VALE Options Chain, Open Interest, and Volatility Data

VALE Options Open Interest & Strategy Insights

VALE – Top 10 Strike Prices by Open Interest

Strike	Call OI	Put OI	Total OI
10	147502	452292	599794
12	409101	149258	558359
15	237132	18755	255887
8	72490	173963	246453
20	220333	982	221315
11	141285	42294	183579
9	7406	63301	70707
13	59545	193	59738
17	18513	10505	29018
7	957	26254	27211

VALE – Volatility Metrics & Put/Call Analysis

Put/Call OI Ratio	Put/Call Volume Ratio	Avg Call IV	Avg Put IV	IV Skew
0.70	0.09	38.46%	46.58%	8.12%

Data Analysis

Symbol: VALE Current Price: 12.31
Max Pain: 12.00 (near)

📌 Absolute OI Peak: 10.00 (599794 contracts)
🛡️ Short-term Key Levels: 12.00（558359 contracts，minor support） , 11.00（183579 contracts，minor support） , 9.00（70707 contracts，major support）

📈 Put/Call OI Ratio: 0.70 (bullish, Call OI dominant)
Put/Call Volume Ratio: 0.09 (bullish, Call volume dominant)

📊 Avg Call IV: 38.46%
Avg Put IV: 46.58%
IV Skew: 8.12% (Put IV higher than Call IV by 8.12%, downward expectation slightly stronger)

Market Sentiment Based on Options by Expiration Date

Date	Call Volume	Put Volume	Open Interest	Put/Call Ratio	Sentiment
2025-11-07	1593	124	9398	0.078	Moderate Bullish 📈 (70) ⚠️
2025-11-14	827	932	3427	1.127	Slight Bearish 📉 (40)
2025-11-21	4997	213	61454	0.043	Strong Bullish 📈💥 (85) ⚠️
2025-11-28	264	615	1470	2.330	Moderate Bearish 📉 (30)
2025-12-05	15	10	116	0.667	Slight Bullish 📈 (60)
2025-12-12	225	0	298	0.000	Moderate Bullish 📈 (70) ⚠️
2025-12-19	810	423	81986	0.522	Moderate Bullish 📈 (65)
2026-01-16	6789	1773	658618	0.261	Strong Bullish 📈💥 (85) ⚠️
2026-03-20	14563	532	40304	0.037	Moderate Bullish 📈 (70) ⚠️
2026-06-18	815	286	110907	0.351	Strong Bullish 📈💥 (85)
2026-09-18	112	32	16653	0.286	Moderate Bullish 📈 (70) ⚠️
2026-12-18	457	99	124745	0.217	Strong Bullish 📈💥 (85) ⚠️
2027-01-15	11247	541	324267	0.048	Strong Bullish 📈💥 (85) ⚠️
2027-12-17	73	15	27043	0.205	Moderate Bullish 📈 (70) ⚠️
2028-01-21	2264	58	60505	0.026	Strong Bullish 📈💥 (85) ⚠️
How the Sentiment Algorithm Works This table evaluates market sentiment based on aggregated options data by expiration date. The key metrics are: Put/Call Ratio (PCR): Indicates the relative activity between put and call options. A high PCR suggests bearish sentiment, while a low PCR indicates bullish sentiment. Open Interest (OI): Represents the number of outstanding contracts. Higher values reflect strong market attention or hedging activity. Unusual activity ⚠️: Days with extremely high PCR or OI are flagged, signaling possible speculative bets or hedging pressures. The sentiment score is computed by combining PCR and OI, then classified into clear labels such as Strong Bullish, Moderate Bullish, Neutral, Moderate Bearish, Strong Bearish. Scores range from 0 to 100, where higher values indicate stronger bullish sentiment and lower values indicate stronger bearish sentiment.