Options Chain for VALENS SEMICONDUCTOR LTD ORDINARY SHARES (VLN) - $2.50 as of 1/12/2026 6:33:35 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 | 0.20 | 0.25 | 0.23 | 0.23 | -0.20 | -46.52% | 0.09 | 2,585 | 2,752 | 3.22 | 0.46 | 0.51 | -0.04 | 1/12/2026 | 1/12/2026 3:59:53 PM EST |
| 5.00 | 0.05 | 0.10 | 0.08 | 0.05 | -0.07 | -58.34% | 0.02 | 320 | 780 | 5.48 | 0.02 | 0.05 | 0.00 | 1/12/2026 | 1/12/2026 3:59:53 PM EST |
| 7.50 | 0.00 | 0.10 | 0.05 | 0.08 | +0.03 | +60.00% | 0.01 | 243 | 16 | 0.00 | 0.00 | 0.00 | 0.00 | 1/12/2026 | 1/12/2026 3:59:53 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 | 0.35 | 0.50 | 0.43 | 0.45 | 0.00 | 0.00% | 0.17 | 2,013 | 136 | 3.08 | -0.54 | 0.51 | -0.04 | 1/12/2026 | 1/12/2026 3:59:53 PM EST |
| 5.00 | 2.50 | 3.10 | 2.80 | 2.70 | +0.12 | +4.66% | 0.56 | 2 | 8 | 0.00 | -0.98 | 0.05 | 0.00 | 1/12/2026 | 1/12/2026 3:59:53 PM EST |
| 7.50 | 4.80 | 5.60 | 5.20 | 5.94 | 0.00 | 0.00% | 0.69 | 0 | 1 | 0.00 | -1.00 | 0.00 | 0.00 | 1/2/2026 | 1/12/2026 3:59:53 PM EST |