VLO - Options Database

VLO

VALERO ENERGY CORP N

$314.80 +0.48%

$313.00 (-0.57%)🌙

as of 07/21 04:00 PM

(7/21 15:00) ◀

Tuesday, July 21, 2026 (4:00pm)

▶ (7/21 18:06)

◀ 7/21 16:00 ▶

Option Volume

Detail

ℹ

Current (07/21 4:00pm) 6,191

Calls: 3,103 (50%)

Puts: 3,088 (50%)

Prior (07/20) 8,910

Calls: 5,531 (62%)

Puts: 3,379 (38%)

Current vs Prior -30.52%

Calls: -43.90% (Calls)

Puts: -8.61% (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 -52.08%

Calls: -62.50%

Puts: -33.52%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/21 4:00pm) $10.05M

Calls: $8.27M (82%)

Puts: $1.78M (18%)

Prior (07/20) $11.51M

Calls: $8.67M (75%)

Puts: $2.85M (25%)

Current vs Prior -12.72%

Calls: -4.57%

Puts: -37.53%

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 -39.02%

Calls: -31.71%

Puts: -59.29%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/21 4:00pm) 1.00

Prior (07/20) 0.61

Current vs Prior +62.90%

Prior 7-Day Average 0.74

Current vs Prior 7-Day Avg +33.58%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (07/21 4:00pm) 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 3.94% | 7.08%11.25% | 15.96%

Prior 4.42% | 7.45%11.30% | 16.10%

Current vs Prior -10.89% | -4.95%-0.47% | -0.87%

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

Current vs 7-Day Avg -2.69% | +9.02%+150.26% | +17.06%

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

Current vs 7-Day Eod -10.89% | -4.95%-0.47% | -0.87%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 19.54% | 13.45%

Calls: 17.65% | 14.29%

Puts: 21.43% | 12.61%

Prior 15.21% | 8.98%

Calls: 11.43% | 7.79%

Puts: 18.98% | 10.17%

Current vs Prior +28.47% | +49.78%

Prior 7-Day Avg 20.65% | 11.16%

Calls: 19.09% | 9.67%

Puts: 22.20% | 12.65%

Current vs 7-Day Avg -5.37% | +20.52%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($8.27M) vs puts ($1.78M). P/C ratio rising 63% - 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
16:00	BULLISH	NEUTRAL	BULLISH
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

💰

Best Value <$1

📊

High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 59 of results (avg 7.3%, best 4.2%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$255.00	Jul 31	58.70	61.20	$59.95	4.2%	--	1.00	17
$260.00	Jul 24	53.30	55.60	$54.45	4.2%	25	1.00	95
$255.00	Jul 24	58.30	60.90	$59.60	4.4%	1	0.99	12
$260.00	Jul 31	53.40	56.10	$54.75	4.9%	1	1.00	90
$265.00	Aug 28	50.70	53.30	$52.00	5.0%	--	0.89	10

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$330.00	Aug 14	24.10	25.20	$24.65	4.5%	43	0.64	--
$360.00	Aug 21	48.80	51.60	$50.20	5.6%	--	0.81	30
$330.00	Aug 28	26.90	28.90	$27.90	7.2%	--	0.60	84
$325.00	Aug 7	19.00	20.50	$19.75	7.6%	106	0.61	40
$310.00	Aug 14	12.40	13.50	$12.95	8.5%	1	0.44	--

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. 82 found (avg delta 0.77, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$255.00	Jul 31	58.70	61.20	$59.95	4.2%	--	1.00	17
$260.00	Jul 31	53.40	56.10	$54.75	4.9%	1	1.00	90
$265.00	Jul 31	48.50	51.40	$49.95	5.8%	--	1.00	57
$260.00	Jul 24	53.30	55.60	$54.45	4.2%	25	1.00	95
$255.00	Jul 24	58.30	60.90	$59.60	4.4%	1	0.99	12

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$330.00	Jul 24	15.40	17.80	$16.60	14.5%	3	0.85	3
$360.00	Aug 21	48.80	51.60	$50.20	5.6%	--	0.81	30
$325.00	Jul 24	11.50	12.60	$12.05	9.1%	4	0.76	--
$330.00	Aug 14	24.10	25.20	$24.65	4.5%	43	0.64	--
$325.00	Aug 7	19.00	20.50	$19.75	7.6%	106	0.61	40

Most actively traded options today. High liquidity = easy entry/exit. 173 active (total vol 3.8K, top 211)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$305.00	Aug 7	16.40	19.20	$17.80	15.7%	211	0.62	600
$330.00	Aug 7	5.90	8.20	$7.05	32.6%	205	0.33	5
$320.00	Aug 7	10.10	12.10	$11.10	18.0%	166	0.45	21
$315.00	Jul 24	4.90	6.10	$5.50	21.8%	156	0.50	607
$330.00	Aug 21	10.30	11.70	$11.00	12.7%	80	0.38	363

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$260.00	Jul 31	0.05	0.60	$0.33	166.7%	175	0.03	89
$257.50	Jul 31	0.05	0.80	$0.43	174.4%	173	0.03	--
$295.00	Jul 31	3.10	4.20	$3.65	30.1%	167	0.22	98
$300.00	Jul 24	0.75	1.00	$0.88	28.4%	134	0.13	177
$312.50	Jul 24	4.00	5.00	$4.50	22.2%	134	0.43	121

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 127.1%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$265.00	Jul 24	Aug 28	94.1%	47.5%	97.9%	3	27
$270.00	Jul 24	Aug 21	81.6%	48.7%	67.5%	1	404
$260.00	Jul 24	Aug 21	79.3%	48.8%	62.6%	27	281
$255.00	Jul 24	Jul 31	107.4%	68.0%	57.9%	1	29
$280.00	Jul 24	Aug 28	70.5%	46.1%	52.9%	18	52

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$255.00	Jul 24	Aug 28	107.4%	47.3%	127.1%	--	104
$265.00	Jul 24	Aug 21	94.1%	48.5%	94.1%	3	124
$270.00	Jul 24	Aug 28	81.6%	47.3%	72.5%	6	136
$260.00	Jul 24	Aug 28	79.3%	48.1%	64.6%	2	222
$257.50	Jul 24	Jul 31	105.3%	66.0%	59.6%	173	45

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 145 found (best R:R 49.00, avg 4.62)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$340.00	$345.00	Jul 24	$0.10	$4.90	$0.10	49.00	$340.10
$355.00	$357.50	Jul 31	$0.10	$2.40	$0.10	24.00	$355.10
$335.00	$337.50	Jul 24	$0.17	$2.33	$0.17	13.71	$335.17
$350.00	$355.00	Jul 31	$0.38	$4.62	$0.38	12.16	$350.38
$345.00	$350.00	Jul 31	$0.40	$4.60	$0.40	11.50	$345.40

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$265.00	$260.00	Jul 31	$0.17	$4.83	$0.17	28.41	$264.83
$277.50	$275.00	Jul 24	$0.10	$2.40	$0.10	24.00	$277.40
$265.00	$260.00	Aug 7	$0.25	$4.75	$0.25	19.00	$264.75
$262.50	$260.00	Jul 24	$0.15	$2.35	$0.15	15.67	$262.35
$287.50	$285.00	Jul 24	$0.15	$2.35	$0.15	15.67	$287.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 187 found (best R:R 49.00, avg 2.54)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$275.00	$280.00	Aug 7	$4.90	$4.90	$0.10	49.00	$279.90
$260.00	$265.00	Jul 24	$4.85	$4.85	$0.15	32.33	$264.85
$270.00	$275.00	Jul 31	$4.85	$4.85	$0.15	32.33	$274.85
$270.00	$272.50	Jul 24	$2.40	$2.40	$0.10	24.00	$272.40
$285.00	$290.00	Jul 24	$4.80	$4.80	$0.20	24.00	$289.80

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$330.00	$325.00	Jul 24	$4.55	$4.55	$0.45	10.11	$325.45
$360.00	$320.00	Aug 21	$29.95	$29.95	$10.05	2.98	$330.05
$317.50	$315.00	Aug 21	$1.85	$1.85	$0.65	2.85	$315.65
$325.00	$317.50	Jul 24	$5.10	$5.10	$2.40	2.13	$319.90
$325.00	$315.00	Aug 7	$5.85	$5.85	$4.15	1.41	$319.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $3.06, cheapest $0.25)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$260.00	Jul 24	Jul 31	$0.30	79.3%	60.4%
$255.00	Jul 24	Jul 31	$0.35	107.4%	68.0%
$265.00	Jul 24	Jul 31	$0.35	94.1%	59.7%
$270.00	Jul 24	Jul 31	$0.50	81.6%	56.3%
$370.00	Aug 21	Aug 28	$0.60	49.0%	47.1%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$255.00	Jul 24	Jul 31	$0.25	107.4%	68.0%
$257.50	Jul 24	Jul 31	$0.25	105.3%	66.0%
$260.00	Jul 24	Jul 31	$0.30	79.3%	60.4%
$265.00	Jul 24	Jul 31	$0.30	94.1%	59.7%
$267.50	Jul 24	Jul 31	$0.40	89.7%	59.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 72 found (cheapest 3.53% of stock, avg 10.53%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$315.00	Jul 24	$5.50	$5.60	$11.10	$303.90	$326.10	3.53%
$317.50	Jul 24	$4.25	$6.95	$11.20	$306.30	$328.70	3.56%
$312.50	Jul 24	$6.80	$4.50	$11.30	$301.20	$323.80	3.59%
$310.00	Jul 24	$8.35	$3.45	$11.80	$298.20	$321.80	3.75%
$307.50	Jul 24	$9.95	$2.60	$12.55	$294.95	$320.05	3.99%
$305.00	Jul 24	$11.80	$1.88	$13.68	$291.32	$318.68	4.35%
$325.00	Jul 24	$1.88	$12.05	$13.93	$311.07	$338.93	4.43%
$302.50	Jul 24	$13.65	$1.43	$15.08	$287.42	$317.58	4.79%
$300.00	Jul 24	$15.50	$0.88	$16.38	$283.62	$316.38	5.20%
$330.00	Jul 24	$1.02	$16.60	$17.62	$312.38	$347.62	5.60%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.04% of stock, avg 5.23%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$327.50	$305.00	Jul 24	$1.38	$1.88	$3.26	$301.74	$330.76
$325.00	$305.00	Jul 24	$1.88	$1.88	$3.76	$301.24	$328.76
$327.50	$307.50	Jul 24	$1.38	$2.60	$3.98	$303.52	$331.48
$325.00	$307.50	Jul 24	$1.88	$2.60	$4.48	$303.02	$329.48
$322.50	$305.00	Jul 24	$2.65	$1.88	$4.53	$300.47	$327.03
$327.50	$310.00	Jul 24	$1.38	$3.45	$4.83	$305.17	$332.33
$360.00	$270.00	Aug 14	$2.80	$2.13	$4.93	$265.07	$364.93
$320.00	$305.00	Jul 24	$3.30	$1.88	$5.18	$299.82	$325.18
$322.50	$307.50	Jul 24	$2.65	$2.60	$5.25	$302.25	$327.75
$325.00	$310.00	Jul 24	$1.88	$3.45	$5.33	$304.67	$330.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 238 found (best R:R 40.67, avg credit $3.86)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
270/275	280/285	Jul 31	$4.88	$0.12	40.67	$270.12	$284.88
280/282	285/290	Jul 31	$4.85	$0.15	32.33	$277.65	$289.85
260/265	275/280	Jul 31	$4.82	$0.18	26.78	$260.18	$279.82
260/262	282/285	Jul 24	$2.40	$0.10	24.00	$260.10	$284.90
260/265	285/290	Aug 7	$4.80	$0.20	24.00	$260.20	$289.80
260/265	285/290	Jul 31	$4.77	$0.23	20.74	$260.23	$289.77
270/275	280/285	Aug 14	$4.75	$0.25	19.00	$270.25	$284.75
260/265	280/285	Jul 31	$4.72	$0.28	16.86	$260.28	$284.72
275/278	282/285	Jul 24	$2.35	$0.15	15.67	$275.15	$284.85
260/265	270/275	Aug 7	$4.70	$0.30	15.67	$260.30	$274.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 90 found (best R:R 54.56, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$307.50	$310.00	$312.50	Jul 24	$0.05	$2.45	49.00
$312.50	$315.00	$317.50	Jul 24	$0.05	$2.45	49.00
$275.00	$280.00	$285.00	Jul 31	$0.10	$4.90	49.00
$295.00	$300.00	$305.00	Aug 7	$0.10	$4.90	49.00
$295.00	$300.00	$305.00	Aug 14	$0.10	$4.90	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$270.00	$275.00	$280.00	Aug 7	$0.09	$4.91	54.56
$310.00	$312.50	$315.00	Jul 24	$0.05	$2.45	49.00
$270.00	$275.00	$280.00	Aug 21	$0.10	$4.90	49.00
$285.00	$287.50	$290.00	Aug 21	$0.05	$2.45	49.00
$265.00	$270.00	$275.00	Aug 7	$0.11	$4.89	44.45

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 95 found (best net $-1.25, 89 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$335.00	$350.00	1:2	Aug 28	-$3.00	$12.00
$360.00	$370.00	1:2	Aug 21	-$1.60	$8.40
$360.00	$370.00	1:2	Aug 28	-$2.20	$7.80
$350.00	$360.00	1:2	Aug 21	-$2.60	$7.40
$350.00	$360.00	1:2	Aug 28	-$3.05	$6.95

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$330.00	$310.00	1:2	Aug 14	-$1.25	$18.75
$270.00	$260.00	1:2	Aug 14	-$0.13	$9.87
$270.00	$260.00	1:2	Aug 28	-$1.10	$8.90
$285.00	$275.00	1:2	Aug 14	-$1.56	$8.44
$315.00	$305.00	1:2	Aug 7	-$4.10	$5.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 56 found (best yield 5.40%, avg 1.99%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$315.00	Aug 28	$17.00	0.52	0.1%	5.40%	5.46%	7	3
$315.00	Aug 21	$16.50	0.52	0.1%	5.24%	5.30%	9	5
$317.50	Aug 21	$15.30	0.49	0.9%	4.86%	5.72%	4	2
$320.00	Aug 28	$14.70	0.47	1.6%	4.67%	6.32%	1	13
$320.00	Aug 21	$14.20	0.47	1.6%	4.51%	6.16%	55	2.5K
$315.00	Aug 14	$13.30	0.51	0.1%	4.22%	4.29%	11	26
$325.00	Aug 28	$12.70	0.43	3.2%	4.03%	7.27%	3	6
$320.00	Aug 14	$12.10	0.46	1.6%	3.84%	5.50%	8	140
$325.00	Aug 21	$11.50	0.42	3.2%	3.65%	6.89%	2	13
$315.00	Aug 7	$11.40	0.50	0.1%	3.62%	3.68%	24	374

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 3,103

Total Puts 3,088

Put/Call Ratio 1.00

Net Difference 15

Prior's Put/Call Breakdown

Total Calls 5,531

Total Puts 3,379

Put/Call Ratio 0.61

Net Difference 2,152

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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