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Valero Energy Corporation VLO 391.5 -21.78 -5.27%

VLO Options Support & Resistance

VLO (Valero Energy Corporation): Explore options-derived support and resistance levels, call walls and put walls. Free delayed preview.

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ATM IV
0.523
Put Call Ratio (OI)
1.48
Put Call Ratio (Vol)
2.15
IV Rank
63.7
IV Percentile
98.4
Max Pain
390

Option Walls

A gamma wall is a strike where dealer gamma is concentrated.

Price often pauses or reverses there because dealers must hedge aggressively when the underlying crosses it. Walls above spot tend to act as resistance; walls below spot tend to act as support.

See also: Gamma exposure (GEX)

$300 Key Put Strike 2 $320 Put Wall $330 Key Put Strike 3 $390 Call Wall $400 Key Call Strike 3