VLO (Valero Energy Corporation)
Expected Move & Straddle Price History
The expected move for VLO is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current VLO Expected Move
30-Day Straddle
$36.40
7-Day Straddle
$20.90
Avg IV
0.6%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to VLO's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
VLO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260901 | $36.40 | $20.90 | 0.6% | 26% |
| 20260831 | $35.70 | $13.05 | 0.6% | 25% |
| 20260828 | $31.50 | $15.15 | 0.6% | 24% |
| 20260827 | $31.85 | $16.60 | 0.6% | 24% |
| 20260826 | $33.20 | $18.20 | 0.6% | 24% |
| 20260825 | $33.35 | $19.15 | 0.6% | 22% |
| 20260824 | $34.80 | $13.10 | 0.6% | 24% |
| 20260821 | $31.95 | $15.70 | 1.1% | 100% |
| 20260820 | $32.55 | $17.60 | 1.0% | 96% |
| 20260819 | $33.80 | $18.55 | 1.0% | 87% |
| 20260818 | $34.95 | $20.10 | 1.0% | 100% |
| 20260817 | $34.20 | $13.25 | 1.0% | 100% |
| 20260814 | $29.60 | $14.45 | 0.6% | 41% |
| 20260813 | $31.85 | $16.60 | 0.6% | 47% |
| 20260812 | $30.00 | $16.20 | 0.6% | 42% |
| 20260811 | $30.40 | $17.65 | 0.6% | 32% |
| 20260810 | $30.65 | $12.10 | 0.5% | 28% |
| 20260806 | $29.50 | $16.50 | 0.6% | 47% |
| 20260805 | $30.55 | $17.70 | 0.6% | 37% |
| 20260804 | $32.45 | $20.00 | 0.6% | 41% |
| 20260803 | $32.00 | $13.30 | 0.6% | 40% |
| 20260731 | $30.85 | $15.95 | 0.6% | 48% |
| 20260730 | $31.30 | $17.95 | 0.6% | 32% |
| 20260729 | $31.95 | $20.45 | 0.6% | 56% |
| 20260728 | $32.60 | $21.85 | 0.6% | 42% |
| 20260727 | $33.45 | $16.10 | 0.5% | 26% |
| 20260724 | $30.85 | $18.35 | 0.6% | 33% |
| 20260723 | $31.90 | $20.20 | 0.5% | 27% |
| 20260722 | $32.95 | $20.15 | 0.5% | 27% |
| 20260721 | $34.40 | $21.55 | 0.5% | 28% |
| 20260720 | $33.95 | $12.60 | 0.6% | 42% |
| 20260716 | $30.25 | $14.85 | 0.6% | 46% |
| 20260715 | $30.55 | $15.30 | 0.6% | 55% |
| 20260714 | $30.40 | $17.25 | 0.7% | 59% |
| 20260713 | $30.90 | $12.20 | 0.7% | 58% |
| 20260710 | $26.25 | $11.65 | 0.6% | 49% |
| 20260709 | $27.55 | $13.70 | 0.6% | 37% |
| 20260708 | $31.25 | $15.10 | 0.7% | 61% |
| 20260707 | $26.55 | $15.40 | 0.6% | 42% |
| 20260706 | $27.95 | $10.45 | 0.6% | 41% |
| 20260702 | $25.45 | $11.75 | 0.6% | 50% |
| 20260701 | $25.50 | $13.05 | 0.6% | 48% |
| 20260630 | $25.45 | $13.55 | 0.6% | 42% |
| 20260629 | $26.60 | $9.15 | 0.6% | 39% |
| 20260626 | $23.45 | $14.15 | 0.6% | 42% |
| 20260625 | $22.15 | $12.70 | 0.6% | 25% |
| 20260624 | $21.15 | $10.80 | 0.6% | 22% |
| 20260623 | $21.85 | $12.95 | 0.7% | 40% |
| 20260622 | $22.55 | $10.35 | 0.5% | 17% |
| 20260618 | $20.95 | $10.75 | 0.5% | 17% |
| 20260617 | $21.95 | $13.00 | 0.5% | 19% |
| 20260616 | $22.35 | $13.00 | 0.5% | 15% |
| 20260615 | $23.75 | $8.85 | 0.5% | 17% |
| 20260613 | $22.55 | $11.65 | 0.5% | 18% |
| 20260612 | $22.05 | $12.00 | 0.5% | 17% |
| 20260611 | $24.10 | $13.50 | 0.5% | 17% |
| 20260610 | $25.20 | $14.55 | 0.6% | 22% |
| 20260609 | $26.20 | $15.70 | 0.5% | 17% |
| 20260608 | $26.95 | $11.20 | 0.6% | 21% |
| 20260605 | $24.70 | $13.70 | 0.6% | 25% |