CLF chaîne d'options Cleveland-Cliffs Inc.
Chaque ligne correspond à un strike. La moitié gauche concerne le call, la moitié droite le put. Le bid/ask correspond aux cotations actuelles des acheteurs et vendeurs ; le volume indique les contrats échangés lors de cette séance ; l'open interest représente les contrats en cours. La ligne mise en évidence est la plus proche du cours de l'action.
Cette échéance intègre un mouvement d'environ ±11.3% (12.43–15.59) · ATM IV 80.6% · P/C open interest 0.42
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Offre | Demander | 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 | Offre | Demander | Vol | OI | IV | Δ | Γ | Θ | |
| 5.20 | 7.25 | 1 | 1.00 | 0.0030 | -0.001 | 7.5 | 0 | 0.0100 | 3 | 143.2% | -0.00 | 0.0030 | -0.001 | |||
| 4.80 | 7.15 | 1 | 1.00 | 0.0040 | -0.001 | 8 | 0 | 2.12 | 439.2% | -0.00 | 0.0040 | -0.002 | ||||
| 4.20 | 6.60 | 0.99 | 0.0057 | -0.001 | 8.5 | 0 | 0.2700 | 1 | 202.1% | -0.01 | 0.0057 | -0.002 | ||||
| 3.85 | 5.60 | 5 | 28 | 0.99 | 0.0084 | -0.002 | 9 | 0 | 0.0100 | 31 | 245 | 104.5% | -0.01 | 0.0084 | -0.002 | |
| 3.15 | 5.65 | 0.99 | 0.0130 | -0.003 | 9.5 | 0.0100 | 0.0200 | 46 | 119 | 107.5% | -0.01 | 0.0130 | -0.003 | |||
| 3.80 | 4.40 | 61 | 126.9% | 0.98 | 0.0204 | -0.004 | 10 | 0.0200 | 0.0500 | 13 | 2,606 | 109.5% | -0.02 | 0.0205 | -0.005 | |
| 2.80 | 3.85 | 55 | 0.97 | 0.0322 | -0.007 | 10.5 | 0 | 0.1000 | 61 | 1,455 | 103.1% | -0.03 | 0.0323 | -0.007 | ||
| 2.38 | 3.35 | 35 | 6,402 | 0.95 | 0.0495 | -0.010 | 11 | 0.0400 | 0.0800 | 62 | 752 | 93.1% | -0.06 | 0.0497 | -0.011 | |
| 2.01 | 2.92 | 114 | 0.91 | 0.0729 | -0.015 | 11.5 | 0.0100 | 0.1100 | 538 | 804 | 79.3% | -0.09 | 0.0732 | -0.015 | ||
| 2.03 | 2.20 | 150 | 6,450 | 72.0% | 0.87 | 0.1018 | -0.020 | 12 | 0.1200 | 0.1700 | 161 | 415 | 84.8% | -0.13 | 0.1022 | -0.020 |
| 1.40 | 1.84 | 68 | 6,198 | 58.6% | 0.80 | 0.1337 | -0.025 | 12.5 | 0.1700 | 0.2700 | 51 | 535 | 81.0% | -0.20 | 0.1344 | -0.026 |
| 1.26 | 1.49 | 115 | 1,946 | 79.3% | 0.73 | 0.1647 | -0.030 | 13 | 0.3500 | 0.4100 | 106 | 88 | 83.8% | -0.27 | 0.1655 | -0.030 |
| 0.9700 | 1.13 | 246 | 5,375 | 78.5% | 0.64 | 0.1896 | -0.034 | 13.5 | 0.5000 | 0.6100 | 7,675 | 7,497 | 82.3% | -0.37 | 0.1905 | -0.034 |
| 0.7200 | 0.8700 | 3,493 | 2,900 | 79.5% | 0.54 | 0.2035 | -0.035 | 14 | 0.7200 | 0.8500 | 404 | 65 | 81.7% | -0.47 | 0.2046 | -0.035 |
| 0.4200 | 0.6200 | 1,144 | 671 | 73.2% | 0.43 | 0.2034 | -0.035 | 14.5 | 0.9500 | 1.18 | 1 | 16 | 81.0% | -0.57 | 0.2045 | -0.035 |
| 0.4000 | 0.4500 | 10.3K | 1,233 | 80.8% | 0.34 | 0.1898 | -0.032 | 15 | 1.33 | 1.55 | 9,698 | 14 | 85.8% | -0.66 | 0.1910 | -0.032 |
| 0.2300 | 0.3000 | 159 | 246 | 76.8% | 0.26 | 0.1668 | -0.028 | 15.5 | 1.67 | 2.14 | 12 | 97.3% | -0.74 | 0.1680 | -0.028 | |
| 0.1200 | 0.2200 | 113 | 426 | 75.9% | 0.20 | 0.1399 | -0.024 | 16 | 2.04 | 3.35 | 1 | 144.5% | -0.81 | 0.1412 | -0.024 | |
| 0.0900 | 0.1600 | 13 | 21 | 78.9% | 0.15 | 0.1139 | -0.020 | 16.5 | 1.85 | 4.55 | 158.8% | -0.86 | 0.1154 | -0.020 | ||
| 0.0300 | 0.1100 | 15 | 76.4% | 0.11 | 0.0913 | -0.017 | 17 | 2.58 | 4.50 | 152.8% | -0.89 | 0.0929 | -0.017 | |||
| 0.0500 | 0.1100 | 1 | 3 | 87.5% | 0.09 | 0.0730 | -0.014 | 17.5 | 3.30 | 5.30 | 1 | 195.2% | -0.92 | 0.0746 | -0.014 | |
| 0.0300 | 0.0700 | 2 | 4 | 86.4% | 0.07 | 0.0586 | -0.012 | 18 | 3.65 | 5.60 | 185.9% | -0.94 | 0.0604 | -0.012 | ||
| 0 | 2.14 | 806 | 255.5% | 0.04 | 0.0390 | -0.009 | 19 | 4.05 | 7.15 | 1 | 203.3% | -0.96 | 0.0408 | -0.009 | ||
| 0 | 0.0500 | 1,221 | 101.2% | 0.03 | 0.0270 | -0.007 | 20 | 5.30 | 8.15 | 1 | 238.1% | -0.98 | 0.0288 | -0.007 | ||
| 0 | 0.0500 | 410 | 112.5% | 0.02 | 0.0194 | -0.005 | 21 | 6.10 | 9.15 | 242.5% | -0.99 | 0.0206 | -0.005 | |||
Strikes affichés : dans une fourchette de ±50 % par rapport au prix du sous-jacent. Valeur intrinsèque = max(0, prix − strike) pour les calls, max(0, strike − prix) pour les puts ; valeur extrinsèque = prix de l'option − valeur intrinsèque. Greeks et IV tels que calculés par le flux de la bourse.
Smile de volatilité — Oct 30, 2026
Page volatilité →Volatilité implicite par strike pour cette échéance. Les puts hors de la monnaie affichent généralement une IV plus élevée que les calls — c'est le skew.