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Calendar Straddle Screener For VLO Report Date:

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# Stock Stock
Price		 Strike Short Leg Long Leg Credit
(Debit)		 Max
Profit		 Max
Loss		 Profit
Loss		 Net
IVol
Expiry Days P/C IVol Volume Price Leg Price Expiry Days P/C IVol Volume Price Leg Price
1 VLO 172.64 170.00 17 May '24 46 C
P		 0.321
0.285		 50
25		 9.10
5.45		 14.55 21 Jun '24 81 C
P		 0.304
0.289		 30
9		 11.45
7.90		 19.35 (4.80) 7.47 4.80 1.56 0.012
2 VLO 172.64 175.00 17 May '24 46 C
P		 0.315
0.280		 92
91		 6.55
7.90		 14.45 21 Jun '24 81 C
P		 0.301
0.287		 40
7		 8.95
10.40		 19.35 (4.90) 7.62 4.90 1.56 0.007
3 VLO 172.64 175.00 21 Jun '24 81 C
P		 0.301
0.287		 40
7		 8.85
10.25		 19.10 19 Jul '24 109 C
P		 0.303
0.284		 12
5		 10.80
11.60		 22.40 (3.30) 7.84 3.30 2.38 0.001
4 VLO 172.64 170.00 19 Jul '24 109 C
P		 0.308
0.286		 89
70		 13.15
8.95		 22.10 16 Aug '24 137 C
P		 0.297
0.297		 40
23		 14.95
10.60		 25.55 (3.45) 7.50 3.45 2.17 0.000
5 VLO 172.64 170.00 21 Jun '24 81 C
P		 0.304
0.289		 30
9		 11.35
7.75		 19.10 19 Jul '24 109 C
P		 0.308
0.286		 89
70		 13.40
9.10		 22.50 (3.40) 7.55 3.40 2.22 -0.001
6 VLO 172.64 175.00 19 Jul '24 109 C
P		 0.303
0.284		 12
5		 10.65
11.40		 22.05 16 Aug '24 137 C
P		 0.303
0.296		 27
68		 12.35
13.10		 25.45 (3.40) 7.97 3.40 2.34 -0.011
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