VALE volatilidade 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.34.8%
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.34.3%
HV6031.7%
Spread IV − HV20
+0.5pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
54
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dias registrados
Cboe delayed options data · em 06:39 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 42.0% | +3.1pt | ±2.8% |
| Sep 11, 2026 | 8 | 32.9% | +0.5pt | ±4.3% |
| Sep 18, 2026 | 15 | 32.8% | +1.0pt | ±5.6% |
| Sep 25, 2026 | 22 | 37.5% | +10.3pt | ±7.7% |
| Oct 02, 2026 | 29 | 33.2% | +2.5pt | ±7.7% |
| Oct 09, 2026 | 36 | 41.4% | +6.0pt | ±10.6% |
| Oct 16, 2026 | 43 | 34.9% | +0.3pt | ±9.8% |
| Nov 20, 2026 | 78 | 35.8% | +1.3pt | ±13.4% |
| Dec 18, 2026 | 106 | 36.0% | +2.6pt | ±15.7% |
| Jan 15, 2027 | 134 | 34.6% | +2.8pt | ±16.8% |
| Mar 19, 2027 | 197 | 35.9% | +3.5pt | ±20.9% |
| Jun 17, 2027 | 287 | 35.0% | +2.9pt | ±23.8% |
| Sep 17, 2027 | 379 | 37.2% | +3.9pt | ±28.7% |
| Dec 17, 2027 | 470 | 34.6% | +2.5pt | ±29.4% |
| Jan 21, 2028 | 505 | 34.7% | +1.2pt | ±30.4% |
Sorriso de volatilidade — Sep 18, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20