VLO - Options Database

VLO

VALERO ENERGY CORP N

$313.20 -0.04%

(7/21 11:00) ◀

Tuesday, July 21, 2026 (12:00pm)

▶ (7/21 13:00)

◀ 7/21 12:00 ▶

Option Volume

Detail

ℹ

Current (07/21 12:00pm) 3,697

Calls: 1,953 (53%)

Puts: 1,744 (47%)

Prior (07/20) 4,149

Calls: 2,853 (69%)

Puts: 1,296 (31%)

Current vs Prior -10.89%

Calls: -31.55% (Calls)

Puts: +34.57% (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 -71.39%

Calls: -76.40%

Puts: -62.46%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/21 12:00pm) $7.19M

Calls: $6.16M (86%)

Puts: $1.03M (14%)

Prior (07/20) $5.46M

Calls: $4.52M (83%)

Puts: $941.3K (17%)

Current vs Prior +31.85%

Calls: +36.52%

Puts: +9.44%

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 -56.35%

Calls: -49.10%

Puts: -76.42%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/21 12:00pm) 0.89

Prior (07/20) 0.45

Current vs Prior +96.58%

Prior 7-Day Average 0.74

Current vs Prior 7-Day Avg +19.86%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (07/21 12:00pm) 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 4.02% | 7.25%11.45% | 16.30%

Prior 4.42% | 7.45%11.30% | 16.10%

Current vs Prior -8.99% | -2.75%+1.31% | +1.22%

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

Current vs 7-Day Avg -0.61% | +11.54%+154.74% | +19.53%

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

Current vs 7-Day Eod -8.99% | -2.75%+1.31% | +1.22%

Sentiment BULLISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 17.53% | 12.47%

Calls: 19.67% | 15.67%

Puts: 15.38% | 9.28%

Prior 15.21% | 8.98%

Calls: 11.43% | 7.79%

Puts: 18.98% | 10.17%

Current vs Prior +15.25% | +38.86%

Prior 7-Day Avg 20.65% | 11.16%

Calls: 19.09% | 9.67%

Puts: 22.20% | 12.65%

Current vs 7-Day Avg -15.10% | +11.74%

Liquidity Expensive

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Strong bullish conviction with 86% of dollar volume in calls ($6.16M) vs puts ($1.03M). P/C ratio rising 97% - 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
12:00	BULLISH	BULLISH	BULLISH
11:00	BULLISH	BULLISH	BULLISH
10:00	BULLISH	BULLISH	BULLISH

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🎯 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 63 of results (avg 7.5%, best 3.7%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$315.00	Aug 21	15.90	16.50	$16.20	3.7%	7	0.50	5
$255.00	Jul 24	57.10	60.00	$58.55	5.0%	--	0.99	12
$320.00	Aug 21	13.70	14.40	$14.05	5.0%	32	0.46	2.5K
$260.00	Aug 21	53.80	56.60	$55.20	5.1%	1	0.92	186
$312.50	Aug 21	16.80	17.70	$17.25	5.2%	40	0.52	6

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$320.00	Aug 21	20.50	21.50	$21.00	4.8%	--	0.54	10
$360.00	Aug 21	49.40	52.10	$50.75	5.3%	--	0.82	30
$312.50	Aug 21	16.30	17.30	$16.80	6.0%	4	0.48	--
$315.00	Aug 21	18.00	19.20	$18.60	6.5%	18	0.50	5
$290.00	Aug 21	7.20	7.70	$7.45	6.7%	12	0.27	360

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. 77 found (avg delta 0.77, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$255.00	Jul 31	57.10	60.50	$58.80	5.8%	--	1.00	17
$260.00	Jul 31	52.20	55.50	$53.85	6.1%	--	1.00	90
$260.00	Jul 24	51.70	55.10	$53.40	6.4%	--	1.00	95
$255.00	Jul 24	57.10	60.00	$58.55	5.0%	--	0.99	12
$270.00	Jul 24	42.30	45.10	$43.70	6.4%	--	0.98	120

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$330.00	Jul 24	16.10	19.30	$17.70	18.1%	3	0.86	3
$360.00	Aug 21	49.40	52.10	$50.75	5.3%	--	0.82	30
$325.00	Jul 24	12.30	14.20	$13.25	14.3%	4	0.79	--
$325.00	Aug 7	20.00	21.50	$20.75	7.2%	106	0.63	40
$330.00	Aug 28	27.60	29.80	$28.70	7.7%	--	0.61	84

Most actively traded options today. High liquidity = easy entry/exit. 131 active (total vol 2.3K, top 209)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$305.00	Aug 7	16.10	18.40	$17.25	13.3%	209	0.61	600
$330.00	Aug 7	5.50	7.80	$6.65	34.6%	204	0.32	5
$315.00	Jul 24	4.30	5.20	$4.75	18.9%	70	0.46	607
$340.00	Jul 24	0.15	0.50	$0.33	106.1%	56	0.05	484
$345.00	Jul 24	0.05	0.55	$0.30	166.7%	56	0.04	21

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$260.00	Jul 31	0.05	0.45	$0.25	160.0%	158	0.02	89
$257.50	Jul 31	0.05	0.80	$0.43	174.4%	157	0.03	--
$295.00	Jul 31	3.40	4.10	$3.75	18.7%	122	0.23	98
$312.50	Jul 24	4.60	5.70	$5.15	21.4%	113	0.47	121
$325.00	Aug 7	20.00	21.50	$20.75	7.2%	106	0.63	40

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 27.6%, max 115.3%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$265.00	Jul 24	Aug 28	89.5%	46.5%	92.7%	2	27
$270.00	Jul 24	Aug 21	79.2%	47.4%	67.2%	--	404
$260.00	Jul 24	Aug 21	75.5%	48.6%	55.5%	1	281
$255.00	Jul 24	Jul 31	102.6%	66.9%	53.3%	--	29
$280.00	Jul 24	Aug 28	66.4%	45.8%	45.0%	18	52

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$255.00	Jul 24	Aug 28	102.6%	47.6%	115.3%	--	104
$265.00	Jul 24	Aug 21	89.5%	48.4%	85.0%	1	124
$270.00	Jul 24	Aug 28	79.2%	46.8%	69.4%	6	136
$257.50	Jul 24	Jul 31	100.5%	64.2%	56.6%	157	45
$275.00	Jul 24	Aug 28	72.4%	46.5%	55.8%	4	32

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 123 found (best R:R 20.74, avg 4.24)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$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
$330.00	$332.50	Jul 24	$0.20	$2.30	$0.20	11.50	$330.20
$335.00	$337.50	Jul 24	$0.20	$2.30	$0.20	11.50	$335.20
$327.50	$330.00	Jul 24	$0.25	$2.25	$0.25	9.00	$327.75

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$265.00	$260.00	Aug 7	$0.23	$4.77	$0.23	20.74	$264.77
$265.00	$262.50	Jul 24	$0.12	$2.38	$0.12	19.83	$264.88
$265.00	$260.00	Jul 31	$0.28	$4.72	$0.28	16.86	$264.72
$287.50	$285.00	Jul 24	$0.15	$2.35	$0.15	15.67	$287.35
$292.50	$290.00	Jul 24	$0.17	$2.33	$0.17	13.71	$292.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 162 found (best R:R 32.33, avg 2.54)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$260.00	$265.00	Jul 24	$4.85	$4.85	$0.15	32.33	$264.85
$265.00	$270.00	Jul 24	$4.85	$4.85	$0.15	32.33	$269.85
$260.00	$265.00	Jul 31	$4.85	$4.85	$0.15	32.33	$264.85
$285.00	$290.00	Jul 24	$4.80	$4.80	$0.20	24.00	$289.80
$292.50	$295.00	Jul 24	$2.40	$2.40	$0.10	24.00	$294.90

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$330.00	$325.00	Jul 24	$4.45	$4.45	$0.55	8.09	$325.55
$360.00	$320.00	Aug 21	$29.75	$29.75	$10.25	2.90	$330.25
$315.00	$312.50	Aug 21	$1.80	$1.80	$0.70	2.57	$313.20
$325.00	$317.50	Jul 24	$5.15	$5.15	$2.35	2.19	$319.85
$317.50	$315.00	Jul 24	$1.60	$1.60	$0.90	1.78	$315.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 53 found (avg debit $3.37, cheapest $0.22)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$255.00	Jul 24	Jul 31	$0.25	102.6%	66.9%
$260.00	Jul 24	Jul 31	$0.45	75.5%	56.2%
$265.00	Jul 24	Jul 31	$0.45	89.5%	58.5%
$370.00	Aug 21	Aug 28	$0.60	49.7%	47.4%
$270.00	Jul 24	Jul 31	$0.65	79.2%	54.9%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$260.00	Jul 24	Jul 31	$0.22	75.5%	56.2%
$257.50	Jul 24	Jul 31	$0.25	100.5%	64.2%
$255.00	Jul 24	Jul 31	$0.28	102.6%	66.9%
$265.00	Jul 24	Jul 31	$0.33	89.5%	58.5%
$267.50	Jul 24	Jul 31	$0.38	85.2%	56.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 59 found (cheapest 3.59% of stock, avg 10.45%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$312.50	Jul 24	$6.10	$5.15	$11.25	$301.25	$323.75	3.59%
$315.00	Jul 24	$4.75	$6.50	$11.25	$303.75	$326.25	3.59%
$310.00	Jul 24	$7.35	$4.00	$11.35	$298.65	$321.35	3.62%
$317.50	Jul 24	$3.85	$8.10	$11.95	$305.55	$329.45	3.82%
$307.50	Jul 24	$8.90	$3.25	$12.15	$295.35	$319.65	3.88%
$305.00	Jul 24	$10.60	$2.35	$12.95	$292.05	$317.95	4.13%
$302.50	Jul 24	$12.30	$1.80	$14.10	$288.40	$316.60	4.50%
$325.00	Jul 24	$1.73	$13.25	$14.98	$310.02	$339.98	4.78%
$300.00	Jul 24	$14.45	$1.25	$15.70	$284.30	$315.70	5.01%
$297.50	Jul 24	$16.95	$0.95	$17.90	$279.60	$315.40	5.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.13% of stock, avg 4.86%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$325.00	$302.50	Jul 24	$1.73	$1.80	$3.53	$298.97	$328.53
$322.50	$302.50	Jul 24	$2.28	$1.80	$4.08	$298.42	$326.58
$325.00	$305.00	Jul 24	$1.73	$2.35	$4.08	$300.92	$329.08
$322.50	$305.00	Jul 24	$2.28	$2.35	$4.63	$300.37	$327.13
$320.00	$302.50	Jul 24	$3.00	$1.80	$4.80	$297.70	$324.80
$325.00	$307.50	Jul 24	$1.73	$3.25	$4.98	$302.52	$329.98
$320.00	$305.00	Jul 24	$3.00	$2.35	$5.35	$299.65	$325.35
$322.50	$307.50	Jul 24	$2.28	$3.25	$5.53	$301.97	$328.03
$317.50	$302.50	Jul 24	$3.85	$1.80	$5.65	$296.85	$323.15
$325.00	$310.00	Jul 24	$1.73	$4.00	$5.73	$304.27	$330.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 201 found (best R:R 32.33, avg credit $4.16)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
265/270	275/280	Aug 7	$4.85	$0.15	32.33	$265.15	$279.85
270/275	280/285	Aug 14	$4.85	$0.15	32.33	$270.15	$284.85
260/265	275/280	Jul 31	$4.78	$0.22	21.73	$260.22	$279.78
260/265	270/275	Aug 7	$4.78	$0.22	21.73	$260.22	$274.78
260/265	275/280	Aug 7	$4.73	$0.27	17.52	$260.27	$279.73
270/275	280/285	Aug 7	$4.72	$0.28	16.86	$270.28	$284.72
300/305	310/315	Aug 7	$4.70	$0.30	15.67	$300.30	$314.70
270/275	285/290	Aug 7	$4.67	$0.33	14.15	$270.33	$289.67
290/295	300/305	Aug 7	$4.65	$0.35	13.29	$290.35	$304.65
295/300	310/315	Aug 7	$4.65	$0.35	13.29	$295.35	$314.65

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
$320.00	$325.00	$330.00	Jul 31	$0.05	$4.95	99.00
$332.50	$335.00	$337.50	Jul 24	$0.05	$2.45	49.00
$255.00	$260.00	$265.00	Jul 31	$0.10	$4.90	49.00
$350.00	$360.00	$370.00	Aug 21	$0.20	$9.80	49.00
$310.00	$315.00	$320.00	Aug 28	$0.10	$4.90	49.00

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
$275.00	$280.00	$285.00	Aug 21	$0.05	$4.95	99.00
$270.00	$275.00	$280.00	Aug 28	$0.05	$4.95	99.00
$295.00	$297.50	$300.00	Jul 24	$0.05	$2.45	49.00
$260.00	$265.00	$270.00	Aug 7	$0.12	$4.88	40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 90 found (best net $-0.46, 80 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$360.00	$370.00	1:2	Aug 21	-$1.80	$8.20
$360.00	$370.00	1:2	Aug 28	-$2.20	$7.80
$350.00	$360.00	1:2	Aug 21	-$2.70	$7.30
$330.00	$340.00	1:2	Aug 21	-$4.10	$5.90
$345.00	$350.00	1:2	Jul 24	-$0.16	$4.84

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$290.00	$280.00	1:2	Aug 7	-$0.46	$9.54
$270.00	$260.00	1:2	Aug 14	-$0.48	$9.52
$285.00	$275.00	1:2	Aug 14	-$1.21	$8.79
$290.00	$280.00	1:2	Aug 28	-$3.25	$6.75
$275.00	$270.00	1:2	Jul 31	-$0.26	$4.74

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 50 found (best yield 5.30%, avg 1.88%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$315.00	Aug 28	$16.60	0.51	0.6%	5.30%	5.87%	5	3
$315.00	Aug 21	$15.90	0.50	0.6%	5.08%	5.65%	7	5
$317.50	Aug 21	$14.70	0.48	1.4%	4.69%	6.07%	4	2
$320.00	Aug 28	$14.30	0.47	2.2%	4.57%	6.74%	--	13
$320.00	Aug 21	$13.70	0.46	2.2%	4.37%	6.55%	32	2.5K
$315.00	Aug 14	$13.60	0.50	0.6%	4.34%	4.92%	3	26
$325.00	Aug 28	$13.00	0.43	3.8%	4.15%	7.92%	3	6
$320.00	Aug 14	$11.50	0.45	2.2%	3.67%	5.84%	8	140
$315.00	Aug 7	$10.70	0.49	0.6%	3.42%	3.99%	10	374
$325.00	Aug 21	$10.60	0.41	3.8%	3.38%	7.15%	--	13

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 1,953

Total Puts 1,744

Put/Call Ratio 0.89

Net Difference 209

Prior's Put/Call Breakdown

Total Calls 2,853

Total Puts 1,296

Put/Call Ratio 0.45

Net Difference 1,557

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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