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
$30.25
7-Day Straddle
$14.85
Avg IV
0.6%
IV Rank
46%
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 |
|---|---|---|---|---|
| 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% |
| 20260604 | $24.60 | $13.90 | 0.6% | 25% |
| 20260603 | $24.75 | $14.50 | 0.6% | 24% |
| 20260602 | $25.45 | $15.60 | 0.6% | 23% |
| 20260601 | $25.20 | $10.80 | 0.6% | 23% |
| 20260529 | $22.50 | $11.75 | 0.5% | 20% |
| 20260528 | $22.40 | $12.35 | 0.6% | 21% |
| 20260527 | $23.05 | $13.80 | 0.5% | 14% |
| 20260526 | $24.15 | $15.05 | 0.5% | 20% |
| 20260522 | $21.65 | $11.20 | 0.8% | 64% |
| 20260521 | $21.05 | $11.70 | 0.8% | 66% |
| 20260520 | $24.15 | $14.00 | 0.7% | 46% |
| 20260519 | $25.05 | $14.95 | 0.7% | 42% |
| 20260518 | $25.05 | $11.00 | 0.7% | 53% |
| 20260515 | $22.70 | $11.90 | 0.4% | 3% |
| 20260514 | $22.25 | $12.30 | 0.5% | 14% |
| 20260513 | $23.05 | $13.90 | 0.4% | 0% |
| 20260512 | $22.65 | $14.35 | 0.5% | 9% |
| 20260511 | $24.05 | $10.15 | 0.4% | 0% |
| 20260510 | $24.05 | $11.10 | 0.5% | 4% |
| 20260508 | $21.40 | $11.40 | 0.5% | 6% |
| 20260507 | $21.30 | $12.35 | 0.4% | 0% |
| 20260506 | $21.50 | $12.55 | 0.5% | 4% |
| 20260505 | $24.75 | $14.10 | 0.5% | 11% |
| 20260504 | $25.65 | $10.75 | 0.5% | 11% |
| 20260502 | $23.10 | $12.05 | 0.6% | 25% |
| 20260501 | $23.20 | $11.95 | 0.6% | 20% |
| 20260430 | $24.60 | $14.10 | 0.5% | 18% |
| 20260429 | $26.50 | $17.50 | 0.6% | 19% |
| 20260428 | $25.25 | $16.60 | 0.6% | 20% |
| 20260427 | $26.30 | $12.40 | 0.6% | 20% |
| 20260424 | $24.30 | $13.60 | 0.6% | 25% |