VALE (VALE S.A.)
Expected Move & Straddle Price History
The expected move for VALE is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current VALE Expected Move
30-Day Straddle
$1.38
7-Day Straddle
$0.42
Avg IV
0.7%
IV Rank
25%
Implied one-standard-deviation move through the next 30 days. Compare to VALE's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
VALE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260803 | $1.38 | $0.42 | 0.7% | 25% |
| 20260731 | $1.07 | $0.57 | 0.7% | 26% |
| 20260730 | $1.76 | $0.61 | 0.7% | 33% |
| 20260729 | $1.06 | $0.53 | 0.7% | 27% |
| 20260728 | $2.11 | $0.75 | 0.7% | 27% |
| 20260727 | $2.06 | $0.55 | 0.7% | 30% |
| 20260724 | $1.15 | $0.59 | 0.9% | 61% |
| 20260723 | $1.52 | $0.66 | 0.9% | 53% |
| 20260722 | $1.27 | $0.70 | 0.6% | 21% |
| 20260721 | $1.19 | $0.73 | 0.9% | 60% |
| 20260720 | $1.14 | $0.57 | 0.9% | 56% |
| 20260716 | $1.09 | $0.62 | 0.7% | 36% |
| 20260715 | $1.18 | $0.64 | 0.6% | 20% |
| 20260714 | $2.06 | $0.68 | 0.6% | 16% |
| 20260713 | $2.00 | $0.46 | 0.5% | 9% |
| 20260710 | $0.92 | $0.48 | 0.7% | 30% |
| 20260709 | $0.99 | $0.58 | 0.7% | 25% |
| 20260708 | $1.37 | $0.66 | 0.6% | 16% |
| 20260707 | $1.44 | $0.62 | 0.7% | 34% |
| 20260706 | $1.32 | $0.45 | 0.6% | 13% |
| 20260702 | $1.10 | $0.54 | 0.6% | 22% |
| 20260701 | $1.15 | $0.56 | 0.6% | 25% |
| 20260630 | $1.21 | $0.61 | 0.7% | 29% |
| 20260629 | $1.06 | $0.39 | 0.7% | 29% |
| 20260626 | $1.19 | $0.47 | 0.8% | 39% |
| 20260625 | $1.28 | $0.55 | 0.7% | 36% |
| 20260624 | $0.95 | $0.61 | 0.7% | 37% |
| 20260623 | $1.37 | $0.64 | 0.6% | 21% |
| 20260622 | $1.36 | $0.47 | 0.7% | 23% |
| 20260618 | $1.19 | $0.53 | 0.5% | 8% |
| 20260617 | $1.28 | $0.64 | 1.2% | 69% |
| 20260616 | $1.21 | $0.66 | 1.1% | 60% |
| 20260615 | $1.25 | $0.40 | 1.2% | 75% |
| 20260613 | $1.15 | $0.55 | 0.7% | 24% |
| 20260612 | $1.34 | $0.54 | 0.7% | 23% |
| 20260611 | $1.29 | $0.62 | 0.6% | 19% |
| 20260610 | $1.60 | $0.65 | 0.6% | 17% |
| 20260609 | $0.95 | $0.70 | 0.6% | 11% |
| 20260608 | $2.08 | $0.52 | 0.8% | 30% |
| 20260605 | $1.54 | $0.66 | 0.9% | 39% |
| 20260604 | $1.09 | $0.61 | 0.8% | 36% |
| 20260603 | $1.25 | $0.75 | 0.7% | 27% |
| 20260602 | $1.33 | $0.82 | 0.8% | 33% |
| 20260601 | $1.41 | $0.76 | 0.6% | 14% |
| 20260529 | $1.25 | $0.65 | 0.8% | 30% |
| 20260528 | $1.04 | $0.64 | 0.7% | 23% |
| 20260527 | $1.48 | $0.69 | 0.7% | 27% |
| 20260526 | $1.36 | $0.73 | 0.9% | 46% |
| 20260522 | $1.15 | $0.56 | 0.8% | 36% |
| 20260521 | $1.26 | $0.65 | 0.8% | 30% |
| 20260520 | $1.29 | $0.72 | 0.7% | 28% |
| 20260519 | $1.31 | $0.78 | 0.8% | 30% |
| 20260518 | $1.34 | $0.56 | 0.8% | 36% |
| 20260515 | $1.23 | $0.64 | 0.7% | 21% |
| 20260514 | $1.23 | $0.70 | 0.7% | 28% |
| 20260513 | $1.11 | $0.77 | 0.7% | 22% |
| 20260512 | $1.34 | $0.83 | 0.5% | 0% |
| 20260511 | $1.25 | $0.58 | 0.5% | 5% |
| 20260510 | $1.46 | $0.65 | 0.5% | 3% |
| 20260508 | $1.46 | $0.65 | 0.5% | 6% |