VLO volatilité Valero Energy Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.54.6%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.40.5%
HV6034.7%
Écart IV − HV20
+14.1pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
75
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 jours enregistrés
Cboe delayed options data · au 21:44 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variation implicite |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 70.8% | +0.2pt | ±5.1% |
| Oct 30, 2026 | 10 | 57.9% | -1.9pt | ±7.7% |
| Nov 06, 2026 | 17 | 55.5% | -2.4pt | ±9.6% |
| Nov 13, 2026 | 24 | 55.4% | -0.1pt | ±11.3% |
| Nov 20, 2026 | 31 | 54.5% | -0.6pt | ±12.7% |
| Nov 27, 2026 | 38 | 52.3% | +0.0pt | ±13.4% |
| Dec 18, 2026 | 59 | 51.8% | -2.4pt | ±16.5% |
| Jan 15, 2027 | 87 | 51.1% | -1.4pt | ±19.7% |
| Mar 19, 2027 | 150 | 51.5% | -0.8pt | ±25.9% |
| Jun 17, 2027 | 240 | 50.9% | -1.1pt | ±32.2% |
| Sep 17, 2027 | 332 | 50.8% | — | ±37.5% |
| Dec 17, 2027 | 423 | 49.9% | — | ±41.2% |
| Jan 21, 2028 | 458 | 49.6% | — | ±42.5% |
Smile de volatilité — Nov 20, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20