VLO Expected Earnings Move
Valero Energy Corporation · Updated 2026-10-09 after market close
As of 2026-10-09, the options market prices an expected move of about ±8.2% for Valero Energy Corporation (VLO) around its 2026-10-22 earnings report. VLO's median reaction across its last 8 reports is 2.6%. Source: hirethequant.com.
Next report
2026-10-22
13 days away
Options-implied move
±8.2%
ATM straddle, nearest expiry
The market is pricing this report at 3.15x VLO's own historical median reaction.
Last 8 earnings reactions
Close-to-close move around each report date. Red bars exceeded today's implied move.
| Report date | Reaction | Relative size |
|---|
| 2026-07-30 | 3.4% |
|
| 2026-04-30 | 2.3% |
|
| 2026-01-29 | 0.8% |
|
| 2025-10-23 | 7% |
|
| 2025-07-24 | 4.9% |
|
| 2025-04-24 | 0.9% |
|
| 2025-01-30 | 2.9% |
|
| 2024-10-24 | 1.2% |
|
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Cite this page: hirethequant.com/earnings/vlo/ · data updated nightly by hirethequant
Provided for research and education only; not investment advice or a recommendation to buy or sell any security. Implied move is derived from listed option prices and reflects market expectations, not a prediction. Past earnings reactions do not determine future results. © 2026 hirethequant, a Matthews Cloud Solutions product.