AInvestOption Pilot Program
Options/VALE
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VALEVALE S.A.

Options Analysis Report
Market Cap $65.2B|NYSE
● 2026-08-28$15.31
BULLISH
Analysis: 2026-08-27 EOD data
1Y +49.4%YTD +15.5%7D +4.9%
19,370
30D
±9.1%
19%

VALE Options Overview

Mixed signals. No clear edge detected.

REWARDS

RISK ANALYSIS

6.1VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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VALE Gamma Walls

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Value

Is IV priced right?

7.1
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks6/9 checks passed
≤35%

IV Rank 50.4% — elevated vs history

<1.05x

IV/HV 1.00x — IV ≤ HV

Sector Relative≤50%

Sector percentile 23% — below sector median

<1.1x

Front/Back 0.88x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 33.4% — normal range

<80%

Effective IV 47.5% (ATM 33.4% + spread 7.0% + bias) — excellent value

<3.0%

Total drag 10.71% (spread 7.04% + slippage 3.67%) — high friction

≥5.0

Vega efficiency 1.26 (vega 0.889 / spread 7.04%) — spread drag

Sentiment

Bullish or bearish?

7.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBullish - Moderate signal (Conviction: +24%, Raw: +26%)
|net sentiment| ≥25%

Conviction-weighted: +24% (bullish) — Raw: +26%

≥15%

|OI skew| 2.9% — balanced

Same sign, |vol skew| ≥10%

Vol skew +34.7%, OI skew +2.9% — aligned

≥2/3 conditions

0-DTE 3%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +8%, ATM: +13%, OTM: +28% — neutral (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 53% — neutral vs sector

Activity

Unusual activity?

4.0
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 0.4x avg — normal

≥15%

Vol/OI 1.2% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +5.4% (5d) — building

Sector Relative≥60%

Sector activity percentile 39% — below sector avg

≥30%

Large trade volume 36% — institutional presence

≥60%

Aggressive execution 55% — patient

≥30

Conviction +24 (bullish) — mixed

Liquidity

Can I trade efficiently?

5.2
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks4/8 checks passed
≤5.0%

Spread 7.0% — wide

≥10,000

OI 1,594,647 — deep

≥500

Volume 19,370/day — active

≤$0.50

$0.35 to cross — cheap

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 55% — neutral vs sector

≥100 contracts

Depth 855.3 contracts (bid:432.7 ask:422.6) — deep

<1.0%

Avg slippage 3.67% — poor

Timing

Is now a good time?

7.1
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed
|slope| ≥5%

Slope -11.6% — contango

<30 or >70

IV percentile 50% — neutral

≥10pts kink

IV kink -3.3pts — no clear event

<0.5 or >2.0

θ/ν ratio 46.78 — favors income trades

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +24% @ 62% consistency — unclear

≥40 composite score

Score 66 (ITM 20% + inst 36%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls6.8
bullishIV cheap, bullish flow
Long Puts5.4
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put5.4
bullishIV too cheap, bullish flow
Covered Call4.0
bearishIV too cheap, bullish flow

For educational purposes only. Not investment advice.