VALE option chain Vale S.A.
Cboe delayed options data · as of 12:42 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±9.2% (11.86–14.26) · ATM IV 37.1% · P/C open interest 0.27
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 3.95 | 8.15 | 5 | 0.99 | 0.0046 | -0.001 | 7 | 0 | 2.13 | 278.2% | -0.01 | 0.0046 | -0.001 | ||||
| 4.95 | 5.20 | 0.99 | 0.0088 | -0.001 | 8 | 0 | 0.0200 | 71.5% | -0.01 | 0.0089 | -0.001 | |||||
| 3.95 | 4.25 | 4 | 60.5% | 0.98 | 0.0175 | -0.001 | 9 | 0 | 0.0300 | 1 | 59.4% | -0.02 | 0.0176 | -0.001 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 9.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.99 | 3.25 | 51.1% | 0.96 | 0.0379 | -0.002 | 10 | 0.0100 | 0.0500 | 51 | 50.4% | -0.04 | 0.0381 | -0.002 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 10.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.05 | 2.26 | 1 | 41.8% | 0.91 | 0.0892 | -0.004 | 11 | 0.0500 | 0.0900 | 4,539 | 42.9% | -0.09 | 0.0898 | -0.004 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 11.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.23 | 1.37 | 182 | 38.8% | 0.78 | 0.1858 | -0.007 | 12 | 0.1900 | 0.2200 | 34 | 3,593 | 38.8% | -0.22 | 0.1876 | -0.007 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 12.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.6100 | 0.6800 | 245 | 1,416 | 36.9% | 0.55 | 0.2603 | -0.009 | 13 | 0.5200 | 0.5900 | 66 | 5,962 | 37.3% | -0.45 | 0.2644 | -0.009 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 13.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2500 | 0.2900 | 3,177 | 6,698 | 37.0% | 0.31 | 0.2304 | -0.008 | 14 | 1.08 | 1.24 | 16 | 11.8K | 35.8% | -0.70 | 0.2376 | -0.008 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 14.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0800 | 0.1100 | 1,130 | 22.3K | 37.2% | 0.14 | 0.1432 | -0.005 | 15 | 1.91 | 2.09 | 3 | 5,076 | 35.7% | -0.88 | 0.1538 | -0.005 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 15.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0100 | 0.0500 | 16 | 8,463 | 37.8% | 0.05 | 0.0701 | -0.002 | 16 | 2.90 | 3.25 | 2 | 6,527 | 57.2% | -0.97 | 0.0717 | -0.003 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 16.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0100 | 0.0400 | 8,424 | 45.1% | 0.02 | 0.0325 | -0.001 | 17 | 1.85 | 6.10 | 51.6% | -1.00 | 0.0169 | -0.001 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 17.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.0100 | 2 | 86.6K | 42.4% | 0.01 | 0.0161 | -0.001 | 18 | 2.84 | 7.10 | 58.5% | -1.00 | 0.0020 | 0.000 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 18.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.0200 | 90 | 52.8% | 0.01 | 0.0088 | -0.000 | 19 | 3.90 | 8.10 | 75.0% | -1.00 | 0.0002 | 0.000 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs