VALE option chain Vale S.A.
Cboe delayed options data · as of 15:46 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 ±6.9% (12.22–14.04) · ATM IV 49.0% · P/C open interest 0.84
| 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 | |
| 5.05 | 6.50 | 331.9% | 1.00 | 0.0037 | -0.000 | 8 | 0 | 0.1000 | 164.3% | -0.00 | 0.0037 | -0.001 | ||||
| 4.05 | 5.50 | 14 | 274.7% | 0.99 | 0.0081 | -0.001 | 9 | 0 | 0.0300 | 105.8% | -0.01 | 0.0081 | -0.001 | |||
| 3.55 | 4.95 | 1 | 243.8% | 0.99 | 0.0124 | -0.001 | 9.5 | 0 | 0.1000 | 114.8% | -0.01 | 0.0124 | -0.002 | |||
| 3.05 | 3.25 | 1 | 69.6% | 0.99 | 0.0199 | -0.002 | 10 | 0 | 0.0100 | 1 | 68.1% | -0.01 | 0.0200 | -0.002 | ||
| 2.58 | 2.73 | 1 | 63.2% | 0.98 | 0.0334 | -0.003 | 10.5 | 0 | 0.0200 | 63.1% | -0.02 | 0.0336 | -0.003 | |||
| 2.09 | 2.23 | 2 | 54.9% | 0.96 | 0.0590 | -0.004 | 11 | 0 | 0.0300 | 13 | 55.4% | -0.04 | 0.0592 | -0.004 | ||
| 1.62 | 1.75 | 1 | 53.1% | 0.93 | 0.1087 | -0.007 | 11.5 | 0.0300 | 0.0500 | 1 | 5 | 53.6% | -0.07 | 0.1094 | -0.007 | |
| 1.18 | 1.29 | 50 | 50.6% | 0.86 | 0.1925 | -0.012 | 12 | 0.0900 | 0.1100 | 100 | 1,490 | 52.9% | -0.14 | 0.1938 | -0.012 | |
| 0.8100 | 0.8800 | 30 | 31 | 50.0% | 0.73 | 0.2817 | -0.017 | 12.5 | 0.1900 | 0.2200 | 6 | 1,460 | 51.0% | -0.27 | 0.2836 | -0.018 |
| 0.4900 | 0.5500 | 50 | 252 | 48.3% | 0.57 | 0.3400 | -0.021 | 13 | 0.3700 | 0.4000 | 723 | 49.6% | -0.43 | 0.3425 | -0.021 | |
| 0.2900 | 0.3200 | 1,123 | 727 | 49.3% | 0.40 | 0.3383 | -0.020 | 13.5 | 0.6200 | 0.6800 | 3 | 165 | 48.3% | -0.61 | 0.3410 | -0.020 |
| 0.1600 | 0.1700 | 54 | 553 | 49.9% | 0.25 | 0.2778 | -0.016 | 14 | 0.9800 | 1.08 | 512 | 51.2% | -0.76 | 0.2807 | -0.016 | |
| 0.0700 | 0.0900 | 3 | 1,060 | 49.9% | 0.14 | 0.1960 | -0.011 | 14.5 | 1.37 | 1.49 | 51 | 48.3% | -0.86 | 0.1998 | -0.012 | |
| 0.0200 | 0.0500 | 577 | 49.8% | 0.08 | 0.1236 | -0.007 | 15 | 1.82 | 2.00 | 20 | 13 | 54.2% | -0.93 | 0.1282 | -0.007 | |
| 0.0100 | 0.0200 | 4 | 575 | 50.3% | 0.04 | 0.0733 | -0.004 | 15.5 | 2.30 | 2.49 | 58.5% | -0.97 | 0.0788 | -0.004 | ||
| 0.0100 | 0.0200 | 46 | 400 | 58.1% | 0.02 | 0.0445 | -0.003 | 16 | 2.80 | 2.99 | 67.1% | -0.99 | 0.0458 | -0.003 | ||
| 0 | 0.0200 | 18 | 61.5% | 0.02 | 0.0299 | -0.002 | 16.5 | 3.30 | 3.50 | 1 | 77.6% | -0.99 | 0.0257 | -0.002 | ||
| 0 | 0.0100 | 983 | 62.3% | 0.01 | 0.0222 | -0.002 | 17 | 3.80 | 4.00 | 85.5% | -1.00 | 0.0165 | -0.002 | |||
| 0 | 0.0100 | 68.3% | 0.01 | 0.0176 | -0.002 | 17.5 | 4.30 | 4.50 | 93.1% | -1.00 | 0.0115 | -0.002 | ||||
| 0 | 0.0100 | 50 | 74.1% | 0.01 | 0.0144 | -0.002 | 18 | 4.80 | 5.00 | 100.3% | -1.00 | 0.0084 | -0.002 | |||
| 0 | 0.0100 | 79.6% | 0.01 | 0.0121 | -0.002 | 18.5 | 5.30 | 5.50 | 107.2% | -1.00 | 0.0062 | -0.002 | ||||
| 0 | 0.0100 | 85.0% | 0.01 | 0.0103 | -0.001 | 19 | 5.80 | 6.00 | 113.9% | -1.00 | 0.0046 | -0.002 | ||||
| 0 | 0.0100 | 90.1% | 0.01 | 0.0089 | -0.001 | 19.5 | 6.30 | 6.50 | 2 | 120.3% | -1.00 | 0.0034 | -0.002 | |||
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 — Oct 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs