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VALE S VALE 11.45 0.02 0.17%

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ATM IV
0.332
Put Call Ratio (OI)
0.944
Put Call Ratio (Vol)
0.652
IV Rank
15.1
IV Percentile
22.8
Max pain
11.5

Gamma exposure (2026-11-05)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
1.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-20.6
20.6
View values by strike
VALE · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
1.00 0.57 0
3.00 13.6 -200
4.00 2.31 0
5.00 793 -11 K
6.00 2.99 -2.52
6.50 49.6 -6.09
7.00 917 -245
7.50 4.96 0
8.00 16.2 K -506 K
8.50 7.04 0
9.00 200 -43.8 K
9.50 104 -756
10.00 960 K -3.56 M
10.50 4.61 K -96.9 K
11.00 539 K -1.25 M
11.50 1.13 M -456 K
12.00 2.14 M -4.9 M
12.50 105 K -27.9 K
13.00 365 K -601 K
13.50 21.6 K -1.19 K
14.00 575 K -223 K
14.50 7.72 K -35.5
15.00 778 K -123 K
15.50 2.94 K 0
16.00 210 K -56.4 K
16.50 247 -8.94
17.00 558 K -81.2 K
17.50 10.5 0
18.00 239 K -5.63e-6
18.50 0 -15
19.00 36.3 K -12.8
19.50 0 -4.23
20.00 337 K -1.15 K
21.00 477 -3.5
22.00 55.3 K 0
23.00 44.8 0
24.00 220 0
25.00 146 K -13.9
26.00 12.2 0
27.00 174 0
28.00 62.6 0
30.00 18.9 K 0
31.00 108 0
32.00 642 0