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
$1.01
7-Day Straddle
$0.46
Avg IV
0.5%
IV Rank
22%
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 |
|---|---|---|---|---|
| 20260925 | $1.01 | $0.46 | 0.5% | 22% |
| 20260924 | $0.97 | $0.90 | 0.5% | 16% |
| 20260923 | $1.06 | $0.64 | 0.5% | 14% |
| 20260922 | $1.11 | $0.66 | 0.6% | 26% |
| 20260921 | $1.19 | $0.43 | 0.6% | 26% |
| 20260918 | $1.08 | $0.51 | 1.2% | 100% |
| 20260917 | $1.18 | $0.54 | 0.5% | 18% |
| 20260916 | $1.15 | $0.64 | 0.8% | 57% |
| 20260915 | $1.26 | $0.65 | 1.0% | 74% |
| 20260914 | $1.29 | $0.47 | 1.0% | 69% |
| 20260911 | $1.31 | $0.58 | 0.6% | 31% |
| 20260910 | $1.27 | $0.80 | 0.4% | 10% |
| 20260909 | $1.16 | $0.65 | 0.5% | 17% |
| 20260908 | $1.46 | $0.74 | 0.7% | 40% |
| 20260904 | $0.99 | $0.57 | 0.5% | 21% |
| 20260903 | $1.22 | $0.62 | 0.6% | 29% |
| 20260902 | $1.22 | $0.68 | 0.6% | 27% |
| 20260901 | $1.28 | $0.64 | 0.5% | 24% |
| 20260831 | $0.97 | $0.43 | 0.6% | 26% |
| 20260828 | $1.12 | $0.50 | 0.5% | 21% |
| 20260827 | $1.10 | $0.58 | 0.5% | 23% |
| 20260826 | $1.01 | $0.66 | 0.6% | 32% |
| 20260825 | $1.81 | $0.69 | 0.5% | 20% |
| 20260824 | $1.23 | $0.46 | 0.6% | 31% |
| 20260821 | $1.06 | $0.50 | 0.9% | 62% |
| 20260820 | $1.00 | $0.56 | 0.8% | 50% |
| 20260819 | $0.96 | $0.52 | 1.1% | 83% |
| 20260818 | $0.96 | $0.54 | 1.0% | 78% |
| 20260817 | $0.97 | $0.45 | 0.7% | 45% |
| 20260814 | $0.86 | $0.43 | 0.3% | 0% |
| 20260813 | $0.99 | $0.56 | 0.6% | 18% |
| 20260812 | $1.00 | $0.75 | 0.6% | 20% |
| 20260811 | $1.41 | $0.66 | 0.6% | 23% |
| 20260810 | $1.09 | $0.61 | 0.8% | 42% |
| 20260806 | $1.85 | $0.84 | 0.7% | 26% |
| 20260805 | $1.49 | $0.68 | 0.6% | 25% |
| 20260804 | $1.07 | $0.77 | 0.7% | 26% |
| 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% |