VALE option chain Vale S.A.
Cboe delayed options data · as of 18:39 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 ±5.6% (14.38–16.09) · ATM IV 33.6% · P/C open interest 0.51
| 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 | |
| 7.20 | 9.25 | 2 | 387.9% | 1.00 | 0.0023 | 0.000 | 8 | 0 | 2.13 | 74 | 404.8% | -0.00 | 0.0023 | -0.001 | ||
| 6.20 | 8.40 | 1 | 345.7% | 1.00 | 0.0039 | 0.000 | 9 | 0 | 0.6200 | 1,444 | 222.4% | -0.00 | 0.0039 | -0.001 | ||
| 5.65 | 7.90 | 1 | 317.2% | 0.99 | 0.0051 | 0.000 | 9.5 | 0 | 0.2100 | 154.1% | -0.01 | 0.0051 | -0.001 | |||
| 5.20 | 5.35 | 34.2K | 91.8% | 0.99 | 0.0068 | 0.000 | 10 | 0 | 0.0300 | 21.4K | 98.5% | -0.01 | 0.0068 | -0.002 | ||
| 4.75 | 4.90 | 111.5% | 0.99 | 0.0092 | 0.000 | 10.5 | 0 | 0.0200 | 83.5% | -0.01 | 0.0092 | -0.002 | ||||
| 4.20 | 4.40 | 4 | 89.1% | 0.99 | 0.0127 | 0.000 | 11 | 0 | 0.0200 | 4,591 | 74.2% | -0.01 | 0.0127 | -0.002 | ||
| 3.75 | 3.90 | 87.9% | 0.99 | 0.0178 | -0.000 | 11.5 | 0 | 0.0200 | 6 | 65.3% | -0.01 | 0.0178 | -0.002 | |||
| 3.20 | 3.40 | 1,945 | 67.9% | 0.98 | 0.0257 | -0.001 | 12 | 0 | 0.0300 | 4,410 | 60.3% | -0.02 | 0.0258 | -0.003 | ||
| 2.70 | 2.90 | 57.8% | 0.97 | 0.0384 | -0.002 | 12.5 | 0 | 0.0200 | 12 | 48.2% | -0.03 | 0.0385 | -0.003 | |||
| 2.24 | 2.41 | 450 | 55.2% | 0.96 | 0.0599 | -0.003 | 13 | 0.0100 | 0.0300 | 3 | 21.5K | 45.0% | -0.04 | 0.0601 | -0.004 | |
| 1.74 | 1.92 | 1 | 45.8% | 0.94 | 0.0986 | -0.004 | 13.5 | 0.0200 | 0.0500 | 75 | 40.7% | -0.06 | 0.0991 | -0.005 | ||
| 1.31 | 1.44 | 506 | 2,668 | 42.2% | 0.89 | 0.1696 | -0.006 | 14 | 0.0500 | 0.0700 | 5 | 18.0K | 35.8% | -0.11 | 0.1707 | -0.007 |
| 0.8800 | 0.9800 | 2 | 23 | 36.3% | 0.78 | 0.2754 | -0.010 | 14.5 | 0.1300 | 0.1500 | 384 | 174 | 34.6% | -0.22 | 0.2777 | -0.011 |
| 0.5500 | 0.5800 | 31 | 39.1K | 33.6% | 0.62 | 0.3660 | -0.013 | 15 | 0.2800 | 0.3000 | 336 | 20.5K | 33.6% | -0.38 | 0.3695 | -0.013 |
| 0.2900 | 0.3200 | 239 | 1,746 | 32.6% | 0.43 | 0.3762 | -0.014 | 15.5 | 0.5300 | 0.5500 | 328 | 129 | 33.3% | -0.58 | 0.3811 | -0.014 |
| 0.1600 | 0.1800 | 1,176 | 29.5K | 34.8% | 0.27 | 0.3063 | -0.012 | 16 | 0.8700 | 0.9200 | 28 | 4,200 | 34.4% | -0.74 | 0.3118 | -0.011 |
| 0.0700 | 0.1000 | 308 | 581 | 35.7% | 0.15 | 0.2137 | -0.009 | 16.5 | 1.02 | 1.76 | 44.9% | -0.86 | 0.2182 | -0.008 | ||
| 0.0300 | 0.0500 | 79 | 29.1K | 36.5% | 0.08 | 0.1328 | -0.005 | 17 | 1.55 | 2.41 | 2 | 21 | 65.1% | -0.93 | 0.1398 | -0.005 |
| 0 | 0.0300 | 11 | 43 | 36.2% | 0.04 | 0.0766 | -0.003 | 17.5 | 1.25 | 4.15 | 97.7% | -0.97 | 0.1000 | -0.003 | ||
| 0 | 0.0200 | 16 | 16.5K | 39.6% | 0.02 | 0.0453 | -0.002 | 18 | 1.85 | 4.65 | 1 | 112.7% | -0.99 | 0.0371 | -0.005 | |
| 0 | 0.0200 | 45.0% | 0.02 | 0.0300 | -0.002 | 18.5 | 2.08 | 5.15 | 108.2% | -1.00 | 0.0104 | -0.006 | ||||
| 0 | 0.0100 | 12.7K | 45.8% | 0.01 | 0.0221 | -0.001 | 19 | 2.37 | 4.85 | 1 | -1.00 | 0.0034 | -0.006 | |||
| 0 | 0.0100 | 50.5% | 0.01 | 0.0173 | -0.001 | 19.5 | 2.87 | 6.05 | 105.4% | -1.00 | 0.0002 | -0.007 | ||||
| 0 | 0.0100 | 9 | 12.5K | 55.0% | 0.01 | 0.0139 | -0.001 | 20 | 3.45 | 6.00 | -1.00 | 0.0000 | -0.007 | |||
| 0 | 0.0100 | 5,183 | 63.5% | 0.01 | 0.0095 | -0.001 | 21 | 4.50 | 7.55 | 135.5% | -1.00 | 0.0000 | -0.007 | |||
| 0 | 0.4700 | 1,132 | 138.5% | 0.01 | 0.0069 | -0.001 | 22 | 6.25 | 7.90 | 155.3% | -1.00 | 0.0000 | -0.007 | |||
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 — Sep 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