Earnings Dashboard
VLO
upcomingVALERO ENERGY CORP NEW
Time TBDlarge capThursday, April 30, 2026
Expected Move Analysis
Expected
6.3%
Current Stock Price
$252.58
Expected Move
±6.3%
±$15.89
IV Rank
73
High
Put/Call Ratio
1.15
Bearish bias
Analysis & Commentary
VALERO ENERGY CORP NEW (VLO) reports earnings Thursday . Consensus EPS estimate is $1.97.
IV Rank is elevated at 73, indicating options premiums are pricing in a larger-than-usual move. This creates an edge for premium sellers — the IV crush after the event can be significant.
A short strangle with strikes beyond the ±6.3% expected move could capture the IV crush. This is a higher-risk play — consider defined-risk alternatives or strict position sizing.
Enter the position 1-2 days before earnings to capture the final IV ramp. Plan to close the morning after the report once IV collapses — don't hold hoping for further decay.