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Valens Semiconductor Ltd VLN 1.42 0.06 4.41%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
1.37
Put Call Ratio (OI)
0.187
Put Call Ratio (Vol)
1.98
IV Rank
11.3
IV Percentile
15
Max pain
2

Delta exposure (2026-11-06)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
14.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-6.1
6.1
View values by strike
VLN · Delta exposure · 2026-11-06. Delta-weighted share equivalents.
StrikeCallsPuts
0.50 13.3 K -17.4
1.00 24.1 K -1.16 K
1.50 31.6 K -38.6 K
2.00 118 K -17.9 K
2.50 165 K -176 K
5.00 130 K -9.08 K
7.50 104 K 0