VLO options: IV rank, expected move and trade screens
Valero Energy Corp · Energy
As of the close on . In the app, data is refreshed intraday.
VLO closed at $408.46 on Oct 1, 2026 with 30-day implied volatility of 51.1%. That is near the top of its one-year range (IV rank 85), so option premiums on VLO are expensive compared with its own recent history. Measured by IV percentile, IV is higher than 95% of the past year's readings. Options expiring Oct 30 (29 days out) price a one standard deviation move of about $58.76, or 14.4%.
The price is above both its 50-day (+15.7%) and 200-day (+57.6%) moving averages. It is trading within 1.2% of its 52-week high. The 14-day RSI of 67.1 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $15.46, about 3.8% of the price, a measure of a typical day's range.
Option volume at the close (15.8K contracts) was 1.0x its average, close to normal. A negative beta of -0.26 means VLO has tended to move against the broad market. None of our preset screens found trades on VLO at the close.
VLO stats at the close
- Price
- $408.46
- Market cap $118B
- Implied volatility
- 51.1%
- 30-day, at the money
- IV rank
- 85
- IV sits 85% of the way from its one-year low to its one-year high.
- IV percentile
- 95
- IV is higher than 95% of the past year's readings.
- ATR (14-day)
- $15.46
- 3.8% of the price on a typical day
- RSI (14-day)
- 67.1
- Between 30 and 70, neutral
- 52-week range
- -1.2% from high
- +161.2% from the 52-week low
- Moving averages
- +15.7% vs 50-day
- +57.6% vs the 200-day
- Beta
- -0.26
- Sensitivity to the broad market
- Option volume
- 1.0x avg
- 15.8K contracts vs 15.4K average
VLO expected move by expiration
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Oct 9, 20268 days | 48.8% | ±$29.54 (7.2%) | $378.92 to $438.00 | $23.55 |
| Oct 30, 202629 days | 51.0% | ±$58.76 (14.4%) | $349.70 to $467.22 | $46.85 |
| Nov 20, 202650 days | 51.5% | ±$77.78 (19.0%) | $330.68 to $486.24 | $61.90 |
| Dec 18, 202678 days | 50.1% | ±$94.64 (23.2%) | $313.82 to $503.10 | $75.15 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Trades that pass our screens as of the close
VLO options FAQ
- What is VLO's IV rank?
- At the close on Oct 1, 2026, VLO's IV rank was 85 with 30-day implied volatility of 51.1%. IV sits 85% of the way from its one-year low to its one-year high. Its IV percentile was 95: IV is higher than 95% of the past year's readings.
- What is the expected move for VLO?
- Based on the close on Oct 1, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $58.76 (14.4%), a range of $349.70 to $467.22. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
- Is VLO option volume above average?
- On Oct 1, 2026, VLO option volume was 1.0x its average, close to normal.
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