VLO · Expected-Move

Valero Energy Corporation Common Stock (VLO) expected move

The priced move, its boundaries and how it compares with past earnings moves.

$424.10

Expected move: $35.30
Expected move %: 8.3%
Lower boundary: $388.80
Upper boundary: $459.40
Median historical move: 1.7%
Method: ATM_STRADDLE_MIDPOINT

Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Update time unavailable

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Loading graph — the exact table is available below.

2023-10-26Realized move 1.1824%Implied move UnavailableSigned actual 1.1824% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable

Exact data table

Implied versus actual earnings move · full stored dataset, independent of graph range/toggles

Realized move (%)	Implied move (%)	Context	Updated
1.1824%	Unavailable	Signed actual 1.1824% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
3.3116%	Unavailable	Signed actual 3.3116% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
0.0778%	Unavailable	Signed actual 0.0778% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
5.4966%	Unavailable	Signed actual 5.4966% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
1.1513%	Unavailable	Signed actual 1.1513% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
2.1178%	Unavailable	Signed actual 2.1178% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
0.9957%	Unavailable	Signed actual 0.9957% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
4.88%	Unavailable	Signed actual 4.88% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
6.9562%	Unavailable	Signed actual 6.9562% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
0.8314%	Unavailable	Signed actual 0.8314% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
0.5094%	Unavailable	Signed actual 0.5094% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
3.4482%	Unavailable	Signed actual 3.4482% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable

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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.