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 ±9.9% (11.83–14.43) · ATM IV 37.9% · P/C open interest 2.38
| 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 | |
| 2.69 | 6.75 | 88.0% | 0.98 | 0.0165 | -0.001 | 8.5 | 0 | 0.2500 | 96.5% | -0.02 | 0.0166 | -0.002 | ||||
| 2.42 | 6.25 | 97.7% | 0.97 | 0.0221 | -0.002 | 9 | 0 | 0.2600 | 87.0% | -0.03 | 0.0222 | -0.002 | ||||
| 3.40 | 4.15 | 77.9% | 0.97 | 0.0300 | -0.002 | 9.5 | 0 | 0.0600 | 55.8% | -0.03 | 0.0302 | -0.002 | ||||
| 2.90 | 3.65 | 67.9% | 0.96 | 0.0417 | -0.002 | 10 | 0 | 0.0700 | 49.7% | -0.04 | 0.0419 | -0.003 | ||||
| 2.44 | 3.05 | 54.1% | 0.94 | 0.0595 | -0.003 | 10.5 | 0 | 0.0800 | 43.5% | -0.06 | 0.0598 | -0.003 | ||||
| 2.03 | 2.70 | 58.7% | 0.91 | 0.0872 | -0.003 | 11 | 0.0300 | 0.1100 | 41.3% | -0.09 | 0.0878 | -0.004 | ||||
| 1.52 | 2.08 | 42.4% | 0.86 | 0.1278 | -0.004 | 11.5 | 0.0800 | 0.1600 | 39.3% | -0.14 | 0.1289 | -0.005 | ||||
| 1.30 | 1.79 | 26 | 51.8% | 0.79 | 0.1765 | -0.006 | 12 | 0.1700 | 0.2500 | 13 | 38.1% | -0.21 | 0.1782 | -0.006 | ||
| 0.7900 | 1.12 | 34.1% | 0.68 | 0.2184 | -0.007 | 12.5 | 0.3100 | 0.3800 | 18 | 7 | 36.9% | -0.32 | 0.2210 | -0.007 | ||
| 0.6800 | 0.8200 | 39.3% | 0.56 | 0.2427 | -0.008 | 13 | 0.5000 | 0.6000 | 72 | 36.6% | -0.44 | 0.2465 | -0.008 | |||
| 0.4400 | 0.5900 | 4 | 38.7% | 0.44 | 0.2456 | -0.008 | 13.5 | 0.7600 | 0.8900 | 56 | 36.6% | -0.56 | 0.2507 | -0.008 | ||
| 0.2700 | 0.4100 | 8 | 38.4% | 0.33 | 0.2267 | -0.007 | 14 | 1.08 | 1.43 | 42.7% | -0.68 | 0.2337 | -0.007 | |||
| 0.1600 | 0.2800 | 13 | 38.5% | 0.23 | 0.1914 | -0.006 | 14.5 | 1.43 | 1.69 | 3 | 37.7% | -0.78 | 0.2003 | -0.006 | ||
| 0.0900 | 0.1900 | 13 | 38.9% | 0.16 | 0.1498 | -0.005 | 15 | 1.64 | 2.23 | 1 | 31.7% | -0.86 | 0.1604 | -0.005 | ||
| 0.0500 | 0.1000 | 37.7% | 0.11 | 0.1123 | -0.004 | 15.5 | 0.3400 | 4.35 | 1 | -0.91 | 0.1239 | -0.004 | ||||
| 0.0300 | 0.0800 | 1 | 39.8% | 0.08 | 0.0843 | -0.003 | 16 | 1.98 | 4.30 | 64.7% | -0.95 | 0.0950 | -0.003 | |||
| 0 | 0.0900 | 42.6% | 0.06 | 0.0654 | -0.003 | 16.5 | 1.30 | 5.35 | -0.96 | 0.0762 | -0.003 | |||||
| 0 | 0.0800 | 45.9% | 0.05 | 0.0529 | -0.003 | 17 | 1.85 | 5.85 | 1 | -0.97 | 0.0629 | -0.003 | ||||
| 0 | 0.0700 | 48.7% | 0.04 | 0.0443 | -0.002 | 17.5 | 3.40 | 6.35 | 101.2% | -0.98 | 0.0524 | -0.002 | ||||
| 0 | 0.0600 | 51.1% | 0.04 | 0.0380 | -0.002 | 18 | 3.75 | 6.85 | 100.9% | -0.98 | 0.0435 | -0.002 | ||||
| 0 | 0.0600 | 54.6% | 0.04 | 0.0332 | -0.002 | 18.5 | 3.30 | 7.30 | -0.99 | 0.0359 | -0.002 | |||||
| 0 | 0.0600 | 58.1% | 0.03 | 0.0294 | -0.002 | 19 | 5.70 | 6.20 | 2 | 1 | 71.9% | -0.99 | 0.0303 | -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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs