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 ±9.1% (11.24–13.48) · ATM IV 55.1% · P/C open interest 0.46
| 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 | |
| 5.60 | 6.50 | 233.6% | 0.99 | 0.0063 | 0.000 | 6.5 | 0 | 0.4300 | 1 | 248.7% | -0.01 | 0.0063 | -0.002 | |||
| 5.25 | 5.60 | 97 | 156.9% | 0.99 | 0.0081 | 0.000 | 7 | 0 | 0.4300 | 11.0K | 225.1% | -0.01 | 0.0081 | -0.003 | ||
| 4.65 | 5.50 | 2 | 196.8% | 0.99 | 0.0106 | -0.000 | 7.5 | 0 | 0.4300 | 203.0% | -0.01 | 0.0106 | -0.003 | |||
| 4.20 | 4.65 | 5 | 1,068 | 123.6% | 0.99 | 0.0140 | -0.001 | 8 | 0 | 0.0500 | 1 | 4,792 | 112.9% | -0.01 | 0.0141 | -0.003 |
| 3.60 | 4.50 | 3 | 150.5% | 0.98 | 0.0191 | -0.001 | 8.5 | 0 | 0.4300 | 162.5% | -0.02 | 0.0191 | -0.003 | |||
| 3.10 | 3.55 | 2 | 3,802 | 0.98 | 0.0268 | -0.002 | 9 | 0.0100 | 0.0200 | 3 | 2,748 | 79.1% | -0.02 | 0.0268 | -0.004 | |
| 2.80 | 3.20 | 10 | 103.6% | 0.97 | 0.0390 | -0.003 | 9.5 | 0 | 0.4000 | 50 | 122.7% | -0.03 | 0.0391 | -0.004 | ||
| 2.31 | 2.73 | 5 | 8,655 | 92.3% | 0.95 | 0.0600 | -0.004 | 10 | 0.0200 | 0.0600 | 3 | 6,329 | 67.8% | -0.05 | 0.0602 | -0.005 |
| 1.71 | 2.52 | 7 | 92.8% | 0.92 | 0.0978 | -0.006 | 10.5 | 0.0500 | 0.1000 | 199 | 64.6% | -0.08 | 0.0981 | -0.007 | ||
| 1.46 | 1.61 | 14 | 7,061 | 63.4% | 0.85 | 0.1546 | -0.011 | 11 | 0.1000 | 0.1500 | 82 | 4,121 | 60.0% | -0.15 | 0.1552 | -0.011 |
| 1.08 | 1.19 | 15 | 356 | 60.3% | 0.75 | 0.2148 | -0.015 | 11.5 | 0.2100 | 0.2300 | 9 | 1,177 | 57.1% | -0.25 | 0.2159 | -0.015 |
| 0.7700 | 0.7900 | 293 | 20.6K | 56.2% | 0.63 | 0.2650 | -0.017 | 12 | 0.3800 | 0.4000 | 130 | 7,189 | 56.2% | -0.37 | 0.2665 | -0.018 |
| 0.4900 | 0.5200 | 268 | 646 | 55.1% | 0.49 | 0.2833 | -0.018 | 12.5 | 0.5900 | 0.6400 | 84 | 52 | 55.0% | -0.51 | 0.2854 | -0.018 |
| 0.3100 | 0.3300 | 902 | 16.5K | 55.5% | 0.36 | 0.2631 | -0.018 | 13 | 0.9000 | 0.9700 | 16 | 10.6K | 56.0% | -0.64 | 0.2655 | -0.017 |
| 0.1900 | 0.2100 | 47 | 5,623 | 56.8% | 0.25 | 0.2201 | -0.015 | 13.5 | 1.28 | 1.42 | 1 | 61.5% | -0.75 | 0.2227 | -0.015 | |
| 0.1100 | 0.1400 | 115 | 7,383 | 58.4% | 0.17 | 0.1704 | -0.012 | 14 | 1.70 | 1.85 | 299 | 64.1% | -0.84 | 0.1729 | -0.011 | |
| 0.0600 | 0.1100 | 2 | 38 | 61.6% | 0.11 | 0.1253 | -0.009 | 14.5 | 1.84 | 2.30 | -0.89 | 0.1271 | -0.008 | |||
| 0.0300 | 0.0900 | 33 | 8,302 | 64.9% | 0.08 | 0.0913 | -0.007 | 15 | 2.49 | 2.71 | 4,952 | -0.93 | 0.0931 | -0.006 | ||
| 0 | 0.4700 | 20 | 106.3% | 0.06 | 0.0689 | -0.006 | 15.5 | 2.64 | 3.35 | 3 | -0.95 | 0.0717 | -0.005 | |||
| 0 | 0.1300 | 2 | 4,278 | 82.1% | 0.05 | 0.0546 | -0.006 | 16 | 3.10 | 3.85 | 204 | -0.96 | 0.0601 | -0.004 | ||
| 0.0100 | 0.4400 | 3 | 28 | 122.9% | 0.04 | 0.0451 | -0.005 | 16.5 | 3.60 | 4.35 | -0.97 | 0.0513 | -0.003 | |||
| 0.0100 | 0.1800 | 12 | 6,388 | 104.8% | 0.04 | 0.0382 | -0.005 | 17 | 4.45 | 4.70 | -0.97 | 0.0446 | -0.003 | |||
| 0.0100 | 0.0400 | 3 | 1,930 | 92.5% | 0.03 | 0.0288 | -0.005 | 18 | 5.10 | 5.85 | -0.98 | 0.0344 | -0.003 | |||
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 — Sep 18, 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.