VLO

2024Q2BMO

Valero Energy Corporation primary · ENERGY · OIL & GAS REFINING & MARKETING

Report 2024-07-25 · Fiscal end 2024-06-30 · Features as of 2024-07-24

← Earnings history

Pre-Earnings Data

Expectations & setup

Street

Consensus EPS2.60
Consensus rev—
EPS high—
EPS low—
Dispersion—
Analysts—
EPS rev net 7d—
EPS rev net 30d—
Consensus Δ 7d—
Consensus Δ 30d—

Options

Implied move1.7%
IV front—
P/C full—
P/C front—
Features as of2024-07-24

Run-up

Close—
Ret 5d-0.8%
Ret 10d+2.7%
Ret 20d-3.2%
Ret 30d-3.7%

Post-Earnings Data

Results & reaction

Print

Actual EPS
2.71Beat
Estimated EPS2.60
Actual revenue
34.5B
Surprise %+4.2%
Beat / missBeat
Beat streak 44
Beat streak 88

Reaction

1-day stock reaction+6.6%
Implied vs actual

Implied 1.7%Actual 1.1%

Gap reaction-1.1%
Day result+5.5%
Next-day upYes
Realized / IV0.61×

Post tape

Post 5d-0.4%
Post 10d-3.4%
Post volume4.2M
Vol ×10d1.64×
Vol ×20d1.58×
Post range9.7%