Options Chain for VALENS SEMICONDUCTOR LTD ORDINARY SHARES (VLN) - $1.56 as of 1/9/2026 2:04:49 PM EST
Calls
| Strike | Bid | Ask | Premium | Last Price | Change | %Chg | Premium to Strike Price Ratio | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2.50 | 0.65 | 0.70 | 0.68 | 0.66 | +0.61 | +1,220.00% | 0.27 | 9,584 | 3,827 | 2.05 | 0.64 | 0.20 | -0.01 | 1/9/2026 | 1/9/2026 4:00:01 PM EST |
| 5.00 | 0.35 | 0.40 | 0.38 | 0.35 | +0.30 | +600.00% | 0.08 | 1,821 | 1,320 | 2.65 | 0.28 | 0.19 | -0.01 | 1/9/2026 | 1/9/2026 4:00:01 PM EST |
| 7.50 | 0.20 | 0.35 | 0.28 | 0.23 | +0.18 | +360.00% | 0.04 | 381 | 169 | 2.95 | 0.13 | 0.12 | 0.00 | 1/9/2026 | 1/9/2026 4:00:01 PM EST |
Puts
| Strike | Bid | Ask | Premium | Last Price | Change | %Chg | Premium to Strike Price Ratio | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2.50 | 0.65 | 0.70 | 0.68 | 0.65 | -0.30 | -31.58% | 0.27 | 337 | 603 | 2.05 | -0.36 | 0.20 | -0.01 | 1/9/2026 | 1/9/2026 4:00:01 PM EST |
| 5.00 | 2.65 | 2.90 | 2.78 | 2.78 | -0.44 | -13.67% | 0.56 | 10 | 21 | 2.33 | -0.72 | 0.19 | -0.01 | 1/9/2026 | 1/9/2026 4:00:01 PM EST |
| 7.50 | 4.90 | 5.30 | 5.10 | 5.23 | % | 0.68 | 50 | 0 | 3.12 | -0.87 | 0.12 | 0.00 | 1/9/2026 | 1/9/2026 4:00:01 PM EST |