CLF option chain Cleveland-Cliffs Inc.
Cboe delayed options data · as of 09:33 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 ±35.4% (8.04–16.86) · ATM IV 62.0% · P/C open interest 1.25
| 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 | |
| 5.25 | 6.00 | 58 | 49.0% | 0.92 | 0.0230 | -0.001 | 7 | 0.2300 | 0.5900 | 195 | 78.5% | -0.08 | 0.0232 | -0.002 | ||
| 4.45 | 5.15 | 478 | 52.9% | 0.88 | 0.0320 | -0.002 | 8 | 0.4200 | 0.5700 | 16.0K | 69.4% | -0.12 | 0.0325 | -0.003 | ||
| 3.75 | 4.45 | 41 | 56.6% | 0.83 | 0.0415 | -0.003 | 9 | 0.5000 | 0.8300 | 7 | 704 | 64.1% | -0.17 | 0.0422 | -0.004 | |
| 3.45 | 3.80 | 10 | 622 | 63.8% | 0.77 | 0.0505 | -0.004 | 10 | 0.9800 | 1.11 | 3 | 1,354 | 65.2% | -0.23 | 0.0515 | -0.004 |
| 2.86 | 3.15 | 1 | 395 | 61.7% | 0.70 | 0.0582 | -0.004 | 11 | 1.37 | 1.59 | 1 | 439 | 65.3% | -0.30 | 0.0596 | -0.005 |
| 2.32 | 2.68 | 3 | 876 | 61.1% | 0.64 | 0.0640 | -0.005 | 12 | 1.80 | 2.02 | 309 | 63.0% | -0.37 | 0.0659 | -0.005 | |
| 1.96 | 2.32 | 2 | 329 | 62.6% | 0.57 | 0.0676 | -0.005 | 13 | 2.23 | 2.64 | 152 | 61.7% | -0.43 | 0.0701 | -0.005 | |
| 1.76 | 1.92 | 22 | 998 | 63.9% | 0.51 | 0.0690 | -0.005 | 14 | 2.95 | 3.20 | 22 | 64 | 61.7% | -0.50 | 0.0721 | -0.005 |
| 1.39 | 1.59 | 4 | 4,640 | 62.4% | 0.45 | 0.0686 | -0.005 | 15 | 3.70 | 3.95 | 191 | 63.3% | -0.56 | 0.0723 | -0.005 | |
| 1.02 | 1.52 | 480 | 63.2% | 0.39 | 0.0667 | -0.005 | 16 | 4.45 | 4.70 | 51 | 63.4% | -0.62 | 0.0712 | -0.005 | ||
| 1.03 | 1.09 | 24 | 997 | 63.3% | 0.35 | 0.0638 | -0.005 | 17 | 4.65 | 5.50 | 5 | 54.3% | -0.67 | 0.0689 | -0.005 | |
| 0.6900 | 0.9000 | 34 | 165 | 60.3% | 0.30 | 0.0602 | -0.005 | 18 | 6.00 | 6.30 | 62.3% | -0.72 | 0.0662 | -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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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