ThetaOwl

VAL

Valaris LimitedEnergy
$98.04
Bullish
Mkt Cap: $6.79B|Float: 56.1M|SI: 12.5%|DTC: 4.8
Data as of market close Apr 2, 2026
IV Rank
100
IV Pctl
89%
HV 20d
4508.0%
52W Range
$27-$105
ATR(14)
$5.15
Exp. Move
±10.3%
P/C Ratio
0.72
Earnings
Apr 29
GEX Positive
DEX Long
Net Call Premium
IV High
Max Pain Below
Exp. Move Wide

VAL Key Options Data

IV Rank
100%
Total GEX
$0.00B
Total DEX
$2.3M
Max Pain
$90.00
Expected Move
±10.3%
Put/Call OI
0.72
Net Premium
$8.4M
Spot Price
$98.04

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$10.15±10.3%$87.89$108.19
2026-05-1543±$7.75±7.9%$90.29$105.79
2026-06-1877±$20.90±21.3%$77.14$118.94
2026-08-21141±$13.85±14.1%$84.19$111.89
2026-11-20232±$16.55±16.9%$81.49$114.59
2026-12-18260±$19.65±20.0%$78.39$117.69

Explore VAL options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.