VLO - Options Database

VLO

VALERO ENERGY CORP N

$312.02 -0.41%

(7/20 18:05) ◀

Tuesday, July 21, 2026 (10:00am)

▶ (7/21 11:00)

◀ 7/21 10:00 ▶

Option Volume

Detail

ℹ

Current (07/21 10:00am) 1,390

Calls: 990 (71%)

Puts: 400 (29%)

Prior (07/20) 768

Calls: 445 (58%)

Puts: 323 (42%)

Current vs Prior +80.99%

Calls: +122.47% (Calls)

Puts: +23.84% (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 -89.58%

Calls: -88.45%

Puts: -91.61%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/21 10:00am) $3.26M

Calls: $3.08M (94%)

Puts: $184.9K (6%)

Prior (07/20) $900.0K

Calls: $727.2K (81%)

Puts: $172.7K (19%)

Current vs Prior +262.72%

Calls: +323.45%

Puts: +7.07%

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 -80.20%

Calls: -74.69%

Puts: -95.72%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/21 10:00am) 0.40

Prior (07/20) 0.73

Current vs Prior -44.33%

Prior 7-Day Average 0.74

Current vs Prior 7-Day Avg -45.23%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/21 10:00am) 117,760

Calls: 62,408 (53%)

Puts: 55,352 (47%)

Prior (07/20) 114,093

Calls: 60,625 (53%)

Puts: 53,468 (47%)

Current vs Prior +3.21%

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 +6.84%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)

Current 4.13% | 7.36%11.36% | 16.36%

Prior 4.96% | 7.86%1.20% | 12.87%

Current vs Prior -16.60% | -6.47%+848.29% | +27.13%

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

Current vs 7-Day Avg +5.64% | +17.37%+206.03% | +22.25%

Prior 7-Day Eod 4.96% | 7.86%11.30% | 16.10%

Current vs 7-Day Eod -16.60% | -6.47%+0.56% | +1.61%

Sentiment BULLISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 46.72% | 25.89%

Calls: 36.84% | 23.48%

Puts: 56.60% | 28.30%

Prior 11.21% | 7.00%

Calls: 9.64% | 6.40%

Puts: 12.77% | 7.59%

Current vs Prior +316.77% | +269.86%

Prior 7-Day Avg 21.48% | 11.97%

Calls: 20.12% | 11.09%

Puts: 22.83% | 12.85%

Current vs 7-Day Avg +117.53% | +116.21%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 94% of dollar volume in calls ($3.08M) vs puts ($184.9K). Massive premium surge with dollar volume up 263% vs prior. Above-average activity with volume up 81% vs prior. Extreme bullish P/C ratio of 0.40 - heavy call buying (990 calls vs 400 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 NEUTRAL

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

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High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 29 of results (avg 7.4%, best 4.8%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 31	61.30	64.30	$62.80	4.8%	--	0.97	41
$250.00	Aug 21	62.20	65.30	$63.75	4.9%	--	0.93	114
$250.00	Aug 7	61.50	64.80	$63.15	5.2%	--	0.96	27
$250.00	Jul 24	61.00	64.40	$62.70	5.4%	--	0.99	17
$260.00	Aug 21	52.90	56.00	$54.45	5.7%	--	0.90	186

PUTS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	50.00	53.30	$51.65	6.4%	--	0.83	30
$330.00	Aug 28	27.60	30.50	$29.05	10.0%	--	0.61	84

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. 75 found (avg delta 0.78, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$260.00	Jul 24	50.80	54.40	$52.60	6.8%	--	1.00	95
$250.00	Jul 24	61.00	64.40	$62.70	5.4%	--	0.99	17
$255.00	Jul 24	56.00	59.40	$57.70	5.9%	--	0.99	12
$265.00	Jul 24	46.10	49.40	$47.75	6.9%	--	0.98	17
$270.00	Jul 24	41.30	44.40	$42.85	7.2%	--	0.98	120

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	50.00	53.30	$51.65	6.4%	--	0.83	30
$325.00	Jul 24	12.40	15.50	$13.95	22.2%	4	0.81	--
$325.00	Aug 7	19.50	22.40	$20.95	13.8%	--	0.62	40
$317.50	Jul 24	7.60	9.80	$8.70	25.3%	--	0.61	80
$330.00	Aug 28	27.60	30.50	$29.05	10.0%	--	0.61	84

Most actively traded options today. High liquidity = easy entry/exit. 62 active (total vol 798, top 204)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$305.00	Aug 7	15.80	18.90	$17.35	17.9%	204	0.61	600
$330.00	Aug 7	5.80	8.70	$7.25	40.0%	204	0.33	5
$340.00	Jul 24	0.15	0.85	$0.50	140.0%	16	0.07	484
$310.00	Aug 21	17.40	19.60	$18.50	11.9%	15	0.54	702
$350.00	Jul 24	0.05	0.55	$0.30	166.7%	11	0.04	567

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$300.00	Jul 24	0.70	2.00	$1.35	96.3%	52	0.17	177
$290.00	Jul 31	2.20	3.80	$3.00	53.3%	25	0.19	299
$270.00	Aug 21	2.10	4.50	$3.30	72.7%	21	0.14	592
$297.50	Jul 24	0.40	2.20	$1.30	138.5%	20	0.15	63
$295.00	Jul 24	0.45	1.00	$0.73	75.3%	16	0.10	97

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 45 strikes (avg 31.9%, max 132.4%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 24	Aug 21	112.3%	49.6%	126.3%	--	131
$265.00	Jul 24	Aug 28	88.5%	46.5%	90.4%	--	27
$270.00	Jul 24	Aug 21	81.6%	48.4%	68.7%	--	404
$255.00	Jul 24	Jul 31	105.7%	67.5%	56.7%	--	29
$260.00	Jul 24	Aug 21	74.7%	47.9%	55.9%	--	281

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 24	Aug 28	112.3%	48.3%	132.4%	--	165
$255.00	Jul 24	Aug 28	105.7%	47.8%	121.1%	--	104
$270.00	Jul 24	Aug 28	81.6%	45.9%	77.6%	--	136
$275.00	Jul 24	Aug 14	75.6%	48.2%	56.8%	--	57
$260.00	Jul 24	Aug 21	74.7%	47.9%	55.9%	6	587

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 108 found (best R:R 32.33, avg 5.09)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$340.00	$345.00	Jul 24	$0.15	$4.85	$0.15	32.33	$340.15
$355.00	$357.50	Jul 31	$0.10	$2.40	$0.10	24.00	$355.10
$335.00	$337.50	Jul 24	$0.12	$2.38	$0.12	19.83	$335.12
$327.50	$330.00	Jul 24	$0.13	$2.37	$0.13	18.23	$327.63
$337.50	$340.00	Jul 24	$0.15	$2.35	$0.15	15.67	$337.65

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$275.00	$270.00	Jul 31	$0.17	$4.83	$0.17	28.41	$274.83
$255.00	$250.00	Aug 7	$0.17	$4.83	$0.17	28.41	$254.83
$282.50	$280.00	Jul 31	$0.15	$2.35	$0.15	15.67	$282.35
$270.00	$260.00	Aug 7	$0.65	$9.35	$0.65	14.38	$269.35
$262.50	$260.00	Jul 24	$0.17	$2.33	$0.17	13.71	$262.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 141 found (best R:R 49.00, avg 2.55)

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 24	$4.85	$4.85	$0.15	32.33	$264.85
$250.00	$270.00	Aug 7	$19.20	$19.20	$0.80	24.00	$269.20
$270.00	$275.00	Jul 31	$4.75	$4.75	$0.25	19.00	$274.75
$250.00	$255.00	Jul 31	$4.65	$4.65	$0.35	13.29	$254.65

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$317.50	$315.00	Jul 24	$1.95	$1.95	$0.55	3.55	$315.55
$360.00	$320.00	Aug 21	$30.60	$30.60	$9.40	3.26	$329.40
$325.00	$317.50	Jul 24	$5.25	$5.25	$2.25	2.33	$319.75
$320.00	$315.00	Aug 21	$2.95	$2.95	$2.05	1.44	$317.05
$315.00	$312.50	Jul 24	$1.45	$1.45	$1.05	1.38	$313.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $2.87, cheapest $0.10)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 24	Jul 31	$0.10	112.3%	71.4%
$265.00	Jul 24	Jul 31	$0.35	88.5%	58.9%
$255.00	Jul 24	Jul 31	$0.45	105.7%	67.5%
$260.00	Jul 24	Jul 31	$0.45	74.7%	62.7%
$270.00	Jul 24	Jul 31	$0.65	81.6%	54.9%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 24	Jul 31	$0.22	112.3%	71.4%
$255.00	Jul 24	Jul 31	$0.25	105.7%	67.5%
$270.00	Jul 24	Jul 31	$0.33	81.6%	54.9%
$265.00	Jul 24	Jul 31	$0.35	88.5%	58.9%
$260.00	Jul 24	Jul 31	$0.45	74.7%	62.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 54 found (cheapest 3.73% of stock, avg 11.13%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$312.50	Jul 24	$6.35	$5.30	$11.65	$300.85	$324.15	3.73%
$307.50	Jul 24	$8.45	$3.33	$11.78	$295.72	$319.28	3.78%
$310.00	Jul 24	$7.60	$4.35	$11.95	$298.05	$321.95	3.83%
$315.00	Jul 24	$5.35	$6.75	$12.10	$302.90	$327.10	3.88%
$317.50	Jul 24	$4.22	$8.70	$12.92	$304.58	$330.42	4.14%
$305.00	Jul 24	$10.70	$2.68	$13.38	$291.62	$318.38	4.29%
$302.50	Jul 24	$12.45	$2.23	$14.68	$287.82	$317.18	4.70%
$300.00	Jul 24	$14.45	$1.35	$15.80	$284.20	$315.80	5.06%
$325.00	Jul 24	$2.00	$13.95	$15.95	$309.05	$340.95	5.11%
$297.50	Jul 24	$16.35	$1.30	$17.65	$279.85	$315.15	5.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 119 found (cheapest 1.35% of stock, avg 4.55%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$360.00	$260.00	Aug 14	$2.90	$1.30	$4.20	$255.80	$364.20
$325.00	$302.50	Jul 24	$2.00	$2.23	$4.23	$298.27	$329.23
$325.00	$305.00	Jul 24	$2.00	$2.68	$4.68	$300.32	$329.68
$322.50	$302.50	Jul 24	$2.50	$2.23	$4.73	$297.77	$327.23
$322.50	$305.00	Jul 24	$2.50	$2.68	$5.18	$299.82	$327.68
$360.00	$270.00	Aug 14	$2.90	$2.32	$5.22	$264.78	$365.22
$325.00	$307.50	Jul 24	$2.00	$3.33	$5.33	$302.17	$330.33
$320.00	$302.50	Jul 24	$3.45	$2.23	$5.68	$296.82	$325.68
$322.50	$307.50	Jul 24	$2.50	$3.33	$5.83	$301.67	$328.33
$360.00	$275.00	Aug 14	$2.90	$2.95	$5.85	$269.15	$365.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 115 found (best R:R 24.00, avg credit $4.83)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
290/295	300/305	Aug 7	$4.80	$0.20	24.00	$290.20	$304.80
275/280	285/290	Jul 31	$4.73	$0.27	17.52	$275.27	$289.73
250/255	270/275	Aug 7	$4.67	$0.33	14.15	$250.33	$274.67
260/262	275/278	Jul 24	$2.32	$0.18	12.89	$260.18	$277.32
282/285	295/298	Jul 31	$2.32	$0.18	12.89	$282.68	$297.32
250/255	280/285	Aug 7	$4.57	$0.43	10.63	$250.43	$284.57
275/280	290/295	Jul 31	$4.53	$0.47	9.64	$275.47	$294.53
285/288	295/298	Jul 31	$2.25	$0.25	9.00	$285.25	$297.25
298/300	310/312	Aug 21	$2.25	$0.25	9.00	$297.75	$312.25
285/290	300/305	Aug 14	$4.40	$0.60	7.33	$285.60	$304.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 65 found (best R:R 49.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$270.00	$272.50	$275.00	Jul 24	$0.05	$2.45	49.00
$340.00	$345.00	$350.00	Jul 24	$0.10	$4.90	49.00
$255.00	$260.00	$265.00	Jul 31	$0.15	$4.85	32.33
$322.50	$325.00	$327.50	Jul 24	$0.08	$2.42	30.25
$332.50	$335.00	$337.50	Jul 24	$0.09	$2.41	26.78

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$290.00	$292.50	$295.00	Jul 24	$0.06	$2.44	40.67
$270.00	$272.50	$275.00	Jul 24	$0.08	$2.42	30.25
$265.00	$267.50	$270.00	Jul 24	$0.10	$2.40	24.00
$270.00	$280.00	$290.00	Aug 21	$0.40	$9.60	24.00
$260.00	$270.00	$280.00	Aug 21	$0.48	$9.52	19.83

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 87 found (best net $-0.15, 80 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$360.00	$370.00	1:2	Aug 21	-$1.65	$8.35
$350.00	$360.00	1:2	Aug 21	-$1.95	$8.05
$340.00	$350.00	1:2	Aug 21	-$3.25	$6.75
$265.00	$285.00	1:2	Aug 14	-$14.90	$5.10
$330.00	$340.00	1:2	Aug 21	-$5.05	$4.95

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$270.00	$255.00	1:2	Aug 28	-$0.15	$14.85
$270.00	$260.00	1:2	Aug 7	-$0.20	$9.80
$280.00	$270.00	1:2	Aug 7	-$0.25	$9.75
$270.00	$260.00	1:2	Aug 14	-$0.28	$9.72
$270.00	$260.00	1:2	Aug 21	-$0.36	$9.64

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 43 found (best yield 5.32%, avg 1.66%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$315.00	Aug 28	$16.60	0.51	1.0%	5.32%	6.28%	4	3
$312.50	Aug 21	$15.30	0.52	0.1%	4.90%	5.06%	2	6
$320.00	Aug 28	$14.30	0.47	2.6%	4.58%	7.14%	--	13
$315.00	Aug 14	$12.90	0.49	1.0%	4.13%	5.09%	3	26
$320.00	Aug 21	$12.70	0.46	2.6%	4.07%	6.63%	6	2.5K
$315.00	Aug 7	$11.10	0.49	1.0%	3.56%	4.51%	10	374
$320.00	Aug 14	$11.00	0.45	2.6%	3.53%	6.08%	3	140
$325.00	Aug 21	$11.00	0.41	4.2%	3.53%	7.69%	--	13
$317.50	Aug 7	$10.10	0.46	1.8%	3.24%	4.99%	4	6
$312.50	Jul 31	$9.70	0.52	0.1%	3.11%	3.26%	--	28

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 990

Total Puts 400

Put/Call Ratio 0.40

Net Difference 590

Prior's Put/Call Breakdown

Total Calls 445

Total Puts 323

Put/Call Ratio 0.73

Net Difference 122

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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