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Vale SA ADR VALE

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-10-21T17:00:23.227Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:00:19.833686789Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:00:22.278727+00:00

Share price$12.74
1D-2.5%
$12.72$12.82$12.92$13.01$13.115:30 AM6:30 AM9:00 AM1:00 PMVALE
Sold putSold call

Vale SA ADR options

Live interpolated VALE call and put midpoint premiums by absolute delta.Vale SA ADR$0.00$3.34$6.68$10.02$13.36$9.60$11.52$13.43$15.35$17.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VALE spot · $12.74VALE PRICE$0.76$1.04$1.06$1.02$0.93$0.83$0.74$0.65$0.55$0.46$0.36$0.39$0.53$0.19$0.07$0.32$0.63$0.93$1.23$1.54$1.84$2.14$2.45$2.75$5.76$12.38
PutsExpensive5.39×
CallsExpensive8.45×
SkewBullish-142.79 pp
Implied moveBearish±$2.28
TiltBearish55.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.78613.3%69.1%10.97232.1%15.4%
25Δ22.85787.3%87.6%12.3362.4%3.8%
30Δ20.40757.1%68.5%12.7468.2%2.5%
35Δ17.69617.2%46.9%13.0299.8%2.7%
40Δ17.00541.0%40.7%13.30131.3%2.9%
45Δ16.31464.7%34.5%13.58162.9%3.1%
50Δ15.62388.4%28.4%13.86194.5%3.3%
55Δ14.92312.2%22.2%14.14226.1%3.5%
60Δ14.23235.9%16.0%14.42257.7%3.6%
65Δ13.54159.6%9.9%14.70289.3%3.8%
70Δ12.8583.4%3.7%14.98320.8%4.0%
75Δ12.4248.4%0.5%18.07408.1%3.4%
80Δ12.2756.1%0.5%24.41755.3%5.5%

20Δ

Calls
Pseudo strike
20.78
IV
613.3%
B/E move
69.1%
Puts
Pseudo strike
10.97
IV
232.1%
B/E move
15.4%

25Δ

Calls
Pseudo strike
22.85
IV
787.3%
B/E move
87.6%
Puts
Pseudo strike
12.33
IV
62.4%
B/E move
3.8%

30Δ

Calls
Pseudo strike
20.40
IV
757.1%
B/E move
68.5%
Puts
Pseudo strike
12.74
IV
68.2%
B/E move
2.5%

35Δ

Calls
Pseudo strike
17.69
IV
617.2%
B/E move
46.9%
Puts
Pseudo strike
13.02
IV
99.8%
B/E move
2.7%

40Δ

Calls
Pseudo strike
17.00
IV
541.0%
B/E move
40.7%
Puts
Pseudo strike
13.30
IV
131.3%
B/E move
2.9%

45Δ

Calls
Pseudo strike
16.31
IV
464.7%
B/E move
34.5%
Puts
Pseudo strike
13.58
IV
162.9%
B/E move
3.1%

50Δ

Calls
Pseudo strike
15.62
IV
388.4%
B/E move
28.4%
Puts
Pseudo strike
13.86
IV
194.5%
B/E move
3.3%

55Δ

Calls
Pseudo strike
14.92
IV
312.2%
B/E move
22.2%
Puts
Pseudo strike
14.14
IV
226.1%
B/E move
3.5%

60Δ

Calls
Pseudo strike
14.23
IV
235.9%
B/E move
16.0%
Puts
Pseudo strike
14.42
IV
257.7%
B/E move
3.6%

65Δ

Calls
Pseudo strike
13.54
IV
159.6%
B/E move
9.9%
Puts
Pseudo strike
14.70
IV
289.3%
B/E move
3.8%

70Δ

Calls
Pseudo strike
12.85
IV
83.4%
B/E move
3.7%
Puts
Pseudo strike
14.98
IV
320.8%
B/E move
4.0%

75Δ

Calls
Pseudo strike
12.42
IV
48.4%
B/E move
0.5%
Puts
Pseudo strike
18.07
IV
408.1%
B/E move
3.4%

80Δ

Calls
Pseudo strike
12.27
IV
56.1%
B/E move
0.5%
Puts
Pseudo strike
24.41
IV
755.3%
B/E move
5.5%

Options history

No recorded observations