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Vale SA ADR VALE

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market dataready · fetched 2026-10-21T17:52:12.213Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:52:07.324559143Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:52:11.681839+00:00

Share price$12.71
1D-2.8%
$12.67$12.78$12.89$13.00$13.125:30 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$3.42$6.84$10.26$13.68$8.34$10.44$12.54$14.64$16.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VALE spot · $12.71VALE PRICE$0.59$0.15$1.06$1.02$0.91$0.81$0.71$0.60$0.50$0.39$0.29$0.43$0.58$0.07$0.08$0.08$1.24$2.41$3.57$4.74$5.90$7.07$8.23$9.40$10.56$12.67
PutsExpensive8.03×
CallsExpensive7.26×
SkewBearish+34.24 pp
Implied moveBearish±$5.44
TiltBearish78.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.37680.7%80.7%11.7992.5%7.7%
25Δ13.83113.9%10.1%12.1568.3%5.0%
30Δ20.37765.7%68.7%12.5044.0%2.3%
35Δ17.67623.0%47.1%13.61119.9%2.6%
40Δ16.93540.8%40.5%14.73196.2%3.0%
45Δ16.20458.7%33.9%15.84272.5%3.4%
50Δ15.47376.6%27.3%16.96348.8%3.8%
55Δ14.74294.4%20.8%18.07425.1%4.2%
60Δ14.01212.3%14.2%19.19501.4%4.6%
65Δ13.28130.1%7.6%20.30577.7%5.0%
70Δ12.5448.0%1.0%21.42654.0%5.4%
75Δ12.3552.6%0.6%22.54730.3%5.8%
80Δ12.1962.8%0.5%24.67774.2%5.6%

20Δ

Calls
Pseudo strike
22.37
IV
680.7%
B/E move
80.7%
Puts
Pseudo strike
11.79
IV
92.5%
B/E move
7.7%

25Δ

Calls
Pseudo strike
13.83
IV
113.9%
B/E move
10.1%
Puts
Pseudo strike
12.15
IV
68.3%
B/E move
5.0%

30Δ

Calls
Pseudo strike
20.37
IV
765.7%
B/E move
68.7%
Puts
Pseudo strike
12.50
IV
44.0%
B/E move
2.3%

35Δ

Calls
Pseudo strike
17.67
IV
623.0%
B/E move
47.1%
Puts
Pseudo strike
13.61
IV
119.9%
B/E move
2.6%

40Δ

Calls
Pseudo strike
16.93
IV
540.8%
B/E move
40.5%
Puts
Pseudo strike
14.73
IV
196.2%
B/E move
3.0%

45Δ

Calls
Pseudo strike
16.20
IV
458.7%
B/E move
33.9%
Puts
Pseudo strike
15.84
IV
272.5%
B/E move
3.4%

50Δ

Calls
Pseudo strike
15.47
IV
376.6%
B/E move
27.3%
Puts
Pseudo strike
16.96
IV
348.8%
B/E move
3.8%

55Δ

Calls
Pseudo strike
14.74
IV
294.4%
B/E move
20.8%
Puts
Pseudo strike
18.07
IV
425.1%
B/E move
4.2%

60Δ

Calls
Pseudo strike
14.01
IV
212.3%
B/E move
14.2%
Puts
Pseudo strike
19.19
IV
501.4%
B/E move
4.6%

65Δ

Calls
Pseudo strike
13.28
IV
130.1%
B/E move
7.6%
Puts
Pseudo strike
20.30
IV
577.7%
B/E move
5.0%

70Δ

Calls
Pseudo strike
12.54
IV
48.0%
B/E move
1.0%
Puts
Pseudo strike
21.42
IV
654.0%
B/E move
5.4%

75Δ

Calls
Pseudo strike
12.35
IV
52.6%
B/E move
0.6%
Puts
Pseudo strike
22.54
IV
730.3%
B/E move
5.8%

80Δ

Calls
Pseudo strike
12.19
IV
62.8%
B/E move
0.5%
Puts
Pseudo strike
24.67
IV
774.2%
B/E move
5.6%

Options history

VALE52.7454.5456.342026-10-19: 56.09%2026-10-20: 52.99%Oct 19Oct 20
Table
DateIV
56.09%
52.99%