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 ±16.8% (10.04–14.12) · ATM IV 87.8% · P/C open interest 0.77
| 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 | ||||||
| 4.60 | 7.20 | 1 | 285.4% | 0.97 | 0.0170 | -0.006 | 7 | 0 | 2.14 | 341.1% | -0.03 | 0.0171 | -0.006 | |||
| 4.10 | 6.70 | 259.5% | 0.97 | 0.0219 | -0.006 | 7.5 | 0 | 2.16 | 312.4% | -0.04 | 0.0220 | -0.006 | ||||
| 3.60 | 6.20 | 1 | 235.2% | 0.96 | 0.0285 | -0.007 | 8 | 0 | 2.18 | 286.3% | -0.04 | 0.0285 | -0.007 | |||
| 3.05 | 5.75 | 212.3% | 0.94 | 0.0377 | -0.008 | 8.5 | 0 | 2.20 | 1 | 262.3% | -0.06 | 0.0378 | -0.008 | |||
| 2.74 | 4.45 | 50 | 149.3% | 0.93 | 0.0507 | -0.009 | 9 | 0 | 0.9500 | 100 | 158.4% | -0.07 | 0.0508 | -0.009 | ||
| 1.50 | 4.85 | 141.7% | 0.90 | 0.0685 | -0.011 | 9.5 | 0 | 0.3500 | 3 | 96.0% | -0.10 | 0.0687 | -0.011 | |||
| 0.9000 | 4.40 | 23 | 120.3% | 0.86 | 0.0904 | -0.014 | 10 | 0.0100 | 2.35 | 38 | 199.8% | -0.15 | 0.0907 | -0.014 | ||
| 0.9700 | 4.00 | 35 | 6 | 138.4% | 0.80 | 0.1138 | -0.017 | 10.5 | 0.1900 | 0.6100 | 42 | 602 | 95.4% | -0.20 | 0.1143 | -0.017 |
| 0.8800 | 3.60 | 137 | 142.8% | 0.73 | 0.1352 | -0.019 | 11 | 0.0200 | 0.7900 | 123 | 78.9% | -0.27 | 0.1358 | -0.019 | ||
| 0.7500 | 1.70 | 79 | 73.8% | 0.65 | 0.1515 | -0.021 | 11.5 | 0.5700 | 1.24 | 1 | 77 | 107.8% | -0.35 | 0.1523 | -0.022 | |
| 0.6700 | 1.23 | 8 | 455 | 73.6% | 0.57 | 0.1610 | -0.023 | 12 | 0.7900 | 1.38 | 17 | 153 | 101.9% | -0.43 | 0.1620 | -0.023 |
| 0.5200 | 1.10 | 4 | 103 | 81.0% | 0.49 | 0.1631 | -0.023 | 12.5 | 0 | 1.75 | 14 | 321 | 59.9% | -0.51 | 0.1643 | -0.024 |
| 0.5800 | 0.7800 | 217 | 219 | 86.0% | 0.42 | 0.1586 | -0.023 | 13 | 1.15 | 2.95 | 22 | 20 | 134.4% | -0.59 | 0.1599 | -0.023 |
| 0.3500 | 0.6400 | 52 | 138 | 83.0% | 0.35 | 0.1489 | -0.022 | 13.5 | 1.26 | 3.95 | 49 | 153.8% | -0.66 | 0.1504 | -0.022 | |
| 0.1900 | 0.5400 | 50 | 202 | 82.0% | 0.29 | 0.1358 | -0.020 | 14 | 0.2700 | 4.35 | 95.4% | -0.72 | 0.1374 | -0.020 | ||
| 0.0100 | 0.6300 | 103 | 131 | 87.5% | 0.23 | 0.1211 | -0.018 | 14.5 | 0.5900 | 4.75 | 91.7% | -0.77 | 0.1228 | -0.019 | ||
| 0.1500 | 0.2400 | 3 | 168 | 80.7% | 0.19 | 0.1061 | -0.017 | 15 | 1.03 | 5.15 | 4 | 91.9% | -0.81 | 0.1080 | -0.017 | |
| 0 | 0.5000 | 2 | 4 | 97.0% | 0.16 | 0.0919 | -0.015 | 15.5 | 1.94 | 5.65 | 124.3% | -0.85 | 0.0938 | -0.015 | ||
| 0 | 0.4100 | 4 | 98.6% | 0.13 | 0.0792 | -0.013 | 16 | 2.60 | 5.95 | 130.9% | -0.88 | 0.0812 | -0.013 | |||
| 0 | 1.64 | 2 | 175.8% | 0.11 | 0.0681 | -0.012 | 16.5 | 3.50 | 6.60 | 168.3% | -0.90 | 0.0702 | -0.012 | |||
| 0 | 1.35 | 22 | 169.6% | 0.09 | 0.0587 | -0.011 | 17 | 4.00 | 7.10 | 176.6% | -0.92 | 0.0607 | -0.011 | |||
| 0 | 0.7000 | 65 | 140.0% | 0.08 | 0.0509 | -0.009 | 17.5 | 4.50 | 7.60 | 184.5% | -0.93 | 0.0528 | -0.010 | |||
| 0 | 1.15 | 173.8% | 0.07 | 0.0443 | -0.009 | 18 | 5.05 | 8.10 | 16 | 194.6% | -0.94 | 0.0460 | -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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs