File: VLOEnergy · Large capCLIPPED · 2026-06-30
VLO
Valero EnergyMkt cap $77B
Sector benchmark XLE
Sector benchmark XLE
260.44
−2.2%
±2.8%into Jul 2253.24–267.64±7.0%monthly242.34–278.54Pullback · CandidateKnife · TurnedMomentum · Held 3mo · #32DP short-vol · 41% ▾ easing
Price · 6 months · daily
6m high266.32
6m low161.04
Vol vs 20d avg0.6× · quiet
Off 52-wk high-2.2%
Dark pool FINRA · T+1
21Selection score
frozen logit · OOS +0.145R · one era
frozen logit · OOS +0.145R · one era
Short-vol ratio41% · easing
Off-exchange share32%
vs own 1-yr (z)-1.7
Sector RS vs XLE
+22.0%vs XLE · 63 sessions
VLO vs XLE · 3m+22.0%
VLO vs XLE · 6m+32.7%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall255.00
Zero-gamma256.25
Put wall255.00
Spot vs zero-γ1.6% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-07-02 · heuristics · full profile →
Auto-note //Holding above zero-gamma (256.25) — dealer hedging dampens moves above it. The 255.00 call wall is the nearest-expiry ceiling heuristic; 255.00 is the floor. Options price ±2.8% into Jul 2. Dark-pool short volume at 41% and easing vs its 20-day. The pullback screen flagged a reclaim candidate on Jun 25. The falling-knife screen has it turned after a 17% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.