CLF option chain Cleveland-Cliffs Inc.
Cboe delayed options data · as of 18:33 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 ±29.2% (8.74–15.95) · ATM IV 61.3% · P/C open interest 0.42
| 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 | |
| 5.50 | 6.05 | 26 | 86.2% | 0.94 | 0.0215 | -0.001 | 7 | 0.1400 | 0.1600 | 2 | 1,537 | 70.1% | -0.06 | 0.0217 | -0.002 | |
| 4.65 | 5.10 | 4,587 | 76.5% | 0.91 | 0.0336 | -0.002 | 8 | 0.2500 | 0.2800 | 26 | 6,882 | 66.8% | -0.10 | 0.0340 | -0.003 | |
| 3.85 | 4.10 | 279 | 66.5% | 0.85 | 0.0477 | -0.003 | 9 | 0.3800 | 0.4700 | 881 | 63.3% | -0.15 | 0.0483 | -0.004 | ||
| 3.15 | 3.40 | 5 | 5,525 | 65.4% | 0.78 | 0.0620 | -0.004 | 10 | 0.6400 | 0.7500 | 10.2K | 62.2% | -0.22 | 0.0629 | -0.005 | |
| 2.44 | 2.70 | 57 | 1,288 | 61.0% | 0.71 | 0.0744 | -0.005 | 11 | 1.01 | 1.10 | 3,794 | 61.2% | -0.30 | 0.0758 | -0.006 | |
| 2.04 | 2.10 | 26 | 7,566 | 61.4% | 0.62 | 0.0830 | -0.006 | 12 | 1.50 | 1.56 | 10 | 2,781 | 61.1% | -0.38 | 0.0850 | -0.006 |
| 1.61 | 1.66 | 18 | 2,900 | 61.0% | 0.54 | 0.0871 | -0.006 | 13 | 2.01 | 2.12 | 1,754 | 60.0% | -0.47 | 0.0898 | -0.006 | |
| 1.26 | 1.30 | 28 | 2,507 | 60.7% | 0.46 | 0.0871 | -0.006 | 14 | 2.66 | 2.76 | 222 | 59.9% | -0.55 | 0.0905 | -0.006 | |
| 0.9800 | 1.02 | 31 | 14.4K | 60.7% | 0.38 | 0.0838 | -0.006 | 15 | 3.35 | 3.50 | 2 | 9,152 | 59.8% | -0.63 | 0.0880 | -0.006 |
| 0.7800 | 0.8100 | 3,350 | 61.3% | 0.32 | 0.0782 | -0.006 | 16 | 4.10 | 4.35 | 158 | 60.6% | -0.70 | 0.0832 | -0.005 | ||
| 0.6100 | 0.6200 | 6,018 | 61.2% | 0.27 | 0.0713 | -0.005 | 17 | 4.95 | 5.15 | 564 | 60.5% | -0.75 | 0.0771 | -0.005 | ||
| 0.4700 | 0.5100 | 274 | 1,399 | 61.8% | 0.22 | 0.0640 | -0.005 | 18 | 5.50 | 6.15 | 20 | 55.3% | -0.80 | 0.0704 | -0.004 | |
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs