CLF cadena de opciones Cleveland-Cliffs Inc.
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±10.9% (12.28–15.29) · ATM IV 77.0% · P/C interés abierto 0.48
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | 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 | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 6.65 | 7.75 | 9 | 8 | 240.6% | 1.00 | 0.0010 | 0.000 | 7 | 0 | 0.5000 | 315.3% | -0.00 | 0.0010 | -0.000 | ||
| 6.45 | 7.60 | 1 | 333.4% | 1.00 | 0.0016 | 0.000 | 7.5 | 0 | 0.0100 | 3 | 145.8% | -0.00 | 0.0016 | -0.001 | ||
| 5.85 | 7.50 | 1 | 341.5% | 1.00 | 0.0025 | -0.000 | 8 | 0 | 2.13 | 446.5% | -0.00 | 0.0025 | -0.001 | |||
| 5.25 | 6.80 | 280.4% | 1.00 | 0.0040 | -0.001 | 8.5 | 0 | 0.2700 | 1 | 205.9% | -0.00 | 0.0040 | -0.001 | |||
| 5.00 | 5.65 | 10 | 21 | 206.8% | 0.99 | 0.0066 | -0.001 | 9 | 0 | 0.0100 | 31 | 215 | 106.8% | -0.01 | 0.0066 | -0.002 |
| 4.50 | 5.10 | 2 | 1 | 180.0% | 0.99 | 0.0109 | -0.002 | 9.5 | 0 | 0.0200 | 56 | 115 | 104.0% | -0.01 | 0.0110 | -0.003 |
| 4.00 | 5.10 | 4 | 59 | 215.6% | 0.98 | 0.0177 | -0.004 | 10 | 0 | 0.2600 | 248 | 2,777 | 109.2% | -0.02 | 0.0178 | -0.004 |
| 3.30 | 4.65 | 2 | 56 | 180.3% | 0.97 | 0.0282 | -0.006 | 10.5 | 0 | 0.1100 | 61 | 1,434 | 108.1% | -0.03 | 0.0283 | -0.006 |
| 2.95 | 3.55 | 5,664 | 4,963 | 114.2% | 0.95 | 0.0437 | -0.009 | 11 | 0.0300 | 0.0900 | 67 | 749 | 96.0% | -0.05 | 0.0439 | -0.009 |
| 2.61 | 3.75 | 114 | 172.1% | 0.93 | 0.0657 | -0.012 | 11.5 | 0 | 0.1800 | 538 | 432 | 90.9% | -0.07 | 0.0660 | -0.013 | |
| 2.12 | 2.37 | 846 | 6,119 | 81.8% | 0.89 | 0.0947 | -0.017 | 12 | 0.0300 | 0.1300 | 198 | 421 | 73.9% | -0.11 | 0.0951 | -0.017 |
| 1.72 | 2.01 | 2,112 | 4,304 | 89.0% | 0.83 | 0.1292 | -0.022 | 12.5 | 0.0800 | 0.2100 | 274 | 690 | 72.3% | -0.17 | 0.1298 | -0.023 |
| 1.37 | 1.52 | 287 | 1,801 | 79.5% | 0.75 | 0.1642 | -0.028 | 13 | 0.2300 | 0.3000 | 296 | 273 | 73.2% | -0.25 | 0.1650 | -0.028 |
| 1.05 | 1.17 | 511 | 5,469 | 78.6% | 0.66 | 0.1929 | -0.032 | 13.5 | 0.3800 | 0.5800 | 7,861 | 6,611 | 78.8% | -0.34 | 0.1939 | -0.032 |
| 0.7700 | 0.9200 | 6,115 | 7,453 | 79.8% | 0.56 | 0.2088 | -0.035 | 14 | 0.5900 | 0.7300 | 864 | 492 | 74.2% | -0.45 | 0.2099 | -0.035 |
| 0.5600 | 0.6500 | 3,532 | 3,464 | 78.6% | 0.45 | 0.2090 | -0.035 | 14.5 | 0.7600 | 1.13 | 193 | 196 | 75.1% | -0.55 | 0.2101 | -0.035 |
| 0.3600 | 0.5100 | 15.1K | 11.9K | 78.8% | 0.36 | 0.1951 | -0.033 | 15 | 1.10 | 1.41 | 9,803 | 9,605 | 73.2% | -0.65 | 0.1962 | -0.033 |
| 0.2600 | 0.5200 | 902 | 950 | 89.3% | 0.27 | 0.1721 | -0.029 | 15.5 | 1.34 | 1.79 | 26 | 37 | 64.8% | -0.73 | 0.1732 | -0.029 |
| 0.1500 | 0.3500 | 370 | 742 | 85.3% | 0.21 | 0.1453 | -0.025 | 16 | 1.75 | 2.27 | 2 | 2 | 68.5% | -0.80 | 0.1464 | -0.025 |
| 0.0100 | 0.2100 | 47 | 63 | 74.2% | 0.15 | 0.1187 | -0.021 | 16.5 | 1.45 | 3.70 | 90.2% | -0.85 | 0.1200 | -0.021 | ||
| 0.0500 | 0.1600 | 50 | 51 | 82.9% | 0.11 | 0.0948 | -0.017 | 17 | 2.35 | 4.00 | 116.2% | -0.89 | 0.0964 | -0.017 | ||
| 0.0200 | 0.1200 | 12 | 8 | 83.3% | 0.08 | 0.0746 | -0.014 | 17.5 | 2.80 | 4.65 | 10 | 11 | 134.2% | -0.92 | 0.0763 | -0.014 |
| 0.0300 | 0.0800 | 63 | 37 | 86.8% | 0.06 | 0.0581 | -0.011 | 18 | 3.50 | 4.65 | 2 | 120.4% | -0.94 | 0.0599 | -0.011 | |
| 0 | 0.1400 | 12 | 811 | 106.5% | 0.03 | 0.0348 | -0.007 | 19 | 4.05 | 6.10 | 1 | 138.1% | -0.97 | 0.0370 | -0.007 | |
| 0 | 0.0500 | 1,221 | 100.3% | 0.02 | 0.0208 | -0.004 | 20 | 5.30 | 7.50 | 1 | 207.2% | -0.99 | 0.0224 | -0.004 | ||
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Oct 30, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.