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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

Expected move

November 06, 2026 close · $346.19
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.6% ±$9.14 $337.05 – $355.33 $335.22 – $357.16 $326.60 – $365.78
2 sessions ±3.7% ±$12.71 $333.48 – $358.90 $330.82 – $361.56 $318.81 – $373.57
3 sessions ±4.6% ±$15.99 $330.20 – $362.18 $327.11 – $365.27 $312.16 – $380.22
1 week ±5.9% ±$20.32 $325.87 – $366.51 $321.33 – $371.05 $302.92 – $389.46
2 weeks ±7.8% ±$26.86 $319.33 – $373.05 $312.96 – $379.42 $288.83 – $403.55
3 weeks ±9.3% ±$32.20 $313.99 – $378.39 $306.17 – $386.21 $278.16 – $414.22
1 month ±10.8% ±$37.46 $308.73 – $383.65 $299.42 – $392.96 $266.77 – $425.61
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±4.00%
Average actual move
2.28%
Beyond the implied move
1 / 7
Median IV change
-8.91%
Reaction session Implied Actual Used ATM IV before → after
October 22, 2026 ±4.51% -2.40% 0.53× 57.5% → 54.6%
July 30, 2026 ±4.48% +3.45% 0.77× 50.2% → 47.1%
April 30, 2026 ±4.40% +0.51% 0.12× —
January 29, 2026 ±4.23% -0.83% 0.20× —
July 24, 2025 ±3.13% -4.88% 1.56× 32.4% → 29.2%
April 24, 2025 ±3.71% -1.00% 0.27× 43.3% → 39.4%
January 30, 2025 ±3.51% -2.91% 0.83× 35.8% → 32.4%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →