Options Chain for VALENS SEMICONDUCTOR LTD ORDINARY SHARES (VLN) - $2.07 as of 7/5/2026 11:57:40 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0.50 | 1.30 | 2.15 | 1.73 | 1.85 | 0.00 | 0.00% | 3.46 | 0 | 34 | 0.00 | 0.99 | 0.02 | 0.00 | 7/1/2026 | 7/2/2026 3:59:57 PM EST |
| 1.00 | 0.95 | 1.40 | 1.18 | 1.23 | -0.17 | -12.15% | 1.18 | 22 | 55 | 3.60 | 0.91 | 0.10 | 0.00 | 7/2/2026 | 7/2/2026 3:59:57 PM EST |
| 1.50 | 0.60 | 0.95 | 0.78 | 1.00 | -0.10 | -9.10% | 0.52 | 15 | 205 | 1.44 | 0.79 | 0.18 | 0.00 | 7/2/2026 | 7/2/2026 3:59:57 PM EST |
| 2.00 | 0.45 | 0.75 | 0.60 | 0.75 | -0.08 | -9.64% | 0.30 | 11 | 356 | 1.91 | 0.66 | 0.25 | -0.01 | 7/2/2026 | 7/2/2026 3:59:57 PM EST |
| 2.50 | 0.40 | 0.55 | 0.48 | 0.51 | -0.04 | -7.28% | 0.19 | 11 | 5,543 | 2.02 | 0.54 | 0.27 | -0.01 | 7/2/2026 | 7/2/2026 3:59:57 PM EST |
| 5.00 | 0.20 | 0.25 | 0.23 | 0.23 | 0.00 | 0.00% | 0.05 | 20 | 2,493 | 2.38 | 0.16 | 0.18 | 0.00 | 7/2/2026 | 7/2/2026 3:59:57 PM EST |
| 7.50 | 0.05 | 0.20 | 0.13 | 0.14 | 0.00 | 0.00% | 0.02 | 0 | 524 | 2.42 | 0.04 | 0.07 | 0.00 | 7/1/2026 | 7/2/2026 3:59:57 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0.50 | 0.00 | 0.05 | 0.03 | 0.03 | 0.00 | 0.00% | 0.06 | 0 | 3 | 3.06 | -0.01 | 0.02 | 0.00 | 5/29/2026 | 7/2/2026 3:59:57 PM EST |
| 1.00 | 0.00 | 0.75 | 0.38 | 0.20 | 0.00 | 0.00% | 0.38 | 0 | 58 | 7.41 | -0.09 | 0.10 | 0.00 | 6/5/2026 | 7/2/2026 3:59:57 PM EST |
| 1.50 | 0.15 | 0.35 | 0.25 | 0.20 | 0.00 | 0.00% | 0.17 | 0 | 666 | 1.90 | -0.21 | 0.18 | 0.00 | 7/1/2026 | 7/2/2026 3:59:57 PM EST |
| 2.00 | 0.30 | 0.55 | 0.43 | 0.48 | 0.00 | 0.00% | 0.21 | 0 | 459 | 1.59 | -0.34 | 0.25 | -0.01 | 6/30/2026 | 7/2/2026 3:59:57 PM EST |
| 2.50 | 0.85 | 0.90 | 0.88 | 0.85 | -0.13 | -13.27% | 0.35 | 1 | 775 | 1.98 | -0.46 | 0.27 | -0.01 | 7/2/2026 | 7/2/2026 3:59:57 PM EST |
| 5.00 | 2.85 | 3.40 | 3.13 | 3.03 | 0.00 | 0.00% | 0.63 | 0 | 52 | 3.40 | -0.84 | 0.18 | 0.00 | 6/18/2026 | 7/2/2026 3:59:57 PM EST |
| 7.50 | 4.90 | 5.90 | 5.40 | 4.50 | 0.00 | 0.00% | 0.72 | 0 | 11 | 4.03 | -0.96 | 0.07 | 0.00 | 6/2/2026 | 7/2/2026 3:59:57 PM EST |