VALE cadeia de opções Vale S.A.
Cada linha corresponde a um strike. A metade esquerda é a call, a metade direita é a put. Bid/ask são as cotações atuais de compradores e vendedores; volume é o número de contratos negociados na sessão; open interest são os contratos em aberto. A linha destacada é a mais próxima do preço da ação.
Este vencimento precifica um movimento de aproximadamente ±5.6% (14.92–16.70) · IV ATM 32.7% · P/C open interest 0.51
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Perguntar | 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 | Perguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 7.25 | 8.05 | 2 | 1.00 | 0.0022 | -0.000 | 8 | 0 | 2.13 | 74 | 401.9% | -0.00 | 0.0022 | -0.001 | |||
| 6.55 | 7.55 | 1 | 219.8% | 1.00 | 0.0037 | -0.001 | 9 | 0 | 0.2600 | 1,444 | 179.2% | -0.00 | 0.0037 | -0.001 | ||
| 6.05 | 6.35 | 1 | 0.99 | 0.0048 | -0.001 | 9.5 | 0 | 0.2300 | 160.1% | -0.01 | 0.0048 | -0.001 | ||||
| 5.70 | 5.85 | 2 | 34.2K | 99.1% | 0.99 | 0.0062 | -0.001 | 10 | 0 | 0.0200 | 21.4K | 96.1% | -0.01 | 0.0062 | -0.002 | |
| 5.15 | 5.40 | 88.4% | 0.99 | 0.0081 | -0.001 | 10.5 | 0 | 0.0200 | 86.8% | -0.01 | 0.0081 | -0.002 | ||||
| 4.60 | 4.85 | 4 | 0.99 | 0.0108 | -0.001 | 11 | 0 | 0.0200 | 4,591 | 77.9% | -0.01 | 0.0108 | -0.002 | |||
| 4.15 | 4.40 | 68.6% | 0.99 | 0.0145 | -0.002 | 11.5 | 0 | 0.0200 | 6 | 69.3% | -0.01 | 0.0145 | -0.002 | |||
| 3.65 | 3.90 | 44 | 1,945 | 59.4% | 0.98 | 0.0199 | -0.002 | 12 | 0 | 0.0300 | 4,410 | 64.8% | -0.02 | 0.0199 | -0.003 | |
| 3.15 | 3.45 | 64.4% | 0.98 | 0.0280 | -0.003 | 12.5 | 0 | 0.0200 | 12 | 53.0% | -0.02 | 0.0281 | -0.003 | |||
| 2.68 | 2.91 | 3 | 450 | 53.1% | 0.97 | 0.0408 | -0.003 | 13 | 0.0100 | 0.0200 | 41 | 21.5K | 48.1% | -0.03 | 0.0410 | -0.003 |
| 2.18 | 2.42 | 1 | 45.6% | 0.96 | 0.0624 | -0.004 | 13.5 | 0.0100 | 0.0400 | 75 | 44.0% | -0.04 | 0.0627 | -0.004 | ||
| 1.71 | 1.93 | 380 | 2,668 | 41.3% | 0.93 | 0.1010 | -0.005 | 14 | 0.0300 | 0.0600 | 5 | 18.0K | 40.4% | -0.07 | 0.1017 | -0.005 |
| 1.26 | 1.45 | 9 | 23 | 37.1% | 0.88 | 0.1719 | -0.007 | 14.5 | 0.0600 | 0.1000 | 4 | 174 | 36.6% | -0.12 | 0.1733 | -0.007 |
| 0.8900 | 0.9800 | 105 | 39.1K | 34.7% | 0.77 | 0.2688 | -0.011 | 15 | 0.1400 | 0.1700 | 3,889 | 20.5K | 34.0% | -0.23 | 0.2715 | -0.011 |
| 0.5600 | 0.5800 | 1,254 | 1,746 | 32.1% | 0.61 | 0.3455 | -0.013 | 15.5 | 0.2900 | 0.3400 | 86 | 129 | 33.4% | -0.39 | 0.3495 | -0.013 |
| 0.3100 | 0.3500 | 4,637 | 29.5K | 32.7% | 0.43 | 0.3641 | -0.013 | 16 | 0.5400 | 0.5800 | 172 | 4,200 | 32.7% | -0.57 | 0.3699 | -0.013 |
| 0.1500 | 0.1900 | 308 | 581 | 32.7% | 0.27 | 0.3040 | -0.011 | 16.5 | 0.4400 | 3.15 | 104.1% | -0.74 | 0.3103 | -0.011 | ||
| 0.0700 | 0.1000 | 9,015 | 29.1K | 33.6% | 0.15 | 0.2130 | -0.008 | 17 | 0.0500 | 1.52 | 21 | -0.86 | 0.2206 | -0.008 | ||
| 0.0200 | 0.0600 | 43 | 34.4% | 0.08 | 0.1311 | -0.005 | 17.5 | 0.7200 | 3.40 | 68.8% | -0.94 | 0.1453 | -0.006 | |||
| 0 | 0.0300 | 20 | 16.5K | 34.1% | 0.04 | 0.0738 | -0.003 | 18 | 1.54 | 3.85 | 1 | 91.3% | -0.98 | 0.0874 | -0.003 | |
| 0 | 0.0200 | 37.3% | 0.02 | 0.0425 | -0.002 | 18.5 | 1.10 | 4.80 | 75.2% | -1.00 | 0.0167 | -0.002 | ||||
| 0 | 0.0100 | 12.7K | 38.6% | 0.01 | 0.0281 | -0.001 | 19 | 2.00 | 4.55 | 1 | 51.3% | -1.00 | 0.0004 | -0.002 | ||
| 0 | 0.0100 | 43.2% | 0.01 | 0.0210 | -0.001 | 19.5 | 2.30 | 5.80 | 102.6% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 0.0100 | 12.5K | 47.6% | 0.01 | 0.0167 | -0.001 | 20 | 2.80 | 5.75 | 62.3% | -1.00 | 0.0000 | -0.002 | |||
| 0 | 0.0200 | 2 | 5,183 | 61.1% | 0.01 | 0.0116 | -0.001 | 21 | 3.70 | 7.30 | 117.7% | -1.00 | 0.0000 | -0.002 | ||
| 0 | 0.0400 | 1 | 1,132 | 76.4% | 0.01 | 0.0085 | -0.001 | 22 | 4.90 | 8.10 | 130.2% | -1.00 | 0.0000 | -0.002 | ||
| 0 | 0.0400 | 45 | 84.7% | 0.01 | 0.0066 | -0.001 | 23 | 6.15 | 9.25 | 167.4% | -1.00 | 0.0000 | -0.002 | |||
Strikes exibidos: dentro de ±50% do preço do ativo subjacente. Valor intrínseco = max(0, preço − strike) para calls, max(0, strike − preço) para puts; extrínseco = preço da opção − intrínseco. Greeks e IV conforme calculados pelo feed da bolsa.
Sorriso de volatilidade — Sep 18, 2026
Página de volatilidade →Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.