VALE Moves

VALE S VALE 11.59 0.14 1.22%

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Expected move

November 06, 2026 close · $11.62

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.6% ±$0.19	$11.43 – $11.81	$11.39 – $11.85	$11.21 – $12.03
2 sessions	±2.3% ±$0.26	$11.36 – $11.88	$11.30 – $11.94	$11.05 – $12.19
3 sessions	±2.9% ±$0.33	$11.29 – $11.95	$11.22 – $12.02	$10.91 – $12.33
1 week	±3.6% ±$0.42	$11.20 – $12.04	$11.10 – $12.14	$10.72 – $12.52
2 weeks	±4.7% ±$0.55	$11.07 – $12.17	$10.94 – $12.30	$10.45 – $12.79
3 weeks	±6.1% ±$0.71	$10.91 – $12.33	$10.74 – $12.50	$10.13 – $13.11
1 month	±7.4% ±$0.86	$10.76 – $12.48	$10.54 – $12.70	$9.79 – $13.45

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±3.36%

Average actual move

1.89%

Beyond the implied move

0 / 1

Median IV change

+3.32%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 01, 2025	±3.36%	+1.89%	0.56×	38.5% → 39.8%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →