ThetaOwl

VALE

VALE S.A.Basic Materials
$16.19
Bullish
Mkt Cap: $69.84B|Float: 3.97B|SI: 1.5%|DTC: 1.7
Data as of market close Apr 2, 2026
IV Rank
90
IV Pctl
67%
HV 20d
39.2%
52W Range
$7-$18
ATR(14)
$0.51
Exp. Move
±4.6%
P/C Ratio
1.03
Earnings
Apr 23
GEX Positive
DEX Long
Net Call Premium
IV High
Max Pain Below
Exp. Move Wide

VALE Key Options Data

IV Rank
89.9%
Total GEX
$0.05B
Total DEX
$52.3M
Max Pain
$14.50
Expected Move
±4.6%
Put/Call OI
1.03
Net Premium
$2.6M
Spot Price
$16.19

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-108±$0.74±4.6%$15.45$16.93
2026-04-1715±$1.06±6.5%$15.14$17.25
2026-04-2422±$0.74±4.6%$15.45$16.94
2026-05-0129±$1.54±9.5%$14.65$17.74
2026-05-0836±$1.42±8.8%$14.77$17.62
2026-05-1543±$1.74±10.8%$14.45$17.94

Explore VALE 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.