What Is VLO’s Implied Volatility after Earnings?



VLO’s implied volatility

Valero (VLO) posted its earnings on July 26, 2016. On that day, VLO’s implied volatility fell by 7% to 27.2 compared to the previous day. This is 10% lower than the 30-day average implied volatility, which stands at 30.4. On the same day, VLO’s stock price rose by 5%.

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Peers’ implied volatility

On July 26, VLO’s peers Marathon Petroleum (MPC), PBF Energy (PBF), and CVR Refining (CVRR) saw their implied volatilities fall by 4%, 1%, and 5%, respectively. If you’re looking for exposure to energy sector stocks, you can consider the Energy Select Sector SPDR ETF (XLE).


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