← Back to Stock / ETF implied volatility screener

VLO - Valero Energy
Implied Volatility Analysis

Implied Volatility:
46.0%
Put/Call-Ratio:
1.32

Valero Energy has an Implied Volatility (IV) of 46.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VLO is 41 and the Implied Volatility Percentile (IVP) is 50. The current Implied Volatility Index for VLO is -0.14 standard deviations away from its 1 year mean.

Market Cap$45.82B
Dividend Yield3.26% ($3.87)
Next Earnings Date1/26/2023 (49d)
Implied Volatility (IV) 30d
46.04
Implied Volatility Rank (IVR) 1y
40.97
Implied Volatility Percentile (IVP) 1y
50.20
Historical Volatility (HV) 30d
38.31
IV / HV
1.20
Open Interest
245.67K
Option Volume
10.49K
Put/Call Ratio (Volume)
1.32

Data was calculated after the 12/7/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.