CLF option chain Cleveland-Cliffs Inc.
Cboe delayed options data · as of 09:34 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±19.7% (9.70–14.46) · ATM IV 72.6% · P/C open interest 0.41
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 6.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.65 | 6.50 | 30 | 175.0% | 0.97 | 0.0160 | -0.003 | 7 | 0 | 0.4500 | 50 | 147.8% | -0.03 | 0.0160 | -0.003 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 7.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.75 | 5.25 | 26 | 131.6% | 0.96 | 0.0283 | -0.004 | 8 | 0.0400 | 0.1200 | 12 | 3,177 | 90.8% | -0.04 | 0.0284 | -0.004 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 8.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.33 | 4.25 | 71 | 72.3% | 0.91 | 0.0526 | -0.006 | 9 | 0.1000 | 0.1900 | 1,604 | 363 | 81.5% | -0.09 | 0.0528 | -0.007 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 9.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.18 | 2.70 | 48 | 2,419 | 70.9% | 0.83 | 0.0876 | -0.010 | 10 | 0.2400 | 0.5000 | 1,730 | 1,177 | 84.1% | -0.17 | 0.0880 | -0.010 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 10.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.35 | 1.85 | 233 | 570 | 60.8% | 0.72 | 0.1219 | -0.013 | 11 | 0.5600 | 0.6400 | 533 | 2,033 | 74.7% | -0.29 | 0.1226 | -0.013 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 11.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.12 | 1.28 | 618 | 6,460 | 71.3% | 0.58 | 0.1429 | -0.015 | 12 | 0.9800 | 1.39 | 4,260 | 1,872 | 73.8% | -0.43 | 0.1440 | -0.015 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 12.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.6400 | 0.9700 | 1,968 | 4,881 | 68.9% | 0.43 | 0.1441 | -0.015 | 13 | 1.29 | 1.83 | 142 | 1,057 | 64.3% | -0.57 | 0.1458 | -0.015 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 13.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.3100 | 0.5500 | 680 | 2,547 | 66.8% | 0.31 | 0.1290 | -0.014 | 14 | 1.73 | 2.51 | 8 | 532 | 60.0% | -0.69 | 0.1312 | -0.014 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 14.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2900 | 0.3000 | 691 | 6,044 | 72.6% | 0.21 | 0.1058 | -0.011 | 15 | 2.78 | 3.70 | 1 | 257 | 85.8% | -0.79 | 0.1086 | -0.012 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 15.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1400 | 0.2300 | 209 | 1,386 | 73.9% | 0.15 | 0.0815 | -0.009 | 16 | 3.85 | 4.35 | 38 | 195 | 86.8% | -0.86 | 0.0849 | -0.009 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 16.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0500 | 0.1400 | 3 | 787 | 71.7% | 0.10 | 0.0612 | -0.007 | 17 | 4.40 | 5.35 | 36 | 65.9% | -0.91 | 0.0648 | -0.007 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 17.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0600 | 0.1200 | 16 | 252 | 79.8% | 0.07 | 0.0463 | -0.006 | 18 | 5.20 | 6.40 | 4 | -0.94 | 0.0497 | -0.006 | ||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs