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Valero Energy Corporation VLO

ENERGY · OIL & GAS REFINING & MARKETING
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Market dataready · fetched 2026-10-16T00:16:39.035Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:16:38.396494+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$5.28$27.06$48.83$70.60$92.38$349.56$396.15$442.75$489.34$535.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VLO spot · $443.50VLO PRICE$7.64$10.25$13.03$16.27$19.42$22.90$26.85$31.04$36.02$41.49$47.56$54.18$62.44$9.05$12.05$15.84$19.75$24.20$28.83$34.41$40.01$46.45$54.25$62.88$73.17$86.10
PutsExpensive1.06×
CallsExpensive1.07×
SkewBearish+1.08 pp
Implied moveBearish±$61.26
TiltBearish13.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ519.3053.0%18.8%391.8753.6%13.7%
25Δ505.8053.5%16.4%403.5752.9%11.7%
30Δ493.1553.4%14.1%413.0254.3%10.4%
35Δ482.3954.2%12.4%422.9854.4%9.1%
40Δ471.3753.7%10.7%432.5554.9%7.9%
45Δ461.1553.4%9.1%442.2254.7%6.8%
50Δ451.5553.4%7.9%451.9855.2%5.8%
55Δ442.1253.2%6.7%461.8154.9%4.9%
60Δ432.7053.6%5.7%472.0254.7%4.0%
65Δ423.1253.8%4.8%483.1355.0%3.3%
70Δ413.2453.9%3.9%494.9055.0%2.6%
75Δ403.0653.6%3.1%508.0855.2%1.9%
80Δ391.6853.8%2.4%523.6555.5%1.3%

20Δ

Calls
Pseudo strike
519.30
IV
53.0%
B/E move
18.8%
Puts
Pseudo strike
391.87
IV
53.6%
B/E move
13.7%

25Δ

Calls
Pseudo strike
505.80
IV
53.5%
B/E move
16.4%
Puts
Pseudo strike
403.57
IV
52.9%
B/E move
11.7%

30Δ

Calls
Pseudo strike
493.15
IV
53.4%
B/E move
14.1%
Puts
Pseudo strike
413.02
IV
54.3%
B/E move
10.4%

35Δ

Calls
Pseudo strike
482.39
IV
54.2%
B/E move
12.4%
Puts
Pseudo strike
422.98
IV
54.4%
B/E move
9.1%

40Δ

Calls
Pseudo strike
471.37
IV
53.7%
B/E move
10.7%
Puts
Pseudo strike
432.55
IV
54.9%
B/E move
7.9%

45Δ

Calls
Pseudo strike
461.15
IV
53.4%
B/E move
9.1%
Puts
Pseudo strike
442.22
IV
54.7%
B/E move
6.8%

50Δ

Calls
Pseudo strike
451.55
IV
53.4%
B/E move
7.9%
Puts
Pseudo strike
451.98
IV
55.2%
B/E move
5.8%

55Δ

Calls
Pseudo strike
442.12
IV
53.2%
B/E move
6.7%
Puts
Pseudo strike
461.81
IV
54.9%
B/E move
4.9%

60Δ

Calls
Pseudo strike
432.70
IV
53.6%
B/E move
5.7%
Puts
Pseudo strike
472.02
IV
54.7%
B/E move
4.0%

65Δ

Calls
Pseudo strike
423.12
IV
53.8%
B/E move
4.8%
Puts
Pseudo strike
483.13
IV
55.0%
B/E move
3.3%

70Δ

Calls
Pseudo strike
413.24
IV
53.9%
B/E move
3.9%
Puts
Pseudo strike
494.90
IV
55.0%
B/E move
2.6%

75Δ

Calls
Pseudo strike
403.06
IV
53.6%
B/E move
3.1%
Puts
Pseudo strike
508.08
IV
55.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
391.68
IV
53.8%
B/E move
2.4%
Puts
Pseudo strike
523.65
IV
55.5%
B/E move
1.3%