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Valero Energy Corporation VLO 346.45 -4.78 -1.36%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.51
Put Call Ratio (OI)
1.16
Put Call Ratio (Vol)
1.02
IV Rank
58.4
IV Percentile
87
Max pain
345

Gamma exposure (2026-11-06)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
0.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-313.8
313.8
View values by strike
VLO · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
55.00 25.2 0
60.00 25.4 -691
65.00 0 -142
70.00 15.6 -1.11 K
75.00 37.7 -542
80.00 7.4 -1.36 K
85.00 229 -295
90.00 1.4 K -1.7 K
95.00 1.06 K -2.58 K
100.00 3.49 K -25.6 K
105.00 1.78 K -22.9 K
110.00 1.63 K -7.39 K
115.00 1.31 K -14.3 K
120.00 1.99 K -22.4 K
125.00 2.48 K -8.38 K
130.00 2.32 K -21.4 K
135.00 2.64 K -9.04 K
140.00 6.3 K -9.55 K
145.00 10.6 K -8.24 K
150.00 9.63 K -25.1 K
155.00 7.95 K -13.1 K
160.00 11 K -18.8 K
165.00 10.6 K -6.41 K
170.00 43.9 K -33.8 K
175.00 23.4 K -11 K
180.00 20.5 K -50.9 K
185.00 33.3 K -11.5 K
190.00 18.8 K -12.3 K
195.00 24.7 K -53.8 K
200.00 83.9 K -38.6 K
205.00 44.3 0
210.00 116 K -42.2 K
215.00 320 0
220.00 85.5 K -74.4 K
225.00 8.56 0
230.00 88.2 K -85 K
235.00 516 -137
240.00 108 K -85.3 K
245.00 316 0
250.00 173 K -467 K
255.00 401 0
260.00 181 K -245 K
265.00 689 0
270.00 208 K -645 K
275.00 982 0
280.00 206 K -653 K
285.00 287 -742
290.00 135 K -997 K
295.00 576 -6.56 K
300.00 535 K -1.86 M
305.00 892 -18.6 K
310.00 314 K -1.65 M
312.50 0 -15.3 K
315.00 1.08 K -55.4 K
317.50 0 -19.4 K
320.00 3.31 M -10.8 M
322.50 0 -2.23 K
325.00 1.8 K -179 K
330.00 831 K -2.73 M
332.50 860 K -35.1 K
335.00 877 K -268 K
337.50 43.9 K -167 K
340.00 789 K -2.84 M
342.50 16.7 K -148 K
345.00 161 K -2.2 M
347.50 307 K -2.31 M
350.00 1.21 M -3.44 M
352.50 83.5 K -14.1 K
355.00 115 K -264 K
357.50 33.5 K -88.5 K
360.00 4.5 M -3.39 M
362.50 44 K -31.9 K
365.00 132 K -149 K
367.50 192 K -14.1 K
370.00 820 K -2.11 M
372.50 254 K -73.4 K
375.00 190 K -111 K
377.50 158 K -9.62 K
380.00 7.33 M -1.93 M
382.50 19 K -4.66 K
385.00 79.2 K -50.2 K
387.50 35.6 K -6.78 K
390.00 3.95 M -1.59 M
392.50 49.4 K -923
395.00 412 K -74.4 K
397.50 12.3 K -1.19 K
400.00 2.25 M -5.03 M
402.50 25 K 0
405.00 88.3 K -22.2 K
407.50 30.2 K 0
410.00 1.81 M -1.59 M
412.50 4.56 K 0
415.00 61.4 K -24.4 K
417.50 14.8 K 0
420.00 931 K -500 K
422.50 13.9 K -2.04 K
425.00 197 K -83.6 K
427.50 28.8 K 0
430.00 674 K -298 K
432.50 32.9 K -2.98 K
435.00 88.5 K -322
437.50 28.2 K 0
440.00 755 K -352 K
442.50 32.5 K -4.65 K
445.00 35.2 K -19.2 K
447.50 3.47 K 0
450.00 860 K -153 K
452.50 10.3 K 0
455.00 42.6 K -243
457.50 40.1 K 0
460.00 470 K -88.3 K
462.50 16.3 K 0
465.00 32.1 K -427
467.50 2.89 K 0
470.00 613 K -46.9 K
472.50 257 0
475.00 31.4 K -125
477.50 245 0
480.00 395 K -88.9 K
485.00 10.1 K 0
490.00 156 K -14.3 K
495.00 2.64 K 0
500.00 483 K -141 K
505.00 1.38 K -111
507.50 952 0
510.00 121 K -26.3 K
515.00 2.18 K -140
520.00 198 K -8.63 K
525.00 160 0
530.00 11.8 K 0
540.00 92.6 K -1.6 K
550.00 15.3 K 0
560.00 241 K -1.08 K
570.00 2.42 K 0
580.00 181 K -367
590.00 4.48 K 0
600.00 67.9 K -5.36 K
610.00 602 0
620.00 33 K -10.8 K
630.00 21.3 K 0
640.00 16.3 K -251
650.00 271 0
660.00 28.3 K -237