Valero Energy Corporation (VLO) IV/HV History
Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.
Valero Energy Corporation (VLO) operates in the Energy sector, specifically the Oil & Gas Refining & Marketing industry, with a market capitalization near $72.48B, listed on NYSE, employing roughly 9,898 people, carrying a beta of 0.57 to the broader market. Valero Energy Corporation manufactures, markets, and sells transportation fuels and petrochemical products in the United States, Canada, the United Kingdom, Ireland, and internationally. Led by R. Lane Riggs, public since 1982-01-04.
Snapshot as of May 15, 2026.
- Spot Price
- $249.44
- ATM IV
- 40.5%
- HV 20-Day
- 38.0%
- HV 60-Day
- 40.4%
- IV Rank
- 56.9%
- IV Percentile
- 80.6%
As of May 15, 2026, Valero Energy Corporation (VLO) ATM implied volatility is 40.5%. 20-day realized volatility is 38.0%, producing an IV-HV spread of +2.5 vol points. Options are pricing in more volatility than the stock has recently delivered, the volatility risk premium. IV rank is 56.9%.
How VLO iv/hv history Data Feeds Strategy Selection
Strategy selection on Valero Energy Corporation options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV currently sits at 40.5% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the iv/hv history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
Learn how implied vs realized volatility is reported and how to read the data →
Frequently asked VLO iv/hv history questions
- Is VLO options pricing rich or cheap right now?
- As of May 15, 2026, Valero Energy Corporation (VLO) ATM IV is 40.5% against 20-day realized volatility of 38.0%. IV rank is 56.9%. VLO options are pricing in more volatility than the stock has recently realized: a positive variance risk premium worth 2.5 vol points.
- What is the VLO variance risk premium?
- The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. VLO is currently priced consistently with this premium, which is one input to whether short-vol or long-vol structures carry their typical edge.
- What does VLO IV rank mean for strategy selection?
- IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. VLO's current rank of 56.9% signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.