VLO - Options Database

VLO

VALERO ENERGY CORP N

$313.01 -0.10%

(7/21 13:00) ◀

Tuesday, July 21, 2026 (2:00pm)

▶ (7/21 15:00)

◀ 7/21 14:02 ▶

Option Volume

Detail

ℹ

Current (07/21 2:00pm) 5,029

Calls: 2,500 (50%)

Puts: 2,529 (50%)

Prior (07/20) 6,620

Calls: 4,581 (69%)

Puts: 2,039 (31%)

Current vs Prior -24.03%

Calls: -45.43% (Calls)

Puts: +24.03% (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 -61.08%

Calls: -69.79%

Puts: -45.56%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/21 2:00pm) $8.68M

Calls: $7.12M (82%)

Puts: $1.56M (18%)

Prior (07/20) $8.96M

Calls: $7.00M (78%)

Puts: $1.96M (22%)

Current vs Prior -3.11%

Calls: +1.67%

Puts: -20.20%

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 -47.34%

Calls: -41.24%

Puts: -64.25%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/21 2:00pm) 1.01

Prior (07/20) 0.45

Current vs Prior +127.28%

Prior 7-Day Average 0.74

Current vs Prior 7-Day Avg +35.78%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/21 2:00pm) 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 3.99% | 7.20%11.42% | 16.33%

Prior 4.42% | 7.45%11.30% | 16.10%

Current vs Prior -9.66% | -3.33%+1.09% | +1.39%

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

Current vs 7-Day Avg -1.34% | +10.87%+154.18% | +19.72%

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

Current vs 7-Day Eod -9.66% | -3.33%+1.09% | +1.39%

Sentiment BULLISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 15.85% | 12.30%

Calls: 13.79% | 15.69%

Puts: 17.91% | 8.91%

Prior 15.21% | 8.98%

Calls: 11.43% | 7.79%

Puts: 18.98% | 10.17%

Current vs Prior +4.21% | +36.97%

Prior 7-Day Avg 20.65% | 11.16%

Calls: 19.09% | 9.67%

Puts: 22.20% | 12.65%

Current vs 7-Day Avg -23.24% | +10.22%

Liquidity Expensive

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Strong bullish conviction with 82% of dollar volume in calls ($7.12M) vs puts ($1.56M). Slightly bearish P/C ratio of 1.01. P/C ratio rising 127% - increased hedging/bearish positioning.

Smart Money BULLISH

Retail Flow NEUTRAL

Overall MIXED

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
14:00	BULLISH	NEUTRAL	MIXED
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

🎯

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 47 of results (avg 7.4%, best 3.9%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$260.00	Jul 31	52.50	54.60	$53.55	3.9%	--	1.00	90
$255.00	Jul 24	56.10	58.90	$57.50	4.9%	1	1.00	12
$300.00	Aug 21	23.10	24.30	$23.70	5.1%	18	0.64	694
$312.50	Aug 21	16.60	17.50	$17.05	5.3%	56	0.52	6
$260.00	Jul 24	51.10	53.90	$52.50	5.3%	25	1.00	95

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$280.00	Aug 21	4.90	5.10	$5.00	4.0%	3	0.20	799
$290.00	Aug 21	7.40	7.80	$7.60	5.3%	13	0.27	360
$360.00	Aug 21	50.10	53.10	$51.60	5.8%	--	0.82	30
$330.00	Aug 28	28.20	30.20	$29.20	6.8%	--	0.62	84
$287.50	Aug 21	6.50	7.00	$6.75	7.4%	2	0.25	1

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. 78 found (avg delta 0.77, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$255.00	Jul 24	56.10	58.90	$57.50	4.9%	1	1.00	12
$260.00	Jul 24	51.10	53.90	$52.50	5.3%	25	1.00	95
$265.00	Jul 24	46.10	49.00	$47.55	6.1%	2	1.00	17
$270.00	Jul 24	41.10	43.80	$42.45	6.4%	1	1.00	120
$272.50	Jul 24	38.80	41.50	$40.15	6.7%	1	1.00	18

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$330.00	Jul 24	17.10	19.90	$18.50	15.1%	3	0.88	3
$360.00	Aug 21	50.10	53.10	$51.60	5.8%	--	0.82	30
$325.00	Jul 24	12.80	15.50	$14.15	19.1%	4	0.80	--
$325.00	Aug 7	19.90	22.70	$21.30	13.1%	106	0.63	40
$317.50	Jul 24	7.50	8.80	$8.15	16.0%	80	0.62	80

Most actively traded options today. High liquidity = easy entry/exit. 155 active (total vol 2.9K, top 210)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$305.00	Aug 7	16.40	18.20	$17.30	10.4%	210	0.60	600
$330.00	Aug 7	5.20	7.50	$6.35	36.2%	204	0.31	5
$315.00	Jul 24	4.00	4.90	$4.45	20.2%	80	0.44	607
$335.00	Jul 24	0.25	0.60	$0.43	81.4%	76	0.07	68
$325.00	Jul 24	1.20	1.85	$1.53	42.5%	62	0.20	106

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$260.00	Jul 31	0.30	0.45	$0.38	39.5%	158	0.03	89
$257.50	Jul 31	0.05	0.80	$0.43	174.4%	157	0.03	--
$300.00	Jul 24	1.05	1.65	$1.35	44.4%	134	0.17	177
$312.50	Jul 24	4.90	6.00	$5.45	20.2%	134	0.48	121
$295.00	Jul 31	3.60	4.60	$4.10	24.4%	127	0.25	98

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 28.7%, max 117.2%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$265.00	Jul 24	Aug 28	89.9%	46.4%	93.6%	2	27
$270.00	Jul 24	Aug 21	77.6%	46.9%	65.3%	1	404
$260.00	Jul 24	Aug 21	75.8%	48.0%	58.0%	26	281
$255.00	Jul 24	Jul 31	103.1%	66.3%	55.6%	1	29
$280.00	Jul 24	Aug 28	66.4%	45.1%	47.0%	18	52

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$255.00	Jul 24	Aug 28	103.1%	47.5%	117.2%	--	104
$265.00	Jul 24	Aug 21	89.9%	48.0%	87.3%	1	124
$270.00	Jul 24	Aug 28	77.6%	46.8%	65.7%	6	136
$257.50	Jul 24	Jul 31	101.1%	63.6%	59.0%	157	45
$260.00	Jul 24	Aug 21	75.8%	48.0%	58.0%	44	587

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 135 found (best R:R 32.33, avg 4.38)

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	$0.15	$2.35	$0.15	15.67	$330.15
$337.50	$340.00	Jul 24	$0.15	$2.35	$0.15	15.67	$337.65
$350.00	$355.00	Jul 31	$0.38	$4.62	$0.38	12.16	$350.38
$345.00	$350.00	Jul 31	$0.42	$4.58	$0.42	10.90	$345.42

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$265.00	$260.00	Jul 31	$0.15	$4.85	$0.15	32.33	$264.85
$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
$287.50	$285.00	Jul 24	$0.13	$2.37	$0.13	18.23	$287.37
$270.00	$265.00	Aug 7	$0.33	$4.67	$0.33	14.15	$269.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 170 found (best R:R 15.67, avg 1.59)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$282.50	$285.00	Jul 24	$2.35	$2.35	$0.15	15.67	$284.85
$270.00	$272.50	Jul 24	$2.30	$2.30	$0.20	11.50	$272.30
$290.00	$292.50	Jul 24	$2.30	$2.30	$0.20	11.50	$292.30
$255.00	$260.00	Jul 31	$4.60	$4.60	$0.40	11.50	$259.60
$285.00	$290.00	Jul 31	$4.55	$4.55	$0.45	10.11	$289.55

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$330.00	$325.00	Jul 24	$4.35	$4.35	$0.65	6.69	$325.65
$325.00	$317.50	Jul 24	$6.00	$6.00	$1.50	4.00	$319.00
$360.00	$320.00	Aug 21	$30.20	$30.20	$9.80	3.08	$329.80
$317.50	$315.00	Aug 21	$1.55	$1.55	$0.95	1.63	$315.95
$317.50	$315.00	Jul 24	$1.45	$1.45	$1.05	1.38	$316.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 53 found (avg debit $3.40, cheapest $0.25)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$255.00	Jul 24	Jul 31	$0.65	103.1%	66.3%
$265.00	Jul 24	Jul 31	$0.65	89.9%	57.8%
$270.00	Jul 24	Jul 31	$0.65	77.6%	54.2%
$360.00	Aug 7	Aug 14	$0.70	53.1%	48.7%
$370.00	Aug 21	Aug 28	$0.80	49.7%	48.5%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$257.50	Jul 24	Jul 31	$0.25	101.1%	63.6%
$255.00	Jul 24	Jul 31	$0.28	103.1%	66.3%
$265.00	Jul 24	Jul 31	$0.33	89.9%	57.8%
$260.00	Jul 24	Jul 31	$0.35	75.8%	59.5%
$267.50	Jul 24	Jul 31	$0.38	85.5%	56.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 63 found (cheapest 3.56% of stock, avg 10.37%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$315.00	Jul 24	$4.45	$6.70	$11.15	$303.85	$326.15	3.56%
$312.50	Jul 24	$5.80	$5.45	$11.25	$301.25	$323.75	3.59%
$310.00	Jul 24	$7.05	$4.25	$11.30	$298.70	$321.30	3.61%
$317.50	Jul 24	$3.50	$8.15	$11.65	$305.85	$329.15	3.72%
$307.50	Jul 24	$8.70	$3.35	$12.05	$295.45	$319.55	3.85%
$305.00	Jul 24	$10.45	$2.45	$12.90	$292.10	$317.90	4.12%
$302.50	Jul 24	$11.75	$1.90	$13.65	$288.85	$316.15	4.36%
$300.00	Jul 24	$13.95	$1.35	$15.30	$284.70	$315.30	4.89%
$325.00	Jul 24	$1.53	$14.15	$15.68	$309.32	$340.68	5.01%
$297.50	Jul 24	$15.95	$1.00	$16.95	$280.55	$314.45	5.42%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.10% of stock, avg 5.13%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$325.00	$302.50	Jul 24	$1.53	$1.90	$3.43	$299.07	$328.43
$322.50	$302.50	Jul 24	$2.03	$1.90	$3.93	$298.57	$326.43
$325.00	$305.00	Jul 24	$1.53	$2.45	$3.98	$301.02	$328.98
$322.50	$305.00	Jul 24	$2.03	$2.45	$4.48	$300.52	$326.98
$320.00	$302.50	Jul 24	$2.75	$1.90	$4.65	$297.85	$324.65
$325.00	$307.50	Jul 24	$1.53	$3.35	$4.88	$302.62	$329.88
$320.00	$305.00	Jul 24	$2.75	$2.45	$5.20	$299.80	$325.20
$322.50	$307.50	Jul 24	$2.03	$3.35	$5.38	$302.12	$327.88
$317.50	$302.50	Jul 24	$3.50	$1.90	$5.40	$297.10	$322.90
$325.00	$310.00	Jul 24	$1.53	$4.25	$5.78	$304.22	$330.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 215 found (best R:R 49.00, avg credit $3.92)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
275/280	285/290	Jul 31	$4.90	$0.10	49.00	$275.10	$289.90
270/275	285/290	Aug 7	$4.87	$0.13	37.46	$270.13	$289.87
265/270	275/280	Aug 7	$4.83	$0.17	28.41	$265.17	$279.83
260/265	270/275	Aug 7	$4.80	$0.20	24.00	$260.20	$274.80
270/275	280/285	Jul 31	$4.77	$0.23	20.74	$270.23	$284.77
270/275	280/285	Aug 7	$4.77	$0.23	20.74	$270.23	$284.77
260/265	275/280	Aug 7	$4.75	$0.25	19.00	$260.25	$279.75
270/275	280/285	Aug 14	$4.72	$0.28	16.86	$270.28	$284.72
260/265	285/290	Jul 31	$4.70	$0.30	15.67	$260.30	$289.70
270/275	280/285	Aug 28	$4.65	$0.35	13.29	$270.35	$284.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 71 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$340.00	$345.00	$350.00	Aug 21	$0.05	$4.95	99.00
$340.00	$345.00	$350.00	Jul 31	$0.06	$4.94	82.33
$322.50	$325.00	$327.50	Jul 24	$0.07	$2.43	34.71
$325.00	$330.00	$335.00	Aug 21	$0.15	$4.85	32.33
$305.00	$307.50	$310.00	Jul 24	$0.10	$2.40	24.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$260.00	$265.00	$270.00	Aug 7	$0.08	$4.92	61.50
$260.00	$262.50	$265.00	Jul 24	$0.07	$2.43	34.71
$265.00	$270.00	$275.00	Aug 21	$0.14	$4.86	34.71
$272.50	$275.00	$277.50	Jul 24	$0.09	$2.41	26.78
$267.50	$270.00	$272.50	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. 90 found (best net $-0.27, 81 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	-$2.30	$7.70
$350.00	$360.00	1:2	Aug 21	-$2.40	$7.60
$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	-$0.40	$9.60
$285.00	$275.00	1:2	Aug 14	-$1.50	$8.50
$290.00	$280.00	1:2	Aug 28	-$2.90	$7.10
$325.00	$317.50	1:2	Jul 24	-$2.15	$5.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 5.27%, avg 1.88%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$315.00	Aug 28	$16.50	0.50	0.6%	5.27%	5.91%	6	3
$315.00	Aug 21	$15.50	0.49	0.6%	4.95%	5.59%	8	5
$320.00	Aug 28	$14.30	0.46	2.2%	4.57%	6.80%	1	13
$317.50	Aug 21	$13.60	0.47	1.4%	4.34%	5.78%	4	2
$315.00	Aug 14	$13.10	0.49	0.6%	4.19%	4.82%	10	26
$320.00	Aug 21	$13.10	0.45	2.2%	4.19%	6.42%	38	2.5K
$325.00	Aug 28	$12.40	0.42	3.8%	3.96%	7.79%	3	6
$315.00	Aug 7	$11.20	0.48	0.6%	3.58%	4.21%	23	374
$330.00	Aug 28	$10.90	0.38	5.4%	3.48%	8.91%	1	4
$325.00	Aug 21	$10.60	0.40	3.8%	3.39%	7.22%	--	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 2,500

Total Puts 2,529

Put/Call Ratio 1.01

Net Difference -29

Prior's Put/Call Breakdown

Total Calls 4,581

Total Puts 2,039

Put/Call Ratio 0.45

Net Difference 2,542

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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