· wheel strategy
Valero Energy Corporation (VLO) · wheel strategy $406.30
Day -0.5% · RSI 66 · Live · 15-min delayed · as of 10:55 AM ET
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IV rank · 1 year81
Year lowYear high
Implied vol 51%.
Sellers are paid the gap between implied and realized volatility. Cboe research puts the long-run S&P 500 gap near 4 points.
Fair valueNo fair value yet
No fair value yet for this stock. Add your own mark in Rules → Fair values, or wait for the engine's valuation run.
- Quality gates✓ Pass
- Under fair value–
- Market cap$117B
Next earningsOct 22Last ex-dividendJul 31
Closest put · nothing clears the default rules today
VLO 380P · Nov 20
46 days · Δ0.32 · $17.65 mid · 38.7% annualized · 71% probability of profit
Score55
Market expects ±9.8% on earnings Oct 22; your strike is 6.5% away.(from the Oct 23 straddle)
IV rank8124.2 pts
Return8621.4 pts
Liquidity172.5 pts
Safety00.0 pts
Timing487.3 pts
Strike on the chart
Checklist
Value ?SizeRed dayOversoldSupport
ValueRequired rule, metRed daySignal on todaySupportAlmostOversoldNot today
- Under fair value (required rule)
- Position under limit (required rule)0.0% of account · required to stay under 5% ✓
- Big red day-0.5% today · lit at -2.0% or lower –
- OversoldRSI 66 · lit at 30 or under –
- Near support28% above support $291.46 · lit within 3% –
Live · 15-min delayed. Default rules, not yours.
Rule-based setup from your own filters in Wheelhouse Trader. Not a recommendation.
Score it with your own rules.
Score it with your own rules