VALE volatilité Vale S.A.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.38.7%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.25.2%
HV6029.5%
Écart IV − HV20
+13.5pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
50
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 jours enregistrés
Cboe delayed options data · au 00:46 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variation implicite |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 42.4% | +2.3pt | ±3.6% |
| Oct 30, 2026 | 11 | 47.6% | -0.1pt | ±6.6% |
| Nov 06, 2026 | 18 | 42.6% | +1.8pt | ±7.6% |
| Nov 13, 2026 | 25 | 39.6% | -3.8pt | ±8.3% |
| Nov 20, 2026 | 32 | 38.4% | +2.0pt | ±9.1% |
| Nov 27, 2026 | 39 | 36.8% | -4.8pt | ±9.6% |
| Dec 18, 2026 | 60 | 36.4% | +3.3pt | ±11.7% |
| Jan 15, 2027 | 88 | 34.5% | +2.6pt | ±13.3% |
| Mar 19, 2027 | 151 | 35.7% | +1.4pt | ±17.8% |
| Jun 17, 2027 | 241 | 34.0% | +8.4pt | ±21.3% |
| Sep 17, 2027 | 333 | 34.8% | +1.7pt | ±25.1% |
| Dec 17, 2027 | 424 | 34.3% | +0.2pt | ±27.5% |
| Jan 21, 2028 | 459 | 34.5% | +0.2pt | ±28.6% |
Smile de volatilité — Nov 20, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20