CLF option chain Cleveland-Cliffs Inc.
Cboe delayed options data · as of 00:33 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 ±2.7% (11.95–12.62) · ATM IV 52.3% · P/C open interest 0.65
| 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 | |
| 5.70 | 5.90 | 4 | 7 | 595.8% | 1.00 | 0.0005 | 0.000 | 6.5 | 0 | 2.13 | -0.00 | 0.0005 | -0.000 | |||
| 5.20 | 5.40 | 3 | 26 | 532.4% | 1.00 | 0.0008 | 0.000 | 7 | 0 | 0.0100 | 1 | 436.0% | -0.00 | 0.0008 | -0.000 | |
| 4.70 | 4.90 | 3 | 5 | 473.3% | 1.00 | 0.0013 | 0.000 | 7.5 | 0 | 0.0500 | 5 | 484.5% | -0.00 | 0.0013 | -0.000 | |
| 4.15 | 4.40 | 6 | 25 | 1.00 | 0.0021 | 0.000 | 8 | 0 | 0.0500 | 6 | 428.6% | -0.00 | 0.0021 | -0.001 | ||
| 3.70 | 3.90 | 1 | 11 | 365.2% | 1.00 | 0.0036 | 0.000 | 8.5 | 0 | 0.0900 | 30 | 419.0% | -0.00 | 0.0036 | -0.001 | |
| 3.15 | 3.40 | 2 | 19 | 1.00 | 0.0063 | 0.000 | 9 | 0 | 0.0100 | 254 | 255.1% | -0.00 | 0.0063 | -0.001 | ||
| 2.66 | 2.91 | 11 | 219.0% | 0.99 | 0.0115 | -0.001 | 9.5 | 0 | 0.0100 | 324 | 215.2% | -0.01 | 0.0115 | -0.002 | ||
| 2.10 | 2.43 | 52 | 316 | 0.99 | 0.0222 | -0.002 | 10 | 0 | 0.0200 | 5 | 3,504 | 195.8% | -0.01 | 0.0222 | -0.003 | |
| 1.62 | 2.01 | 9 | 235 | 198.3% | 0.98 | 0.0458 | -0.005 | 10.5 | 0 | 0.0100 | 44 | 689 | 139.6% | -0.02 | 0.0458 | -0.006 |
| 1.06 | 1.40 | 447 | 3,311 | 0.96 | 0.1031 | -0.010 | 11 | 0 | 0.0100 | 61 | 7,542 | 103.1% | -0.04 | 0.1030 | -0.011 | |
| 0.7300 | 1.05 | 155 | 1,455 | 151.1% | 0.92 | 0.2603 | -0.023 | 11.5 | 0.0100 | 0.0400 | 106 | 1,770 | 88.4% | -0.08 | 0.2600 | -0.023 |
| 0.3000 | 0.4400 | 660 | 4,859 | 77.8% | 0.74 | 0.7082 | -0.074 | 12 | 0.0300 | 0.0800 | 272 | 2,530 | 61.3% | -0.26 | 0.7084 | -0.075 |
| 0.0800 | 0.1100 | 918 | 4,702 | 70.5% | 0.32 | 0.8093 | -0.088 | 12.5 | 0.0800 | 0.4000 | 230 | 1,528 | 34.1% | -0.68 | 0.8215 | -0.089 |
| 0.0100 | 0.0300 | 853 | 3,469 | 78.1% | 0.10 | 0.3284 | -0.025 | 13 | 0.5400 | 0.8500 | 20 | 143 | -0.91 | 0.3393 | -0.026 | |
| 0 | 0.0100 | 257 | 1,254 | 89.2% | 0.04 | 0.1402 | -0.012 | 13.5 | 0.9900 | 1.35 | 52 | 58 | -0.96 | 0.1405 | -0.015 | |
| 0 | 0.0100 | 2 | 548 | 117.3% | 0.02 | 0.0687 | -0.006 | 14 | 1.45 | 1.84 | 4 | 4 | -0.98 | 0.0652 | -0.010 | |
| 0 | 0.0100 | 1 | 241 | 143.5% | 0.01 | 0.0370 | -0.004 | 14.5 | 1.81 | 2.34 | 1 | 1 | -0.99 | 0.0326 | -0.008 | |
| 0 | 0.0100 | 7,446 | 168.1% | 0.01 | 0.0214 | -0.002 | 15 | 2.40 | 3.05 | 1 | 2 | -0.99 | 0.0174 | -0.007 | ||
| 0 | 0.0100 | 51 | 191.5% | 0.01 | 0.0131 | -0.002 | 15.5 | 2.82 | 3.45 | 3 | -1.00 | 0.0097 | -0.007 | |||
| 0 | 0.0100 | 61 | 213.7% | 0.00 | 0.0084 | -0.001 | 16 | 3.30 | 3.95 | 4 | -1.00 | 0.0056 | -0.007 | |||
| 0 | 0.3000 | 6 | 432.6% | 0.00 | 0.0056 | -0.001 | 16.5 | 3.80 | 4.40 | 2 | -1.00 | 0.0034 | -0.006 | |||
| 0 | 0.3000 | 5 | 35 | 462.7% | 0.00 | 0.0038 | -0.001 | 17 | 4.30 | 4.85 | 2 | -1.00 | 0.0021 | -0.006 | ||
| 0 | 0.1900 | 1 | 8 | 472.0% | 0.00 | 0.0019 | -0.000 | 18 | 5.45 | 5.80 | 1 | -1.00 | 0.0009 | -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 — Sep 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs