VLO · Expected Move
Valero Energy Corporation
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).
VLO straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current VLO Expected Move
30-Day Straddle
$52.40
7-Day Straddle
$28.95
30-Day ATM IV
53.5%
IV Rank
91%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $52.40 | $28.95 | 53.5% | 91% |
| 20261015 | $54.25 | $31.25 | 54.4% | 97% |
| 20261014 | $57.50 | $33.35 | 54.9% | 100% |
| 20261013 | $56.55 | $33.40 | 53.4% | 91% |
| 20261012 | $53.00 | $18.00 | 51.4% | 79% |
| 20261009 | $47.75 | $20.75 | 50.0% | 71% |
| 20261008 | $50.75 | $23.90 | 50.9% | 76% |
| 20261007 | $48.40 | $24.50 | 49.9% | 70% |
| 20261006 | $49.40 | $26.35 | 50.7% | 75% |
| 20261005 | $50.50 | $18.35 | 51.1% | 78% |
| 20261002 | $45.10 | $21.45 | 50.5% | 74% |
| 20261001 | $46.85 | $23.55 | 51.2% | 78% |
| 20260930 | $45.35 | $23.80 | 50.9% | 76% |
| 20260929 | $47.20 | $25.95 | 52.4% | 85% |
| 20260928 | $50.25 | $20.35 | 54.9% | 100% |
| 20260925 | $46.65 | $23.40 | 54.4% | 100% |
| 20260924 | $47.05 | $24.70 | 54.5% | 100% |
| 20260923 | $46.60 | $25.80 | 54.5% | 100% |
| 20260922 | $47.45 | $27.25 | 54.2% | 100% |
| 20260921 | $49.25 | $20.45 | 53.0% | 100% |
| 20260918 | $45.90 | $21.90 | 50.4% | 83% |
| 20260917 | $47.15 | $24.55 | 50.7% | 85% |
| 20260916 | $48.35 | $27.00 | 52.5% | 96% |
| 20260915 | $49.25 | $28.95 | 53.0% | 100% |
| 20260914 | $44.35 | $17.10 | 48.8% | 100% |
| 20260911 | $40.60 | $19.25 | 47.8% | 94% |
| 20260910 | $41.50 | $21.55 | 47.9% | 95% |
| 20260909 | $42.45 | $22.75 | 47.7% | 93% |
| 20260908 | $41.85 | $24.05 | 47.2% | 88% |
| 20260904 | $36.30 | $15.95 | 44.6% | 63% |
| 20260903 | $37.30 | $17.60 | 44.7% | 65% |
| 20260902 | $36.90 | $18.70 | 44.1% | 59% |
| 20260901 | $36.40 | $20.90 | 43.5% | 45% |
| 20260831 | $35.70 | $13.05 | 42.0% | 32% |
| 20260828 | $31.50 | $15.15 | 40.7% | 22% |
| 20260827 | $31.85 | $16.60 | 41.1% | 25% |
| 20260826 | $33.20 | $18.20 | 41.6% | 30% |
| 20260825 | $33.35 | $19.15 | 42.2% | 34% |
| 20260824 | $34.80 | $13.10 | 42.4% | 36% |
| 20260821 | $31.95 | $15.70 | 41.8% | 31% |
| 20260820 | $32.55 | $17.60 | 42.5% | 37% |
| 20260819 | $33.80 | $18.55 | 42.0% | 32% |
| 20260818 | $34.95 | $20.10 | 43.1% | 42% |
| 20260817 | $34.20 | $13.25 | 41.2% | 26% |
| 20260814 | $29.60 | $14.45 | 39.5% | 12% |
| 20260813 | $31.85 | $16.60 | 41.3% | 27% |
| 20260812 | $30.00 | $16.20 | 39.9% | 15% |
| 20260811 | $30.40 | $17.65 | 40.5% | 20% |
| 20260810 | $30.65 | $12.10 | 41.4% | 28% |
| 20260807 | — | — | 40.6% | 21% |
| 20260806 | $29.50 | $16.50 | 43.8% | 47% |
| 20260805 | $30.55 | $17.70 | 44.0% | 49% |
| 20260804 | $32.45 | $20.00 | 45.4% | 60% |
| 20260803 | $32.00 | $13.30 | 44.3% | 51% |
| 20260731 | $30.85 | $15.95 | 44.1% | 50% |
| 20260730 | $31.30 | $17.95 | 44.9% | 56% |
| 20260729 | $31.95 | $20.45 | 46.7% | 71% |
| 20260728 | $32.60 | $21.85 | 46.9% | 73% |
| 20260727 | $33.45 | $16.10 | 47.1% | 74% |
| 20260724 | $30.85 | $18.35 | 46.1% | 66% |
More on VLO
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.