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VLO - Valero Energy
Implied Volatility Analysis

Implied Volatility:
58.6%
Put/Call-Ratio:
0.53

Valero Energy has an Implied Volatility (IV) of 58.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VLO is 94 and the Implied Volatility Percentile (IVP) is 100. The current Implied Volatility Index for VLO is 3.02 standard deviations away from its 1 year mean.

Market Cap$47.44B
Dividend Yield3.32% ($3.86)
Next Earnings Date7/28/2022 (28d)
Implied Volatility (IV) 30d
58.60
Implied Volatility Rank (IVR) 1y
94.10
Implied Volatility Percentile (IVP) 1y
99.60
Historical Volatility (HV) 30d
67.07
IV / HV
0.87
Open Interest
235.15K
Option Volume
20.13K
Put/Call Ratio (Volume)
0.53

Data was calculated after the 6/29/2022 closing.

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