Valero Energy Corporation (VLO)
NYSE: VLO
· Real-Time Price · USD
156.77
1.38 (0.89%)
At close: Sep 05, 2025, 3:59 PM
157.37
0.38%
Pre-market: Sep 08, 2025, 07:10 AM EDT
VLO Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for VLO across all expirations is 83,784.68 shares per 1% move, with 158,915.28 from calls and 75,130.6 from puts. The put-call GEX ratio of 0.47 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
VLO GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 12, 25 | 6,042.29 | -5,288.43 | 753.86 | 0.88 |
| Sep 19, 25 | 75,761.03 | -15,812.75 | 59,948.28 | 0.21 |
| Sep 26, 25 | 2,980.98 | -866.94 | 2,114.04 | 0.29 |
| Oct 3, 25 | 1,789.84 | -391.62 | 1,398.22 | 0.22 |
| Oct 10, 25 | 553.09 | -251.07 | 302.02 | 0.45 |
| Oct 17, 25 | 15,885.28 | -13,600.54 | 2,284.74 | 0.86 |
| Oct 24, 25 | 13.2 | -17.56 | -4.36 | 1.33 |
| Dec 19, 25 | 12,637.53 | -10,009.95 | 2,627.58 | 0.79 |
| Jan 16, 26 | 29,947.56 | -18,973.8 | 10,973.76 | 0.63 |
| Mar 20, 26 | 3,390.61 | -1,969.79 | 1,420.82 | 0.58 |
| Jun 18, 26 | 3,841.38 | -2,327.53 | 1,513.85 | 0.61 |
| Sep 18, 26 | 453.52 | -653.16 | -199.64 | 1.44 |
| Dec 18, 26 | 863.09 | -1,742.62 | -879.53 | 2.02 |
| Jan 15, 27 | 4,498.02 | -2,896.93 | 1,601.09 | 0.64 |
| Dec 17, 27 | 257.86 | -327.91 | -70.05 | 1.27 |