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 ±9.1% (11.94–14.32) · ATM IV 43.3% · P/C open interest 0.78
| 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 | |
| 3.50 | 6.75 | 180.0% | 0.98 | 0.0143 | -0.001 | 8.5 | 0 | 0.7500 | 165.8% | -0.02 | 0.0143 | -0.002 | ||||
| 2.27 | 6.25 | 2 | 102.6% | 0.98 | 0.0194 | -0.002 | 9 | 0 | 0.7500 | 149.7% | -0.02 | 0.0194 | -0.002 | |||
| 2.82 | 5.65 | 159.6% | 0.97 | 0.0267 | -0.002 | 9.5 | 0 | 0.7500 | 3 | 134.3% | -0.03 | 0.0268 | -0.003 | |||
| 2.30 | 4.55 | 8 | 105.3% | 0.96 | 0.0377 | -0.003 | 10 | 0 | 1.15 | 2 | 142.8% | -0.04 | 0.0378 | -0.003 | ||
| 2.20 | 3.40 | 7 | 74.2% | 0.95 | 0.0547 | -0.003 | 10.5 | 0 | 0.7500 | 105.1% | -0.05 | 0.0549 | -0.004 | |||
| 1.55 | 3.50 | 2 | 89.7% | 0.93 | 0.0820 | -0.004 | 11 | 0.0300 | 0.0600 | 46.3% | -0.07 | 0.0824 | -0.005 | |||
| 1.29 | 2.37 | 1 | 54.9% | 0.88 | 0.1247 | -0.006 | 11.5 | 0.0600 | 0.1200 | 14 | 44.8% | -0.12 | 0.1255 | -0.006 | ||
| 0.8500 | 1.94 | 12 | 49.6% | 0.81 | 0.1833 | -0.008 | 12 | 0.1500 | 0.1800 | 487 | 42.5% | -0.19 | 0.1847 | -0.008 | ||
| 0.9200 | 1.00 | 200 | 42.0% | 0.70 | 0.2430 | -0.010 | 12.5 | 0.2700 | 0.3000 | 66 | 41.3% | -0.30 | 0.2452 | -0.010 | ||
| 0.6000 | 0.8500 | 32 | 46.5% | 0.57 | 0.2779 | -0.011 | 13 | 0.4500 | 0.4900 | 93 | 40.0% | -0.43 | 0.2811 | -0.011 | ||
| 0.3800 | 0.4400 | 4 | 40.1% | 0.43 | 0.2789 | -0.011 | 13.5 | 0.7200 | 0.7600 | 2 | 63 | 39.8% | -0.57 | 0.2834 | -0.011 | |
| 0.2200 | 0.2700 | 172 | 39.8% | 0.30 | 0.2495 | -0.010 | 14 | 1.03 | 1.28 | 48 | 45.9% | -0.71 | 0.2554 | -0.010 | ||
| 0.1200 | 0.1600 | 425 | 39.8% | 0.20 | 0.1994 | -0.007 | 14.5 | 0.0900 | 3.45 | 11 | 66.2% | -0.81 | 0.2066 | -0.008 | ||
| 0.0700 | 0.0900 | 1 | 25 | 40.5% | 0.12 | 0.1439 | -0.005 | 15 | 1.82 | 2.10 | 2 | 45.8% | -0.90 | 0.1527 | -0.005 | |
| 0.0300 | 0.0600 | 44 | 41.2% | 0.07 | 0.0963 | -0.004 | 15.5 | 0.9000 | 4.35 | 72.0% | -0.95 | 0.1057 | -0.004 | |||
| 0 | 0.5500 | 30 | 78.3% | 0.04 | 0.0624 | -0.002 | 16 | 1.47 | 4.85 | 83.6% | -0.98 | 0.0707 | -0.003 | |||
| 0 | 0.9500 | 42 | 105.3% | 0.03 | 0.0416 | -0.002 | 16.5 | 1.29 | 4.95 | -0.99 | 0.0320 | -0.002 | ||||
| 0 | 0.8000 | 105.6% | 0.02 | 0.0293 | -0.001 | 17 | 2.44 | 5.85 | 96.8% | -1.00 | 0.0106 | -0.002 | ||||
| 0 | 0.9500 | 119.9% | 0.01 | 0.0219 | -0.001 | 17.5 | 2.94 | 6.35 | 103.5% | -1.00 | 0.0026 | -0.002 | ||||
| 0 | 0.9500 | 126.7% | 0.01 | 0.0171 | -0.001 | 18 | 3.40 | 6.85 | 107.6% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 0.9500 | 133.1% | 0.01 | 0.0139 | -0.001 | 18.5 | 3.30 | 7.35 | -1.00 | 0.0000 | -0.002 | |||||
| 0 | 2.14 | 192.0% | 0.01 | 0.0116 | -0.001 | 19 | 3.80 | 7.85 | -1.00 | 0.0000 | -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 — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs