CLF cadena de opciones Cleveland-Cliffs Inc.
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±25.4% (9.15–15.40) · ATM IV 59.9% · P/C interés abierto 0.49
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | 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 | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 5.30 | 6.10 | 23 | 97.6% | 0.96 | 0.0200 | -0.001 | 7 | 0 | 0.1600 | 6 | 960 | 67.5% | -0.04 | 0.0201 | -0.002 | |
| 4.40 | 5.00 | 1 | 1,520 | 78.6% | 0.92 | 0.0336 | -0.002 | 8 | 0.1400 | 0.2600 | 2 | 1,529 | 68.1% | -0.08 | 0.0339 | -0.003 |
| 3.60 | 3.85 | 5 | 554 | 63.6% | 0.86 | 0.0507 | -0.003 | 9 | 0.1300 | 0.4200 | 21 | 875 | 59.6% | -0.14 | 0.0512 | -0.004 |
| 2.79 | 3.55 | 4 | 3,977 | 72.1% | 0.79 | 0.0682 | -0.005 | 10 | 0.3800 | 0.8200 | 26 | 1,970 | 63.7% | -0.21 | 0.0691 | -0.006 |
| 2.27 | 2.64 | 5 | 1,302 | 66.6% | 0.70 | 0.0834 | -0.006 | 11 | 0.7300 | 0.9900 | 20 | 6,286 | 58.8% | -0.30 | 0.0847 | -0.007 |
| 1.58 | 2.06 | 6 | 2,270 | 61.7% | 0.61 | 0.0937 | -0.007 | 12 | 1.17 | 1.44 | 25 | 1,340 | 58.1% | -0.40 | 0.0956 | -0.007 |
| 1.33 | 1.50 | 14 | 6,986 | 62.3% | 0.51 | 0.0979 | -0.007 | 13 | 1.88 | 2.19 | 1 | 4,864 | 64.3% | -0.49 | 0.1005 | -0.007 |
| 0.9900 | 1.25 | 8 | 2,678 | 63.9% | 0.43 | 0.0965 | -0.007 | 14 | 2.52 | 2.67 | 5,395 | 60.5% | -0.58 | 0.0998 | -0.007 | |
| 0.7600 | 0.8100 | 22 | 9,063 | 61.1% | 0.35 | 0.0907 | -0.007 | 15 | 3.25 | 3.45 | 10 | 542 | 61.2% | -0.67 | 0.0948 | -0.006 |
| 0.5500 | 0.6300 | 10 | 3,869 | 61.4% | 0.28 | 0.0822 | -0.006 | 16 | 3.85 | 4.30 | 57 | 57.6% | -0.74 | 0.0870 | -0.006 | |
| 0.3900 | 0.4900 | 37 | 4,436 | 61.6% | 0.22 | 0.0725 | -0.006 | 17 | 4.55 | 5.15 | 126 | 51.8% | -0.80 | 0.0780 | -0.005 | |
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Dec 18, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.