VLO
Valero Energy CorporationPrices and gamma are point-in-time snapshots taken at the time shown. Dealer positioning is an assumption, not an observable: open interest shows that a contract exists, never which side a dealer holds. How dealer gamma is computed.
LIVE MARKET SNAPSHOT
| Call Wall | 400 |
| Put Wall | 370 |
| GEX Flip | 390 |
| Vol Trigger | 380 |
| Net GEX | $15.1M |
Cached snapshot as of 2026-09-16 12:48 UTC, live streaming data in the terminal.
VLO DEALER GAMMA BY STRIKE
Part of the SquawkFlow GEX Calculator: gamma by strike for any US stock. Compare with SPX GEX.
Net gamma exposure at each strike near VLO's spot price, signed from the dealer perspective, calls positive, puts negative. Green strikes are where hedging tends to dampen moves; red is where it tends to amplify them. Dealer positioning is an assumption rather than an observable, so treat these as a map of where hedging pressure concentrates, not a forecast.
Unit: USD of dealer gamma per 1 percent move in spot. A window of the VLO option chain, not the whole book: the 30 strikes nearest spot out of 73 seen, 1,190 contract rows spanning 16 expirations. Gamma is taken as the chain publishes it per contract; nothing here is re-priced. Crossed with the open interest carried on that chain.
New to these levels? Start with the call wall and put wall, or the zero gamma level where the sign of dealer hedging flips.
| Strike | Net GEX | Call GEX | Put GEX | Concentration |
|---|---|---|---|---|
| 360 | $364.4K | $1.5M | -$1.1M | |
| 362.5 | -$46.2K | $18.0K | -$64.2K | |
| 365 | -$228.1K | $3.9K | -$232.0K | |
| 367.5 | $0 | $0 | $0 | |
| 370PUT WALL | -$548.1K | $1.4M | -$2.0M | |
| 372.5 | -$172.0K | $1.3K | -$173.3K | |
| 375 | -$322.9K | $494.3K | -$817.2K | |
| 377.5 | -$119.3K | $0 | -$119.3K | |
| 380 | $4.5M | $6.2M | -$1.7M | |
| 382.5 | -$10.7K | $113.0K | -$123.7K | |
| 385 | -$286.8K | $395.5K | -$682.3K | |
| 387.5 | -$114.7K | $49.4K | -$164.1K | |
| 390GEX FLIP | $4.0M | $5.3M | -$1.3M | |
| 392.5 | $179.9K | $278.2K | -$98.3K | |
| 395 | $1.8M | $2.0M | -$231.7K | |
| 397.5SPOT | $135.4K | $215.0K | -$79.5K | |
| 400CALL WALL | $3.0M | $4.0M | -$913.0K | |
| 402.5 | $0 | $0 | $0 | |
| 405 | $270.8K | $306.8K | -$36.0K | |
| 407.5 | $42.9K | $42.9K | $0 | |
| 410 | $630.5K | $1.1M | -$492.1K | |
| 412.5 | $111.3K | $111.3K | $0 | |
| 415 | $402.4K | $402.4K | $0 | |
| 417.5 | $32.2K | $32.2K | $0 | |
| 420 | $880.0K | $884.6K | -$4.6K | |
| 422.5 | $11.4K | $11.4K | $0 | |
| 425 | $123.6K | $123.6K | $0 | |
| 427.5 | $0 | $0 | $0 | |
| 430 | $489.6K | $491.8K | -$2.2K | |
| 432.5 | $10.6K | $10.6K | $0 |
These levels were captured September 16, 2026 from the open interest carried on the option chain. New levels post before each market open. Today's SPX gamma levels.
ABOUT VLO
Valero is the world's largest independent petroleum refiner and a major renewable diesel producer through its Diamond Green Diesel joint venture. The company operates 15 refineries across the U.S., Canada, and U.K., with a focus on complex refining that allows processing of heavier, discounted crude grades for higher margins.
WHY TRACK VLO ON SQUAWKFLOW
VLO options flow is a pure refining margin play. Call sweeps ahead of EIA inventory reports often signal expectations for tightening gasoline or diesel markets.
VLO DATA ON SQUAWKFLOW
Options Flow
VLO options flow, unusual activity, and volume concentrations from the session chain
Latest Snapshot
Last VLO price, change, volume, and the current dealer-gamma regime
GEX Dashboard
VLO gamma exposure levels, call/put walls, and GEX flip
AI Narration
AI-powered analysis of VLO market microstructure in real time
News Sentiment
VLO news with AI sentiment scoring and impact analysis
Sector Context
Energy sector rotation and relative strength vs peers
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