CLF option chain Cleveland-Cliffs Inc.
Cboe delayed options data · as of 18:35 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 ±10.3% (12.67–15.58) · ATM IV 74.1% · 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 | |
| 6.45 | 7.20 | 1 | 269.2% | 1.00 | 0.0018 | 0.000 | 7.5 | 0 | 0.0100 | 3 | 145.5% | -0.00 | 0.0018 | -0.001 | ||
| 4.80 | 7.15 | 1 | 1.00 | 0.0026 | -0.000 | 8 | 0 | 2.12 | 444.4% | -0.00 | 0.0026 | -0.001 | ||||
| 5.25 | 6.55 | 246.0% | 1.00 | 0.0040 | -0.001 | 8.5 | 0 | 0.2700 | 1 | 205.5% | -0.00 | 0.0040 | -0.001 | |||
| 4.50 | 5.60 | 6 | 28 | 0.99 | 0.0063 | -0.001 | 9 | 0 | 0.0100 | 31 | 245 | 106.6% | -0.01 | 0.0064 | -0.002 | |
| 4.45 | 5.60 | 230.4% | 0.99 | 0.0102 | -0.002 | 9.5 | 0 | 0.0200 | 56 | 119 | 103.8% | -0.01 | 0.0102 | -0.003 | ||
| 3.65 | 4.50 | 1 | 61 | 0.98 | 0.0165 | -0.003 | 10 | 0 | 0.0300 | 237 | 2,606 | 97.4% | -0.02 | 0.0166 | -0.004 | |
| 3.30 | 4.00 | 2 | 55 | 82.5% | 0.97 | 0.0266 | -0.005 | 10.5 | 0 | 0.1000 | 61 | 1,455 | 105.9% | -0.03 | 0.0267 | -0.006 |
| 2.90 | 3.30 | 1,270 | 6,402 | 0.96 | 0.0420 | -0.008 | 11 | 0 | 0.0700 | 67 | 752 | 85.6% | -0.04 | 0.0422 | -0.008 | |
| 2.45 | 2.96 | 114 | 83.8% | 0.93 | 0.0642 | -0.012 | 11.5 | 0 | 0.1800 | 538 | 804 | 90.8% | -0.07 | 0.0644 | -0.012 | |
| 2.13 | 2.37 | 255 | 6,450 | 80.8% | 0.89 | 0.0937 | -0.016 | 12 | 0.0500 | 0.1400 | 182 | 415 | 80.8% | -0.11 | 0.0940 | -0.017 |
| 1.60 | 1.91 | 104 | 6,198 | 66.7% | 0.83 | 0.1289 | -0.022 | 12.5 | 0.1300 | 0.2200 | 263 | 535 | 79.1% | -0.17 | 0.1294 | -0.022 |
| 1.37 | 1.48 | 242 | 1,946 | 75.8% | 0.76 | 0.1654 | -0.027 | 13 | 0.2100 | 0.3200 | 172 | 88 | 73.3% | -0.24 | 0.1662 | -0.027 |
| 1.02 | 1.15 | 278 | 5,375 | 74.9% | 0.66 | 0.1956 | -0.031 | 13.5 | 0.4400 | 0.5000 | 7,757 | 7,497 | 77.8% | -0.34 | 0.1965 | -0.031 |
| 0.7300 | 0.8700 | 4,959 | 2,900 | 74.3% | 0.56 | 0.2117 | -0.034 | 14 | 0.5900 | 0.7200 | 630 | 65 | 74.0% | -0.44 | 0.2129 | -0.034 |
| 0.5200 | 0.6500 | 3,275 | 671 | 75.3% | 0.45 | 0.2112 | -0.034 | 14.5 | 0.8900 | 1.00 | 16 | 16 | 75.5% | -0.55 | 0.2124 | -0.034 |
| 0.3500 | 0.4500 | 12.6K | 1,233 | 74.3% | 0.36 | 0.1966 | -0.032 | 15 | 1.25 | 1.33 | 9,710 | 14 | 77.6% | -0.65 | 0.1976 | -0.032 |
| 0.2300 | 0.3200 | 749 | 246 | 74.9% | 0.27 | 0.1730 | -0.029 | 15.5 | 1.59 | 1.70 | 22 | 12 | 76.0% | -0.73 | 0.1740 | -0.029 |
| 0.1600 | 0.2200 | 292 | 426 | 76.2% | 0.21 | 0.1458 | -0.025 | 16 | 1.84 | 3.35 | 1 | 142.1% | -0.80 | 0.1470 | -0.025 | |
| 0.1100 | 0.1600 | 44 | 21 | 78.4% | 0.16 | 0.1194 | -0.021 | 16.5 | 1.85 | 3.90 | 130.8% | -0.85 | 0.1207 | -0.021 | ||
| 0.0600 | 0.1400 | 29 | 15 | 82.4% | 0.12 | 0.0962 | -0.018 | 17 | 2.58 | 4.35 | 154.0% | -0.89 | 0.0977 | -0.018 | ||
| 0.0200 | 0.1500 | 7 | 3 | 86.7% | 0.09 | 0.0773 | -0.015 | 17.5 | 3.25 | 4.85 | 1 | 176.1% | -0.91 | 0.0789 | -0.015 | |
| 0.0200 | 0.1000 | 28 | 4 | 87.9% | 0.07 | 0.0625 | -0.013 | 18 | 3.65 | 5.10 | 1 | 165.6% | -0.93 | 0.0641 | -0.013 | |
| 0 | 0.0700 | 12 | 806 | 92.8% | 0.05 | 0.0425 | -0.010 | 19 | 4.05 | 6.30 | 1 | 156.5% | -0.96 | 0.0441 | -0.010 | |
| 0 | 0.0500 | 1,221 | 99.8% | 0.04 | 0.0305 | -0.008 | 20 | 5.30 | 7.30 | 1 | 193.3% | -0.97 | 0.0322 | -0.008 | ||
| 0 | 0.2500 | 410 | 149.5% | 0.03 | 0.0228 | -0.007 | 21 | 6.10 | 8.30 | 193.6% | -0.98 | 0.0244 | -0.007 | |||
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 — Oct 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs