Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Soc. Generale Call 17 VALE 21.06.2024   Call Vale SA 2024-06-21 17.00 - - 0.43 17.04
Soc. Generale Call 17 VALE 21.06.2024   Call Vale SA 2024-06-21 17.00 0.022 - 0.43 17.04
Citi Call 12 VALE 19.12.2024   Call Vale SA 2024-12-19 12.00 - - 0.43 4.21
Citi Call 12 VALE 19.12.2024   Call Vale SA 2024-12-19 12.00 - - 0.43 4.21
Soc. Generale Call 20 VALE 21.06.2024   Call Vale SA 2024-06-21 20.00 - - 0.43 22.89
Soc. Generale Call 20 VALE 21.06.2024   Call Vale SA 2024-06-21 20.00 0.001 - 0.43 22.89
Citi Call 12 VALE 16.01.2025   Call Vale SA 2025-01-16 12.00 - - 0.42 4.03
Citi Call 12 VALE 16.01.2025   Call Vale SA 2025-01-16 12.00 - - 0.42 4.03
Soc. Generale Call 20 VALE 20.09.2024   Call Vale SA 2024-09-20 20.00 - - 0.42 9.97
Soc. Generale Call 20 VALE 20.09.2024   Call Vale SA 2024-09-20 20.00 0.058 - 0.42 9.97
Morgan Stanley Call 13.5 VALE 21.06.2024   Call Vale SA 2024-06-21 13.50 - - 0.42 12.46
Morgan Stanley Call 18.5 VALE 21.06.2024   Call Vale SA 2024-06-21 18.50 - - 0.42 23.19
Soc. Generale Put 16 VALE 20.12.2024   Put Vale SA 2024-12-20 16.00 - - 0.42 -2.27
Soc. Generale Put 16 VALE 20.12.2024   Put Vale SA 2024-12-20 16.00 3.480 - 0.42 -2.27
JP Morgan Put 15 VALE 17.01.2025   Put Vale SA 2025-01-17 15.00 - - 0.42 -2.42
Morgan Stanley Call 17.5 VALE 21.06.2024   Call Vale SA 2024-06-21 17.50 - - 0.42 21.45
JP Morgan Put 10 VALE 17.01.2025   Put Vale SA 2025-01-17 10.00 - - 0.42 -4.38
Soc. Generale Put 10 VALE 21.06.2024   Put Vale SA 2024-06-21 10.00 - - 0.42 -14.55
Soc. Generale Put 10 VALE 21.06.2024   Put Vale SA 2024-06-21 10.00 0.040 - 0.42 -14.55
JP Morgan Put 11 VALE 17.01.2025   Put Vale SA 2025-01-17 11.00 - - 0.41 -3.89
Morgan Stanley Call 17 VALE 21.06.2024   Call Vale SA 2024-06-21 17.00 - - 0.41 20.65
Citi Call 12.5 VALE 16.01.2025   Call Vale SA 2025-01-16 12.50 - - 0.41 4.32
Citi Call 12.5 VALE 16.01.2025   Call Vale SA 2025-01-16 12.50 - - 0.41 4.32
Citi Call 13 VALE 16.01.2025   Call Vale SA 2025-01-16 13.00 - - 0.41 4.52
Citi Call 13 VALE 16.01.2025   Call Vale SA 2025-01-16 13.00 - - 0.41 4.52
JP Morgan Call 18 VALE 20.12.2024   Call Vale SA 2024-12-20 18.00 - - 0.41 6.94
Citi Call 13 VALE 19.12.2024   Call Vale SA 2024-12-19 13.00 - - 0.41 4.85
Citi Call 13 VALE 19.12.2024   Call Vale SA 2024-12-19 13.00 - - 0.41 4.85
Soc. Generale Call 16 VALE 21.06.2024   Call Vale SA 2024-06-21 16.00 0.041 - 0.41 16.42
Soc. Generale Call 16 VALE 21.06.2024   Call Vale SA 2024-06-21 16.00 - - 0.41 16.42
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