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 ±19.3% (11.40–16.86) · ATM IV 60.1% · P/C interés abierto 0.28
| 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 | |
| 6.05 | 6.95 | 88 | 1,487 | 124.3% | 0.98 | 0.0107 | -0.001 | 8 | 0.0200 | 0.2500 | 40 | 1,683 | 97.7% | -0.02 | 0.0107 | -0.002 |
| 5.10 | 5.80 | 1 | 544 | 97.9% | 0.96 | 0.0207 | -0.002 | 9 | 0.0400 | 0.0900 | 240 | 1,961 | 68.7% | -0.04 | 0.0208 | -0.003 |
| 4.15 | 4.95 | 606 | 3,950 | 88.6% | 0.93 | 0.0370 | -0.004 | 10 | 0.1000 | 0.1400 | 252 | 3,232 | 63.5% | -0.07 | 0.0372 | -0.004 |
| 3.40 | 3.55 | 392 | 3,398 | 64.7% | 0.87 | 0.0583 | -0.006 | 11 | 0.2000 | 0.4000 | 184 | 6,894 | 66.1% | -0.13 | 0.0587 | -0.006 |
| 2.62 | 2.96 | 188 | 3,123 | 68.2% | 0.79 | 0.0810 | -0.008 | 12 | 0.4000 | 0.5400 | 271 | 1,724 | 61.0% | -0.22 | 0.0817 | -0.009 |
| 1.91 | 2.10 | 2,932 | 60.8K | 60.2% | 0.69 | 0.1005 | -0.010 | 13 | 0.7400 | 0.8700 | 333 | 4,902 | 60.5% | -0.32 | 0.1016 | -0.010 |
| 1.44 | 1.64 | 541 | 4,120 | 63.2% | 0.57 | 0.1121 | -0.011 | 14 | 0.9300 | 1.45 | 191 | 5,563 | 56.9% | -0.43 | 0.1137 | -0.011 |
| 1.03 | 1.20 | 2,402 | 10.4K | 62.8% | 0.46 | 0.1137 | -0.011 | 15 | 1.65 | 1.95 | 126 | 577 | 57.8% | -0.54 | 0.1158 | -0.011 |
| 0.7100 | 0.8600 | 1,255 | 3,450 | 62.3% | 0.36 | 0.1067 | -0.011 | 16 | 2.15 | 2.62 | 1 | 202 | 52.9% | -0.64 | 0.1093 | -0.011 |
| 0.5000 | 0.6000 | 688 | 4,531 | 62.4% | 0.28 | 0.0947 | -0.010 | 17 | 3.00 | 3.65 | 1 | 129 | 61.7% | -0.73 | 0.0979 | -0.010 |
| 0.3100 | 0.5100 | 305 | 64.3% | 0.21 | 0.0808 | -0.009 | 18 | 3.40 | 4.65 | 1 | 52.1% | -0.80 | 0.0846 | -0.009 | ||
| 0.1400 | 0.3000 | 14 | 60 | 59.6% | 0.16 | 0.0670 | -0.007 | 19 | 4.40 | 6.10 | 76.0% | -0.85 | 0.0714 | -0.007 | ||
| 0.1300 | 0.2300 | 88 | 7,486 | 63.1% | 0.12 | 0.0545 | -0.006 | 20 | 5.40 | 7.00 | 145 | 80.6% | -0.90 | 0.0595 | -0.006 | |
| 0.1100 | 0.2000 | 10 | 66.8% | 0.09 | 0.0438 | -0.005 | 21 | 6.30 | 7.95 | 82.3% | -0.93 | 0.0492 | -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.