Valero Energy Corporation (VLO) exhibits -30.0% gross margins and 8.2% return on invested capital within Energy (Integrated oil Companies), balanced against a 26.4x enterprise multiple and 6.5% implied options volatility.
Sustained -30.0% gross profitability converts into 10.6% operating margin and 8.2% ROIC, outpacing sector cost of capital.
ROIC: 8.2% // GM: -30.0%YoY revenue trajectory of +19.8% paired with 4.17% free cash flow yield supports self-funded R&D and capital return.
REV YOY: +19.8% // FCF YLD: 4.17%Altman Z-Score of 4.36 and Piotroski F-Score of 7/9 indicate low near-term refinancing stress.
ALTMAN Z: 4.36 // F-SCORE: 7/9Trading at 45.7x trailing P/E (38.4x Fwd P/E) leaves valuation vulnerable if real 10Y TIPS yields spike.
P/E: 45.7x // EV/EBITDA: 26.4xOptions market prices a ±6.5% implied move with a 0.82 put/call ratio around $377.00 max pain.
IMPL MOVE: ±6.5% // P/C: 0.82Elevated industry capital intensity and customer concentration in Integrated oil Companies require continuous execution to defend 7.8% net margins.
NET MARGIN: 7.8% // D/E: 0.49x| FILER | SIDE | $ VALUE |
|---|---|---|
| INSPECT FULL OWNERSHIP LEDGER IN OWN <GO> | ||
| STRIKE / EXP | TYPE | PREMIUM |
|---|---|---|
| INSPECT GEX & CHAIN IN OPT <GO> | ||
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