Valero Energy Corporation VLO 351.23 -14.11 -3.86%
Expected move
November 05, 2026 close · $352.66| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±3.3% ±$11.50 | $341.16 – $364.16 | $338.87 – $366.45 | $328.01 – $377.31 |
| 2 sessions | ±4.3% ±$15.02 | $337.64 – $367.68 | $334.46 – $370.86 | $320.25 – $385.07 |
| 3 sessions | ±5.3% ±$18.51 | $334.15 – $371.17 | $330.58 – $374.74 | $313.27 – $392.05 |
| 1 week | ±6.5% ±$23.06 | $329.60 – $375.72 | $324.45 – $380.87 | $303.50 – $401.82 |
| 2 weeks | ±8.6% ±$30.26 | $322.40 – $382.92 | $315.21 – $390.11 | $288.05 – $417.27 |
| 3 weeks | ±10.3% ±$36.15 | $316.51 – $388.81 | $307.73 – $397.59 | $276.31 – $429.01 |
| 1 month | ±11.7% ±$41.19 | $311.47 – $393.85 | $301.21 – $404.11 | $265.31 – $440.01 |
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% |