Valero Energy VLO
$346.45 −$4.78 (-1.36%)
Market closed · Nov 6, 9:40 pm ET · Last extended-hours $347.30 +0.25%
Open$353.23
Prev close$351.23
Day range$342.00 – $355.26
Volume3.34M
Market cap$96.62B
P/E (TTM)7.9
Dividend yield1.37%
Average implied volatility across the listed chain right now: 66%. Implied volatility measures how big a price swing the options market is pricing in — there is no fixed “normal” level, it varies a lot by stock.
Open interest by strike
Nearest listed expiry only. Calls above the line, puts below — clusters mark strikes where the market has built up the most open positions.
Implied volatility by strike
The “volatility smile”: strikes far from the current price often price in richer implied volatility than at-the-money strikes.
Calls
| Expiry | Strike | Last | Bid/Ask | Volume | Open interest | IV |
|---|---|---|---|---|---|---|
| 13 Nov 2026 | $347.50 | $10.50 | $9.30/$11.30 | 70 | 0 | 64% |
| 13 Nov 2026 | $345.00 | $12.48 | $10.30/$12.70 | 22 | 5 | 64% |
| 13 Nov 2026 | $350.00 | $10.15 | $9.00/$9.70 | 35 | 4 | 65% |
| 13 Nov 2026 | $342.50 | $13.10 | $11.90/$14.10 | 1 | 1 | 65% |
| 13 Nov 2026 | $352.50 | $7.60 | $7.80/$8.80 | 26 | 2 | 65% |
| 13 Nov 2026 | $340.00 | $16.39 | $13.40/$15.90 | 70 | 2 | 66% |
| 13 Nov 2026 | $355.00 | $6.90 | $5.70/$8.10 | 12 | 18 | 62% |
| 13 Nov 2026 | $337.50 | $21.73 | $14.70/$17.20 | 0 | 0 | 65% |
| 13 Nov 2026 | $357.50 | $6.40 | $5.20/$7.10 | 44 | 6 | 63% |
| 13 Nov 2026 | $335.00 | $19.80 | $16.00/$18.60 | 10 | 600 | 63% |
| 13 Nov 2026 | $360.00 | $6.05 | $4.00/$6.40 | 40 | 30 | 62% |
| 13 Nov 2026 | $332.50 | $24.92 | $17.70/$20.50 | 0 | 600 | 64% |
| 13 Nov 2026 | $362.50 | $5.00 | $3.60/$5.10 | 51 | 6 | 61% |
| 13 Nov 2026 | $330.00 | $22.50 | $20.20/$22.30 | 12 | 1 | 67% |
| 13 Nov 2026 | $365.00 | $4.32 | $3.50/$5.10 | 30 | 41 | 65% |
Puts
| Expiry | Strike | Last | Bid/Ask | Volume | Open interest | IV |
|---|---|---|---|---|---|---|
| 13 Nov 2026 | $347.50 | $10.80 | $10.80/$13.00 | 14 | 5 | 68% |
| 13 Nov 2026 | $345.00 | $9.80 | $9.70/$11.00 | 69 | 21 | 67% |
| 13 Nov 2026 | $350.00 | $12.20 | $12.00/$14.30 | 55 | 74 | 68% |
| 13 Nov 2026 | $342.50 | $9.60 | $8.50/$9.50 | 37 | 6 | 66% |
| 13 Nov 2026 | $352.50 | $13.50 | $13.50/$15.70 | 4 | 8 | 68% |
| 13 Nov 2026 | $340.00 | $7.50 | $7.60/$9.00 | 47 | 56 | 68% |
| 13 Nov 2026 | $355.00 | $16.10 | $14.80/$17.00 | 38 | 105 | 66% |
| 13 Nov 2026 | $337.50 | $6.90 | $6.20/$8.90 | 5 | 2 | 70% |
| 13 Nov 2026 | $357.50 | $15.60 | $16.30/$18.70 | 2 | 22 | 66% |
| 13 Nov 2026 | $335.00 | $6.60 | $6.00/$6.80 | 24 | 22 | 68% |
| 13 Nov 2026 | $360.00 | $18.02 | $18.00/$20.30 | 13 | 179 | 66% |
| 13 Nov 2026 | $332.50 | $5.62 | $4.90/$7.20 | 0 | 0 | 72% |
| 13 Nov 2026 | $362.50 | $22.11 | $19.80/$22.30 | 4 | 20 | 67% |
| 13 Nov 2026 | $330.00 | $4.70 | $3.80/$5.70 | 42 | 27 | 68% |
| 13 Nov 2026 | $365.00 | $21.80 | $21.70/$24.20 | 10 | 40 | 67% |
Open interest = contracts currently outstanding (not yet closed out). Higher open interest generally means a strike/expiry is more actively traded and easier to get in and out of.
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