CLF option chain Cleveland-Cliffs Inc.
Cboe delayed options data · as of 15:35 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 ±56.8% (5.97–21.68) · ATM IV 63.3% · P/C open interest 1.08
| 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 | |
| 6.95 | 7.40 | 10 | 2,425 | 69.1% | 0.88 | 0.0191 | -0.001 | 8 | 0.8400 | 0.9600 | 1 | 3,266 | 67.5% | -0.12 | 0.0198 | -0.002 |
| 5.75 | 6.05 | 65 | 4,733 | 65.3% | 0.81 | 0.0265 | -0.002 | 10 | 1.47 | 1.83 | 24.6K | 67.2% | -0.19 | 0.0279 | -0.003 | |
| 4.45 | 5.10 | 2,352 | 62.0% | 0.74 | 0.0326 | -0.003 | 12 | 2.35 | 2.52 | 4,416 | 63.7% | -0.27 | 0.0349 | -0.004 | ||
| 3.60 | 3.85 | 4,103 | 63.8% | 0.62 | 0.0386 | -0.004 | 15 | 4.00 | 4.25 | 157 | 462 | 62.8% | -0.39 | 0.0425 | -0.004 | |
| 2.73 | 3.20 | 2,478 | 61.1% | 0.56 | 0.0405 | -0.004 | 17 | 5.35 | 5.50 | 14 | 2,092 | 62.1% | -0.47 | 0.0458 | -0.004 | |
| 2.29 | 2.42 | 4 | 7,122 | 62.6% | 0.46 | 0.0410 | -0.004 | 20 | 7.45 | 7.95 | 18 | 62.7% | -0.58 | 0.0484 | -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 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs