Valero Energy Corporation (VLO)
VLO Daily Gamma Exposure
Current Gamma Exposure (GEX) is 40K, which is 100% above the 3M average of 20.05K. Over this period, GEX peaked at 51.19K on Jul 11, 2025 and bottomed at -6.1K on May 21, 2025, showing a shift between positive and negative gamma regimes. The exposure has been increasing recently, suggesting growing dealer hedging that could dampen volatility. Today's put-call gamma ratio of 0.71 is below the recent average of 0.74, indicating call-heavy positioning. High GEX volatility (±16.79K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 18, 2025 | 136,566.58 | -96,569.85 | 39,996.73 | 0.71 |
| Aug 15, 2025 | 128,731.05 | -92,839.12 | 35,891.93 | 0.72 |
| Aug 14, 2025 | 113,732.71 | -95,359.16 | 18,373.55 | 0.84 |
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