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VALE S.A. VALE

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-11-07T06:52:28.719Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:47:39.529273735Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T06:52:26.992592+00:00

Share price$11.62
1D+1.7%
AH$11.21$11.35$11.48$11.61$11.755:30 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.$0.06$0.18$0.30$0.41$0.53$10.67$11.16$11.66$12.16$12.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VALE spot · $11.62VALE PRICE$0.14$0.17$0.19$0.22$0.25$0.28$0.34$0.39$0.44$0.50$0.08$0.10$0.13$0.15$0.18$0.22$0.27$0.32$0.36$0.41$0.46
Puts——
Calls——
Skew——
Implied moveBearish±$0.49
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.0943.4%5.2%
25Δ11.1942.6%4.6%
30Δ11.2941.9%3.9%
35Δ11.8635.4%3.2%11.3941.1%3.3%
40Δ11.7935.6%2.8%11.4940.4%2.7%
45Δ11.7135.8%2.5%11.5740.4%2.3%
50Δ11.6436.0%2.1%11.6540.4%2.1%
55Δ11.5736.2%1.8%11.7340.4%1.8%
60Δ11.5036.4%1.4%11.8140.5%1.5%
65Δ11.4335.4%1.2%11.8940.5%1.2%
70Δ11.3534.3%1.1%11.9740.6%0.9%
75Δ11.2833.2%0.9%
80Δ11.2032.1%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.09
IV
43.4%
B/E move
5.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.19
IV
42.6%
B/E move
4.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.29
IV
41.9%
B/E move
3.9%

35Δ

Calls
Pseudo strike
11.86
IV
35.4%
B/E move
3.2%
Puts
Pseudo strike
11.39
IV
41.1%
B/E move
3.3%

40Δ

Calls
Pseudo strike
11.79
IV
35.6%
B/E move
2.8%
Puts
Pseudo strike
11.49
IV
40.4%
B/E move
2.7%

45Δ

Calls
Pseudo strike
11.71
IV
35.8%
B/E move
2.5%
Puts
Pseudo strike
11.57
IV
40.4%
B/E move
2.3%

50Δ

Calls
Pseudo strike
11.64
IV
36.0%
B/E move
2.1%
Puts
Pseudo strike
11.65
IV
40.4%
B/E move
2.1%

55Δ

Calls
Pseudo strike
11.57
IV
36.2%
B/E move
1.8%
Puts
Pseudo strike
11.73
IV
40.4%
B/E move
1.8%

60Δ

Calls
Pseudo strike
11.50
IV
36.4%
B/E move
1.4%
Puts
Pseudo strike
11.81
IV
40.5%
B/E move
1.5%

65Δ

Calls
Pseudo strike
11.43
IV
35.4%
B/E move
1.2%
Puts
Pseudo strike
11.89
IV
40.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
11.35
IV
34.3%
B/E move
1.1%
Puts
Pseudo strike
11.97
IV
40.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
11.28
IV
33.2%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
11.20
IV
32.1%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend35.88%
Daily close
VALE20.6%96.6%172.6%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 10Sep 21Oct 30
50 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%