VLO - Options Database

VLO

VALERO ENERGY CORP N

$313.01 -0.10%

(7/21 10:00) ◀

Tuesday, July 21, 2026 (11:00am)

▶ (7/21 12:00)

◀ 7/21 11:00 ▶

Option Volume

Detail

ℹ

Current (07/21 11:00am) 2,949

Calls: 1,553 (53%)

Puts: 1,396 (47%)

Prior (07/20) 3,277

Calls: 2,186 (67%)

Puts: 1,091 (33%)

Current vs Prior -10.01%

Calls: -28.96% (Calls)

Puts: +27.96% (Puts)

Prior 7-Day Total 90,443

Calls: 57,926 (64%)

Puts: 32,517 (36%)

Prior 7-Day Average 12,920

Calls: 8,275 (64%)

Puts: 4,645 (36%)

Current vs Prior 7-Day Avg -77.18%

Calls: -81.23%

Puts: -69.95%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/21 11:00am) $6.18M

Calls: $5.53M (89%)

Puts: $649.0K (11%)

Prior (07/20) $3.87M

Calls: $3.11M (80%)

Puts: $754.6K (20%)

Current vs Prior +59.72%

Calls: +77.58%

Puts: -13.99%

Prior 7-Day Total $115.36M

Calls: $84.78M (73%)

Puts: $30.58M (27%)

Prior 7-Day Average $16.48M

Calls: $12.11M (73%)

Puts: $4.37M (27%)

Current vs Prior 7-Day Avg -62.51%

Calls: -54.34%

Puts: -85.15%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/21 11:00am) 0.90

Prior (07/20) 0.50

Current vs Prior +80.11%

Prior 7-Day Average 0.74

Current vs Prior 7-Day Avg +20.66%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (07/21 11:00am) 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 789,360

Calls: 439,468 (56%)

Puts: 349,892 (44%)

Prior 7-Day Average 112,765

Calls: 62,781 (56%)

Puts: 49,984 (44%)

Current vs Prior 7-Day Avg +4.43%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 4.23% | 7.48%11.42% | 16.18%

Prior 4.42% | 7.45%11.30% | 16.10%

Current vs Prior -4.24% | +0.31%+1.09% | +0.49%

Prior 7-Day Avg 4.05% | 6.50%4.49% | 13.64%

Current vs 7-Day Avg +4.58% | +15.05%+154.18% | +18.67%

Prior 7-Day Eod 4.42% | 7.45%11.30% | 16.10%

Current vs 7-Day Eod -4.24% | +0.31%+1.09% | +0.49%

Sentiment BULLISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 25.98% | 12.77%

Calls: 22.22% | 12.09%

Puts: 29.73% | 13.44%

Prior 15.21% | 8.98%

Calls: 11.43% | 7.79%

Puts: 18.98% | 10.17%

Current vs Prior +70.81% | +42.20%

Prior 7-Day Avg 20.65% | 11.16%

Calls: 19.09% | 9.67%

Puts: 22.20% | 12.65%

Current vs 7-Day Avg +25.82% | +14.43%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($5.53M) vs puts ($649.0K). Elevated premium activity with dollar volume up 60% vs prior. P/C ratio rising 80% - 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 NEUTRAL

Prior BULLISH

7-Day Avg NEUTRAL

Current NEUTRAL

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
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 50 of results (avg 7.0%, best 3.8%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$260.00	Jul 24	51.70	53.70	$52.70	3.8%	--	1.00	95
$255.00	Jul 24	56.40	59.00	$57.70	4.5%	--	1.00	12
$312.50	Aug 21	16.90	17.70	$17.30	4.6%	4	0.52	6
$310.00	Aug 21	18.00	18.90	$18.45	4.9%	25	0.54	702
$260.00	Aug 21	52.90	55.70	$54.30	5.2%	1	0.92	186

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$315.00	Aug 21	18.10	18.80	$18.45	3.8%	14	0.50	5
$320.00	Aug 21	20.80	21.70	$21.25	4.2%	--	0.54	10
$310.00	Aug 21	15.30	16.10	$15.70	5.1%	16	0.46	111
$360.00	Aug 21	50.30	53.10	$51.70	5.4%	--	0.82	30
$300.00	Aug 21	10.80	11.50	$11.15	6.3%	2	0.36	73

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. 74 found (avg delta 0.78, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$255.00	Jul 24	56.40	59.00	$57.70	4.5%	--	1.00	12
$260.00	Jul 24	51.70	53.70	$52.70	3.8%	--	1.00	95
$265.00	Jul 24	46.30	49.10	$47.70	5.9%	2	1.00	17
$270.00	Jul 24	41.40	44.10	$42.75	6.3%	--	1.00	120
$272.50	Jul 24	38.80	41.60	$40.20	7.0%	--	1.00	18

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$330.00	Jul 24	16.90	19.80	$18.35	15.8%	3	0.87	3
$360.00	Aug 21	50.30	53.10	$51.70	5.4%	--	0.82	30
$325.00	Jul 24	13.10	15.50	$14.30	16.8%	4	0.79	--
$317.50	Jul 24	7.70	10.20	$8.95	27.9%	80	0.63	80
$325.00	Aug 7	20.40	23.00	$21.70	12.0%	--	0.63	40

Most actively traded options today. High liquidity = easy entry/exit. 108 active (total vol 1.8K, top 209)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$305.00	Aug 7	16.70	17.90	$17.30	6.9%	209	0.60	600
$330.00	Aug 7	6.10	7.20	$6.65	16.5%	204	0.32	5
$315.00	Jul 24	4.20	5.00	$4.60	17.4%	51	0.44	607
$320.00	Aug 21	13.50	14.40	$13.95	6.5%	30	0.45	2.5K
$310.00	Aug 21	18.00	18.90	$18.45	4.9%	25	0.54	702

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$260.00	Jul 31	0.25	0.40	$0.33	45.5%	147	0.03	89
$257.50	Jul 31	0.05	0.85	$0.45	177.8%	146	0.03	--
$312.50	Jul 24	5.00	6.60	$5.80	27.6%	112	0.49	121
$295.00	Jul 31	3.80	4.80	$4.30	23.3%	83	0.25	98
$317.50	Jul 24	7.70	10.20	$8.95	27.9%	80	0.63	80

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 27.4%, max 118.2%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$265.00	Jul 24	Aug 28	87.7%	46.4%	89.0%	2	27
$270.00	Jul 24	Aug 21	79.1%	47.7%	65.9%	--	404
$255.00	Jul 24	Jul 31	102.9%	66.1%	55.8%	--	29
$260.00	Jul 24	Aug 21	74.0%	48.0%	54.0%	1	281
$275.00	Jul 24	Aug 7	73.3%	49.7%	47.4%	17	155

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$255.00	Jul 24	Aug 28	102.9%	47.2%	118.2%	--	104
$265.00	Jul 24	Aug 7	87.7%	51.0%	72.0%	1	127
$270.00	Jul 24	Aug 28	79.1%	46.2%	71.1%	3	136
$275.00	Jul 24	Aug 28	73.3%	45.5%	61.1%	3	32
$257.50	Jul 24	Jul 31	100.7%	64.0%	57.2%	146	45

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 117 found (best R:R 21.73, avg 4.28)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$337.50	$340.00	Jul 31	$0.12	$2.38	$0.12	19.83	$337.62
$330.00	$332.50	Jul 24	$0.18	$2.32	$0.18	12.89	$330.18
$337.50	$340.00	Jul 24	$0.18	$2.32	$0.18	12.89	$337.68
$345.00	$350.00	Jul 31	$0.37	$4.63	$0.37	12.51	$345.37
$350.00	$355.00	Jul 31	$0.37	$4.63	$0.37	12.51	$350.37

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$265.00	$260.00	Jul 31	$0.22	$4.78	$0.22	21.73	$264.78
$265.00	$262.50	Jul 24	$0.12	$2.38	$0.12	19.83	$264.88
$287.50	$285.00	Jul 24	$0.12	$2.38	$0.12	19.83	$287.38
$265.00	$260.00	Aug 7	$0.25	$4.75	$0.25	19.00	$264.75
$280.00	$275.00	Aug 7	$0.30	$4.70	$0.30	15.67	$279.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 148 found (best R:R 24.00, avg 1.85)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$270.00	$275.00	Jul 31	$4.80	$4.80	$0.20	24.00	$274.80
$265.00	$270.00	Jul 31	$4.75	$4.75	$0.25	19.00	$269.75
$272.50	$275.00	Jul 24	$2.35	$2.35	$0.15	15.67	$274.85
$275.00	$280.00	Jul 31	$4.60	$4.60	$0.40	11.50	$279.60
$270.00	$275.00	Aug 7	$4.60	$4.60	$0.40	11.50	$274.60

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$330.00	$325.00	Jul 24	$4.05	$4.05	$0.95	4.26	$325.95
$360.00	$320.00	Aug 21	$30.45	$30.45	$9.55	3.19	$329.55
$325.00	$317.50	Jul 24	$5.35	$5.35	$2.15	2.49	$319.65
$315.00	$312.50	Jul 24	$1.60	$1.60	$0.90	1.78	$313.40
$312.50	$310.00	Jul 24	$1.55	$1.55	$0.95	1.63	$310.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $3.15, cheapest $0.20)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$255.00	Jul 24	Jul 31	$0.20	102.9%	66.1%
$260.00	Jul 24	Jul 31	$0.25	74.0%	57.9%
$265.00	Jul 24	Jul 31	$0.35	87.7%	58.2%
$270.00	Jul 24	Jul 31	$0.55	79.1%	54.1%
$275.00	Jul 24	Jul 31	$0.65	73.3%	54.1%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$255.00	Jul 24	Jul 31	$0.25	102.9%	66.1%
$257.50	Jul 24	Jul 31	$0.25	100.7%	64.0%
$260.00	Jul 24	Jul 31	$0.30	74.0%	57.9%
$265.00	Jul 24	Jul 31	$0.35	87.7%	58.2%
$267.50	Jul 24	Jul 31	$0.40	83.4%	56.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 57 found (cheapest 3.63% of stock, avg 10.33%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$310.00	Jul 24	$7.10	$4.25	$11.35	$298.65	$321.35	3.63%
$312.50	Jul 24	$5.85	$5.80	$11.65	$300.85	$324.15	3.72%
$307.50	Jul 24	$8.55	$3.45	$12.00	$295.50	$319.50	3.83%
$315.00	Jul 24	$4.60	$7.40	$12.00	$303.00	$327.00	3.83%
$317.50	Jul 24	$3.53	$8.95	$12.48	$305.02	$329.98	3.99%
$305.00	Jul 24	$10.15	$2.72	$12.87	$292.13	$317.87	4.11%
$302.50	Jul 24	$12.20	$1.93	$14.13	$288.37	$316.63	4.51%
$300.00	Jul 24	$14.25	$1.45	$15.70	$284.30	$315.70	5.02%
$325.00	Jul 24	$1.73	$14.30	$16.03	$308.97	$341.03	5.12%
$297.50	Jul 24	$16.25	$0.93	$17.18	$280.32	$314.68	5.49%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 1.17% of stock, avg 4.76%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$325.00	$302.50	Jul 24	$1.73	$1.93	$3.66	$298.84	$328.66
$360.00	$260.00	Aug 14	$2.93	$1.27	$4.20	$255.80	$364.20
$322.50	$302.50	Jul 24	$2.30	$1.93	$4.23	$298.27	$326.73
$325.00	$305.00	Jul 24	$1.73	$2.72	$4.45	$300.55	$329.45
$320.00	$302.50	Jul 24	$3.00	$1.93	$4.93	$297.57	$324.93
$322.50	$305.00	Jul 24	$2.30	$2.72	$5.02	$299.98	$327.52
$325.00	$307.50	Jul 24	$1.73	$3.45	$5.18	$302.32	$330.18
$360.00	$270.00	Aug 14	$2.93	$2.25	$5.18	$264.82	$365.18
$317.50	$302.50	Jul 24	$3.53	$1.93	$5.46	$297.04	$322.96
$320.00	$305.00	Jul 24	$3.00	$2.72	$5.72	$299.28	$325.72

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 176 found (best R:R 37.46, avg credit $4.21)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
270/275	280/285	Jul 31	$4.87	$0.13	37.46	$270.13	$284.87
260/265	270/275	Aug 7	$4.85	$0.15	32.33	$260.15	$274.85
260/265	275/280	Jul 31	$4.82	$0.18	26.78	$260.18	$279.82
295/300	305/310	Aug 7	$4.75	$0.25	19.00	$295.25	$309.75
260/265	280/285	Jul 31	$4.72	$0.28	16.86	$260.28	$284.72
265/270	275/280	Aug 7	$4.70	$0.30	15.67	$265.30	$279.70
285/288	290/295	Jul 31	$4.65	$0.35	13.29	$282.85	$294.65
262/265	285/290	Jul 24	$4.62	$0.38	12.16	$260.38	$289.62
270/275	280/285	Aug 14	$4.62	$0.38	12.16	$270.38	$284.62
285/288	295/298	Jul 31	$2.30	$0.20	11.50	$285.20	$297.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 73 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$325.00	$330.00	$335.00	Jul 31	$0.05	$4.95	99.00
$350.00	$360.00	$370.00	Aug 21	$0.18	$9.82	54.56
$275.00	$280.00	$285.00	Jul 31	$0.10	$4.90	49.00
$300.00	$305.00	$310.00	Aug 7	$0.10	$4.90	49.00
$260.00	$265.00	$270.00	Jul 31	$0.15	$4.85	32.33

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$295.00	$300.00	$305.00	Aug 7	$0.05	$4.95	99.00
$280.00	$285.00	$290.00	Aug 21	$0.05	$4.95	99.00
$310.00	$315.00	$320.00	Aug 21	$0.05	$4.95	99.00
$310.00	$312.50	$315.00	Jul 24	$0.05	$2.45	49.00
$295.00	$297.50	$300.00	Aug 21	$0.05	$2.45	49.00

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 $-0.29, 77 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$360.00	$370.00	1:2	Aug 21	-$1.36	$8.64
$350.00	$360.00	1:2	Aug 21	-$2.50	$7.50
$340.00	$350.00	1:2	Aug 21	-$3.40	$6.60
$330.00	$340.00	1:2	Aug 21	-$5.05	$4.95
$345.00	$350.00	1:2	Jul 24	-$0.20	$4.80

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$270.00	$260.00	1:2	Aug 14	-$0.29	$9.71
$270.00	$260.00	1:2	Aug 21	-$0.52	$9.48
$285.00	$275.00	1:2	Aug 14	-$1.09	$8.91
$280.00	$270.00	1:2	Aug 21	-$1.46	$8.54
$290.00	$280.00	1:2	Aug 28	-$2.85	$7.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 44 found (best yield 5.21%, avg 1.73%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$315.00	Aug 28	$16.30	0.50	0.6%	5.21%	5.84%	5	3
$315.00	Aug 21	$15.80	0.50	0.6%	5.05%	5.68%	2	5
$320.00	Aug 28	$14.10	0.46	2.2%	4.50%	6.74%	--	13
$315.00	Aug 14	$13.70	0.49	0.6%	4.38%	5.01%	3	26
$320.00	Aug 21	$13.50	0.45	2.2%	4.31%	6.55%	30	2.5K
$320.00	Aug 14	$11.60	0.44	2.2%	3.71%	5.94%	8	140
$315.00	Aug 7	$11.50	0.48	0.6%	3.67%	4.31%	10	374
$317.50	Aug 7	$10.40	0.45	1.4%	3.32%	4.76%	4	6
$325.00	Aug 21	$10.30	0.41	3.8%	3.29%	7.12%	--	13
$325.00	Aug 14	$9.70	0.39	3.8%	3.10%	6.93%	5	8

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 1,553

Total Puts 1,396

Put/Call Ratio 0.90

Net Difference 157

Prior's Put/Call Breakdown

Total Calls 2,186

Total Puts 1,091

Put/Call Ratio 0.50

Net Difference 1,095

Prior 7-Day Put/Call Summary

Total Calls 57,926

Total Puts 32,517

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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