Valero Energy Corporation (VLO) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Valero Energy Corporation

NYSE: VLO · Real-Time Price · USD
156.70
-0.89 (-0.56%)
At close: Sep 12, 2025, 3:59 PM
156.71
0.01%
After-hours: Sep 12, 2025, 07:20 PM EDT

VLO Delta Exposure By Expiry

The total Delta Exposure (DEX) for VLO across all expirations shows 5,527,821.37 net shares that market makers must hedge, with 7,079,717.58 from calls and 1,551,896.21 from puts. The put-call delta ratio of 0.22 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

VLO DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Sep 19, 25 2,607,686.77 -149,662.9 2,458,023.87 0.06
Sep 26, 25 85,985.86 -15,567.64 70,418.22 0.18
Oct 3, 25 46,791.55 -13,976.76 32,814.79 0.30
Oct 10, 25 14,938.64 -25,071.24 -10,132.6 1.68
Oct 17, 25 661,289.99 -255,677.06 405,612.93 0.39
Oct 24, 25 17,503.2 -11,850.22 5,652.98 0.68
Oct 31, 25 261.7 0 261.7 0.00
Dec 19, 25 1,091,223.46 -301,246 789,977.46 0.28
Jan 16, 26 1,495,004.4 -408,753.89 1,086,250.51 0.27
Mar 20, 26 216,271.81 -48,346.93 167,924.88 0.22
Jun 18, 26 335,036.26 -75,159.42 259,876.84 0.22
Sep 18, 26 36,802.64 -22,825.57 13,977.07 0.62
Dec 18, 26 103,025.22 -73,496.5 29,528.72 0.71
Jan 15, 27 323,073.19 -123,531.73 199,541.46 0.38
Dec 17, 27 44,822.89 -26,730.35 18,092.54 0.60