VALERO ENERGY CORP/TX (VLO) Options Risk Score
Real-time risk analysis for VLO options traders — updated every 30 minutes.
Data last updated: 2026-07-23
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Is it risky to sell options on VALERO ENERGY CORP/TX (VLO) right now?
Over a 4-week expiry window, VALERO ENERGY CORP/TX (VLO) scores 70 out of 100 for options catalyst risk (HIGH). That score is driven by an upcoming earnings report, 4 recent news items and 4 active legal filings falling inside the 4-week window. Anything at 70 or above counts as HIGH, meaning the premium on VLO is at least partly compensation for a scheduled event rather than pure time value. It says nothing about direction — only that something is on the calendar.
VLO shows an IV Rank of 77 — implied volatility is near the top of its own one-year range, so VLO options are historically expensive, which favours premium-selling strategies, with a current implied volatility of about 47%. IV Rank is the most useful figure for deciding whether to sell or buy premium on VLO.
The 2026-07-30 earnings report sits inside a standard monthly expiry for VLO, so implied volatility should stay bid into the date and drop sharply once it passes.
TickerRisk provides risk scoring for informational purposes only. This is not financial advice. Options trading involves substantial risk of loss. Full disclaimer