File: VLOEnergy · Large capCLIPPED · 2026-09-14
VLO
Valero EnergyMkt cap $77B
Sector benchmark XLE
Sector benchmark XLE
382.95
−1.9%
±4.7%into Sep 18361.34–396.94±4.7%monthly361.34–396.94Pullback · —Knife · —Momentum · Held 6mo · #15DP short-vol · 73% ▴ above 20d
Price · 6 months · daily
6m high390.42
6m low222.59
Vol vs 20d avg2.0× · heavy
Off 52-wk high-1.9%
Dark pool FINRA · T+1
Short-vol ratio73% · above 20d
Off-exchange share38%
vs own 1-yr (z)0.8
Sector RS vs XLE
+31.1%vs XLE · 63 sessions
VLO vs XLE · 3m+31.1%
VLO vs XLE · 6m+48.2%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall392.50
Zero-gamma380.00
Put wall357.50
Spot vs zero-γ0.8% above
Dealer postureshort gamma · chases moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
31 Jul → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep4.69%−0.24 pp
Call and put wallheld their strikes
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Holding above zero-gamma (380.00) — dealer hedging dampens moves above it. The 392.50 call wall is the nearest-expiry ceiling heuristic; 357.50 is the floor. Options price ±4.7% into Sep 18. Dark-pool short volume at 73% and above vs its 20-day.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.