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Valero Energy Corporation VLO

ENERGY · OIL & GAS REFINING & MARKETING
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Market dataready · fetched 2026-10-16T01:00:35.293Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:14:23.746812107Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:00:34.843437+00:00

Share price$443.50
1D-3.5%
AH$437$443$449$455$4625:30 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$1.07$4.78$8.49$12.20$15.91$426.95$436.97$446.98$457.00$467.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VLO spot · $443.50VLO PRICE$1.47$2.01$2.53$2.98$3.50$4.21$5.10$6.11$7.34$8.65$10.22$12.15$14.84$1.72$2.34$2.80$3.26$3.92$4.80$5.35$5.90$7.01$8.02$9.00$10.06$11.13
PutsCheap0.93×
CallsExpensive1.35×
SkewBullish-2.07 pp
Implied moveBearish±$10.45
TiltBullish3.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ455.1457.5%3.0%431.5863.5%3.1%
25Δ453.0558.6%2.6%433.4966.4%2.8%
30Δ450.9258.1%2.2%436.1762.5%2.3%
35Δ448.7955.5%1.9%438.5158.6%1.9%
40Δ446.8853.5%1.6%440.3657.9%1.6%
45Δ445.3154.2%1.4%442.0459.6%1.4%
50Δ443.7155.7%1.2%443.6756.9%1.2%
55Δ442.0557.4%1.0%445.3053.5%0.9%
60Δ440.2459.8%0.9%446.9954.8%0.8%
65Δ438.3161.2%0.8%448.6254.3%0.7%
70Δ436.1562.9%0.6%450.2353.1%0.5%
75Δ433.6965.0%0.5%451.8451.4%0.4%
80Δ430.5369.0%0.4%453.3949.0%0.3%

20Δ

Calls
Pseudo strike
455.14
IV
57.5%
B/E move
3.0%
Puts
Pseudo strike
431.58
IV
63.5%
B/E move
3.1%

25Δ

Calls
Pseudo strike
453.05
IV
58.6%
B/E move
2.6%
Puts
Pseudo strike
433.49
IV
66.4%
B/E move
2.8%

30Δ

Calls
Pseudo strike
450.92
IV
58.1%
B/E move
2.2%
Puts
Pseudo strike
436.17
IV
62.5%
B/E move
2.3%

35Δ

Calls
Pseudo strike
448.79
IV
55.5%
B/E move
1.9%
Puts
Pseudo strike
438.51
IV
58.6%
B/E move
1.9%

40Δ

Calls
Pseudo strike
446.88
IV
53.5%
B/E move
1.6%
Puts
Pseudo strike
440.36
IV
57.9%
B/E move
1.6%

45Δ

Calls
Pseudo strike
445.31
IV
54.2%
B/E move
1.4%
Puts
Pseudo strike
442.04
IV
59.6%
B/E move
1.4%

50Δ

Calls
Pseudo strike
443.71
IV
55.7%
B/E move
1.2%
Puts
Pseudo strike
443.67
IV
56.9%
B/E move
1.2%

55Δ

Calls
Pseudo strike
442.05
IV
57.4%
B/E move
1.0%
Puts
Pseudo strike
445.30
IV
53.5%
B/E move
0.9%

60Δ

Calls
Pseudo strike
440.24
IV
59.8%
B/E move
0.9%
Puts
Pseudo strike
446.99
IV
54.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
438.31
IV
61.2%
B/E move
0.8%
Puts
Pseudo strike
448.62
IV
54.3%
B/E move
0.7%

70Δ

Calls
Pseudo strike
436.15
IV
62.9%
B/E move
0.6%
Puts
Pseudo strike
450.23
IV
53.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
433.69
IV
65.0%
B/E move
0.5%
Puts
Pseudo strike
451.84
IV
51.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
430.53
IV
69.0%
B/E move
0.4%
Puts
Pseudo strike
453.39
IV
49.0%
B/E move
0.3%