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VLO - Valero Energy
Implied Volatility Analysis

Implied Volatility:
38.0%
Put/Call-Ratio:
0.92

Valero Energy has an Implied Volatility (IV) of 38.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VLO is 10 and the Implied Volatility Percentile (IVP) is 3. The current Implied Volatility Index for VLO is -1.41 standard deviations away from its 1 year mean.

Market Cap$50.86B
Dividend Yield2.86% ($3.92)
Next Earnings Date4/27/2023 (25d)
Implied Volatility (IV) 30d
38.05
Implied Volatility Rank (IVR) 1y
10.36
Implied Volatility Percentile (IVP) 1y
2.78
Historical Volatility (HV) 30d
34.09
IV / HV
1.12
Open Interest
168.73K
Option Volume
13.84K
Put/Call Ratio (Volume)
0.92

Data was calculated after the 3/31/2023 closing.

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