VLO
Valero Energy CorporationEnergy$244.09
◆ Neutral
Mkt Cap: $72.99B|Float: 297.5M|SI: 4.7%|DTC: 4.0
Data as of market close Apr 2, 2026
IV Rank
36
IV Pctl
56%
HV 20d
4112.0%
52W Range
$96-$258
ATR(14)
$8.97
Exp. Move
±5.0%
P/C Ratio
1.21
Earnings
Apr 30
GEX Positive
DEX Long
Net Call Premium
IV Moderate
Max Pain Below
Exp. Move Wide
High Put/Call
VLO Key Options Data
- IV Rank
- 36.3%
- Total GEX
- $0.00B
- Total DEX
- $3.3M
- Max Pain
- $235.00
- Expected Move
- ±5.0%
- Put/Call OI
- 1.21
- Net Premium
- $11.8M
- Spot Price
- $244.09
Gamma Exposure (GEX)
Delta Exposure (DEX)
Expected Move by Expiration
| Expiration | DTE | Expected Move | Move % | Lower | Upper |
|---|---|---|---|---|---|
| 2026-04-10 | 8 | ±$12.10 | ±5.0% | $231.99 | $256.19 |
| 2026-04-17 | 15 | ±$17.30 | ±7.1% | $226.79 | $261.39 |
| 2026-04-24 | 22 | ±$20.80 | ±8.5% | $223.29 | $264.89 |
| 2026-05-01 | 29 | ±$24.85 | ±10.2% | $219.24 | $268.94 |
| 2026-05-08 | 36 | ±$14.00 | ±5.7% | $230.09 | $258.09 |
| 2026-05-15 | 43 | ±$29.25 | ±12.0% | $214.84 | $273.34 |
Explore VLO options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.