Energy · Energy
VLO Implied Volatility, IV Rank & Options Chain
Valero Energy (VLO) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Valero Energy (VLO).
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On this page
VLO options trade with implied volatility typically in the 22% - 50% range, averaging N/A in daily volume with very good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
VLO implied volatility
As of 2026-10-26As of 2026-10-26, VLO's 30-day implied volatility is 51.9%, placing its 1-year IV percentile at 94.0 — above 94.0% of the past year's daily IV readings, an elevated, premium-selling regime favoring credit spreads, iron condors and short strangles.
VLO live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live VLO chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
VLO options at a glance
- Daily volume
- N/A
- IV range
- 22% - 50%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About Valero Energy (VLO)
Valero Energy (VLO) is a oil refining company listed on NYSE.
Company profile
- Sector
- Energy
- Industry
- Oil Refining
- Market cap
- See live data
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Valero Energy is a Oil Refining) company in the Energy sector.
ApexVol Terminal
Options analytics, live.
Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
- Live chains and Greeks
- IV rank and percentile
- Expected move and GEX
- Screener and strategy P&L
Free on AAPL, no account. Trial: no charge if you cancel before it ends.
VLO options market overview
VLO options provide trading opportunities for options traders.
- Average daily volume
- N/A
- Total open interest
- N/A
- Put/call ratio
- N/A
- Typical ATM spread
- N/A
- Weekly options
- Available
- LEAPS available
- Yes
Liquidity assessment: Very Good
VLO options provide trading opportunities across multiple expirations.
VLO implied volatility and IV rank
VLO implied volatility patterns reflect the oil refining sector dynamics.
Earnings impact
IV typically expands before earnings and contracts after the announcement.
The move options are pricing for the next report, and how the last 12 went: VLO earnings expected move.
The post-earnings volatility drop is known as IV crush. Holders of short VLO options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
VLO IV generally trades near historical volatility, with premiums expanding around earnings.
Term structure
Typically upward sloping under normal conditions.
The smile, the term structure and the cone for VLO, on today's chain.
Open VLO in IV IntelligenceVLO gamma exposure (GEX)
Gamma Exposure analysis for VLO reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. VLO tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on VLO right now, strike by strike.
See live VLO GEXCommon VLO options strategies
These are strategies commonly used by traders on VLO options, based on typical market characteristics. This is not investment advice.
Key considerations for VLO options
- Monitor VLO earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing options positions
- VLO options liquidity varies by expiration - prefer near-term and monthly expirations
VLO key events
Earnings months. January, April, July, October
VLO options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns VLO's IV rank and percentile, the gamma exposure API its dealer positioning by strike, and the chain API every strike with Greeks. Connected to the ApexVol MCP server, Claude, Cursor or ChatGPT can ask for them in plain English.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/iv-rank/VLO"What is VLO's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on VLO in the console, more prompts for VLO, or set the server up in Claude Desktop, Claude Code, Cursor or ChatGPT.
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-10-26. How we research →
Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.
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Questions
Frequently asked
about VLO options.
What is VLO's typical implied volatility?
VLO implied volatility typically ranges from 22% - 50%. IV patterns are influenced by earnings, sector events, and market conditions.
Does VLO have weekly options?
Yes, VLO offers weekly options expirations.
What is VLO's options trading profile?
VLO (Valero Energy) options trade with very good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 22% - 50% range. The position sits in the Energy category for portfolio diversification and options strategy design.
How does VLO implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on VLO?
Popular strategies on VLO options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 22% - 50% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is VLO's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence VLO's intraday price action. VLO tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live VLO GEX levels and the gamma-flip point on ApexVol.
What is VLO's IV rank?
VLO's IV rank shows where VLO's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. VLO implied volatility typically ranges from 22% - 50%. Check VLO's live IV rank and percentile on ApexVol's IV analytics.
Keep reading
Where VLO
gets priced.
VLO analytics
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