VALE · Covered-Calls
VALE S.A. American Depositary Shares Each Representing one common share (VALE) covered calls
A modelled covered call from the published implied volatility, with premium yield and capped upside.
- Modelled strike
- $15.00
- Modelled premium
- $0.11
- Premium yield
- 0.8%
- Annualized premium yield
- 14.6%
- Breakeven
- $13.50
- Downside protection
- 0.8%
- Days to expiration
- 22
Update time unavailable
Loading graph — the exact table is available below.
$6.805Expiration P/L -$669.50Update time unavailable
Event / reference markers
- Spot: $13.61
- Expiry breakeven $13.50: $13.50
- sell call strike $15.00: $15.00
Exact data table
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| -$669.50 | Update time unavailable | ||
| -$655.89 | Update time unavailable | ||
| -$642.28 | Update time unavailable | ||
| -$628.67 | Update time unavailable | ||
| -$615.06 | Update time unavailable | ||
| -$601.45 | Update time unavailable | ||
| -$587.84 | Update time unavailable | ||
| -$574.23 | Update time unavailable | ||
| -$560.62 | Update time unavailable | ||
| -$547.01 | Update time unavailable | ||
| -$533.40 | Update time unavailable | ||
| -$519.79 | Update time unavailable | ||
| -$506.18 | Update time unavailable | ||
| -$492.57 | Update time unavailable | ||
| -$478.96 | Update time unavailable | ||
| -$465.35 | Update time unavailable | ||
| -$451.74 | Update time unavailable | ||
| -$438.13 | Update time unavailable | ||
| -$424.52 | Update time unavailable | ||
| -$410.91 | Update time unavailable | ||
| -$397.30 | Update time unavailable | ||
| -$383.69 | Update time unavailable | ||
| -$370.08 | Update time unavailable | ||
| -$356.47 | Update time unavailable | ||
| -$342.86 | Update time unavailable | ||
| -$329.25 | Update time unavailable | ||
| -$315.64 | Update time unavailable | ||
| -$302.03 | Update time unavailable | ||
| -$288.42 | Update time unavailable | ||
| -$274.81 | Update time unavailable | ||
| -$261.20 | Update time unavailable | ||
| -$247.59 | Update time unavailable | ||
| -$233.98 | Update time unavailable | ||
| -$220.37 | Update time unavailable | ||
| -$206.76 | Update time unavailable | ||
| -$193.15 | Update time unavailable | ||
| -$179.54 | Update time unavailable | ||
| -$165.93 | Update time unavailable | ||
| -$152.32 | Update time unavailable | ||
| -$138.71 | Update time unavailable | ||
| -$125.10 | Update time unavailable | ||
| -$111.49 | Update time unavailable | ||
| -$97.88 | Update time unavailable | ||
| -$84.27 | Update time unavailable | ||
| -$70.66 | Update time unavailable | ||
| -$57.05 | Update time unavailable | ||
| -$43.44 | Update time unavailable | ||
| -$29.83 | Update time unavailable | ||
| -$16.22 | Update time unavailable | ||
| -$2.61 | Update time unavailable | ||
| $0.00 | Update time unavailable | ||
| $11.00 | Spot reference | Update time unavailable | |
| $24.61 | Update time unavailable | ||
| $38.22 | Update time unavailable | ||
| $51.83 | Update time unavailable | ||
| $65.44 | Update time unavailable | ||
| $79.05 | Update time unavailable | ||
| $92.66 | Update time unavailable | ||
| $106.27 | Update time unavailable | ||
| $119.88 | Update time unavailable | ||
| $133.49 | Update time unavailable | ||
| $147.10 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable | ||
| $150.00 | Update time unavailable |
Black-Scholes from the published at-the-money implied volatility (one expected move above spot). Requires 100 shares per contract; above the strike the shares are called away.
Next steps
Data provenance
Figures are from published, reviewed research as of Oct 7, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.