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Valaris Limited VAL 80.69 1.77 2.24%

Previous-day view · Wed Nov 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.521
Put Call Ratio (OI)
0.378
Put Call Ratio (Vol)
1.85
IV Rank
20.7
IV Percentile
57.5
Max pain
85

Delta exposure (2026-11-11)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
9.0
436.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-74.1
74.1
View values by strike
VAL · Delta exposure · 2026-11-11. Delta-weighted share equivalents.
StrikeCallsPuts
15.00 1.89 K 0
17.50 496 -15.1
20.00 1.58 K -240
22.50 995 -51.5
25.00 12.2 K -511
27.50 10.7 K -157
30.00 26.7 K -2.09 K
32.50 31.7 K -175
35.00 12.5 K -307
37.50 17.1 K -155
40.00 21.8 K -1.85 K
42.50 55.6 K -1.06 K
45.00 65.1 K -3.27 K
47.50 3.98 K -3.08 K
50.00 29.5 K -2.57 K
52.50 23.4 K -3.51 K
55.00 17.1 K -1.89 K
57.50 22.8 K -629
60.00 38.2 K -3.24 K
62.50 2.29 K -935
65.00 70.3 K -685
67.50 1.04 K -701
70.00 210 K -7.67 K
72.50 72.6 -408
75.00 146 K -61.5 K
77.50 9.8 K -11.1 K
80.00 117 K -5.75 K
82.50 1.19 K -2.38 K
85.00 250 K -818
87.50 780 -1.68 K
90.00 55.7 K -1.52 K
92.50 2.36 K -2.03 K
95.00 1.33 K -1.23 K
97.50 1.08 K -7.75 K
100.00 30.3 K -37.7 K
105.00 5.3 K -29.8 K
110.00 22.4 K -282
115.00 852 -66.8
120.00 55.4 K 0
125.00 914 0
130.00 26.1 K -382
135.00 5.52 K 0
140.00 3.45 K 0
145.00 680 0
150.00 462 0
155.00 3.38 K 0