Closed
⌘K
Sign in Sign up

Valero Energy Corporation VLO 351.23 -14.11 -3.86%

Previous-day view · Thu Nov 5 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
0.54
Put Call Ratio (OI)
1.2
Put Call Ratio (Vol)
0.606
IV Rank
66.2
IV Percentile
96
Max pain
390

Gamma exposure (2026-11-05)

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}
1.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-307.3
307.3
View values by strike
VLO · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
55.00 29.9 0
60.00 25.3 -682
65.00 9.36 -140
70.00 20.6 -1.1 K
75.00 38.1 -534
80.00 9.18 -1.34 K
85.00 246 -290
90.00 1.54 K -1.69 K
95.00 1.27 K -2.58 K
100.00 3.31 K -25.1 K
105.00 1.85 K -22.5 K
110.00 1.63 K -7.19 K
115.00 1.33 K -14 K
120.00 2.32 K -22.1 K
125.00 3.06 K -8.61 K
130.00 2.81 K -20.2 K
135.00 2.45 K -8.95 K
140.00 6.58 K -8.96 K
145.00 11 K -7.59 K
150.00 12.3 K -24 K
155.00 7.94 K -12.9 K
160.00 16.4 K -18 K
165.00 11.3 K -6.25 K
170.00 34.9 K -32.5 K
175.00 23.6 K -10.9 K
180.00 32.1 K -48.9 K
185.00 37 K -11 K
190.00 26.4 K -11.8 K
195.00 30.4 K -52 K
200.00 95.1 K -37.6 K
205.00 183 0
210.00 137 K -42.1 K
215.00 259 0
220.00 87 K -65.7 K
225.00 168 0
230.00 146 K -70.9 K
235.00 573 -129
240.00 114 K -73.5 K
245.00 429 0
250.00 168 K -394 K
255.00 434 0
260.00 173 K -209 K
265.00 543 0
270.00 199 K -575 K
275.00 1.09 K 0
280.00 194 K -570 K
285.00 272 -322
290.00 128 K -949 K
295.00 738 -5.85 K
300.00 508 K -1.65 M
305.00 967 -16.8 K
310.00 292 K -1.18 M
312.50 0 -12.4 K
315.00 1.22 K -43.4 K
317.50 0 -15.8 K
320.00 3.03 M -9.68 M
322.50 0 -909
325.00 4.45 K -92.7 K
330.00 779 K -1.74 M
332.50 689 K -27.8 K
335.00 713 K -250 K
337.50 26.3 K -101 K
340.00 558 K -2.3 M
342.50 6.04 K -56.3 K
345.00 23.3 K -254 K
347.50 36.7 K -193 K
350.00 1.04 M -3.19 M
352.50 59.4 K -27.5 K
355.00 78.1 K -698 K
357.50 32.7 K -106 K
360.00 3.99 M -4.08 M
362.50 40.5 K -52.1 K
365.00 107 K -502 K
367.50 404 K -164 K
370.00 666 K -3.66 M
372.50 345 K -77.4 K
375.00 243 K -272 K
377.50 27.5 K -60.3 K
380.00 1.3 M -2.01 M
382.50 17.8 K -6.62 K
385.00 104 K -69.6 K
387.50 39.4 K -10.5 K
390.00 4.02 M -1.75 M
392.50 62.8 K -1.66 K
395.00 537 K -104 K
397.50 27.7 K -3.53 K
400.00 2.5 M -5.99 M
402.50 26.6 K -461
405.00 111 K -34.4 K
407.50 37.2 K 0
410.00 2.75 M -1.84 M
412.50 5.44 K -275
415.00 74.5 K -36 K
417.50 20.1 K 0
420.00 1.11 M -578 K
422.50 17.1 K -4.85 K
425.00 257 K -73.4 K
427.50 35.9 K -13.1 K
430.00 765 K -501 K
432.50 41.3 K 0
435.00 113 K -368
437.50 40.4 K 0
440.00 858 K -377 K
442.50 36.8 K 0
445.00 39.9 K -22.7 K
447.50 4.62 K 0
450.00 989 K -167 K
452.50 12.9 K 0
455.00 49.1 K -246
457.50 64.5 K 0
460.00 479 K -96.4 K
462.50 16.3 K 0
465.00 38.5 K -211
467.50 3.74 K 0
470.00 628 K -49.6 K
472.50 283 0
475.00 43.5 K 0
477.50 269 0
480.00 529 K -92.4 K
485.00 11 K 0
490.00 174 K -14.8 K
495.00 3.16 K 0
500.00 525 K -143 K
505.00 1.48 K 0
507.50 1.03 K 0
510.00 139 K -26.2 K
515.00 2.42 K -86.9
520.00 225 K -8.48 K
525.00 182 0
530.00 13.3 K 0
540.00 97.9 K -1.43 K
550.00 16.1 K 0
560.00 270 K -1.08 K
570.00 2.59 K 0
580.00 197 K 0
590.00 4.85 K 0
600.00 52.6 K -5.54 K
610.00 636 0
620.00 35.1 K -1.02 K
630.00 22.5 K 0
640.00 17.5 K -256
650.00 285 0
660.00 27.8 K -252