VALE · Options

VALE S.A. American Depositary Shares Each Representing one common share (VALE) options chain & liquidity

Term structure, skew and the liquidity of the published chain.

$13.61

Volatility term structureATM IV by stored expiration. Earnings-containing expirations are marked; missing IV stays unavailable. Expiry spacing reflects DTE, not equal calendar spacing.

Update time unavailable

Select observationRange startRange end

Loading graph — the exact table is available below.

2026-10-23ATM IV 39.35%16 DTE · ATM strike $13.50 · No stored earnings markerUpdate time unavailable

Event / reference markers

Earnings expiry 2026-10-30: 23

Exact data table

Volatility term structure · full stored dataset, independent of graph range/toggles
ATM IV (%)	Context	Updated
39.35%	16 DTE · ATM strike $13.50 · No stored earnings marker	Update time unavailable
38.555%	23 DTE · ATM strike $13.50 · Contains earnings	Update time unavailable
37.495%	30 DTE · ATM strike $13.50 · No stored earnings marker	Update time unavailable
35.435%	37 DTE · ATM strike $14.00 · No stored earnings marker	Update time unavailable

Liquidity classification: ACCEPTABLE
Median bid-ask width: 26.1%
25-delta put IV: 38.5%
25-delta call IV: 59.9%
Downside skew: -0.0%

Next steps

Calculator

Run the numbers

Open the calculator that uses the same formulas as this page.

Open tool →Guide

Understand the strategy

Learn the risk, the payoff and the common mistakes.

Read guide →

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.