VALE option chain Vale S.A.
Cboe delayed options data · as of 18:39 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 ±3.5% (14.81–15.90) · ATM IV 31.3% · P/C open interest 1.46
| 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 | |
| 7.20 | 7.70 | 3 | 275.1% | 1.00 | 0.0010 | -0.001 | 8 | 0 | 2.13 | 592.9% | -0.00 | 0.0010 | -0.001 | |||
| 6.30 | 7.35 | 3 | 367.5% | 1.00 | 0.0018 | -0.001 | 9 | 0 | 0.5000 | 307.3% | -0.00 | 0.0018 | -0.001 | |||
| 5.05 | 7.25 | 289.9% | 1.00 | 0.0024 | -0.001 | 9.5 | 0 | 0.5000 | 282.2% | -0.00 | 0.0024 | -0.001 | ||||
| 5.35 | 5.85 | 1 | 250.4% | 1.00 | 0.0032 | -0.001 | 10 | 0 | 0.5000 | 258.4% | -0.00 | 0.0032 | -0.001 | |||
| 4.70 | 4.95 | 1 | 1 | 1.00 | 0.0044 | -0.001 | 10.5 | 0 | 0.7500 | 268.0% | -0.00 | 0.0044 | -0.001 | |||
| 4.35 | 4.60 | 2 | 165.9% | 1.00 | 0.0060 | -0.001 | 11 | 0 | 0.6700 | 234.6% | -0.00 | 0.0060 | -0.001 | |||
| 3.75 | 4.30 | 164.5% | 0.99 | 0.0085 | -0.002 | 11.5 | 0 | 0.6700 | 211.9% | -0.01 | 0.0085 | -0.002 | ||||
| 3.35 | 3.65 | 1 | 138.5% | 0.99 | 0.0124 | -0.002 | 12 | 0 | 0.2100 | 1,432 | 133.0% | -0.01 | 0.0124 | -0.002 | ||
| 2.82 | 2.98 | 82.3% | 0.99 | 0.0188 | -0.002 | 12.5 | 0 | 0.0100 | 10 | 65.6% | -0.01 | 0.0188 | -0.002 | |||
| 2.32 | 2.48 | 18 | 68.9% | 0.99 | 0.0304 | -0.003 | 13 | 0 | 0.0100 | 1,692 | 54.5% | -0.01 | 0.0305 | -0.003 | ||
| 1.79 | 1.99 | 52 | 49.6% | 0.98 | 0.0528 | -0.003 | 13.5 | 0 | 0.0200 | 116 | 48.6% | -0.02 | 0.0531 | -0.003 | ||
| 1.34 | 1.49 | 2 | 48 | 48.2% | 0.96 | 0.1065 | -0.005 | 14 | 0 | 0.0200 | 219 | 36.9% | -0.04 | 0.1072 | -0.005 | |
| 0.8700 | 1.00 | 170 | 38.6% | 0.90 | 0.2449 | -0.009 | 14.5 | 0.0300 | 0.0500 | 903 | 34.9% | -0.10 | 0.2471 | -0.009 | ||
| 0.4800 | 0.5300 | 27 | 348 | 32.5% | 0.72 | 0.4899 | -0.017 | 15 | 0.1100 | 0.1300 | 73 | 938 | 31.6% | -0.28 | 0.4956 | -0.017 |
| 0.2000 | 0.2200 | 164 | 600 | 31.5% | 0.44 | 0.5883 | -0.019 | 15.5 | 0.3200 | 0.3500 | 44 | 1,185 | 31.1% | -0.57 | 0.5960 | -0.019 |
| 0.0700 | 0.0800 | 695 | 1,470 | 32.5% | 0.20 | 0.3986 | -0.014 | 16 | 0.6800 | 0.7200 | 1 | 32.2% | -0.81 | 0.4013 | -0.014 | |
| 0.0200 | 0.0300 | 1 | 1,676 | 34.7% | 0.08 | 0.1973 | -0.007 | 16.5 | 0.9800 | 1.23 | -0.93 | 0.1934 | -0.007 | |||
| 0.0100 | 0.0200 | 2 | 69 | 41.1% | 0.03 | 0.0888 | -0.004 | 17 | 1.45 | 1.76 | -0.97 | 0.0826 | -0.003 | |||
| 0 | 0.0100 | 42.6% | 0.02 | 0.0489 | -0.003 | 17.5 | 1.95 | 2.20 | 1 | -0.98 | 0.0439 | -0.002 | ||||
| 0 | 0.0100 | 50.4% | 0.01 | 0.0332 | -0.002 | 18 | 2.56 | 2.68 | 2 | -0.99 | 0.0294 | -0.002 | ||||
| 0 | 0.2100 | 101.0% | 0.01 | 0.0245 | -0.002 | 18.5 | 2.75 | 3.95 | 126.3% | -0.99 | 0.0216 | -0.002 | ||||
| 0 | 0.3000 | 122.3% | 0.01 | 0.0190 | -0.002 | 19 | 3.25 | 4.45 | 137.8% | -0.99 | 0.0166 | -0.002 | ||||
| 0 | 0.7500 | 176.1% | 0.01 | 0.0151 | -0.002 | 19.5 | 3.70 | 5.55 | 196.2% | -0.99 | 0.0132 | -0.002 | ||||
| 0 | 0.1400 | 119.1% | 0.01 | 0.0124 | -0.002 | 20 | 4.55 | 4.80 | 1 | 109.0% | -0.99 | 0.0107 | -0.002 | |||
| 0 | 0.9500 | 225.5% | 0.01 | 0.0088 | -0.002 | 21 | 5.10 | 6.60 | 178.6% | -1.00 | 0.0076 | -0.001 | ||||
| 0 | 0.9800 | 248.0% | 0.00 | 0.0066 | -0.002 | 22 | 6.10 | 7.60 | 196.5% | -1.00 | 0.0056 | -0.001 | ||||
| 0 | 2.12 | 1 | 353.2% | 0.00 | 0.0052 | -0.001 | 23 | 7.10 | 8.60 | 213.1% | -1.00 | 0.0044 | -0.001 | |||
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 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs