VALE option chain Vale S.A.
Cboe delayed options data · as of 12:41 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 ±16.7% (13.16–18.45) · ATM IV 34.6% · P/C open interest 0.98
| 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 | 7.95 | 1,783 | 65.4% | 0.98 | 0.0085 | 0.000 | 8 | 0.0200 | 0.0600 | 8 | 70.4K | 58.6% | -0.02 | 0.0077 | -0.001 | |
| 6.70 | 7.05 | 60.3% | 0.97 | 0.0128 | 0.000 | 9 | 0.0300 | 0.0800 | 20 | 936 | 52.4% | -0.03 | 0.0123 | -0.001 | ||
| 5.75 | 6.05 | 2 | 6,776 | 51.8% | 0.95 | 0.0196 | 0.000 | 10 | 0.0600 | 0.1100 | 37 | 106.1K | 47.8% | -0.04 | 0.0194 | -0.002 |
| 4.85 | 5.10 | 111 | 47.6% | 0.93 | 0.0304 | -0.001 | 11 | 0.1000 | 0.1600 | 2 | 4,034 | 43.6% | -0.07 | 0.0304 | -0.002 | |
| 3.90 | 4.20 | 134 | 25.6K | 42.0% | 0.89 | 0.0464 | -0.002 | 12 | 0.2000 | 0.2300 | 37 | 45.2K | 40.6% | -0.11 | 0.0468 | -0.003 |
| 3.10 | 3.35 | 5 | 336 | 40.1% | 0.83 | 0.0670 | -0.003 | 13 | 0.3200 | 0.3800 | 20 | 7,414 | 38.0% | -0.17 | 0.0678 | -0.003 |
| 2.36 | 2.54 | 3 | 883 | 37.4% | 0.74 | 0.0890 | -0.004 | 14 | 0.5400 | 0.6200 | 2,586 | 36.6% | -0.25 | 0.0904 | -0.004 | |
| 1.71 | 1.85 | 157 | 47.8K | 35.5% | 0.64 | 0.1071 | -0.004 | 15 | 0.9300 | 0.9800 | 5 | 54.3K | 36.2% | -0.36 | 0.1094 | -0.005 |
| 1.20 | 1.30 | 40 | 3,026 | 34.5% | 0.52 | 0.1178 | -0.004 | 16 | 1.34 | 1.45 | 6 | 1,556 | 34.7% | -0.48 | 0.1213 | -0.005 |
| 0.7900 | 0.8700 | 5,839 | 96.5K | 33.4% | 0.41 | 0.1185 | -0.004 | 17 | 1.94 | 2.04 | 28 | 12.0K | 34.2% | -0.60 | 0.1236 | -0.004 |
| 0.5200 | 0.6000 | 501 | 2,868 | 33.7% | 0.30 | 0.1076 | -0.004 | 18 | 0.8200 | 4.20 | 3 | 29 | 27.8% | -0.71 | 0.1145 | -0.004 |
| 0.3300 | 0.4100 | 28 | 1,053 | 33.9% | 0.22 | 0.0909 | -0.003 | 19 | 2.71 | 5.55 | 1 | 53.8% | -0.80 | 0.0996 | -0.003 | |
| 0.2000 | 0.2700 | 94 | 58.7K | 33.8% | 0.16 | 0.0730 | -0.003 | 20 | 3.10 | 6.00 | 3 | 19 | 41.4% | -0.87 | 0.0831 | -0.002 |
| 0.1300 | 0.2000 | 4 | 88 | 34.8% | 0.11 | 0.0566 | -0.002 | 21 | 3.30 | 7.40 | 37.0% | -0.92 | 0.0673 | -0.001 | ||
| 0.0800 | 0.1300 | 10 | 31.8K | 35.0% | 0.08 | 0.0434 | -0.002 | 22 | 4.30 | 8.35 | 39.7% | -0.96 | 0.0589 | -0.001 | ||
| 0.0500 | 0.1100 | 11 | 36.4% | 0.06 | 0.0335 | -0.001 | 23 | 5.45 | 9.35 | 48.6% | -0.98 | 0.0421 | -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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs