VALE · Vale S.A.

Track VALE — free Ask ALVIS about VALE

$14.79 +0.00 (+0.00%)

Market Cap

$62.94B

4.26B

Options Chain

15-min delayed Underlying $14.79 · today Options Calculator

Positioning

Jul 31, 2026 · 4 days to expiry · 60 contracts

Put / call OI

0.26

Call-heavy positioning

Open interest

13,591

contracts outstanding

Volume

2,472

traded today

Max pain

$14.00

$0.79 below spot

ATM implied vol

41.7%

market's expected move

Open interest by strike · near the money

Calls Puts

10.5

11.5

12.5

13.5

14.5

15.5

16.5

17.5

18.5

19.5

20.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Jul 31 4d Aug 7 11d Aug 14 18d Aug 21 25d Aug 28 32d Sep 4 39d Sep 18 53d Dec 18 144d Jan 15 172d Mar 19 235d Jun 17 325d Dec 17 508d Jan 21 543d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
6	2	—	—	$9.70		$0.03	—	—	3	1
Call · $5 In the money Last $9.70 Breakeven $14.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 6 Model this call Put · $5 Last $0.03 Breakeven $4.97 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
14	1	454.2%	0.935	$6.68		$0.03	-0.119	739.4%	1	30
Call · $8 In the money Last $6.68 Breakeven $14.68 Implied vol 454.2% Delta 0.935 ≈94% ITM Gamma 0.018 Theta -0.108 Vega 0.002 Open interest 14 Model this call Put · $8 Last $0.03 Breakeven $7.97 Implied vol 739.4% Delta -0.119 ≈12% ITM Gamma 0.017 Theta -0.286 Vega 0.003 Open interest 30 Model this put
26	1	—	—	$5.63		$0.04	-0.112	491.1%	17	17
Call · $9 In the money Last $5.63 Breakeven $14.63 Implied vol — Delta — Gamma — Theta — Vega — Open interest 26 Model this call Put · $9 Last $0.04 Breakeven $8.96 Implied vol 491.1% Delta -0.112 ≈11% ITM Gamma 0.025 Theta -0.18 Vega 0.003 Open interest 17 Model this put
0	3	215.6%	0.967	$4.72		$0.01	-0.017	184.5%	21	21
Call · $10 In the money Last $4.72 Breakeven $14.72 Implied vol 215.6% Delta 0.967 ≈97% ITM Gamma 0.022 Theta -0.029 Vega 0.001 Open interest 0 Model this call Put · $10 Last $0.01 Breakeven $9.99 Implied vol 184.5% Delta -0.017 ≈2% ITM Gamma 0.015 Theta -0.015 Vega 0.001 Open interest 21 Model this put
6	1	228.1%	0.939	$4.09		$0.01	-0.04	196.4%	10	10
Call · $10.5 In the money Last $4.09 Breakeven $14.59 Implied vol 228.1% Delta 0.939 ≈94% ITM Gamma 0.034 Theta -0.052 Vega 0.002 Open interest 6 Model this call Put · $10.5 Last $0.01 Breakeven $10.49 Implied vol 196.4% Delta -0.04 ≈4% ITM Gamma 0.028 Theta -0.032 Vega 0.001 Open interest 10 Model this put
2	4	242.2%	0.901	$3.62		$0.10	-0.026	152.5%	40	40
Call · $11 In the money Last $3.62 Breakeven $14.62 Implied vol 242.2% Delta 0.901 ≈90% ITM Gamma 0.047 Theta -0.08 Vega 0.002 Open interest 2 Model this call Put · $11 Last $0.10 Breakeven $10.90 Implied vol 152.5% Delta -0.026 ≈3% ITM Gamma 0.025 Theta -0.018 Vega 0.001 Open interest 40 Model this put
2	1	—	—	$3.18		$0.02	-0.02	120.1%	70	65
Call · $11.5 In the money Last $3.18 Breakeven $14.68 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $11.5 Last $0.02 Breakeven $11.48 Implied vol 120.1% Delta -0.02 ≈2% ITM Gamma 0.026 Theta -0.011 Vega 0.001 Open interest 65 Model this put
3	1	93.2%	0.987	$2.99		$0.01	-0.023	102.8%	6	38
Call · $12 In the money Last $2.99 Breakeven $14.99 Implied vol 93.2% Delta 0.987 ≈99% ITM Gamma 0.026 Theta -0.005 Vega 0.001 Open interest 3 Model this call Put · $12 Last $0.01 Breakeven $11.99 Implied vol 102.8% Delta -0.023 ≈2% ITM Gamma 0.035 Theta -0.011 Vega 0.001 Open interest 38 Model this put
1	2	76.9%	0.984	$2.22		$0.03	-0.028	86.3%	85	115
Call · $12.5 In the money Last $2.22 Breakeven $14.72 Implied vol 76.9% Delta 0.984 ≈98% ITM Gamma 0.037 Theta -0.005 Vega 0.001 Open interest 1 Model this call Put · $12.5 Last $0.03 Breakeven $12.47 Implied vol 86.3% Delta -0.028 ≈3% ITM Gamma 0.048 Theta -0.011 Vega 0.001 Open interest 115 Model this put
2	2	—	—	$1.21		$0.02	-0.034	68.3%	2	677
Call · $13 In the money Last $1.21 Breakeven $14.21 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $13 Last $0.02 Breakeven $12.98 Implied vol 68.3% Delta -0.034 ≈3% ITM Gamma 0.071 Theta -0.01 Vega 0.002 Open interest 677 Model this put
1	4	61.3%	0.925	$1.22		$0.02	-0.054	54.1%	37	170
Call · $13.5 In the money Last $1.22 Breakeven $14.72 Implied vol 61.3% Delta 0.925 ≈93% ITM Gamma 0.151 Theta -0.016 Vega 0.003 Open interest 1 Model this call Put · $13.5 Last $0.02 Breakeven $13.48 Implied vol 54.1% Delta -0.054 ≈5% ITM Gamma 0.129 Theta -0.011 Vega 0.002 Open interest 170 Model this put
3k	4	50.7%	0.85	$0.82		$0.06	-0.138	48.3%	154	1.1k
Call · $14 In the money Last $0.82 Breakeven $14.82 Implied vol 50.7% Delta 0.85 ≈85% ITM Gamma 0.299 Theta -0.022 Vega 0.004 Open interest 3k Model this call Put · $14 Last $0.06 Breakeven $13.94 Implied vol 48.3% Delta -0.138 ≈14% ITM Gamma 0.296 Theta -0.021 Vega 0.004 Open interest 1.1k Model this put
197	61	45.6%	0.662	$0.42		$0.16	-0.331	42.8%	142	303
Call · $14.5 In the money Last $0.42 Breakeven $14.92 Implied vol 45.6% Delta 0.662 ≈66% ITM Gamma 0.524 Theta -0.032 Vega 0.005 Open interest 197 Model this call Put · $14.5 Last $0.16 Breakeven $14.34 Implied vol 42.8% Delta -0.331 ≈33% ITM Gamma 0.549 Theta -0.031 Vega 0.005 Open interest 303 Model this put
Underlying $14.79
2.7k	1.1k	43.4%	0.379	$0.17		$0.39	-0.632	40.1%	159	150
Call · $15 Last $0.17 Breakeven $15.17 Implied vol 43.4% Delta 0.379 ≈38% ITM Gamma 0.57 Theta -0.032 Vega 0.006 Open interest 2.7k Model this call Put · $15 In the money Last $0.39 Breakeven $14.61 Implied vol 40.1% Delta -0.632 ≈63% ITM Gamma 0.611 Theta -0.03 Vega 0.006 Open interest 150 Model this put
3.2k	317	44.9%	0.162	$0.05		$0.76	-0.861	41.3%	2	23
Call · $15.5 Last $0.05 Breakeven $15.55 Implied vol 44.9% Delta 0.162 ≈16% ITM Gamma 0.351 Theta -0.021 Vega 0.004 Open interest 3.2k Model this call Put · $15.5 In the money Last $0.76 Breakeven $14.74 Implied vol 41.3% Delta -0.861 ≈86% ITM Gamma 0.347 Theta -0.019 Vega 0.004 Open interest 23 Model this put
1.3k	63	45.3%	0.05	$0.02		$1.30	-0.962	42.3%	3	11
Call · $16 Last $0.02 Breakeven $16.02 Implied vol 45.3% Delta 0.05 ≈5% ITM Gamma 0.146 Theta -0.009 Vega 0.002 Open interest 1.3k Model this call Put · $16 In the money Last $1.30 Breakeven $14.70 Implied vol 42.3% Delta -0.962 ≈96% ITM Gamma 0.124 Theta -0.008 Vega 0.002 Open interest 11 Model this put
227	22	62.1%	0.049	$0.01		$1.71	-0.941	65.2%	1	4
Call · $16.5 Last $0.01 Breakeven $16.51 Implied vol 62.1% Delta 0.049 ≈5% ITM Gamma 0.105 Theta -0.012 Vega 0.002 Open interest 227 Model this call Put · $16.5 In the money Last $1.71 Breakeven $14.79 Implied vol 65.2% Delta -0.941 ≈94% ITM Gamma 0.114 Theta -0.016 Vega 0.002 Open interest 4 Model this put
208	80	75.5%	0.042	$0.05		$2.16	-0.965	72.8%	3	3
Call · $17 Last $0.05 Breakeven $17.05 Implied vol 75.5% Delta 0.042 ≈4% ITM Gamma 0.076 Theta -0.013 Vega 0.002 Open interest 208 Model this call Put · $17 In the money Last $2.16 Breakeven $14.84 Implied vol 72.8% Delta -0.965 ≈96% ITM Gamma 0.068 Theta -0.012 Vega 0.002 Open interest 3 Model this put
5	5	234.2%	0.287	$0.82		$2.81	-0.997	56.9%	1	1
Call · $17.5 Last $0.82 Breakeven $18.32 Implied vol 234.2% Delta 0.287 ≈29% ITM Gamma 0.094 Theta -0.154 Vega 0.006 Open interest 5 Model this call Put · $17.5 In the money Last $2.81 Breakeven $14.69 Implied vol 56.9% Delta -0.997 ≈100% ITM Gamma 0.008 Theta -0.002 Vega 0 Open interest 1 Model this put
0	—	211.5%	0.221	—		$3.32	—	—	1	1
Call · $18 Last — Breakeven — Implied vol 211.5% Delta 0.221 ≈22% ITM Gamma 0.09 Theta -0.12 Vega 0.005 Open interest 0 Model this call Put · $18 In the money Last $3.32 Breakeven $14.68 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
0	—	362.8%	0.348	—		$3.72	—	—	1	0
Call · $18.5 Last — Breakeven — Implied vol 362.8% Delta 0.348 ≈35% ITM Gamma 0.065 Theta -0.257 Vega 0.006 Open interest 0 Model this call Put · $18.5 In the money Last $3.72 Breakeven $14.78 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
6	5	142.1%	0.055	$0.04		$4.25	—	—	2	5
Call · $19 Last $0.04 Breakeven $19.04 Implied vol 142.1% Delta 0.055 ≈5% ITM Gamma 0.05 Theta -0.03 Vega 0.002 Open interest 6 Model this call Put · $19 In the money Last $4.25 Breakeven $14.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 5 Model this put
0	—	259.9%	0.191	—		—	—	—	—	0
Call · $19.5 Last — Breakeven — Implied vol 259.9% Delta 0.191 ≈19% ITM Gamma 0.067 Theta -0.136 Vega 0.005 Open interest 0 Model this call Put · $19.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
3	3	151.8%	0.033	$0.01		$5.47	—	—	1	0
Call · $20 Last $0.01 Breakeven $20.01 Implied vol 151.8% Delta 0.033 ≈3% ITM Gamma 0.031 Theta -0.022 Vega 0.001 Open interest 3 Model this call Put · $20 In the money Last $5.47 Breakeven $14.53 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	2	396.4%	0.282	$0.69		$5.76	-0.952	176.7%	1	1
Call · $20.5 Last $0.69 Breakeven $21.19 Implied vol 396.4% Delta 0.282 ≈28% ITM Gamma 0.055 Theta -0.26 Vega 0.005 Open interest 0 Model this call Put · $20.5 In the money Last $5.76 Breakeven $14.74 Implied vol 176.7% Delta -0.952 ≈95% ITM Gamma 0.036 Theta -0.034 Vega 0.002 Open interest 1 Model this put
0	—	450.4%	0.305	—		—	—	—	—	0
Call · $21 Last — Breakeven — Implied vol 450.4% Delta 0.305 ≈30% ITM Gamma 0.051 Theta -0.307 Vega 0.005 Open interest 0 Model this call Put · $21 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $22 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $22 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	1	—	—	$0.03		$8.94	—	—	2	0
Call · $23 Last $0.03 Breakeven $23.03 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $23 In the money Last $8.94 Breakeven $14.06 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		$9.04	—	—	2	0
Call · $24 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $24 In the money Last $9.04 Breakeven $14.96 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		$10.40	-0.995	184.7%	1	0
Call · $25 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $25 In the money Last $10.40 Breakeven $14.60 Implied vol 184.7% Delta -0.995 ≈100% ITM Gamma 0.004 Theta -0.005 Vega 0 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. The 25 strikes around the money are shown by default — switch to "All 30" for the wings. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 917851 CUSIP 91912E105 13F (30d) 115 filings 113 filers Visit website Investor relations