Valero Energy Corporation (VLO)
NYSE: VLO
· Real-Time Price · USD
160.42
-4.28 (-2.60%)
At close: Oct 03, 2025, 3:59 PM
161.60
0.74%
After-hours: Oct 03, 2025, 07:55 PM EDT
Valero Energy Greeks
Delta, Gamma, Theta, and Vega Greek Charts for VLO options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 80.00 | 0.9937 | 0.0004 | -0.0707 | 0.0040 |
| 85.00 | 0.9913 | 0.0005 | -0.0882 | 0.0053 |
| 90.00 | 0.9957 | 0.0003 | -0.044 | 0.0028 |
| 95.00 | 0.9898 | 0.0007 | -0.0873 | 0.0061 |
| 100.00 | 0.9942 | 0.0005 | -0.0491 | 0.0037 |
| 105.00 | 0.9875 | 0.0010 | -0.088 | 0.0073 |
| 110.00 | 0.9921 | 0.0008 | -0.0537 | 0.0049 |
| 115.00 | 0.9848 | 0.0014 | -0.0861 | 0.0086 |
| 120.00 | 0.9831 | 0.0017 | -0.085 | 0.0095 |
| 125.00 | 0.9805 | 0.0022 | -0.0854 | 0.0107 |
| 130.00 | 0.9908 | 0.0016 | -0.0414 | 0.0056 |
| 135.00 | 0.9733 | 0.0038 | -0.0849 | 0.0139 |
| 136.00 | 0.9821 | 0.0031 | -0.0588 | 0.0100 |
| 137.00 | 0.9710 | 0.0044 | -0.0855 | 0.0149 |
| 138.00 | 0.9786 | 0.0038 | -0.0637 | 0.0115 |
| 139.00 | 0.9786 | 0.0040 | -0.0615 | 0.0115 |
| 140.00 | 0.9770 | 0.0044 | -0.063 | 0.0123 |
| 141.00 | 0.9647 | 0.0059 | -0.0876 | 0.0175 |
| 142.00 | 0.9633 | 0.0063 | -0.0868 | 0.0181 |
| 143.00 | 0.9591 | 0.0071 | -0.0917 | 0.0198 |
| 144.00 | 0.9656 | 0.0069 | -0.0752 | 0.0172 |
| 145.00 | 0.9632 | 0.0075 | -0.076 | 0.0181 |
| 146.00 | 0.9559 | 0.0089 | -0.0848 | 0.0210 |
| 147.00 | 0.9461 | 0.0104 | -0.0966 | 0.0247 |
| 148.00 | 0.9434 | 0.0115 | -0.0953 | 0.0256 |
| 149.00 | 0.9292 | 0.0136 | -0.1107 | 0.0305 |
| 150.00 | 0.9189 | 0.0155 | -0.1181 | 0.0338 |
| 152.50 | 0.8760 | 0.0219 | -0.1508 | 0.0461 |
| 155.00 | 0.8099 | 0.0292 | -0.1934 | 0.0612 |
| 157.50 | 0.7222 | 0.0355 | -0.2379 | 0.0755 |
| 160.00 | 0.4060 | 0.1222 | -0.3433 | 0.1517 |
| 162.50 | 0.0442 | 0.1225 | -0.4271 | 0.1794 |
| 165.00 | -0.2214 | 0.1024 | -0.4515 | 0.1718 |
| 167.50 | -0.4165 | 0.0804 | -0.4445 | 0.1513 |
| 170.00 | -0.5591 | 0.0602 | -0.422 | 0.1271 |
| 172.50 | -0.6397 | 0.0443 | -0.4244 | 0.1091 |
| 175.00 | -0.6945 | 0.0335 | -0.4244 | 0.0953 |
| 177.50 | -0.7105 | 0.0295 | -0.4552 | 0.0938 |
| 180.00 | -0.7357 | 0.0250 | -0.4646 | 0.0880 |
| 182.50 | -0.7488 | 0.0218 | -0.4926 | 0.0847 |
| 185.00 | -0.7595 | 0.0192 | -0.5193 | 0.0819 |
| 187.50 | -0.7767 | 0.0173 | -0.5181 | 0.0779 |
| 190.00 | -0.7822 | 0.0157 | -0.5475 | 0.0765 |
| 192.50 | -0.7907 | 0.0144 | -0.5624 | 0.0743 |
| 195.00 | -0.7982 | 0.0132 | -0.5763 | 0.0724 |
| 197.50 | -0.8076 | 0.0123 | -0.58 | 0.0699 |
| 200.00 | -0.8117 | 0.0114 | -0.5999 | 0.0688 |
| 205.00 | -0.8269 | 0.0101 | -0.6025 | 0.0649 |
| 210.00 | -0.8191 | 0.0091 | -0.7006 | 0.0663 |
| 215.00 | -0.842 | 0.0082 | -0.6451 | 0.0606 |
| 220.00 | -0.8586 | 0.0073 | -0.6096 | 0.0561 |
| 225.00 | -0.8545 | 0.0068 | -0.6761 | 0.0569 |
| 230.00 | -0.8594 | 0.0063 | -0.691 | 0.0555 |
| 235.00 | -0.8728 | 0.0058 | -0.6504 | 0.0518 |