Valero Energy Corporation (VLO)
NYSE: VLO
· Real-Time Price · USD
175.65
1.23 (0.71%)
At close: Sep 26, 2025, 3:59 PM
176.67
0.58%
After-hours: Sep 26, 2025, 07:55 PM EDT
Valero Energy Greeks
Delta, Gamma, Theta, and Vega Greek Charts for VLO options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 75.00 | 0.9606 | 0.0013 | -0.4289 | 0.0222 |
| 80.00 | 0.9617 | 0.0014 | -0.3769 | 0.0217 |
| 85.00 | 0.9554 | 0.0017 | -0.405 | 0.0246 |
| 90.00 | 0.9475 | 0.0020 | -0.4407 | 0.0280 |
| 95.00 | 0.9316 | 0.0025 | -0.541 | 0.0345 |
| 100.00 | 0.9403 | 0.0027 | -0.4105 | 0.0312 |
| 105.00 | 0.9369 | 0.0031 | -0.3893 | 0.0328 |
| 110.00 | 0.9319 | 0.0037 | -0.3758 | 0.0349 |
| 115.00 | 0.9250 | 0.0044 | -0.3681 | 0.0377 |
| 120.00 | 0.9057 | 0.0055 | -0.419 | 0.0450 |
| 121.00 | 0.9030 | 0.0058 | -0.4205 | 0.0459 |
| 122.00 | 0.9010 | 0.0060 | -0.4177 | 0.0467 |
| 123.00 | 0.8998 | 0.0062 | -0.4109 | 0.0472 |
| 124.00 | 0.8969 | 0.0064 | -0.4122 | 0.0482 |
| 125.00 | 0.8955 | 0.0067 | -0.4052 | 0.0487 |
| 126.00 | 0.8910 | 0.0071 | -0.4118 | 0.0503 |
| 127.00 | 0.8895 | 0.0074 | -0.4048 | 0.0510 |
| 128.00 | 0.8870 | 0.0077 | -0.4016 | 0.0518 |
| 129.00 | 0.8921 | 0.0074 | -0.3757 | 0.0489 |
| 130.00 | 0.8818 | 0.0085 | -0.3951 | 0.0537 |
| 131.00 | 0.8790 | 0.0088 | -0.3917 | 0.0546 |
| 132.00 | 0.8754 | 0.0093 | -0.3898 | 0.0559 |
| 133.00 | 0.8723 | 0.0098 | -0.3862 | 0.0570 |
| 134.00 | 0.8671 | 0.0103 | -0.3898 | 0.0587 |
| 135.00 | 0.8631 | 0.0109 | -0.3874 | 0.0601 |
| 136.00 | 0.8594 | 0.0114 | -0.3834 | 0.0614 |
| 137.00 | 0.8546 | 0.0121 | -0.3827 | 0.0629 |
| 138.00 | 0.8509 | 0.0128 | -0.3764 | 0.0642 |
| 139.00 | 0.8477 | 0.0135 | -0.3686 | 0.0653 |
| 140.00 | 0.8409 | 0.0144 | -0.3707 | 0.0673 |
| 141.00 | 0.8444 | 0.0145 | -0.3489 | 0.0653 |
| 142.00 | 0.8294 | 0.0164 | -0.3635 | 0.0711 |
| 143.00 | 0.8238 | 0.0175 | -0.3583 | 0.0728 |
| 144.00 | 0.8158 | 0.0187 | -0.3573 | 0.0752 |
| 145.00 | 0.8135 | 0.0202 | -0.3406 | 0.0763 |
| 146.00 | 0.7994 | 0.0218 | -0.3509 | 0.0802 |
| 147.00 | 0.7909 | 0.0236 | -0.3457 | 0.0827 |
| 148.00 | 0.7980 | 0.0234 | -0.32 | 0.0783 |
| 149.00 | 0.7689 | 0.0280 | -0.3395 | 0.0889 |
| 150.00 | 0.7712 | 0.0289 | -0.3175 | 0.0867 |
| 152.50 | 0.7120 | 0.0398 | -0.3313 | 0.1041 |
| 155.00 | 0.6324 | 0.0547 | -0.3397 | 0.1241 |
| 157.50 | 0.5059 | 0.0762 | -0.3488 | 0.1501 |
| 160.00 | 0.3086 | 0.0996 | -0.3655 | 0.1769 |
| 162.50 | 0.0432 | 0.1179 | -0.358 | 0.1918 |
| 165.00 | -0.2854 | 0.1252 | -0.2946 | 0.1785 |
| 167.50 | -0.6909 | 0.0664 | -0.1647 | 0.0954 |
| 170.00 | -0.8162 | 0.0345 | -0.113 | 0.0640 |
| 172.50 | -0.8876 | 0.0249 | -0.0751 | 0.0460 |
| 175.00 | -0.9359 | 0.0164 | -0.0425 | 0.0302 |
| 177.50 | -0.9487 | 0.0123 | -0.038 | 0.0254 |
| 180.00 | -0.9554 | 0.0099 | -0.0374 | 0.0226 |
| 182.50 | -0.9609 | 0.0081 | -0.0362 | 0.0204 |
| 185.00 | -0.9663 | 0.0067 | -0.0332 | 0.0180 |
| 187.50 | -0.9678 | 0.0059 | -0.0357 | 0.0174 |
| 190.00 | -0.9697 | 0.0052 | -0.0365 | 0.0165 |
| 195.00 | -0.9729 | 0.0042 | -0.0381 | 0.0151 |