VALE Moves

VALE S VALE 11.45 0.02 0.17%

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Expected move

November 05, 2026 close · $11.45

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.8% ±$0.20	$11.25 – $11.65	$11.21 – $11.69	$11.01 – $11.89
2 sessions	±2.4% ±$0.27	$11.18 – $11.72	$11.12 – $11.78	$10.87 – $12.03
3 sessions	±2.9% ±$0.34	$11.11 – $11.79	$11.05 – $11.85	$10.73 – $12.17
1 week	±3.7% ±$0.42	$11.03 – $11.87	$10.93 – $11.97	$10.55 – $12.35
2 weeks	±5.0% ±$0.57	$10.88 – $12.02	$10.74 – $12.16	$10.23 – $12.67
3 weeks	±6.3% ±$0.73	$10.72 – $12.18	$10.55 – $12.35	$9.91 – $12.99
1 month	±7.7% ±$0.89	$10.56 – $12.34	$10.34 – $12.56	$9.57 – $13.33

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±3.36%

Average actual move

1.89%

Beyond the implied move

0 / 1

Median IV change

+3.32%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 01, 2025	±3.36%	+1.89%	0.56×	38.5% → 39.8%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →