VALE · Expected-Move

VALE S.A. American Depositary Shares Each Representing one common share (VALE) expected move

The priced move, its boundaries and how it compares with past earnings moves.

$13.61

Expected move: $1.05
Expected move %: 7.7%
Lower boundary: $12.56
Upper boundary: $14.66
Median historical move: 1.9%
Method: ATM_STRADDLE_MIDPOINT

Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Update time unavailable

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2023-10-26Realized move 3.5305%Implied move UnavailableSigned actual 3.5305% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable

Exact data table

Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
Realized move (%)	Implied move (%)	Context	Updated
3.5305%	Unavailable	Signed actual 3.5305% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
0.296%	Unavailable	Signed actual 0.296% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
2.5064%	Unavailable	Signed actual 2.5064% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
0.2812%	Unavailable	Signed actual 0.2812% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
3.7188%	Unavailable	Signed actual 3.7188% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
0.3937%	Unavailable	Signed actual 0.3937% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
2.5635%	Unavailable	Signed actual 2.5635% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
1.8897%	Unavailable	Signed actual 1.8897% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
1.6818%	Unavailable	Signed actual 1.6818% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
6.2685%	Unavailable	Signed actual 6.2685% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
0.4666%	Unavailable	Signed actual 0.4666% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable

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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.