CLF Optionskette Cleveland-Cliffs Inc.
Jede Zeile entspricht einem Strike. Die linke Hälfte zeigt den Call, die rechte den Put. Geld-/Briefkurs sind die aktuellen Quotes von Käufern und Verkäufern; Volumen sind die in dieser Sitzung gehandelten Kontrakte; Open Interest sind die offenen Kontrakte. Die hervorgehobene Zeile liegt dem Aktienkurs am nächsten.
Dieser Verfallstermin preist einen Move von etwa ±20.6% (10.73–16.30) · ATM IV 74.4% · P/C Open Interest 2.29
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Geldkurs | Fragen | 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 | Geldkurs | Fragen | Vol | OI | IV | Δ | Γ | Θ | |
| 4.75 | 7.20 | 214.8% | 0.97 | 0.0186 | -0.004 | 7 | 0 | 0.8900 | 167.5% | -0.03 | 0.0186 | -0.004 | ||||
| 4.10 | 6.70 | 187.3% | 0.96 | 0.0239 | -0.004 | 7.5 | 0 | 1.30 | 175.9% | -0.04 | 0.0240 | -0.004 | ||||
| 3.65 | 6.00 | 161.9% | 0.95 | 0.0315 | -0.004 | 8 | 0 | 0.7300 | 127.1% | -0.05 | 0.0316 | -0.004 | ||||
| 3.05 | 5.05 | 1 | 117.3% | 0.93 | 0.0420 | -0.005 | 8.5 | 0 | 0.7700 | 115.9% | -0.07 | 0.0421 | -0.005 | |||
| 1.20 | 4.95 | 0.90 | 0.0553 | -0.007 | 9 | 0.0100 | 0.4100 | 16 | 82.9% | -0.10 | 0.0556 | -0.007 | ||||
| 0.7800 | 4.95 | 71.5% | 0.86 | 0.0706 | -0.008 | 9.5 | 0 | 0.5200 | 2 | 77.5% | -0.14 | 0.0710 | -0.008 | |||
| 1.70 | 3.65 | 89.3% | 0.82 | 0.0864 | -0.010 | 10 | 0 | 0.6400 | 2 | 14 | 72.1% | -0.19 | 0.0869 | -0.010 | ||
| 0.8000 | 3.05 | 55.5% | 0.76 | 0.1016 | -0.011 | 10.5 | 0.2000 | 0.7700 | 35 | 74.1% | -0.24 | 0.1022 | -0.011 | |||
| 1.52 | 2.08 | 20 | 20 | 72.2% | 0.70 | 0.1150 | -0.012 | 11 | 0.5800 | 0.7000 | 1 | 89 | 72.5% | -0.30 | 0.1158 | -0.013 |
| 1.10 | 1.96 | 2 | 2 | 73.3% | 0.64 | 0.1256 | -0.013 | 11.5 | 0.5500 | 1.12 | 2 | 2 | 71.4% | -0.36 | 0.1267 | -0.013 |
| 0.2700 | 3.30 | 104.9% | 0.57 | 0.1325 | -0.014 | 12 | 0.9800 | 1.30 | 3 | 23 | 75.2% | -0.43 | 0.1337 | -0.014 | ||
| 0.6700 | 1.30 | 2 | 3 | 68.8% | 0.51 | 0.1349 | -0.014 | 12.5 | 1.07 | 1.66 | 273 | 266 | 71.8% | -0.50 | 0.1364 | -0.014 |
| 0.6000 | 1.10 | 14 | 15 | 72.1% | 0.44 | 0.1331 | -0.014 | 13 | 0.8600 | 2.23 | 63.6% | -0.56 | 0.1348 | -0.014 | ||
| 0.4600 | 0.9600 | 4 | 73.3% | 0.38 | 0.1280 | -0.014 | 13.5 | 1.44 | 2.71 | 75.5% | -0.62 | 0.1300 | -0.014 | |||
| 0.3100 | 0.8700 | 2 | 3 | 74.3% | 0.33 | 0.1206 | -0.013 | 14 | 1.77 | 4.50 | 119.8% | -0.67 | 0.1228 | -0.013 | ||
| 0.1300 | 0.7200 | 3 | 70.5% | 0.28 | 0.1117 | -0.012 | 14.5 | 2.32 | 3.40 | 78.0% | -0.72 | 0.1142 | -0.013 | |||
| 0.2800 | 0.5200 | 33 | 72 | 75.5% | 0.24 | 0.1022 | -0.011 | 15 | 2.55 | 4.05 | 50 | 80.8% | -0.77 | 0.1049 | -0.012 | |
| 0 | 0.8800 | 1 | 4 | 85.1% | 0.21 | 0.0925 | -0.010 | 15.5 | 1.57 | 5.75 | 75.9% | -0.80 | 0.0955 | -0.011 | ||
| 0.0100 | 0.5400 | 73 | 77.1% | 0.17 | 0.0829 | -0.009 | 16 | 3.10 | 6.15 | 117.6% | -0.83 | 0.0862 | -0.010 | |||
| 0.1100 | 0.3000 | 4 | 4 | 75.4% | 0.15 | 0.0738 | -0.009 | 16.5 | 3.65 | 5.50 | 79.1% | -0.86 | 0.0773 | -0.009 | ||
| 0.0100 | 0.3500 | 10 | 77.5% | 0.13 | 0.0655 | -0.008 | 17 | 3.75 | 6.15 | 67.4% | -0.88 | 0.0692 | -0.008 | |||
| 0 | 0.1500 | 1 | 70.7% | 0.10 | 0.0516 | -0.006 | 18 | 5.15 | 6.90 | 87.5% | -0.92 | 0.0555 | -0.007 | |||
| 0 | 0.1700 | 80.0% | 0.07 | 0.0412 | -0.005 | 19 | 6.00 | 8.20 | 105.3% | -0.94 | 0.0449 | -0.006 | ||||
| 0 | 0.4900 | 110.3% | 0.06 | 0.0334 | -0.005 | 20 | 7.10 | 8.90 | 100.0% | -0.96 | 0.0365 | -0.005 | ||||
Angezeigte Strikes: innerhalb von ±50 % des Basiswertpreises. Innerer Wert = max(0, Kurs − Strike) bei Calls, max(0, Strike − Kurs) bei Puts; Zeitwert = Optionspreis − innerer Wert. Greeks und IV gemäß Berechnung des Börsendatenfeeds.
Volatility Smile — Nov 27, 2026
Volatilitätsseite →Implizite Volatilität je Strike für diesen Verfallstermin. Out-of-the-money-Puts werden in der Regel mit höherer IV bepreist als Calls — der Skew.