VLO · Iron Condor Setups

Valero Energy Corporation

Iron condor opportunities for VLO based on the same scoring engine used in the Iron Condor Screener: breach rate, average straddle, IV rank, IV premium, and beta-adjusted scoring. Updated every 5 minutes during market hours.

VLO IV rank history

30 sessions

IV rank = where today's implied volatility sits in its range over the past 90 sessions (0–100).

Current Iron Condor Setup for VLO
Score
6.46
Breach Rate
44.8%
256 of 571 observations
Avg Straddle
$15.44
11.8% of price
IV Rank
91%
IV Premium
1.42x
IV ÷ Realized Vol
Beta vs SPY
-0.37
P/C Vol
0.44
Current Price
$444.71
Score formula: (1 − breach_rate) × avg_straddle × IV_premium_factor × beta_penalty. Higher is better. VLO is ranked against all other tracked symbols by score; see the full Iron Condor Screener for the leaderboard.
VLO IV Rank — Last 30 Days
DateIV Rank
2026101691%
2026101597%
20261014100%
2026101391%
2026101279%
2026100971%
2026100876%
2026100770%
2026100675%
2026100578%
2026100274%
2026100178%
2026093076%
2026092985%
20260928100%
20260925100%
20260924100%
20260923100%
20260922100%
20260921100%
2026091883%
2026091785%
2026091696%
20260915100%
20260914100%
2026091194%
2026091095%
2026090993%
2026090888%
2026090463%

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.