Free VLO GEX - Live Valero Energy Gamma Exposure
Free VLO GEX shows where modeled gamma exposure is concentrated in Valero Energy options. Change expirations to compare the call wall, put wall, gamma flip, and strike profile around oil and gas prices, production, capital spending, and energy demand.
How to use the VLO GEX tool
Search VLO
VLO is already entered. Keep it or enter another ticker, then select Search.
Select expirations
Choose one or more expiration dates to include.
Generate GEX
Select Generate GEX to view the chart and key levels.
Run up to 3 free GEX calculations per day. Need more?
Continue for free in the GEX demoWhat is Gamma Exposure (GEX)?
Gamma Exposure represents the sensitivity of an option's delta to changes in the underlying price. Market makers hedge their gamma exposure, creating support/resistance at high GEX strikes.
Key Levels:
- Call Wall: Strike with highest positive GEX (resistance)
- Put Wall: Strike with the largest put GEX, shown as the deepest negative bar (support)
- Gamma Flip: Where total GEX changes from negative to positive
Positive GEX: Market makers sell into rallies, buy into dips (stabilizing).
Negative GEX: Market makers buy into rallies, sell into dips (amplifying moves).
Select a ticker and expiration date, then click Generate GEX to see the analysis
Key levels
VLO GEX levels in detail
Data as of
Spot
$406.55
Call wall
$410
0.8% above spot
Put wall
$402.50
1.0% below spot
Gamma flip
$401.31
1.3% below spot
Net GEX
$6K
positive gamma
Largest gamma by strike
- $410 $4K
- $420 $2K
- $405 $2K
- $375 -$1K
- $415 $865
Since the previous session (Oct 1)
- Spot down 0.3% ($407.75 to $406.55)
- Call wall unchanged at $410
- Put wall $400 to $402.50
- Net GEX $8K to $6K
Reviewed by the QuantWheel research team. Modeled from listed VLO options data; not observed dealer inventory and not a forecast. Read how we compute VLO GEX levels.
Build your VLO GEX workspace
Add VLO Heatmap, Max Pain and other GEX views to a custom multi-ticker workspace.
Understanding VLO gamma exposure
VLO provides options exposure to Valero Energy, which operates in oil and gas refining and marketing. Earnings and shifts in oil and gas prices, production, capital spending, and energy demand can change option pricing and open interest. The GEX chart shows how modeled exposure is distributed for the contracts and expirations you include.
For VLO, compare a single expiration with a combined view before interpreting the call wall, put wall, or gamma flip. Changes in open interest and the contracts selected can shift the modeled profile. These levels describe the selected options data and do not predict where Valero Energy will trade.
New to the concept? Start with our guides to gamma in options and the options Greeks.
VLO GEX methodology and limitations
QuantWheel calculates VLO GEX from the selected expirations, available options data and the formula displayed in the calculator. The result summarizes modeled gamma exposure by strike.
GEX is a model output, not observed dealer inventory or a price forecast. Open interest does not identify who owns an option, and the displayed call wall, put wall and gamma flip can change when the inputs or selected expirations change.
VLO GEX FAQ
What is VLO GEX?
VLO GEX estimates gamma exposure across listed VLO options using option gamma and open interest. It helps you compare how modeled exposure is distributed by strike and expiration. VLO GEX does not reveal actual dealer positions or predict where VLO will trade.
How do I read the VLO call wall and put wall?
QuantWheel labels the VLO call wall as the strike with the largest positive modeled GEX and the VLO put wall as the strike with the largest negative modeled GEX in your selected data. Compare both with the VLO price and expiration choices. They are reference levels, not guaranteed support or resistance.
What is the VLO gamma flip?
The VLO gamma flip is the price where modeled net gamma crosses zero for the selected VLO options data. Compare it with the current price and the shape of the strike chart. The VLO gamma flip is a model output, not a trading signal.
Which expirations should I use for VLO GEX?
Start with the nearest VLO expiration to study short-dated positioning, then add later expirations to compare a broader part of the options chain. Each selection changes which VLO contracts are included, so compare one expiration with a combined view before drawing conclusions.
Is the VLO GEX calculator free?
Yes. You can run up to three free VLO GEX calculations per day on the public tool. After using those calculations, continue for free in the GEX demo. Check the current QuantWheel pricing page for plan access details.