VALE · Expected Move
VALE S.A.
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).
VALE straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current VALE Expected Move
30-Day Straddle
$1.07
7-Day Straddle
$0.41
30-Day ATM IV
43.5%
IV Rank
37%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $1.07 | $0.41 | 43.5% | 37% |
| 20261106 | $0.89 | $0.47 | 34.5% | 15% |
| 20261105 | $1.14 | $0.52 | 47.6% | 46% |
| 20261104 | $0.98 | $0.56 | 37.2% | 21% |
| 20261103 | $1.08 | $0.59 | 41.5% | 32% |
| 20261102 | $0.98 | $0.46 | 35.7% | 18% |
| 20261030 | $0.91 | $0.39 | 59.9% | 76% |
| 20261029 | $1.09 | $0.62 | 41.8% | 32% |
| 20261028 | $1.08 | $0.67 | 41.2% | 31% |
| 20261027 | $1.09 | $0.73 | 39.9% | 28% |
| 20261026 | $1.00 | $0.55 | 38.6% | 25% |
| 20261023 | $1.07 | $0.76 | 38.5% | 24% |
| 20261022 | $1.02 | $0.80 | 38.6% | 25% |
| 20261021 | $1.15 | $0.80 | 38.6% | 25% |
| 20261020 | $1.15 | $0.85 | 38.1% | 24% |
| 20261019 | $1.20 | $0.47 | 38.6% | 25% |
| 20261016 | $1.12 | $0.51 | 38.5% | 24% |
| 20261015 | $1.00 | $0.54 | 34.5% | 15% |
| 20261014 | $1.14 | $0.60 | 36.8% | 20% |
| 20261013 | $1.08 | $0.64 | 34.2% | 14% |
| 20261012 | $1.16 | $0.46 | 37.9% | 23% |
| 20261009 | $1.04 | $0.52 | 34.6% | 15% |
| 20261008 | $1.13 | $0.56 | 37.2% | 21% |
| 20261007 | $1.17 | $0.60 | 37.3% | 21% |
| 20261006 | $1.06 | $0.64 | 33.7% | 13% |
| 20261005 | $1.33 | $0.47 | 37.8% | 23% |
| 20261002 | $1.37 | $0.79 | 43.8% | 37% |
| 20261001 | $1.40 | $0.77 | 46.5% | 44% |
| 20260930 | $1.25 | $0.72 | 40.6% | 29% |
| 20260929 | $1.23 | $0.75 | 39.1% | 26% |
| 20260928 | $1.31 | $0.42 | 38.8% | 25% |
| 20260925 | $1.03 | $0.45 | 35.8% | 18% |
| 20260924 | $0.97 | $0.90 | 32.1% | 9% |
| 20260923 | $1.06 | $0.64 | 32.2% | 9% |
| 20260922 | $1.11 | $0.66 | 34.4% | 15% |
| 20260921 | $1.19 | $0.43 | 34.4% | 15% |
| 20260918 | $1.08 | $0.51 | 33.1% | 11% |
| 20260917 | $1.18 | $0.54 | 34.9% | 16% |
| 20260916 | $1.15 | $0.64 | 35.1% | 16% |
| 20260915 | $1.26 | $0.65 | 35.2% | 17% |
| 20260914 | $1.29 | $0.47 | 35.8% | 18% |
| 20260911 | $1.31 | $0.58 | 36.8% | 20% |
| 20260910 | $1.27 | $0.80 | 35.3% | 17% |
| 20260909 | $1.16 | $0.65 | 33.2% | 13% |
| 20260908 | $1.46 | $0.74 | 38.7% | 26% |
| 20260904 | $0.99 | $0.57 | 32.4% | 11% |
| 20260903 | $1.22 | $0.62 | 35.3% | 18% |
| 20260902 | $1.22 | $0.68 | 31.4% | 9% |
| 20260901 | $1.28 | $0.64 | 36.3% | 21% |
| 20260831 | $0.97 | $0.43 | 30.5% | 7% |
| 20260828 | $1.12 | $0.50 | 33.1% | 13% |
| 20260827 | $1.10 | $0.58 | 32.6% | 12% |
| 20260826 | $1.01 | $0.66 | 28.6% | 3% |
| 20260825 | $1.81 | $0.69 | 33.2% | 13% |
| 20260824 | $1.23 | $0.46 | 34.6% | 17% |
| 20260821 | $1.06 | $0.50 | 29.9% | 6% |
| 20260820 | $1.00 | $0.56 | 31.6% | 10% |
| 20260819 | $0.96 | $0.52 | 29.9% | 6% |
| 20260818 | $0.96 | $0.54 | 29.0% | 4% |
| 20260817 | $0.97 | $0.45 | 28.6% | 3% |
More on VALE
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.