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.44.0%
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.29.8%
HV6035.3%
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).
71
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.
3/60 jours enregistrés
Cboe delayed options data · au 15:39 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 46.6% | -1.4pt | ±2.8% |
| Sep 11, 2026 | 8 | 40.9% | -1.4pt | ±5.1% |
| Sep 18, 2026 | 15 | 42.3% | -1.1pt | ±7.1% |
| Sep 25, 2026 | 22 | 43.1% | -0.8pt | ±8.7% |
| Oct 02, 2026 | 29 | 43.9% | -1.6pt | ±10.1% |
| Oct 09, 2026 | 36 | 44.3% | -1.5pt | ±11.3% |
| Oct 16, 2026 | 43 | 44.4% | -1.0pt | ±12.3% |
| Oct 23, 2026 | 50 | — | — | — |
| Dec 18, 2026 | 106 | 45.7% | -0.8pt | ±19.6% |
| Jan 15, 2027 | 134 | 45.0% | -0.8pt | ±21.7% |
| Mar 19, 2027 | 197 | 44.5% | -1.5pt | ±25.8% |
| Jun 17, 2027 | 287 | 44.1% | — | ±30.6% |
| Sep 17, 2027 | 379 | 43.4% | — | ±34.4% |
| Dec 17, 2027 | 470 | 43.0% | — | ±37.6% |
| Jan 21, 2028 | 505 | 42.7% | — | ±38.7% |
Smile de volatilité — Sep 18, 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