← Back to Stock / ETF implied volatility screenerVALE - Vale S.A. (ADR)
VALE - Vale S.A. (ADR)
Implied Volatility Analysis
Implied Volatility:
39.1%
39.1%
Put/Call-Ratio:
1.35
1.35
Vale S.A. (ADR) has an Implied Volatility (IV) of 39.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VALE is 3 and the Implied Volatility Percentile (IVP) is 7. The current Implied Volatility Index for VALE is -1.01 standard deviations away from its 1 year mean.
| Market Cap | $72.35B |
|---|---|
| Dividend Yield | 6.72% ($1.07) |
| Next Earnings Date | 4/26/2023 (24d) |
| Implied Volatility (IV) 30d | 39.13 |
| Implied Volatility Rank (IVR) 1y | 2.55 |
| Implied Volatility Percentile (IVP) 1y | 7.30 |
| Historical Volatility (HV) 30d | 28.17 |
| IV / HV | 1.39 |
| Open Interest | 1.19M |
| Option Volume | 21.47K |
| Put/Call Ratio (Volume) | 1.35 |
Data was calculated after the 3/31/2023 closing.
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