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 ±54.8% (6.19–21.19) · ATM IV 62.9% · P/C open interest 0.84
| 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 | |
| 6.80 | 7.95 | 1,544 | 58.6% | 0.91 | 0.0158 | -0.001 | 7 | 0.4800 | 0.6900 | 11 | 3,072 | 68.4% | -0.09 | 0.0163 | -0.002 | |
| 5.55 | 5.90 | 9 | 3,890 | 66.9% | 0.81 | 0.0281 | -0.002 | 10 | 1.40 | 1.55 | 70 | 4,626 | 64.5% | -0.20 | 0.0295 | -0.003 |
| 4.45 | 4.85 | 12 | 3,525 | 64.5% | 0.73 | 0.0350 | -0.003 | 12 | 2.08 | 2.40 | 10 | 1,331 | 61.0% | -0.28 | 0.0372 | -0.004 |
| 3.25 | 3.60 | 19 | 3,258 | 63.0% | 0.61 | 0.0415 | -0.004 | 15 | 3.90 | 4.25 | 22 | 1,159 | 62.9% | -0.41 | 0.0455 | -0.004 |
| 1.85 | 2.26 | 9 | 2,560 | 61.3% | 0.44 | 0.0432 | -0.004 | 20 | 7.20 | 8.85 | 65 | 68.9% | -0.60 | 0.0508 | -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 — Dec 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs