CLF option chain Cleveland-Cliffs Inc.
Cboe delayed options data · के अनुसार 03:34 UTC
प्रत्येक पंक्ति एक strike है। बाईं आधी call है, दाईं आधी put। Bid/ask वह मूल्य हैं जो खरीदार और विक्रेता अभी quote कर रहे हैं; volume इस सत्र में कारोबार किए गए contracts हैं; open interest चालू contracts हैं। हाइलाइट की गई पंक्ति स्टॉक मूल्य के सबसे निकट है।
यह expiration लगभग इतने move की price करती है ±7.5% (13.06–15.19) · ATM IV 87.5% · P/C ओपन इंटरेस्ट 0.44
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| बिड | पूछें | 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 | बिड | पूछें | Vol | OI | IV | Δ | Γ | Θ | |
| 6.45 | 7.50 | 22 | 10 | 533.4% | 1.00 | 0.0010 | 0.000 | 7.5 | 0 | 0.0100 | 128 | 241.0% | -0.00 | 0.0010 | -0.001 | |
| 6.05 | 6.30 | 19 | 5 | 316.3% | 1.00 | 0.0016 | -0.000 | 8 | 0 | 0.0100 | 27 | 218.3% | -0.00 | 0.0016 | -0.001 | |
| 5.55 | 6.70 | 12 | 1 | 504.6% | 1.00 | 0.0024 | -0.001 | 8.5 | 0 | 0.0200 | 21 | 214.4% | -0.00 | 0.0024 | -0.001 | |
| 4.75 | 5.55 | 11 | 5 | 234.2% | 1.00 | 0.0036 | -0.001 | 9 | 0 | 0.0100 | 30 | 39 | 176.5% | -0.00 | 0.0036 | -0.002 |
| 4.50 | 5.20 | 17 | 4 | 324.4% | 1.00 | 0.0055 | -0.002 | 9.5 | 0 | 0.0100 | 39 | 296 | 157.1% | -0.00 | 0.0055 | -0.002 |
| 4.05 | 4.75 | 87 | 173 | 310.4% | 0.99 | 0.0084 | -0.002 | 10 | 0 | 0.0100 | 441 | 4,744 | 138.7% | -0.01 | 0.0084 | -0.003 |
| 3.40 | 4.00 | 13 | 124 | 196.7% | 0.99 | 0.0133 | -0.003 | 10.5 | 0 | 0.0100 | 352 | 3,069 | 120.9% | -0.01 | 0.0133 | -0.004 |
| 3.05 | 3.65 | 254 | 3,480 | 230.3% | 0.99 | 0.0219 | -0.005 | 11 | 0 | 0.0400 | 1,557 | 3,475 | 103.9% | -0.01 | 0.0219 | -0.005 |
| 2.50 | 3.25 | 165 | 283 | 208.2% | 0.98 | 0.0379 | -0.008 | 11.5 | 0 | 0.0300 | 1,070 | 3,607 | 108.1% | -0.02 | 0.0380 | -0.009 |
| 2.06 | 2.22 | 1,893 | 3,895 | 92.0% | 0.95 | 0.0692 | -0.014 | 12 | 0.0200 | 0.0300 | 3,195 | 3,641 | 93.0% | -0.05 | 0.0693 | -0.015 |
| 1.63 | 1.75 | 12.7K | 12.9K | 95.9% | 0.91 | 0.1239 | -0.026 | 12.5 | 0.0400 | 0.0600 | 912 | 2,358 | 86.4% | -0.09 | 0.1242 | -0.026 |
| 1.23 | 1.39 | 8,348 | 12.4K | 89.5% | 0.82 | 0.1962 | -0.043 | 13 | 0.1000 | 0.1300 | 3,743 | 2,184 | 84.8% | -0.18 | 0.1967 | -0.044 |
| 0.8500 | 0.9600 | 2,153 | 6,760 | 93.7% | 0.70 | 0.2596 | -0.061 | 13.5 | 0.1600 | 0.3000 | 6,715 | 2,088 | 82.4% | -0.30 | 0.2605 | -0.061 |
| 0.5500 | 0.7000 | 25.8K | 3,542 | 90.8% | 0.55 | 0.2898 | -0.072 | 14 | 0.3900 | 0.4900 | 5,639 | 150 | 84.3% | -0.45 | 0.2910 | -0.072 |
| 0.3800 | 0.4100 | 8,459 | 2,547 | 95.3% | 0.41 | 0.2819 | -0.071 | 14.5 | 0.6500 | 0.9500 | 368 | 2 | 98.2% | -0.59 | 0.2832 | -0.071 |
| 0.2200 | 0.2500 | 23.4K | 3,814 | 93.7% | 0.29 | 0.2448 | -0.061 | 15 | 0.9600 | 1.24 | 6,084 | 2 | 89.8% | -0.72 | 0.2460 | -0.061 |
| 0.0900 | 0.1800 | 3,550 | 958 | 94.2% | 0.19 | 0.1919 | -0.046 | 15.5 | 1.35 | 1.67 | 3,012 | 1 | 91.5% | -0.82 | 0.1928 | -0.046 |
| 0.0800 | 0.1000 | 1,909 | 3,240 | 100.1% | 0.11 | 0.1374 | -0.032 | 16 | 1.39 | 2.43 | 8 | 1 | 71.0% | -0.89 | 0.1379 | -0.032 |
| 0.0200 | 0.0800 | 57 | 400 | 98.5% | 0.07 | 0.0921 | -0.021 | 16.5 | 1.92 | 2.50 | 4 | 2 | -0.94 | 0.0926 | -0.020 | |
| 0.0100 | 0.0400 | 2,327 | 164 | 100.2% | 0.04 | 0.0598 | -0.013 | 17 | 2.26 | 3.10 | 3 | 4 | -0.96 | 0.0606 | -0.013 | |
| 0.0100 | 0.0300 | 1,106 | 436 | 108.3% | 0.02 | 0.0386 | -0.008 | 17.5 | 2.75 | 3.50 | 6 | 1 | -0.98 | 0.0399 | -0.008 | |
| 0 | 0.0100 | 316 | 154 | 98.4% | 0.02 | 0.0254 | -0.006 | 18 | 3.45 | 4.15 | 4 | 3 | -0.99 | 0.0262 | -0.005 | |
| 0 | 0.0500 | 18 | 1,666 | 117.0% | 0.01 | 0.0118 | -0.003 | 19 | 4.00 | 6.10 | 1 | 216.3% | -1.00 | 0.0102 | -0.003 | |
| 0 | 0.0100 | 4 | 1,370 | 134.3% | 0.00 | 0.0061 | -0.002 | 20 | 5.45 | 6.20 | 2 | 1 | -1.00 | 0.0035 | -0.002 | |
| 0 | 0.0400 | 4 | 238 | 179.4% | 0.00 | 0.0034 | -0.001 | 21 | 5.85 | 7.75 | 1 | -1.00 | 0.0010 | -0.002 | ||
दिखाए गए स्ट्राइक: अंडरलाइंग मूल्य के ±50% के भीतर। Intrinsic value = max(0, मूल्य − strike) calls के लिए, max(0, strike − मूल्य) puts के लिए; extrinsic = option मूल्य − intrinsic। एक्सचेंज फ़ीड द्वारा गणना किए गए Greeks और IV।
वोलैटिलिटी स्माइल — Oct 23, 2026
Volatility पेज →इस expiration के लिए प्रति strike implied volatility। आउट-ऑफ-द-मनी puts आमतौर पर calls से अधिक IV पर प्राइस होते हैं — यही skew है।
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