CLF option chain Cleveland-Cliffs Inc.
Cboe delayed options data · as of 03:34 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 ±22.7% (10.92–17.33) · ATM IV 58.3% · P/C open interest 0.37
| 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 | |
| 6.10 | 6.60 | 427 | 4,992 | 83.8% | 0.96 | 0.0154 | -0.001 | 8 | 0.0500 | 0.2600 | 1,376 | 6,175 | 83.8% | -0.04 | 0.0155 | -0.002 |
| 5.20 | 5.75 | 19 | 274 | 80.9% | 0.94 | 0.0255 | -0.002 | 9 | 0.0500 | 0.3500 | 15 | 1,253 | 74.3% | -0.06 | 0.0257 | -0.003 |
| 4.35 | 4.70 | 287 | 5,184 | 69.4% | 0.90 | 0.0394 | -0.004 | 10 | 0.1200 | 0.2500 | 463 | 10.7K | 59.4% | -0.10 | 0.0397 | -0.004 |
| 3.50 | 3.95 | 36 | 1,225 | 67.0% | 0.84 | 0.0557 | -0.005 | 11 | 0.2600 | 0.5100 | 228 | 3,871 | 60.4% | -0.16 | 0.0563 | -0.006 |
| 2.75 | 3.10 | 748 | 8,344 | 61.4% | 0.77 | 0.0719 | -0.007 | 12 | 0.4200 | 0.7200 | 264 | 3,675 | 55.8% | -0.24 | 0.0728 | -0.007 |
| 2.11 | 2.45 | 273 | 8,663 | 59.9% | 0.68 | 0.0853 | -0.008 | 13 | 0.9000 | 1.15 | 190 | 1,809 | 59.5% | -0.33 | 0.0866 | -0.009 |
| 1.71 | 1.91 | 227 | 8,925 | 61.4% | 0.58 | 0.0937 | -0.009 | 14 | 1.17 | 1.62 | 200 | 847 | 55.3% | -0.42 | 0.0955 | -0.009 |
| 1.25 | 1.52 | 3,516 | 15.0K | 61.0% | 0.49 | 0.0963 | -0.009 | 15 | 1.88 | 2.24 | 236 | 7,267 | 58.1% | -0.52 | 0.0986 | -0.009 |
| 0.9800 | 1.19 | 993 | 3,683 | 62.2% | 0.41 | 0.0935 | -0.009 | 16 | 2.30 | 2.91 | 20 | 194 | 53.8% | -0.60 | 0.0964 | -0.009 |
| 0.7000 | 0.9000 | 1,008 | 6,467 | 61.3% | 0.33 | 0.0868 | -0.008 | 17 | 2.95 | 3.75 | 16 | 560 | 53.4% | -0.68 | 0.0903 | -0.008 |
| 0.4500 | 0.6500 | 4,078 | 2,568 | 59.2% | 0.26 | 0.0780 | -0.008 | 18 | 3.65 | 4.60 | 20 | 50.7% | -0.75 | 0.0822 | -0.007 | |
| 0.2600 | 0.5200 | 169 | 323 | 58.5% | 0.21 | 0.0683 | -0.007 | 19 | 4.40 | 6.20 | 66.9% | -0.81 | 0.0732 | -0.006 | ||
| 0.3000 | 0.4000 | 1,121 | 13.8K | 62.6% | 0.17 | 0.0587 | -0.006 | 20 | 5.25 | 7.10 | 7 | 230 | 67.1% | -0.85 | 0.0643 | -0.005 |
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