What is VALE's IV rank?

At the close on Sep 28, 2026, VALE's IV rank was 45 with 30-day implied volatility of 39.0%. IV sits 45% of the way from its one-year low to its one-year high. Its IV percentile was 69: IV is higher than 69% of the past year's readings.

What is the expected move for VALE?

Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $1.64 (12.1%), a range of $11.95 to $15.23. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on VALE?

At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on VALE: Bear Put Spreads Below the 200-Day (23), Long Call Butterflies for Pinning (12), Married Put Protection (4). Open a screen in the app to see the individual trades, refreshed intraday.

Is VALE option volume above average?

On Sep 28, 2026, VALE option volume was 0.5x its average, quieter than usual.

VALE options: IV rank, expected move and trade screens

Vale S.A. · Materials

As of the close on Sep 28, 2026. In the app, data is refreshed intraday.

VALE closed at $13.59 on Sep 28, 2026 with 30-day implied volatility of 39.0%. That is in the lower half of its one-year range (IV rank 45), so premiums are on the modest side for VALE. Measured by IV percentile, IV is higher than 69% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $1.64, or 12.1%.

The price is below both its 50-day (-7.0%) and 200-day (-11.2%) moving averages. It is 23.7% below its 52-week high and 27.0% above its 52-week low. The 14-day RSI of 34.3 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $0.39, about 2.9% of the price, a measure of a typical day's range.

Option volume at the close (11.9K contracts) was 0.5x its average, quieter than usual. A beta of 1.14 means VALE has tended to move about 1.1 times as much as the broad market. 3 of our preset screens found trades on VALE at the close, led by Bear Put Spreads Below the 200-Day with 23 trades.

VALE stats at the close

Price: $13.59; Market cap $44.3B
Implied volatility: 39.0%; 30-day, at the money
IV rank: 45; IV sits 45% of the way from its one-year low to its one-year high.
IV percentile: 69; IV is higher than 69% of the past year's readings.
ATR (14-day): $0.39; 2.9% of the price on a typical day
RSI (14-day): 34.3; Between 30 and 70, neutral
52-week range: -23.7% from high; +27.0% from the 52-week low
Moving averages: -7.0% vs 50-day; -11.2% vs the 200-day
Beta: 1.14; Sensitivity to the broad market
Option volume: 0.5x avg; 11.9K contracts vs 23.5K average

VALE expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

Expiration	IV	Expected move	1 SD range	Straddle
Oct 2, 20264 days	36.5%	±$0.52 (3.8%)	$13.07 to $14.11	$0.42
Oct 30, 202632 days	40.7%	±$1.64 (12.1%)	$11.95 to $15.23	$1.31
Nov 20, 202653 days	36.4%	±$1.88 (13.9%)	$11.71 to $15.47	$1.54
Dec 18, 202681 days	35.8%	±$2.29 (16.8%)	$11.30 to $15.88	$1.86

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for VALE from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Bear Put Spreads Below the 200-Day

Bear Put Spread

23 trades pass on VALE

Return on risk: 37.0% to 1,000%+
Probability of profit: 34.5% to 64.8%

Bear put spread screener

Long Call Butterflies for Pinning

Call Butterfly

12 trades pass on VALE

Return on risk: 85.2% to 1,000%+
Probability of profit: 24.4% to 75.4%

Butterfly spread screener

Married Put Protection

Married Put

4 trades pass on VALE

Probability of profit: 33.6% to 40.9%

Married put screener

VALE options FAQ

What is VALE's IV rank?: At the close on Sep 28, 2026, VALE's IV rank was 45 with 30-day implied volatility of 39.0%. IV sits 45% of the way from its one-year low to its one-year high. Its IV percentile was 69: IV is higher than 69% of the past year's readings.
What is the expected move for VALE?: Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $1.64 (12.1%), a range of $11.95 to $15.23. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on VALE?: At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on VALE: Bear Put Spreads Below the 200-Day (23), Long Call Butterflies for Pinning (12), Married Put Protection (4). Open a screen in the app to see the individual trades, refreshed intraday.
Is VALE option volume above average?: On Sep 28, 2026, VALE option volume was 0.5x its average, quieter than usual.

Stocks by IV rank Expected move by stock All options screeners Options strategy guides

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.