greeksoup/ stocks
Stocks / United States / VALE / Options

Vale S.A. options tape

Read from CBOE's delayed chain on 26 September 2026, with Vale S.A. at $13.57: open interest within 90 days was 277,023 call and 280,569 put contracts, a put/call ratio of 1.01; the day's volume was 7,677 calls and 6,462 puts (0.84). The most call open interest sits at the $18.00 strike (92,688 contracts) and the most put open interest at $13.00 (75,777). The at-the-money straddle for 2 October 2026, 6 days out, was priced at 3.4% of spot. For 16 October 2026, implied volatility was 34.3% at the put 5% below spot and 34.9% at the call 5% above, -0.6 points.

Spot$13.57+0.37% on the day
Put/call, open interest1.01280,569 puts, 277,023 calls
Put/call, volume0.846,462 puts, 7,677 calls
Priced move3.4%straddle to 2 October 2026, 6 days
30-day implied volatility35.4%
Put minus call IV, 5% out-0.6 ptsto 16 October 2026

Where the open interest sits

SideStrikeOpen interest
Calls$18.0092,688
Puts$13.0075,777

The strike with the most open interest on each side, across expiries within 90 days.

Strikes where the day's volume was at least twice the open interest

ContractVolumeOpen interest beforePremium traded
9 October 2026 call at $13.5070558$31,020

Volume of at least 200 contracts and at least twice the open interest, with at least $25,000 of premium at the mid; contracts expiring the same day are left out. Premium is mid price times volume times 100.

Open-interest builds against the previous day appear from the second daily read of this name.

Source

CBOE delayed quotes for VALE, the free 15-minute-delayed chain, read once a day. Figures describe positioning; they are not a forecast.

The same record on your computer

GreekSoup is also a free program for your own computer. It reads these same filings for the names you follow, refreshed as they land, with no account. One pasted line installs it.

Install