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VALE S.A. VALE

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-11-10T22:21:58.906Z

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 · 2026-11-10T21:56:39.640582656Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:20:38.312736+00:00

Share price$11.58
1D-1.4%
AH$11.45$11.53$11.61$11.69$11.775:30 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$0.23$0.40$0.57$0.74$11.06$11.33$11.60$11.88$12.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VALE spot · $11.58VALE PRICE$0.14$0.16$0.18$0.21$0.24$0.32$0.39$0.46$0.54$0.08$0.10$0.11$0.13$0.19$0.28$0.36$0.44$0.52$0.61$0.69
Puts——
Calls——
Skew——
Implied moveBearish±$0.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ11.2541.7%3.5%
30Δ11.3342.0%3.0%
35Δ11.4042.4%2.5%
40Δ11.7342.3%2.5%11.4742.7%2.1%
45Δ11.6742.2%2.2%11.5744.1%1.8%
50Δ11.6042.1%1.8%11.6746.2%1.6%
55Δ11.5442.0%1.4%11.7748.3%1.4%
60Δ11.4742.7%1.2%11.8750.3%1.3%
65Δ11.3844.9%1.0%11.9852.4%1.1%
70Δ11.2947.1%0.9%12.0854.5%0.9%
75Δ11.2049.3%0.7%12.1856.5%0.8%
80Δ11.1151.5%0.6%

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
11.25
IV
41.7%
B/E move
3.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.33
IV
42.0%
B/E move
3.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.40
IV
42.4%
B/E move
2.5%

40Δ

Calls
Pseudo strike
11.73
IV
42.3%
B/E move
2.5%
Puts
Pseudo strike
11.47
IV
42.7%
B/E move
2.1%

45Δ

Calls
Pseudo strike
11.67
IV
42.2%
B/E move
2.2%
Puts
Pseudo strike
11.57
IV
44.1%
B/E move
1.8%

50Δ

Calls
Pseudo strike
11.60
IV
42.1%
B/E move
1.8%
Puts
Pseudo strike
11.67
IV
46.2%
B/E move
1.6%

55Δ

Calls
Pseudo strike
11.54
IV
42.0%
B/E move
1.4%
Puts
Pseudo strike
11.77
IV
48.3%
B/E move
1.4%

60Δ

Calls
Pseudo strike
11.47
IV
42.7%
B/E move
1.2%
Puts
Pseudo strike
11.87
IV
50.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
11.38
IV
44.9%
B/E move
1.0%
Puts
Pseudo strike
11.98
IV
52.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
11.29
IV
47.1%
B/E move
0.9%
Puts
Pseudo strike
12.08
IV
54.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
11.20
IV
49.3%
B/E move
0.7%
Puts
Pseudo strike
12.18
IV
56.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
11.11
IV
51.5%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend35.88%
Daily close
VALE20.6%96.6%172.6%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 14Sep 22Oct 30
48 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
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%