Vale S.A. (VALE)
NYSE: VALE
· Real-Time Price · USD
10.88
-0.03 (-0.27%)
At close: Sep 17, 2025, 3:59 PM
10.90
0.23%
After-hours: Sep 17, 2025, 07:58 PM EDT
VALE Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for VALE across all expirations is 1,319,364.5 shares per 1% move, with 2,387,972.22 from calls and 1,068,607.72 from puts. The put-call GEX ratio of 0.45 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
VALE GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 906,567.26 | -141,991.47 | 764,575.79 | 0.16 |
| Sep 26, 25 | 39,106.77 | -5,084.99 | 34,021.78 | 0.13 |
| Oct 3, 25 | 24,692.67 | -4,236.48 | 20,456.19 | 0.17 |
| Oct 10, 25 | 8,317.39 | -442.04 | 7,875.35 | 0.05 |
| Oct 17, 25 | 29,440.32 | -20,066 | 9,374.32 | 0.68 |
| Oct 24, 25 | 48,060.29 | -374.13 | 47,686.16 | 0.01 |
| Oct 31, 25 | 831.97 | -1.87 | 830.1 | 0.00 |
| Dec 19, 25 | 466,888.77 | -48,442.68 | 418,446.09 | 0.10 |
| Jan 16, 26 | 611,418.83 | -407,314.67 | 204,104.16 | 0.67 |
| Mar 20, 26 | 51,071.51 | -16,411.32 | 34,660.19 | 0.32 |
| Jun 18, 26 | 57,953.36 | -43,028.25 | 14,925.11 | 0.74 |
| Sep 18, 26 | 21,859.76 | -17,470.96 | 4,388.8 | 0.80 |
| Dec 18, 26 | 25,435.86 | -100,925.19 | -75,489.33 | 3.97 |
| Jan 15, 27 | 93,526.07 | -242,098.61 | -148,572.54 | 2.59 |
| Dec 17, 27 | 2,800.91 | -20,719.06 | -17,918.15 | 7.40 |
| Jan 21, 28 | 0.48 | 0 | 0.48 | 0.00 |