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 ±14.6% (10.31–13.85) · ATM IV 93.1% · P/C open interest 0.26
| 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 | |
| 5.15 | 7.65 | 2 | 384.9% | 0.99 | 0.0095 | -0.004 | 6.5 | 0 | 2.13 | 455.5% | -0.01 | 0.0096 | -0.004 | |||
| 4.60 | 7.15 | 3 | 345.6% | 0.98 | 0.0128 | -0.005 | 7 | 0 | 0.5000 | 240.1% | -0.02 | 0.0128 | -0.005 | |||
| 4.50 | 6.65 | 1 | 351.4% | 0.98 | 0.0173 | -0.006 | 7.5 | 0 | 2.13 | 3 | 380.6% | -0.02 | 0.0173 | -0.006 | ||
| 3.60 | 6.15 | 1 | 284.7% | 0.97 | 0.0238 | -0.007 | 8 | 0 | 2.14 | 347.9% | -0.03 | 0.0239 | -0.007 | |||
| 2.91 | 5.15 | 194.6% | 0.96 | 0.0334 | -0.009 | 8.5 | 0 | 2.16 | 1 | 317.9% | -0.04 | 0.0336 | -0.009 | |||
| 2.60 | 5.20 | 28 | 234.3% | 0.94 | 0.0476 | -0.011 | 9 | 0 | 0.1500 | 3 | 245 | 107.8% | -0.06 | 0.0478 | -0.011 | |
| 1.50 | 3.95 | 83.1% | 0.91 | 0.0671 | -0.014 | 9.5 | 0 | 0.2900 | 35 | 115 | 110.6% | -0.09 | 0.0673 | -0.014 | ||
| 1.96 | 3.65 | 61 | 170.6% | 0.87 | 0.0911 | -0.018 | 10 | 0.1200 | 0.7600 | 102 | 2,553 | 143.5% | -0.14 | 0.0914 | -0.018 | |
| 1.10 | 2.47 | 55 | 69.2% | 0.81 | 0.1171 | -0.023 | 10.5 | 0.0500 | 0.5800 | 1,455 | 104.3% | -0.19 | 0.1176 | -0.023 | ||
| 1.05 | 1.72 | 1,548 | 7,121 | 69.3% | 0.74 | 0.1416 | -0.027 | 11 | 0.3400 | 0.5200 | 125 | 705 | 99.5% | -0.26 | 0.1422 | -0.027 |
| 1.03 | 1.75 | 62 | 57 | 109.9% | 0.66 | 0.1608 | -0.030 | 11.5 | 0.5100 | 0.7100 | 155 | 802 | 98.4% | -0.35 | 0.1615 | -0.030 |
| 0.7700 | 1.04 | 1,631 | 4,914 | 86.0% | 0.57 | 0.1723 | -0.032 | 12 | 0.7400 | 0.9800 | 333 | 282 | 100.3% | -0.43 | 0.1731 | -0.033 |
| 0.4700 | 0.9100 | 3,115 | 3,262 | 87.2% | 0.48 | 0.1749 | -0.033 | 12.5 | 0.8000 | 1.38 | 565 | 640 | 95.5% | -0.52 | 0.1757 | -0.033 |
| 0.4200 | 0.6600 | 1,429 | 1,036 | 90.6% | 0.40 | 0.1693 | -0.032 | 13 | 0.9500 | 2.11 | 8 | 82 | 108.8% | -0.60 | 0.1702 | -0.032 |
| 0.3500 | 0.5600 | 137 | 5,271 | 97.5% | 0.33 | 0.1572 | -0.030 | 13.5 | 1.50 | 2.17 | 7,490 | 48 | 104.2% | -0.68 | 0.1582 | -0.030 |
| 0.2500 | 0.4100 | 1,982 | 1,224 | 96.4% | 0.26 | 0.1411 | -0.027 | 14 | 1.73 | 3.10 | 52 | 70 | 128.2% | -0.74 | 0.1422 | -0.027 |
| 0.1000 | 0.3900 | 89 | 673 | 97.0% | 0.21 | 0.1232 | -0.024 | 14.5 | 1.40 | 3.45 | 16 | 72.0% | -0.79 | 0.1243 | -0.024 | |
| 0.1500 | 0.2200 | 326 | 946 | 98.4% | 0.17 | 0.1053 | -0.021 | 15 | 2.26 | 4.40 | 14 | 144.1% | -0.84 | 0.1066 | -0.021 | |
| 0.0200 | 0.2000 | 61 | 185 | 93.4% | 0.13 | 0.0888 | -0.018 | 15.5 | 2.85 | 4.85 | 12 | 158.2% | -0.87 | 0.0902 | -0.018 | |
| 0.0400 | 0.1700 | 155 | 273 | 100.9% | 0.11 | 0.0743 | -0.015 | 16 | 3.55 | 5.95 | 1 | 2 | 217.9% | -0.90 | 0.0757 | -0.016 |
| 0 | 0.5900 | 21 | 145.5% | 0.08 | 0.0620 | -0.013 | 16.5 | 3.10 | 5.80 | 113.4% | -0.92 | 0.0633 | -0.014 | |||
| 0.0100 | 0.3100 | 14 | 7 | 129.5% | 0.07 | 0.0518 | -0.011 | 17 | 4.10 | 6.30 | 167.6% | -0.94 | 0.0530 | -0.012 | ||
| 0 | 0.7500 | 3 | 175.8% | 0.06 | 0.0435 | -0.010 | 17.5 | 4.65 | 6.95 | 1 | 191.3% | -0.95 | 0.0444 | -0.010 | ||
| 0 | 2.15 | 4 | 275.6% | 0.05 | 0.0366 | -0.009 | 18 | 5.00 | 8.05 | 230.7% | -0.96 | 0.0373 | -0.009 | |||
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 — Oct 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs