VLO · Covered-Calls
Valero Energy Corporation Common Stock (VLO) covered calls
A modelled covered call from the published implied volatility, with premium yield and capped upside.
- Modelled strike
- $465.00
- Modelled premium
- $4.53
- Premium yield
- 1.1%
- Annualized premium yield
- 29.5%
- Breakeven
- $419.57
- Downside protection
- 1.1%
- Days to expiration
- 15
Update time unavailable
Loading graph — the exact table is available below.
$212.05Expiration P/L -$20,752.00Update time unavailable
Event / reference markers
- Spot: $424.10
- Expiry breakeven $419.57: $419.57
- sell call strike $465.00: $465.00
Exact data table
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| -$20,752.00 | Update time unavailable | ||
| -$20,327.90 | Update time unavailable | ||
| -$19,903.80 | Update time unavailable | ||
| -$19,479.70 | Update time unavailable | ||
| -$19,055.60 | Update time unavailable | ||
| -$18,631.50 | Update time unavailable | ||
| -$18,207.40 | Update time unavailable | ||
| -$17,783.30 | Update time unavailable | ||
| -$17,359.20 | Update time unavailable | ||
| -$16,935.10 | Update time unavailable | ||
| -$16,511.00 | Update time unavailable | ||
| -$16,086.90 | Update time unavailable | ||
| -$15,662.80 | Update time unavailable | ||
| -$15,238.70 | Update time unavailable | ||
| -$14,814.60 | Update time unavailable | ||
| -$14,390.50 | Update time unavailable | ||
| -$13,966.40 | Update time unavailable | ||
| -$13,542.30 | Update time unavailable | ||
| -$13,118.20 | Update time unavailable | ||
| -$12,694.10 | Update time unavailable | ||
| -$12,270.00 | Update time unavailable | ||
| -$11,845.90 | Update time unavailable | ||
| -$11,421.80 | Update time unavailable | ||
| -$10,997.70 | Update time unavailable | ||
| -$10,573.60 | Update time unavailable | ||
| -$10,149.50 | Update time unavailable | ||
| -$9,725.40 | Update time unavailable | ||
| -$9,301.30 | Update time unavailable | ||
| -$8,877.20 | Update time unavailable | ||
| -$8,453.10 | Update time unavailable | ||
| -$8,029.00 | Update time unavailable | ||
| -$7,604.90 | Update time unavailable | ||
| -$7,180.80 | Update time unavailable | ||
| -$6,756.70 | Update time unavailable | ||
| -$6,332.60 | Update time unavailable | ||
| -$5,908.50 | Update time unavailable | ||
| -$5,484.40 | Update time unavailable | ||
| -$5,060.30 | Update time unavailable | ||
| -$4,636.20 | Update time unavailable | ||
| -$4,212.10 | Update time unavailable | ||
| -$3,788.00 | Update time unavailable | ||
| -$3,363.90 | Update time unavailable | ||
| -$2,939.80 | Update time unavailable | ||
| -$2,515.70 | Update time unavailable | ||
| -$2,091.60 | Update time unavailable | ||
| -$1,667.50 | Update time unavailable | ||
| -$1,243.40 | Update time unavailable | ||
| -$819.30 | Update time unavailable | ||
| -$395.20 | Update time unavailable | ||
| $0.00 | Update time unavailable | ||
| $28.90 | Update time unavailable | ||
| $453.00 | Spot reference | Update time unavailable | |
| $877.10 | Update time unavailable | ||
| $1,301.20 | Update time unavailable | ||
| $1,725.30 | Update time unavailable | ||
| $2,149.40 | Update time unavailable | ||
| $2,573.50 | Update time unavailable | ||
| $2,997.60 | Update time unavailable | ||
| $3,421.70 | Update time unavailable | ||
| $3,845.80 | Update time unavailable | ||
| $4,269.90 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable | ||
| $4,543.00 | Update time unavailable |
Black-Scholes from the published at-the-money implied volatility (one expected move above spot). Requires 100 shares per contract; above the strike the shares are called away.
Next steps
Data provenance
Figures are from published, reviewed research as of Oct 7, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.