CLF catena di opzioni Cleveland-Cliffs Inc.
Ogni riga corrisponde a uno strike. La metà sinistra è la call, la metà destra è la put. Bid/ask sono le quotazioni attuali di acquirenti e venditori; il volume indica i contratti scambiati in questa sessione; l'open interest indica i contratti aperti. La riga evidenziata è quella più vicina al prezzo del titolo.
Questa scadenza prezza una mossa di circa ±6.4% (11.55–13.14) · ATM IV 53.2% · P/C open interest 1.25
| CALL | Strike | PUT | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Chiedi | 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 | Chiedi | Vol | OI | IV | Δ | Γ | Θ | |
| 5.55 | 7.00 | 5 | 417.4% | 1.00 | 0.0043 | 0.000 | 6.5 | 0 | 0.2400 | 293.6% | -0.00 | 0.0043 | -0.002 | |||
| 5.05 | 6.50 | 5 | 379.2% | 0.99 | 0.0056 | 0.000 | 7 | 0 | 0.4800 | 317.5% | -0.01 | 0.0056 | -0.002 | |||
| 4.65 | 5.85 | 4 | 336.2% | 0.99 | 0.0075 | -0.000 | 7.5 | 0 | 0.4800 | 286.5% | -0.01 | 0.0075 | -0.003 | |||
| 4.15 | 5.35 | 6 | 303.3% | 0.99 | 0.0101 | -0.001 | 8 | 0 | 0.4800 | 3 | 257.3% | -0.01 | 0.0101 | -0.003 | ||
| 3.65 | 4.85 | 5 | 272.1% | 0.99 | 0.0140 | -0.002 | 8.5 | 0 | 0.4800 | 3 | 229.7% | -0.01 | 0.0140 | -0.003 | ||
| 3.15 | 4.35 | 6 | 242.4% | 0.99 | 0.0200 | -0.002 | 9 | 0 | 0.0700 | 62 | 125.0% | -0.01 | 0.0200 | -0.004 | ||
| 2.57 | 3.85 | 6 | 204.8% | 0.98 | 0.0296 | -0.003 | 9.5 | 0 | 0.0400 | 3 | 160 | 96.3% | -0.02 | 0.0297 | -0.004 | |
| 2.15 | 3.35 | 5 | 186.2% | 0.97 | 0.0464 | -0.004 | 10 | 0 | 0.0500 | 103 | 2,136 | 83.7% | -0.03 | 0.0465 | -0.005 | |
| 1.82 | 1.98 | 365 | 392 | 75.1% | 0.95 | 0.0779 | -0.006 | 10.5 | 0.0100 | 0.0300 | 37 | 293 | 64.6% | -0.05 | 0.0782 | -0.007 |
| 1.33 | 1.44 | 31 | 640 | 51.6% | 0.92 | 0.1427 | -0.009 | 11 | 0.0300 | 0.0500 | 53 | 2,208 | 57.6% | -0.08 | 0.1432 | -0.010 |
| 0.9100 | 1.01 | 88 | 314 | 54.7% | 0.82 | 0.2585 | -0.016 | 11.5 | 0.0800 | 0.1100 | 21 | 492 | 53.6% | -0.18 | 0.2597 | -0.016 |
| 0.5600 | 0.6400 | 190 | 1,045 | 54.4% | 0.66 | 0.3748 | -0.022 | 12 | 0.2100 | 0.2500 | 102 | 340 | 53.0% | -0.34 | 0.3769 | -0.023 |
| 0.3100 | 0.3500 | 189 | 1,725 | 53.6% | 0.46 | 0.4055 | -0.025 | 12.5 | 0.4400 | 0.4900 | 81 | 913 | 52.9% | -0.54 | 0.4079 | -0.025 |
| 0.1500 | 0.1900 | 273 | 628 | 54.9% | 0.28 | 0.3356 | -0.021 | 13 | 0.7600 | 0.8700 | 1 | 2,000 | 55.5% | -0.72 | 0.3373 | -0.021 |
| 0.0700 | 0.1000 | 40 | 669 | 57.1% | 0.16 | 0.2323 | -0.015 | 13.5 | 1.12 | 1.30 | 52 | 2 | 52.9% | -0.84 | 0.2326 | -0.015 |
| 0.0400 | 0.0500 | 145 | 600 | 60.5% | 0.09 | 0.1470 | -0.011 | 14 | 0.9500 | 1.90 | 1 | -0.91 | 0.1473 | -0.010 | ||
| 0.0200 | 0.0400 | 227 | 127 | 66.6% | 0.06 | 0.0964 | -0.008 | 14.5 | 1.43 | 2.40 | 2 | -0.94 | 0.1010 | -0.007 | ||
| 0.0100 | 0.0700 | 261 | 58 | 82.1% | 0.04 | 0.0691 | -0.007 | 15 | 2.54 | 2.99 | 3 | 108.4% | -0.96 | 0.0768 | -0.006 | |
| 0 | 0.0400 | 2 | 33 | 81.5% | 0.04 | 0.0529 | -0.007 | 15.5 | 2.71 | 3.30 | 1 | 4 | -0.97 | 0.0612 | -0.005 | |
| 0 | 0.0500 | 65 | 94.1% | 0.03 | 0.0422 | -0.006 | 16 | 2.65 | 3.85 | 3 | -0.97 | 0.0497 | -0.005 | |||
| 0 | 0.0400 | 8 | 3 | 99.3% | 0.03 | 0.0345 | -0.006 | 16.5 | 3.15 | 4.40 | 1 | -0.98 | 0.0411 | -0.005 | ||
| 0 | 0.0500 | 83 | 111.6% | 0.02 | 0.0287 | -0.006 | 17 | 3.65 | 4.85 | 1 | -0.98 | 0.0347 | -0.004 | |||
| 0 | 0.0200 | 3 | 282 | 111.8% | 0.02 | 0.0209 | -0.005 | 18 | 5.50 | 5.80 | 2 | -0.99 | 0.0254 | -0.004 | ||
Strike mostrati: entro ±50% del prezzo del sottostante. Valore intrinseco = max(0, prezzo − strike) per le call, max(0, strike − prezzo) per le put; estrinseco = prezzo dell'opzione − intrinseco. Greche e IV calcolate dal feed della borsa.
Volatility smile — Sep 11, 2026
Pagina della volatilità →Volatilità implicita per strike per questa scadenza. I put out-of-the-money prezzano solitamente una IV più alta rispetto alle call — lo skew.