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Valero Energy Corporation VLO

i

Market datapartial · fetched 2026-11-07T13:35:03.535Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:50:47.584819051Z

FundamentalsAlpha Vantage · unavailable

Share price$347.30
1D-2.1%
AH$341$345$348$352$3555:30 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$0.00$0.27$0.54$0.81$1.08$-0.35$0.08$0.50$0.92$1.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEVLO PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend58.46%
Daily close
VLO37.7%51.1%64.5%2026-08-10: 42.79%2026-08-11: 41.91%2026-08-12: 40.82%2026-08-13: 42.33%2026-08-14: 39.57%2026-08-17: 42.90%2026-08-18: 43.48%2026-08-19: 43.08%2026-08-20: 43.93%2026-08-21: 41.49%2026-08-24: 42.79%2026-08-25: 42.41%2026-08-26: 42.41%2026-08-27: 40.61%2026-08-28: 39.71%2026-08-31: 41.73%2026-09-01: 45.24%2026-09-02: 43.44%2026-09-03: 43.35%2026-09-04: 42.23%2026-09-08: 48.34%2026-09-09: 48.22%2026-09-10: 48.48%2026-09-11: 46.86%2026-09-14: 50.52%2026-09-15: 55.35%2026-09-16: 54.87%2026-09-17: 51.19%2026-09-18: 49.00%2026-09-21: 55.30%2026-09-22: 55.74%2026-09-23: 57.68%2026-09-24: 57.22%2026-09-25: 54.11%2026-09-28: 56.84%2026-09-29: 53.07%2026-09-30: 51.09%2026-10-01: 50.22%2026-10-02: 49.04%2026-10-05: 50.53%2026-10-06: 50.69%2026-10-07: 48.79%2026-10-08: 49.40%2026-10-09: 48.65%2026-10-12: 51.18%2026-10-13: 53.42%2026-10-14: 55.74%2026-10-15: 55.72%2026-10-16: 54.74%2026-10-19: 58.39%2026-10-20: 60.02%2026-10-21: 62.64%2026-10-22: 57.56%2026-10-23: 53.11%2026-10-26: 54.66%2026-10-27: 58.10%2026-10-28: 57.72%2026-10-29: 55.40%2026-10-30: 58.46%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
42.79%
41.91%
40.82%
42.33%
39.57%
42.90%
43.48%
43.08%
43.93%
41.49%
42.79%
42.41%
42.41%
40.61%
39.71%
41.73%
45.24%
43.44%
43.35%
42.23%
48.34%
48.22%
48.48%
46.86%
50.52%
55.35%
54.87%
51.19%
49.00%
55.30%
55.74%
57.68%
57.22%
54.11%
56.84%
53.07%
51.09%
50.22%
49.04%
50.53%
50.69%
48.79%
49.40%
48.65%
51.18%
53.42%
55.74%
55.72%
54.74%
58.39%
60.02%
62.64%
57.56%
53.11%
54.66%
58.10%
57.72%
55.40%
58.46%