VLO - Options Database

VLO

VALERO ENERGY CORP N

$313.64 +0.11%

(7/21 14:02) ◀

Tuesday, July 21, 2026 (3:00pm)

▶ (7/21 16:00)

◀ 7/21 15:00 ▶

Option Volume

Detail

ℹ

Current (07/21 3:00pm) 5,649

Calls: 2,867 (51%)

Puts: 2,782 (49%)

Prior (07/20) 7,946

Calls: 4,991 (63%)

Puts: 2,955 (37%)

Current vs Prior -28.91%

Calls: -42.56% (Calls)

Puts: -5.85% (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 -56.28%

Calls: -65.35%

Puts: -40.11%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/21 3:00pm) $9.33M

Calls: $7.67M (82%)

Puts: $1.66M (18%)

Prior (07/20) $10.31M

Calls: $7.63M (74%)

Puts: $2.67M (26%)

Current vs Prior -9.53%

Calls: +0.42%

Puts: -37.93%

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 -43.41%

Calls: -36.69%

Puts: -62.02%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/21 3:00pm) 0.97

Prior (07/20) 0.59

Current vs Prior +63.89%

Prior 7-Day Average 0.74

Current vs Prior 7-Day Avg +30.25%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (07/21 3:00pm) 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 3.92% | 7.14%11.48% | 16.15%

Prior 4.42% | 7.45%11.30% | 16.10%

Current vs Prior -11.28% | -4.17%+1.59% | +0.29%

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

Current vs 7-Day Avg -3.12% | +9.91%+155.44% | +18.43%

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

Current vs 7-Day Eod -11.28% | -4.17%+1.59% | +0.29%

Sentiment BULLISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 17.86% | 12.63%

Calls: 16.67% | 15.09%

Puts: 19.05% | 10.17%

Prior 15.21% | 8.98%

Calls: 11.43% | 7.79%

Puts: 18.98% | 10.17%

Current vs Prior +17.42% | +40.65%

Prior 7-Day Avg 20.65% | 11.16%

Calls: 19.09% | 9.67%

Puts: 22.20% | 12.65%

Current vs 7-Day Avg -13.50% | +13.17%

Liquidity Expensive

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Strong bullish conviction with 82% of dollar volume in calls ($7.67M) vs puts ($1.66M). P/C ratio rising 64% - 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
15:00	BULLISH	NEUTRAL	BULLISH
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

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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 51 of results (avg 7.8%, best 5.0%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$255.00	Jul 31	57.10	60.00	$58.55	5.0%	--	1.00	17
$260.00	Jul 24	51.80	54.60	$53.20	5.3%	25	1.00	95
$255.00	Jul 24	56.70	59.80	$58.25	5.3%	1	1.00	12
$260.00	Jul 31	52.10	55.00	$53.55	5.4%	1	1.00	90
$315.00	Aug 21	16.00	16.90	$16.45	5.5%	8	0.50	5

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$360.00	Aug 21	49.50	52.70	$51.10	6.3%	--	0.82	30
$290.00	Aug 21	7.00	7.50	$7.25	6.9%	13	0.27	360
$287.50	Aug 21	6.30	6.80	$6.55	7.6%	2	0.25	1
$330.00	Aug 28	27.40	29.60	$28.50	7.7%	--	0.61	84
$325.00	Aug 7	19.70	21.30	$20.50	7.8%	106	0.63	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. 79 found (avg delta 0.77, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$255.00	Jul 24	56.70	59.80	$58.25	5.3%	1	1.00	12
$260.00	Jul 24	51.80	54.60	$53.20	5.3%	25	1.00	95
$265.00	Jul 24	46.80	49.60	$48.20	5.8%	2	1.00	17
$270.00	Jul 24	41.80	44.60	$43.20	6.5%	1	1.00	120
$272.50	Jul 24	39.30	42.30	$40.80	7.4%	1	1.00	18

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$330.00	Jul 24	16.60	19.20	$17.90	14.5%	3	0.87	3
$360.00	Aug 21	49.50	52.70	$51.10	6.3%	--	0.82	30
$325.00	Jul 24	12.20	13.60	$12.90	10.9%	4	0.79	--
$325.00	Aug 7	19.70	21.30	$20.50	7.8%	106	0.63	40
$330.00	Aug 28	27.40	29.60	$28.50	7.7%	--	0.61	84

Most actively traded options today. High liquidity = easy entry/exit. 159 active (total vol 3.3K, top 210)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$305.00	Aug 7	16.90	18.50	$17.70	9.0%	210	0.61	600
$330.00	Aug 7	5.40	7.90	$6.65	37.6%	204	0.32	5
$320.00	Aug 7	9.20	11.30	$10.25	20.5%	165	0.43	21
$315.00	Jul 24	4.30	5.30	$4.80	20.8%	80	0.46	607
$335.00	Jul 24	0.35	0.65	$0.50	60.0%	76	0.08	68

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	--
$295.00	Jul 31	3.40	4.30	$3.85	23.4%	142	0.24	98
$300.00	Jul 24	1.00	1.50	$1.25	40.0%	134	0.16	177
$312.50	Jul 24	4.50	5.60	$5.05	21.8%	134	0.47	121

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 46 strikes (avg 27.1%, max 119.5%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$265.00	Jul 24	Aug 28	91.3%	47.0%	94.4%	2	27
$270.00	Jul 24	Aug 21	79.0%	47.6%	66.0%	1	404
$260.00	Jul 24	Aug 21	77.0%	47.7%	61.6%	26	281
$255.00	Jul 24	Jul 31	104.7%	66.5%	57.5%	1	29
$280.00	Jul 24	Aug 28	67.7%	46.0%	47.2%	18	52

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$255.00	Jul 24	Aug 28	104.7%	47.7%	119.5%	--	104
$265.00	Jul 24	Aug 21	91.3%	48.0%	90.4%	3	124
$270.00	Jul 24	Aug 28	79.0%	47.2%	67.2%	6	136
$260.00	Jul 24	Aug 21	77.0%	47.7%	61.6%	68	587
$257.50	Jul 24	Jul 31	102.6%	64.5%	59.2%	157	45

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 141 found (best R:R 32.33, avg 4.73)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$345.00	$350.00	Jul 24	$0.15	$4.85	$0.15	32.33	$345.15
$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
$330.00	$332.50	Jul 24	$0.15	$2.35	$0.15	15.67	$330.15
$337.50	$340.00	Jul 24	$0.16	$2.34	$0.16	14.62	$337.66

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
$295.00	$292.50	Jul 24	$0.11	$2.39	$0.11	21.73	$294.89
$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

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 174 found (best R:R 32.33, avg 1.93)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$285.00	$290.00	Jul 24	$4.85	$4.85	$0.15	32.33	$289.85
$260.00	$265.00	Jul 31	$4.85	$4.85	$0.15	32.33	$264.85
$280.00	$282.50	Jul 24	$2.35	$2.35	$0.15	15.67	$282.35
$270.00	$275.00	Jul 31	$4.70	$4.70	$0.30	15.67	$274.70
$275.00	$280.00	Aug 7	$4.70	$4.70	$0.30	15.67	$279.70

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$360.00	$320.00	Aug 21	$30.05	$30.05	$9.95	3.02	$329.95
$325.00	$317.50	Jul 24	$5.25	$5.25	$2.25	2.33	$319.75
$317.50	$315.00	Aug 21	$1.75	$1.75	$0.75	2.33	$315.75
$315.00	$312.50	Jul 31	$1.40	$1.40	$1.10	1.27	$313.60
$310.00	$307.50	Aug 21	$1.40	$1.40	$1.10	1.27	$308.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 53 found (avg debit $3.38, cheapest $0.25)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$255.00	Jul 24	Jul 31	$0.30	104.7%	66.5%
$260.00	Jul 24	Jul 31	$0.35	77.0%	60.4%
$265.00	Jul 24	Jul 31	$0.50	91.3%	58.7%
$360.00	Aug 7	Aug 14	$0.75	52.8%	48.4%
$270.00	Jul 24	Jul 31	$0.85	79.0%	55.1%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$255.00	Jul 24	Jul 31	$0.25	104.7%	66.5%
$257.50	Jul 24	Jul 31	$0.25	102.6%	64.5%
$265.00	Jul 24	Jul 31	$0.33	91.3%	58.7%
$260.00	Jul 24	Jul 31	$0.35	77.0%	60.4%
$267.50	Jul 24	Jul 31	$0.38	86.9%	57.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 64 found (cheapest 3.52% of stock, avg 10.46%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$312.50	Jul 24	$6.00	$5.05	$11.05	$301.45	$323.55	3.52%
$315.00	Jul 24	$4.80	$6.30	$11.10	$303.90	$326.10	3.54%
$317.50	Jul 24	$3.80	$7.65	$11.45	$306.05	$328.95	3.65%
$310.00	Jul 24	$7.60	$4.00	$11.60	$298.40	$321.60	3.70%
$307.50	Jul 24	$9.20	$3.00	$12.20	$295.30	$319.70	3.89%
$305.00	Jul 24	$11.00	$2.33	$13.33	$291.67	$318.33	4.25%
$302.50	Jul 24	$12.45	$1.70	$14.15	$288.35	$316.65	4.51%
$325.00	Jul 24	$1.60	$12.90	$14.50	$310.50	$339.50	4.62%
$300.00	Jul 24	$14.30	$1.25	$15.55	$284.45	$315.55	4.96%
$297.50	Jul 24	$16.55	$0.93	$17.48	$280.02	$314.98	5.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.05% of stock, avg 5.06%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$325.00	$302.50	Jul 24	$1.60	$1.70	$3.30	$299.20	$328.30
$322.50	$302.50	Jul 24	$2.17	$1.70	$3.87	$298.63	$326.37
$325.00	$305.00	Jul 24	$1.60	$2.33	$3.93	$301.07	$328.93
$322.50	$305.00	Jul 24	$2.17	$2.33	$4.50	$300.50	$327.00
$320.00	$302.50	Jul 24	$2.90	$1.70	$4.60	$297.90	$324.60
$325.00	$307.50	Jul 24	$1.60	$3.00	$4.60	$302.90	$329.60
$322.50	$307.50	Jul 24	$2.17	$3.00	$5.17	$302.33	$327.67
$320.00	$305.00	Jul 24	$2.90	$2.33	$5.23	$299.77	$325.23
$317.50	$302.50	Jul 24	$3.80	$1.70	$5.50	$297.00	$323.00
$325.00	$310.00	Jul 24	$1.60	$4.00	$5.60	$304.40	$330.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 220 found (best R:R 37.46, avg credit $3.83)

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	Jul 31	$4.85	$0.15	32.33	$260.15	$274.85
280/282	285/290	Jul 31	$4.80	$0.20	24.00	$277.70	$289.80
270/275	280/285	Aug 28	$4.80	$0.20	24.00	$270.20	$284.80
270/275	285/290	Jul 31	$4.77	$0.23	20.74	$270.23	$289.77
280/285	295/300	Aug 7	$4.75	$0.25	19.00	$280.25	$299.75
285/290	295/300	Aug 7	$4.75	$0.25	19.00	$285.25	$299.75
275/280	285/290	Jul 31	$4.73	$0.27	17.52	$275.27	$289.73
275/280	285/290	Aug 7	$4.70	$0.30	15.67	$275.30	$289.70
280/285	290/295	Aug 21	$4.70	$0.30	15.67	$280.30	$294.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 80 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	Aug 14	$0.05	$4.95	99.00
$295.00	$300.00	$305.00	Aug 21	$0.05	$4.95	99.00
$350.00	$360.00	$370.00	Aug 21	$0.10	$9.90	99.00
$280.00	$285.00	$290.00	Jul 31	$0.10	$4.90	49.00
$315.00	$320.00	$325.00	Jul 31	$0.10	$4.90	49.00

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
$307.50	$310.00	$312.50	Jul 24	$0.05	$2.45	49.00
$260.00	$262.50	$265.00	Jul 24	$0.07	$2.43	34.71
$295.00	$297.50	$300.00	Jul 24	$0.07	$2.43	34.71
$272.50	$275.00	$277.50	Jul 24	$0.09	$2.41	26.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 91 found (best net $-3.25, 82 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$335.00	$350.00	1:2	Aug 28	-$3.25	$11.75
$360.00	$370.00	1:2	Aug 21	-$1.60	$8.40
$360.00	$370.00	1:2	Aug 28	-$2.40	$7.60
$350.00	$360.00	1:2	Aug 21	-$2.70	$7.30
$350.00	$360.00	1:2	Aug 28	-$3.05	$6.95

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$270.00	$260.00	1:2	Aug 14	-$0.27	$9.73
$285.00	$275.00	1:2	Aug 14	-$1.60	$8.40
$290.00	$280.00	1:2	Aug 28	-$3.10	$6.90
$325.00	$317.50	1:2	Jul 24	-$2.40	$5.10
$265.00	$260.00	1:2	Jul 31	-$0.23	$4.77

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 56 found (best yield 5.32%, avg 1.92%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$315.00	Aug 28	$16.70	0.51	0.4%	5.32%	5.76%	7	3
$315.00	Aug 21	$16.00	0.50	0.4%	5.10%	5.54%	8	5
$320.00	Aug 28	$14.30	0.46	2.0%	4.56%	6.59%	1	13
$315.00	Aug 14	$13.60	0.50	0.4%	4.34%	4.77%	10	26
$317.50	Aug 21	$13.60	0.48	1.2%	4.34%	5.57%	4	2
$320.00	Aug 21	$13.60	0.46	2.0%	4.34%	6.36%	52	2.5K
$325.00	Aug 28	$12.40	0.42	3.6%	3.95%	7.58%	3	6
$315.00	Aug 7	$11.70	0.49	0.4%	3.73%	4.16%	23	374
$320.00	Aug 14	$11.40	0.45	2.0%	3.63%	5.66%	8	140
$330.00	Aug 28	$10.90	0.39	5.2%	3.48%	8.69%	1	4

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 2,867

Total Puts 2,782

Put/Call Ratio 0.97

Net Difference 85

Prior's Put/Call Breakdown

Total Calls 4,991

Total Puts 2,955

Put/Call Ratio 0.59

Net Difference 2,036

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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