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Valero Energy Corporation VLO

ENERGY · OIL & GAS REFINING & MARKETING
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Market dataready · fetched 2026-10-16T21:47:45.626Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:44:25.491522873Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:47:44.980998+00:00

Share price$444.70
1D-0.9%
AH$439$443$446$449$4525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVLO
Sold putSold callAH

Valero Energy Corporation options

Live interpolated VLO call and put midpoint premiums by absolute delta.Valero Energy Corporation$2.98$11.83$20.67$29.52$38.36$400.30$422.56$444.83$467.09$489.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VLO spot · $444.70VLO PRICE$3.94$5.07$6.51$7.93$9.77$11.68$13.64$16.04$18.63$21.27$24.73$28.71$33.30$4.05$5.66$7.23$8.73$11.05$13.09$15.20$17.84$20.44$23.69$27.39$31.39$35.81
PutsExpensive1.52×
CallsExpensive1.48×
SkewBullish-0.41 pp
Implied moveBearish±$28.83
TiltBearish4.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ478.5759.4%8.5%417.8256.8%7.0%
25Δ471.0457.4%7.1%422.5559.1%6.3%
30Δ465.6357.9%6.2%427.7959.0%5.4%
35Δ460.2357.1%5.3%432.9557.5%4.6%
40Δ455.7158.3%4.7%437.2860.0%4.2%
45Δ451.0858.6%4.1%441.9559.5%3.6%
50Δ446.4958.3%3.5%446.4958.7%3.0%
55Δ441.9659.0%3.0%451.1259.0%2.6%
60Δ437.3359.4%2.5%455.7058.2%2.1%
65Δ432.7058.9%2.1%460.6258.4%1.7%
70Δ427.6159.7%1.7%465.8758.4%1.4%
75Δ422.0960.4%1.4%471.3158.0%1.1%
80Δ416.0660.8%1.0%477.0957.0%0.8%

20Δ

Calls
Pseudo strike
478.57
IV
59.4%
B/E move
8.5%
Puts
Pseudo strike
417.82
IV
56.8%
B/E move
7.0%

25Δ

Calls
Pseudo strike
471.04
IV
57.4%
B/E move
7.1%
Puts
Pseudo strike
422.55
IV
59.1%
B/E move
6.3%

30Δ

Calls
Pseudo strike
465.63
IV
57.9%
B/E move
6.2%
Puts
Pseudo strike
427.79
IV
59.0%
B/E move
5.4%

35Δ

Calls
Pseudo strike
460.23
IV
57.1%
B/E move
5.3%
Puts
Pseudo strike
432.95
IV
57.5%
B/E move
4.6%

40Δ

Calls
Pseudo strike
455.71
IV
58.3%
B/E move
4.7%
Puts
Pseudo strike
437.28
IV
60.0%
B/E move
4.2%

45Δ

Calls
Pseudo strike
451.08
IV
58.6%
B/E move
4.1%
Puts
Pseudo strike
441.95
IV
59.5%
B/E move
3.6%

50Δ

Calls
Pseudo strike
446.49
IV
58.3%
B/E move
3.5%
Puts
Pseudo strike
446.49
IV
58.7%
B/E move
3.0%

55Δ

Calls
Pseudo strike
441.96
IV
59.0%
B/E move
3.0%
Puts
Pseudo strike
451.12
IV
59.0%
B/E move
2.6%

60Δ

Calls
Pseudo strike
437.33
IV
59.4%
B/E move
2.5%
Puts
Pseudo strike
455.70
IV
58.2%
B/E move
2.1%

65Δ

Calls
Pseudo strike
432.70
IV
58.9%
B/E move
2.1%
Puts
Pseudo strike
460.62
IV
58.4%
B/E move
1.7%

70Δ

Calls
Pseudo strike
427.61
IV
59.7%
B/E move
1.7%
Puts
Pseudo strike
465.87
IV
58.4%
B/E move
1.4%

75Δ

Calls
Pseudo strike
422.09
IV
60.4%
B/E move
1.4%
Puts
Pseudo strike
471.31
IV
58.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
416.06
IV
60.8%
B/E move
1.0%
Puts
Pseudo strike
477.09
IV
57.0%
B/E move
0.8%