VALE option chain Vale S.A.
Cboe delayed options data · as of 00:39 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 ±2.3% (14.98–15.69) · ATM IV 50.4% · P/C open interest 0.83
| 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 | |
| 7.15 | 7.55 | 3 | 10 | 587.8% | 1.00 | 0.0002 | 0.000 | 8 | 0 | 0.0900 | 3 | 657.9% | -0.00 | 0.0002 | -0.000 | |
| 5.75 | 6.95 | 5 | 9 | 489.7% | 1.00 | 0.0004 | 0.000 | 9 | 0 | 0.0900 | 551.8% | -0.00 | 0.0004 | -0.000 | ||
| 5.30 | 6.50 | 6 | 8 | 548.9% | 1.00 | 0.0006 | 0.000 | 9.5 | 0 | 0.0900 | 502.7% | -0.00 | 0.0006 | -0.000 | ||
| 5.15 | 5.55 | 7 | 9 | 401.5% | 1.00 | 0.0009 | 0.000 | 10 | 0 | 0.0900 | 455.9% | -0.00 | 0.0009 | -0.000 | ||
| 4.30 | 5.40 | 5 | 3 | 360.4% | 1.00 | 0.0014 | 0.000 | 10.5 | 0 | 0.0900 | 411.1% | -0.00 | 0.0014 | -0.000 | ||
| 3.70 | 5.05 | 2 | 5 | 369.1% | 1.00 | 0.0022 | 0.000 | 11 | 0 | 0.0900 | 368.0% | -0.00 | 0.0022 | -0.001 | ||
| 3.60 | 4.00 | 13 | 2 | 1.00 | 0.0036 | 0.000 | 11.5 | 0 | 0.0900 | 326.3% | -0.00 | 0.0036 | -0.001 | |||
| 3.15 | 3.55 | 1 | 246.2% | 1.00 | 0.0062 | 0.000 | 12 | 0 | 2.13 | 831.9% | -0.00 | 0.0062 | -0.001 | |||
| 2.62 | 3.20 | 1 | 1 | 281.5% | 1.00 | 0.0111 | -0.000 | 12.5 | 0 | 0.0100 | 604 | 170.7% | -0.00 | 0.0111 | -0.002 | |
| 2.19 | 2.56 | 5 | 8 | 207.5% | 0.99 | 0.0208 | -0.002 | 13 | 0 | 0.0200 | 301 | 156.6% | -0.01 | 0.0208 | -0.003 | |
| 1.71 | 1.95 | 2 | 14 | 0.98 | 0.0415 | -0.004 | 13.5 | 0 | 0.0200 | 32 | 125.6% | -0.01 | 0.0415 | -0.005 | ||
| 1.25 | 1.46 | 1 | 385 | 112.9% | 0.97 | 0.0908 | -0.008 | 14 | 0 | 0.0100 | 355 | 84.5% | -0.03 | 0.0908 | -0.009 | |
| 0.7200 | 0.9600 | 15 | 279 | 62.2% | 0.93 | 0.2260 | -0.017 | 14.5 | 0 | 0.0100 | 570 | 55.9% | -0.07 | 0.2260 | -0.017 | |
| 0.3000 | 0.4400 | 125 | 699 | 46.8% | 0.80 | 0.6898 | -0.047 | 15 | 0.0400 | 0.0600 | 370 | 465 | 51.7% | -0.20 | 0.6899 | -0.047 |
| 0.0700 | 0.1100 | 168 | 666 | 49.3% | 0.33 | 0.9777 | -0.079 | 15.5 | 0.0500 | 0.4800 | 272 | 184 | 51.4% | -0.67 | 0.9978 | -0.079 |
| 0 | 0.0300 | 486 | 653 | 55.6% | 0.09 | 0.3321 | -0.018 | 16 | 0.4700 | 1.21 | 62 | 12 | 128.6% | -0.92 | 0.3423 | -0.021 |
| 0 | 0.0100 | 20 | 189 | 69.7% | 0.03 | 0.1238 | -0.008 | 16.5 | 0.9500 | 1.43 | 89.1% | -0.97 | 0.1196 | -0.012 | ||
| 0 | 0.0100 | 2 | 92.9% | 0.02 | 0.0552 | -0.004 | 17 | 1.16 | 1.92 | 1 | 1 | -0.99 | 0.0485 | -0.009 | ||
| 0 | 2.13 | 106 | 569.4% | 0.01 | 0.0259 | -0.002 | 17.5 | 1.95 | 2.60 | 1 | 211.7% | -1.00 | 0.0198 | -0.008 | ||
| 0 | 2.13 | 612.6% | 0.00 | 0.0110 | -0.001 | 18 | 2.37 | 2.93 | -1.00 | 0.0065 | -0.007 | |||||
| 0 | 2.13 | 653.1% | 0.00 | 0.0049 | -0.000 | 18.5 | 2.95 | 3.25 | 2 | -1.00 | 0.0022 | -0.007 | ||||
| 0 | 2.13 | 2 | 1 | 691.2% | 0.00 | 0.0028 | -0.000 | 19 | 3.45 | 3.75 | 3 | 3 | -1.00 | 0.0010 | -0.007 | |
| 0 | 2.13 | 727.2% | 0.00 | 0.0017 | -0.000 | 19.5 | 4.00 | 4.40 | 2 | 248.6% | -1.00 | 0.0005 | -0.007 | |||
| 0 | 0.0100 | 208.9% | 0.00 | 0.0011 | -0.000 | 20 | 3.95 | 5.50 | 2 | 4 | 302.8% | -1.00 | 0.0003 | -0.007 | ||
| 0 | 2.13 | 825.4% | 0.00 | 0.0004 | 0.000 | 21 | 5.60 | 6.25 | 493.9% | -1.00 | 0.0001 | -0.007 | ||||
| 0 | 2.13 | 0.00 | 0.0002 | 0.000 | 22 | 6.45 | 7.25 | 5 | 1 | 495.5% | -1.00 | 0.0000 | -0.007 | |||
| 0 | 2.13 | 1 | 0.00 | 0.0001 | 0.000 | 23 | 7.10 | 8.35 | 3 | 421.9% | -1.00 | 0.0000 | -0.007 | |||
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 — Sep 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs