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 ±15.7% (13.29–18.21) · ATM IV 36.0% · P/C open interest 1.85
| 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 | |
| 7.70 | 8.00 | 149 | 70.8% | 0.98 | 0.0067 | 0.000 | 8 | 0.0100 | 0.0500 | 52.4K | 62.8% | -0.01 | 0.0067 | -0.001 | ||
| 5.75 | 6.05 | 2 | 1,166 | 53.7% | 0.96 | 0.0176 | 0.000 | 10 | 0.0500 | 0.0800 | 1 | 28.5K | 50.9% | -0.03 | 0.0177 | -0.002 |
| 4.80 | 5.10 | 23 | 48.1% | 0.94 | 0.0282 | -0.000 | 11 | 0.0700 | 0.1200 | 87 | 84 | 45.5% | -0.06 | 0.0285 | -0.002 | |
| 3.90 | 4.20 | 41 | 6,706 | 45.2% | 0.91 | 0.0449 | -0.001 | 12 | 0.1500 | 0.1900 | 45 | 39.2K | 42.6% | -0.09 | 0.0454 | -0.003 |
| 3.05 | 3.30 | 40 | 1,226 | 41.3% | 0.85 | 0.0683 | -0.003 | 13 | 0.2500 | 0.3100 | 15 | 52.9K | 39.3% | -0.15 | 0.0691 | -0.004 |
| 2.29 | 2.46 | 5 | 21.4K | 38.4% | 0.76 | 0.0947 | -0.004 | 14 | 0.4700 | 0.5300 | 6 | 8,186 | 38.0% | -0.24 | 0.0963 | -0.004 |
| 1.65 | 1.76 | 17 | 10.5K | 36.9% | 0.65 | 0.1172 | -0.005 | 15 | 0.7900 | 0.8700 | 10 | 13.7K | 36.9% | -0.35 | 0.1198 | -0.005 |
| 1.13 | 1.20 | 343 | 26.4K | 35.8% | 0.52 | 0.1295 | -0.005 | 16 | 1.25 | 1.35 | 8 | 2,913 | 36.3% | -0.48 | 0.1336 | -0.005 |
| 0.7300 | 0.7900 | 285 | 7,686 | 35.1% | 0.40 | 0.1279 | -0.005 | 17 | 1.54 | 2.04 | 3,909 | 32.4% | -0.61 | 0.1339 | -0.005 | |
| 0.4700 | 0.5200 | 364 | 2,334 | 35.3% | 0.29 | 0.1136 | -0.005 | 18 | 2.26 | 3.05 | 338 | 36.7% | -0.73 | 0.1215 | -0.004 | |
| 0.2700 | 0.3400 | 2 | 13.5K | 35.1% | 0.20 | 0.0932 | -0.004 | 19 | 2.85 | 4.45 | 506 | 44.0% | -0.82 | 0.1029 | -0.003 | |
| 0.1600 | 0.2200 | 4,658 | 35.4% | 0.14 | 0.0721 | -0.003 | 20 | 2.40 | 6.45 | 3 | 40.7% | -0.89 | 0.0834 | -0.002 | ||
| 0.0900 | 0.1500 | 156 | 36.0% | 0.09 | 0.0539 | -0.002 | 21 | 3.30 | 7.40 | 41.6% | -0.95 | 0.0686 | -0.001 | |||
| 0.0500 | 0.1100 | 7,460 | 36.9% | 0.06 | 0.0397 | -0.002 | 22 | 4.45 | 8.30 | 20 | 48.3% | -0.98 | 0.0509 | -0.001 | ||
| 0.0300 | 0.0800 | 21 | 38.0% | 0.05 | 0.0294 | -0.001 | 23 | 5.85 | 9.35 | 65.2% | -1.00 | 0.0069 | -0.004 | |||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs