$3.85	$2.00	$5.85	$296.65	$325.85
$325.00	$307.50	Jul 24	$2.48	$3.40	$5.88	$301.62	$330.88
$320.00	$305.00	Jul 24	$3.85	$2.53	$6.38	$298.62	$326.38
$322.50	$307.50	Jul 24	$3.15	$3.40	$6.55	$300.95	$329.05
$317.50	$302.50	Jul 24	$4.75	$2.00	$6.75	$295.75	$324.25
$325.00	$310.00	Jul 24	$2.48	$4.50	$6.98	$303.02	$331.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 214 found (best R:R 49.00, avg credit $3.86)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
260/265	275/280	Aug 7	$4.90	$0.10	49.00	$260.10	$279.90
280/282	285/290	Aug 7	$4.86	$0.14	34.71	$277.64	$289.86
268/270	298/300	Jul 31	$2.40	$0.10	24.00	$267.60	$299.90
280/285	290/295	Aug 21	$4.80	$0.20	24.00	$280.20	$294.80
280/285	290/295	Aug 14	$4.77	$0.23	20.74	$280.23	$294.77
252/255	280/282	Jul 24	$2.38	$0.12	19.83	$252.62	$282.38
295/300	305/310	Aug 7	$4.70	$0.30	15.67	$295.30	$309.70
295/300	315/320	Aug 14	$4.70	$0.30	15.67	$295.30	$319.70
275/280	285/290	Aug 21	$4.70	$0.30	15.67	$275.30	$289.70
275/280	285/290	Jul 31	$4.67	$0.33	14.15	$275.33	$289.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 98 found (best R:R 82.33, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$340.00	$345.00	$350.00	Jul 24	$0.06	$4.94	82.33
$312.50	$315.00	$317.50	Jul 31	$0.05	$2.45	49.00
$317.50	$320.00	$322.50	Jul 31	$0.05	$2.45	49.00
$322.50	$325.00	$327.50	Jul 31	$0.05	$2.45	49.00
$322.50	$325.00	$327.50	Jul 24	$0.07	$2.43	34.71

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$270.00	$275.00	$280.00	Jul 31	$0.09	$4.91	54.56
$262.50	$265.00	$267.50	Jul 24	$0.07	$2.43	34.71
$280.00	$285.00	$290.00	Aug 14	$0.18	$4.82	26.78
$260.00	$265.00	$270.00	Aug 7	$0.20	$4.80	24.00
$260.00	$265.00	$270.00	Aug 21	$0.21	$4.79	22.81

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 94 found (best net $-1.75, 88 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$350.00	$360.00	1:2	Aug 14	-$1.61	$8.39
$360.00	$370.00	1:2	Aug 21	-$2.20	$7.80
$350.00	$360.00	1:2	Aug 21	-$2.60	$7.40
$350.00	$360.00	1:2	Aug 28	-$3.45	$6.55
$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	-$1.75	$13.25
$315.00	$300.00	1:2	Aug 14	-$2.40	$12.60
$270.00	$260.00	1:2	Aug 14	-$0.22	$9.78
$312.50	$300.00	1:2	Aug 7	-$2.95	$9.55
$265.00	$255.00	1:2	Aug 28	-$0.58	$9.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 64 found (best yield 5.46%, avg 2.06%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$315.00	Aug 28	$17.10	0.51	0.5%	5.46%	6.00%	4	1
$315.00	Aug 21	$15.60	0.51	0.5%	4.98%	5.52%	8	--
$320.00	Aug 28	$14.80	0.47	2.1%	4.72%	6.86%	2	12
$315.00	Aug 14	$14.40	0.50	0.5%	4.60%	5.14%	7	20
$317.50	Aug 21	$14.10	0.49	1.3%	4.50%	5.84%	2	--
$320.00	Aug 21	$14.10	0.47	2.1%	4.50%	6.64%	119	2.5K
$325.00	Aug 28	$12.80	0.43	3.7%	4.09%	7.82%	1	5
$325.00	Aug 21	$12.20	0.42	3.7%	3.89%	7.63%	14	--
$315.00	Aug 7	$12.00	0.49	0.5%	3.83%	4.37%	68	411
$320.00	Aug 14	$12.00	0.45	2.1%	3.83%	5.97%	12	145

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 5,531

Total Puts 3,379

Put/Call Ratio 0.61

Net Difference 2,152

Prior's Put/Call Breakdown

Total Calls 6,662

Total Puts 2,972

Put/Call Ratio 0.45

Net Difference 3,690

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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