Valero Energy Corporation (VLO)
VLO Daily Gamma Exposure
Current Gamma Exposure (GEX) is -15.84K, which is 182% below the 3M average of 19.32K. Over this period, GEX peaked at 60.44K on Jul 29, 2025 and bottomed at -15.84K on Aug 14, 2025, showing a shift between positive and negative gamma regimes. The exposure has been decreasing recently, indicating reduced hedging flows that may amplify price swings. Today's put-call gamma ratio of 1.12 is elevated versus the recent average of 0.79, suggesting increased put hedging. High GEX volatility (±20.06K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 14, 2025 | 136,165.46 | -152,000.79 | -15,835.33 | 1.12 |
| Aug 13, 2025 | 148,146.53 | -120,030.73 | 28,115.8 | 0.81 |
| Aug 12, 2025 | 128,473.15 | -119,322.09 | 9,151.06 | 0.93 |
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