VLN · Valens Semiconductor Ltd.

Track VLN — free Ask ALVIS about VLN

$1.48 -0.05 (-3.27%) At close · Jul 29

Market Cap

$152.51M

103.05M

Options Chain

15-min delayed Underlying $1.48 · at close Jul 29, 2026 Options Calculator

Positioning

Aug 21, 2026 · 22 days to expiry · 14 contracts

Put / call OI

0.46

Call-heavy positioning

Open interest

15,674

contracts outstanding

Volume

304

traded today

Max pain

$2.00

$0.52 above spot

ATM implied vol

211.4%

market's expected move

Open interest by strike

Calls Puts

0.5

1.5

2.5

7.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 22d Sep 18 50d Nov 20 113d Feb 19 204d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
31	1	0.2%	1	$1.02		$0.03	—	—	3	3
Call · $0.5 In the money Last $1.02 Breakeven $1.52 Implied vol 0.2% Delta 1 ≈100% ITM Gamma 0 Theta 0 Vega 0 Open interest 31 Model this call Put · $0.5 Last $0.03 Breakeven $0.47 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this put
42	26	208.5%	0.86	$0.50		$0.08	-0.141	210.3%	1	58
Call · $1 In the money Last $0.50 Breakeven $1.50 Implied vol 208.5% Delta 0.86 ≈86% ITM Gamma 0.284 Theta -0.004 Vega 0.001 Open interest 42 Model this call Put · $1 Last $0.08 Breakeven $0.92 Implied vol 210.3% Delta -0.141 ≈14% ITM Gamma 0.284 Theta -0.004 Vega 0.001 Open interest 58 Model this put
Underlying $1.48
206	27	262.8%	0.638	$0.25		$0.25	-0.404	160.1%	17	1.8k
Call · $1.5 Last $0.25 Breakeven $1.75 Implied vol 262.8% Delta 0.638 ≈64% ITM Gamma 0.381 Theta -0.008 Vega 0.001 Open interest 206 Model this call Put · $1.5 In the money Last $0.25 Breakeven $1.25 Implied vol 160.1% Delta -0.404 ≈40% ITM Gamma 0.649 Theta -0.005 Vega 0.001 Open interest 1.8k Model this put
1.4k	4	175.5%	0.346	$0.14		$0.70	-0.553	246.4%	179	1.8k
Call · $2 Last $0.14 Breakeven $2.14 Implied vol 175.5% Delta 0.346 ≈35% ITM Gamma 0.556 Theta -0.006 Vega 0.001 Open interest 1.4k Model this call Put · $2 In the money Last $0.70 Breakeven $1.30 Implied vol 246.4% Delta -0.553 ≈55% ITM Gamma 0.427 Theta -0.008 Vega 0.001 Open interest 1.8k Model this put
6k	9	194.5%	0.218	$0.08		$1.10	-0.885	145.4%	8	1.2k
Call · $2.5 Last $0.08 Breakeven $2.58 Implied vol 194.5% Delta 0.218 ≈22% ITM Gamma 0.4 Theta -0.005 Vega 0.001 Open interest 6k Model this call Put · $2.5 In the money Last $1.10 Breakeven $1.40 Implied vol 145.4% Delta -0.885 ≈89% ITM Gamma 0.363 Theta -0.002 Vega 0.001 Open interest 1.2k Model this put
2.5k	8	336.2%	0.155	$0.05		$3.30	—	—	4	52
Call · $5 Last $0.05 Breakeven $5.05 Implied vol 336.2% Delta 0.155 ≈15% ITM Gamma 0.185 Theta -0.007 Vega 0.001 Open interest 2.5k Model this call Put · $5 In the money Last $3.30 Breakeven $1.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 52 Model this put
518	15	404.4%	0.138	$0.05		$4.50	-0.932	347.5%	2	11
Call · $7.5 Last $0.05 Breakeven $7.55 Implied vol 404.4% Delta 0.138 ≈14% ITM Gamma 0.142 Theta -0.008 Vega 0.001 Open interest 518 Model this call Put · $7.5 In the money Last $4.50 Breakeven $3.00 Implied vol 347.5% Delta -0.932 ≈93% ITM Gamma 0.109 Theta -0.004 Vega 0 Open interest 11 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. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1863006 CUSIP M9607U115 13F (30d) 7 filings 7 filers Visit website Investor relations