CLF catena di opzioni Cleveland-Cliffs Inc.
Ogni riga corrisponde a uno strike. La metà sinistra è la call, la metà destra è la put. Bid/ask sono le quotazioni attuali di acquirenti e venditori; il volume indica i contratti scambiati in questa sessione; l'open interest indica i contratti aperti. La riga evidenziata è quella più vicina al prezzo del titolo.
Questa scadenza prezza una mossa di circa ±9.4% (11.28–13.62) · ATM IV 56.1% · P/C open interest 0.40
| CALL | Strike | PUT | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Chiedi | 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 | Chiedi | Vol | OI | IV | Δ | Γ | Θ | |
| 5.60 | 6.05 | 0.99 | 0.0081 | -0.003 | 6.5 | 0 | 0.4300 | 1 | 243.4% | -0.01 | 0.0081 | -0.003 | ||||
| 5.10 | 5.65 | 11 | 105 | 0.99 | 0.0103 | -0.003 | 7 | 0 | 0.4800 | 11.0K | 227.4% | -0.01 | 0.0103 | -0.004 | ||
| 4.70 | 5.00 | 4 | 0.98 | 0.0132 | -0.003 | 7.5 | 0 | 0.4300 | 198.9% | -0.02 | 0.0132 | -0.004 | ||||
| 4.40 | 4.50 | 11 | 1,069 | 102.2% | 0.98 | 0.0170 | -0.003 | 8 | 0 | 0.0200 | 41 | 4,823 | 96.5% | -0.02 | 0.0170 | -0.004 |
| 3.55 | 4.05 | 3 | 0.98 | 0.0221 | -0.004 | 8.5 | 0 | 0.4400 | 160.7% | -0.02 | 0.0222 | -0.004 | ||||
| 3.40 | 3.50 | 13 | 3,813 | 76.0% | 0.97 | 0.0294 | -0.004 | 9 | 0 | 0.0400 | 22 | 2,746 | 81.7% | -0.03 | 0.0294 | -0.004 |
| 2.63 | 3.10 | 10 | 0.96 | 0.0401 | -0.004 | 9.5 | 0 | 0.4700 | 50 | 127.4% | -0.04 | 0.0402 | -0.004 | |||
| 2.42 | 2.84 | 158 | 8,728 | 102.4% | 0.95 | 0.0590 | -0.005 | 10 | 0.0200 | 0.0400 | 71 | 6,368 | 63.2% | -0.05 | 0.0592 | -0.005 |
| 1.72 | 2.14 | 5 | 8 | 0.92 | 0.0959 | -0.007 | 10.5 | 0.0500 | 0.0900 | 17 | 212 | 62.9% | -0.08 | 0.0963 | -0.007 | |
| 1.52 | 1.70 | 442 | 6,894 | 66.7% | 0.85 | 0.1483 | -0.011 | 11 | 0.1000 | 0.1400 | 2,147 | 5,138 | 58.9% | -0.15 | 0.1489 | -0.011 |
| 1.11 | 1.30 | 70 | 337 | 62.5% | 0.76 | 0.2022 | -0.015 | 11.5 | 0.0400 | 0.2500 | 41 | 1,207 | 47.5% | -0.25 | 0.2032 | -0.015 |
| 0.8000 | 0.8700 | 479 | 20.7K | 57.6% | 0.64 | 0.2511 | -0.017 | 12 | 0.3500 | 0.4100 | 5,629 | 4,517 | 56.2% | -0.36 | 0.2526 | -0.018 |
| 0.5400 | 0.6000 | 291 | 470 | 57.4% | 0.51 | 0.2752 | -0.018 | 12.5 | 0.5400 | 0.6600 | 52 | 54.7% | -0.49 | 0.2772 | -0.018 | |
| 0.3500 | 0.3900 | 1,834 | 16.2K | 57.3% | 0.38 | 0.2577 | -0.018 | 13 | 0.7700 | 1.00 | 8,215 | 3,702 | 52.8% | -0.62 | 0.2600 | -0.018 |
| 0.2000 | 0.4100 | 1,067 | 4,731 | 65.8% | 0.27 | 0.2195 | -0.016 | 13.5 | 1.16 | 1.56 | 1 | 65.3% | -0.73 | 0.2220 | -0.016 | |
| 0.1300 | 0.1500 | 513 | 7,180 | 57.8% | 0.18 | 0.1754 | -0.012 | 14 | 1.47 | 1.99 | 50 | 349 | 62.0% | -0.83 | 0.1778 | -0.012 |
| 0.0700 | 0.1500 | 38 | 63.4% | 0.11 | 0.1280 | -0.009 | 14.5 | 2.03 | 2.55 | 81.4% | -0.90 | 0.1311 | -0.009 | |||
| 0.0400 | 0.0600 | 115 | 8,326 | 59.6% | 0.08 | 0.0920 | -0.007 | 15 | 2.48 | 2.96 | 4,952 | 81.3% | -0.93 | 0.0968 | -0.007 | |
| 0 | 0.1200 | 20 | 70.1% | 0.06 | 0.0693 | -0.006 | 15.5 | 2.63 | 4.10 | 3 | 112.4% | -0.95 | 0.0745 | -0.006 | ||
| 0.0200 | 0.0400 | 16 | 4,284 | 67.6% | 0.05 | 0.0545 | -0.005 | 16 | 2.82 | 4.30 | 50 | 204 | -0.96 | 0.0602 | -0.005 | |
| 0 | 0.1400 | 28 | 87.6% | 0.04 | 0.0443 | -0.005 | 16.5 | 4.00 | 5.10 | 155.6% | -0.97 | 0.0504 | -0.005 | |||
| 0 | 0.0700 | 25 | 6,388 | 82.5% | 0.03 | 0.0370 | -0.004 | 17 | 4.50 | 4.85 | 1 | 1 | 105.7% | -0.98 | 0.0428 | -0.005 |
| 0 | 0.0400 | 1,930 | 86.2% | 0.03 | 0.0272 | -0.004 | 18 | 5.50 | 6.60 | 2 | 181.7% | -0.98 | 0.0325 | -0.004 | ||
Strike mostrati: entro ±50% del prezzo del sottostante. Valore intrinseco = max(0, prezzo − strike) per le call, max(0, strike − prezzo) per le put; estrinseco = prezzo dell'opzione − intrinseco. Greche e IV calcolate dal feed della borsa.
Volatility smile — Sep 18, 2026
Pagina della volatilità →Volatilità implicita per strike per questa scadenza. I put out-of-the-money prezzano solitamente una IV più alta rispetto alle call — lo skew.