VLO - Options Database

VLO

VALERO ENERGY CORP N

$311.05 -0.72%

(7/21 12:00) ◀

Tuesday, July 21, 2026 (1:00pm)

▶ (7/21 14:02)

◀ 7/21 13:00 ▶

Option Volume

Detail

ℹ

Current (07/21 1:00pm) 4,399

Calls: 2,273 (52%)

Puts: 2,126 (48%)

Prior (07/20) 5,619

Calls: 4,174 (74%)

Puts: 1,445 (26%)

Current vs Prior -21.71%

Calls: -45.54% (Calls)

Puts: +47.13% (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 -65.95%

Calls: -72.53%

Puts: -54.23%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/21 1:00pm) $8.07M

Calls: $6.72M (83%)

Puts: $1.34M (17%)

Prior (07/20) $7.29M

Calls: $6.28M (86%)

Puts: $1.01M (14%)

Current vs Prior +10.71%

Calls: +7.05%

Puts: +33.58%

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 -51.05%

Calls: -44.48%

Puts: -69.25%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/21 1:00pm) 0.94

Prior (07/20) 0.35

Current vs Prior +170.18%

Prior 7-Day Average 0.74

Current vs Prior 7-Day Avg +25.54%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (07/21 1:00pm) 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 3.97% | 7.27%11.32% | 16.33%

Prior 4.42% | 7.45%11.30% | 16.10%

Current vs Prior -10.18% | -2.51%+0.16% | +1.43%

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

Current vs 7-Day Avg -1.91% | +11.81%+151.85% | +19.77%

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

Current vs 7-Day Eod -10.18% | -2.51%+0.16% | +1.43%

Sentiment BULLISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 18.64% | 9.75%

Calls: 19.67% | 10.05%

Puts: 17.60% | 9.44%

Prior 15.21% | 8.98%

Calls: 11.43% | 7.79%

Puts: 18.98% | 10.17%

Current vs Prior +22.55% | +8.57%

Prior 7-Day Avg 20.65% | 11.16%

Calls: 19.09% | 9.67%

Puts: 22.20% | 12.65%

Current vs 7-Day Avg -9.73% | -12.63%

Liquidity Expensive

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Strong bullish conviction with 83% of dollar volume in calls ($6.72M) vs puts ($1.34M). P/C ratio rising 170% - increased hedging/bearish positioning.

Smart Money BULLISH

Retail Flow NEUTRAL

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
13:00	BULLISH	NEUTRAL	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

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Tightest Spreads

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Best Value <$1

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High Delta

⚖️

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 75 of results (avg 6.9%, best 4.0%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$315.00	Aug 21	14.80	15.40	$15.10	4.0%	8	0.49	5
$250.00	Aug 21	61.20	63.90	$62.55	4.3%	1	0.93	114
$250.00	Aug 28	61.40	64.30	$62.85	4.6%	1	0.92	--
$320.00	Aug 21	12.70	13.30	$13.00	4.6%	33	0.44	2.5K
$260.00	Aug 21	52.10	54.60	$53.35	4.7%	1	0.90	186

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$315.00	Aug 21	18.90	19.80	$19.35	4.7%	18	0.51	5
$317.50	Aug 21	20.30	21.30	$20.80	4.8%	3	0.54	--
$360.00	Aug 21	51.20	54.00	$52.60	5.3%	--	0.83	30
$312.50	Aug 21	17.30	18.40	$17.85	6.2%	26	0.49	--
$325.00	Aug 7	21.30	22.80	$22.05	6.8%	106	0.64	40

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. 83 found (avg delta 0.77, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$250.00	Jul 31	60.20	63.10	$61.65	4.7%	--	1.00	41
$255.00	Jul 31	55.10	58.20	$56.65	5.5%	--	1.00	17
$260.00	Jul 31	50.60	53.10	$51.85	4.8%	--	1.00	90
$250.00	Aug 7	60.30	63.30	$61.80	4.9%	--	1.00	27
$260.00	Jul 24	50.00	52.90	$51.45	5.6%	25	1.00	95

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$330.00	Jul 24	17.90	20.80	$19.35	15.0%	3	0.88	3
$360.00	Aug 21	51.20	54.00	$52.60	5.3%	--	0.83	30
$325.00	Jul 24	13.40	16.30	$14.85	19.5%	4	0.82	--
$317.50	Jul 24	8.90	10.00	$9.45	11.6%	80	0.66	80
$325.00	Aug 7	21.30	22.80	$22.05	6.8%	106	0.64	40

Most actively traded options today. High liquidity = easy entry/exit. 155 active (total vol 2.8K, top 210)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$305.00	Aug 7	15.30	17.00	$16.15	10.5%	210	0.59	600
$330.00	Aug 7	5.50	6.90	$6.20	22.6%	204	0.30	5
$315.00	Jul 24	3.40	4.50	$3.95	27.8%	78	0.40	607
$340.00	Jul 24	0.15	0.45	$0.30	100.0%	61	0.05	484
$345.00	Jul 24	0.05	0.50	$0.28	160.7%	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	--
$300.00	Jul 24	1.20	1.90	$1.55	45.2%	124	0.20	177
$295.00	Jul 31	3.80	4.60	$4.20	19.0%	122	0.26	98
$312.50	Jul 24	5.70	6.80	$6.25	17.6%	114	0.53	121

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 50 strikes (avg 28.6%, max 125.2%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 24	Aug 28	111.2%	49.4%	125.2%	2	17
$265.00	Jul 24	Aug 28	86.8%	45.7%	90.2%	2	27
$270.00	Jul 24	Aug 21	76.5%	46.4%	64.8%	1	404
$255.00	Jul 24	Jul 31	100.1%	65.2%	53.7%	1	29
$260.00	Jul 24	Aug 21	73.4%	48.0%	52.7%	26	281

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$250.00	Jul 24	Aug 28	111.2%	49.4%	125.2%	--	165
$255.00	Jul 24	Aug 28	100.1%	46.8%	113.9%	--	104
$265.00	Jul 24	Aug 21	86.8%	48.0%	80.7%	1	124
$270.00	Jul 24	Aug 28	76.5%	46.0%	66.2%	6	136
$257.50	Jul 24	Jul 31	98.0%	62.4%	57.0%	157	45

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 138 found (best R:R 32.33, avg 4.79)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$355.00	$357.50	Jul 31	$0.10	$2.40	$0.10	24.00	$355.10
$330.00	$332.50	Jul 24	$0.12	$2.38	$0.12	19.83	$330.12
$345.00	$350.00	Jul 31	$0.37	$4.63	$0.37	12.51	$345.37
$350.00	$355.00	Jul 31	$0.38	$4.62	$0.38	12.16	$350.38
$360.00	$370.00	Aug 21	$0.85	$9.15	$0.85	10.76	$360.85

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$255.00	$250.00	Aug 28	$0.15	$4.85	$0.15	32.33	$254.85
$255.00	$250.00	Aug 7	$0.17	$4.83	$0.17	28.41	$254.83
$265.00	$262.50	Jul 24	$0.12	$2.38	$0.12	19.83	$264.88
$265.00	$260.00	Aug 7	$0.25	$4.75	$0.25	19.00	$264.75
$295.00	$292.50	Jul 24	$0.13	$2.37	$0.13	18.23	$294.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 177 found (best R:R 49.00, avg 2.24)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$260.00	$265.00	Jul 31	$4.90	$4.90	$0.10	49.00	$264.90
$265.00	$270.00	Jul 24	$4.85	$4.85	$0.15	32.33	$269.85
$255.00	$260.00	Jul 31	$4.80	$4.80	$0.20	24.00	$259.80
$250.00	$270.00	Aug 7	$19.00	$19.00	$1.00	19.00	$269.00
$275.00	$277.50	Jul 24	$2.35	$2.35	$0.15	15.67	$277.35

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$330.00	$325.00	Jul 24	$4.50	$4.50	$0.50	9.00	$325.50
$312.50	$310.00	Aug 21	$1.95	$1.95	$0.55	3.55	$310.55
$360.00	$320.00	Aug 21	$31.05	$31.05	$8.95	3.47	$328.95
$325.00	$317.50	Jul 24	$5.40	$5.40	$2.10	2.57	$319.60
$315.00	$312.50	Jul 24	$1.60	$1.60	$0.90	1.78	$313.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 55 found (avg debit $3.25, cheapest $0.10)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$255.00	Jul 24	Jul 31	$0.10	100.1%	65.2%
$250.00	Jul 24	Jul 31	$0.20	111.2%	69.9%
$260.00	Jul 24	Jul 31	$0.40	73.4%	54.5%
$270.00	Jul 24	Jul 31	$0.50	76.5%	53.0%
$265.00	Jul 24	Jul 31	$0.55	86.8%	56.6%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$250.00	Jul 24	Jul 31	$0.22	111.2%	69.9%
$260.00	Jul 24	Jul 31	$0.22	73.4%	54.5%
$257.50	Jul 24	Jul 31	$0.25	98.0%	62.4%
$255.00	Jul 24	Jul 31	$0.28	100.1%	65.2%
$265.00	Jul 24	Jul 31	$0.33	86.8%	56.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 68 found (cheapest 3.55% of stock, avg 10.98%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$310.00	Jul 24	$6.10	$4.95	$11.05	$298.95	$321.05	3.55%
$312.50	Jul 24	$4.80	$6.25	$11.05	$301.45	$323.55	3.55%
$307.50	Jul 24	$7.50	$3.75	$11.25	$296.25	$318.75	3.62%
$315.00	Jul 24	$3.95	$7.85	$11.80	$303.20	$326.80	3.79%
$305.00	Jul 24	$9.30	$2.88	$12.18	$292.82	$317.18	3.92%
$317.50	Jul 24	$3.15	$9.45	$12.60	$304.90	$330.10	4.05%
$302.50	Jul 24	$10.80	$2.05	$12.85	$289.65	$315.35	4.13%
$300.00	Jul 24	$12.90	$1.55	$14.45	$285.55	$314.45	4.65%
$297.50	Jul 24	$15.15	$1.00	$16.15	$281.35	$313.65	5.19%
$325.00	Jul 24	$1.38	$14.85	$16.23	$308.77	$341.23	5.22%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.10% of stock, avg 5.06%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$322.50	$300.00	Jul 24	$1.88	$1.55	$3.43	$296.57	$325.93
$322.50	$302.50	Jul 24	$1.88	$2.05	$3.93	$298.57	$326.43
$320.00	$300.00	Jul 24	$2.45	$1.55	$4.00	$296.00	$324.00
$320.00	$302.50	Jul 24	$2.45	$2.05	$4.50	$298.00	$324.50
$317.50	$300.00	Jul 24	$3.15	$1.55	$4.70	$295.30	$322.20
$322.50	$305.00	Jul 24	$1.88	$2.88	$4.76	$300.24	$327.26
$317.50	$302.50	Jul 24	$3.15	$2.05	$5.20	$297.30	$322.70
$320.00	$305.00	Jul 24	$2.45	$2.88	$5.33	$299.67	$325.33
$315.00	$300.00	Jul 24	$3.95	$1.55	$5.50	$294.50	$320.50
$322.50	$307.50	Jul 24	$1.88	$3.75	$5.63	$301.87	$328.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 206 found (best R:R 49.00, avg credit $4.01)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
260/265	270/275	Aug 7	$4.90	$0.10	49.00	$260.10	$274.90
260/265	285/290	Jul 31	$4.83	$0.17	28.41	$260.17	$289.83
250/255	270/275	Aug 7	$4.82	$0.18	26.78	$250.18	$274.82
288/290	295/298	Jul 31	$2.38	$0.12	19.83	$287.62	$297.38
290/295	300/305	Aug 7	$4.75	$0.25	19.00	$290.25	$304.75
300/305	310/315	Aug 7	$4.70	$0.30	15.67	$300.30	$314.70
265/270	275/280	Aug 7	$4.68	$0.32	14.63	$265.32	$279.68
270/275	280/285	Jul 31	$4.67	$0.33	14.15	$270.33	$284.67
262/265	282/285	Jul 24	$2.32	$0.18	12.89	$262.68	$284.82
260/265	275/280	Jul 31	$4.63	$0.37	12.51	$260.37	$279.63

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 75 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$312.50	$315.00	$317.50	Aug 21	$0.05	$2.45	49.00
$340.00	$345.00	$350.00	Jul 31	$0.13	$4.87	37.46
$320.00	$322.50	$325.00	Jul 24	$0.07	$2.43	34.71
$335.00	$337.50	$340.00	Jul 24	$0.07	$2.43	34.71
$250.00	$260.00	$270.00	Aug 21	$0.35	$9.65	27.57

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$270.00	$275.00	$280.00	Aug 28	$0.05	$4.95	99.00
$260.00	$265.00	$270.00	Aug 7	$0.08	$4.92	61.50
$290.00	$292.50	$295.00	Aug 21	$0.05	$2.45	49.00
$260.00	$262.50	$265.00	Jul 24	$0.07	$2.43	34.71
$307.50	$310.00	$312.50	Jul 24	$0.10	$2.40	24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 96 found (best net $-0.27, 86 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$360.00	$370.00	1:2	Aug 21	-$1.95	$8.05
$350.00	$360.00	1:2	Aug 21	-$2.00	$8.00
$360.00	$370.00	1:2	Aug 28	-$2.50	$7.50
$345.00	$350.00	1:2	Jul 24	-$0.18	$4.82
$340.00	$345.00	1:2	Jul 24	-$0.26	$4.74

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$270.00	$260.00	1:2	Aug 14	-$0.27	$9.73
$290.00	$280.00	1:2	Aug 7	-$0.30	$9.70
$260.00	$250.00	1:2	Aug 21	-$0.55	$9.45
$285.00	$275.00	1:2	Aug 14	-$1.11	$8.89
$290.00	$280.00	1:2	Aug 28	-$3.00	$7.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 56 found (best yield 5.30%, avg 1.96%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$315.00	Aug 28	$16.50	0.49	1.3%	5.30%	6.57%	6	3
$312.50	Aug 21	$15.70	0.51	0.5%	5.05%	5.51%	50	6
$315.00	Aug 21	$14.80	0.49	1.3%	4.76%	6.03%	8	5
$320.00	Aug 28	$14.30	0.45	2.9%	4.60%	7.47%	--	13
$317.50	Aug 21	$13.70	0.46	2.1%	4.40%	6.48%	4	2
$320.00	Aug 21	$12.70	0.44	2.9%	4.08%	6.96%	33	2.5K
$315.00	Aug 14	$12.60	0.47	1.3%	4.05%	5.32%	7	26
$325.00	Aug 28	$12.40	0.41	4.5%	3.99%	8.47%	3	6
$330.00	Aug 28	$10.90	0.37	6.1%	3.50%	9.60%	1	4
$320.00	Aug 14	$10.60	0.42	2.9%	3.41%	6.29%	8	140

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 2,273

Total Puts 2,126

Put/Call Ratio 0.94

Net Difference 147

Prior's Put/Call Breakdown

Total Calls 4,174

Total Puts 1,445

Put/Call Ratio 0.35

Net Difference 2,729

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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