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VALE S.A. VALE

i

Market datapartial · fetched 2026-11-05T22:12:29.244Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-05T21:49:53.264826481Z

FundamentalsAlpha Vantage · unavailable

Share price$11.40
1D-0.9%
AH$11.31$11.38$11.45$11.52$11.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVALE
Sold putSold callAH

VALE S.A. options

Live interpolated VALE call and put midpoint premiums by absolute delta.VALE S.A.$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEVALE PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend35.88%
Daily close
VALE20.6%96.6%172.6%2026-08-07: 61.33%2026-08-10: 60.71%2026-08-11: 86.01%2026-08-14: 57.10%2026-08-17: 67.94%2026-08-19: 50.27%2026-08-20: 162.09%2026-08-21: 43.59%2026-08-24: 40.70%2026-08-25: 43.68%2026-08-26: 74.13%2026-08-28: 37.53%2026-08-31: 56.85%2026-09-01: 40.22%2026-09-02: 51.67%2026-09-03: 121.33%2026-09-04: 31.09%2026-09-08: 38.67%2026-09-09: 34.39%2026-09-11: 36.96%2026-09-14: 58.20%2026-09-15: 36.22%2026-09-16: 72.94%2026-09-17: 35.06%2026-09-18: 32.38%2026-09-21: 59.95%2026-09-22: 70.98%2026-09-24: 96.21%2026-09-25: 58.68%2026-09-28: 49.01%2026-09-29: 38.34%2026-09-30: 38.64%2026-10-02: 44.36%2026-10-05: 61.10%2026-10-06: 46.10%2026-10-07: 76.69%2026-10-08: 71.87%2026-10-09: 56.17%2026-10-12: 63.25%2026-10-13: 38.61%2026-10-15: 45.41%2026-10-16: 53.57%2026-10-19: 55.59%2026-10-20: 49.23%2026-10-21: 117.47%2026-10-22: 125.19%2026-10-23: 44.24%2026-10-26: 46.88%2026-10-27: 44.04%2026-10-28: 48.54%2026-10-30: 35.88%Aug 7Sep 21Oct 30
51 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
61.33%
60.71%
86.01%
57.10%
67.94%
50.27%
162.09%
43.59%
40.70%
43.68%
74.13%
37.53%
56.85%
40.22%
51.67%
121.33%
31.09%
38.67%
34.39%
36.96%
58.20%
36.22%
72.94%
35.06%
32.38%
59.95%
70.98%
96.21%
58.68%
49.01%
38.34%
38.64%
44.36%
61.10%
46.10%
76.69%
71.87%
56.17%
63.25%
38.61%
45.41%
53.57%
55.59%
49.23%
117.47%
125.19%
44.24%
46.88%
44.04%
48.54%
35.88%