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Valaris Limited VAL 80.2 -3.56 -4.25%

VAL Delta Exposure (DEX)

VAL (Valaris Limited): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.507
Put Call Ratio (OI)
0.318
Put Call Ratio (Vol)
1.99
IV Rank
18.8
IV Percentile
46
Max Pain
85

Delta exposure (2026-09-21)

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}
25.0
487.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-73.2
73.2
View values by strike
VAL · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
15.00 1.87 K 0
17.50 492 -14.8
20.00 1.57 K -437
22.50 980 -50
25.00 12.1 K -787
27.50 11 K -132
30.00 26.4 K -2.08 K
32.50 31.3 K -199
35.00 12.5 K -224
37.50 17.5 K -159
40.00 24 K -2.28 K
42.50 54.1 K -1.07 K
45.00 64.4 K -3.72 K
47.50 4 K -3.37 K
50.00 29.2 K -2.76 K
52.50 22.9 K -3.42 K
55.00 17.3 K -1.86 K
57.50 22.4 K -647
60.00 38.6 K -3.76 K
62.50 2.2 K -941
65.00 65.5 K -872
67.50 1.1 K -497
70.00 197 K -7.86 K
72.50 71.8 -370
75.00 139 K -32.3 K
77.50 9.99 K -3.97 K
80.00 122 K -2.71 K
82.50 456 -1.05 K
85.00 350 K -9.42 K
87.50 4.24 K -1.5 K
90.00 44.3 K -2.3 K
92.50 4.18 K -1.97 K
95.00 2.46 K -1 K
97.50 898 -8.11 K
100.00 1.5 K -765
105.00 15.5 K -28.8 K
110.00 23.8 K -2.7 K
115.00 1.15 K -65.3
120.00 56.8 K 0
125.00 990 0
130.00 27.9 K -377
135.00 6.87 K 0
140.00 4.06 K 0
145.00 882 0
150.00 221 -431
155.00 3.77 K 0