CLF optieketen Cleveland-Cliffs Inc.
Elke rij is één strike. De linkerhelft is de call, de rechterhelft de put. Bied/laat zijn de huidige prijzen van kopers en verkopers; volume is het aantal verhandelde contracten in deze sessie; open interest zijn de uitstaande contracten. De gemarkeerde rij ligt het dichtst bij de aandelenkoers.
Deze vervaldatum inprijst een beweging van ongeveer ±8.9% (11.15–13.32) · ATM IV 53.8% · P/C open interest 0.46
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Biedprijs | Vraag | 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 | Biedprijs | Vraag | Vol | OI | IV | Δ | Γ | Θ | |
| 5.60 | 6.50 | 262.3% | 0.99 | 0.0060 | 0.000 | 6.5 | 0 | 0.4300 | 1 | 248.5% | -0.01 | 0.0060 | -0.002 | |||
| 5.15 | 5.55 | 97 | 165.8% | 0.99 | 0.0078 | 0.000 | 7 | 0 | 0.4300 | 11.0K | 224.6% | -0.01 | 0.0078 | -0.002 | ||
| 4.65 | 5.50 | 2 | 219.9% | 0.99 | 0.0103 | -0.000 | 7.5 | 0 | 0.4300 | 202.4% | -0.01 | 0.0104 | -0.003 | |||
| 4.15 | 4.65 | 5 | 1,068 | 150.5% | 0.99 | 0.0139 | -0.001 | 8 | 0 | 0.0500 | 1 | 4,792 | 112.1% | -0.01 | 0.0139 | -0.003 |
| 3.60 | 4.50 | 3 | 170.8% | 0.98 | 0.0191 | -0.001 | 8.5 | 0 | 0.4300 | 161.5% | -0.02 | 0.0192 | -0.003 | |||
| 3.20 | 3.55 | 3 | 3,802 | 108.4% | 0.98 | 0.0272 | -0.002 | 9 | 0.0100 | 0.2200 | 7 | 2,748 | 78.1% | -0.02 | 0.0272 | -0.003 |
| 2.66 | 3.20 | 10 | 107.2% | 0.97 | 0.0402 | -0.003 | 9.5 | 0 | 0.1000 | 50 | 83.4% | -0.03 | 0.0403 | -0.004 | ||
| 2.24 | 2.44 | 57 | 8,655 | 67.6% | 0.95 | 0.0627 | -0.004 | 10 | 0.0200 | 0.0600 | 106 | 6,329 | 66.4% | -0.05 | 0.0629 | -0.005 |
| 1.72 | 2.29 | 2 | 7 | 87.9% | 0.92 | 0.1035 | -0.006 | 10.5 | 0 | 0.2700 | 199 | 75.4% | -0.08 | 0.1039 | -0.007 | |
| 1.32 | 1.45 | 129 | 7,061 | 51.1% | 0.85 | 0.1666 | -0.010 | 11 | 0.0500 | 0.1300 | 397 | 4,121 | 51.8% | -0.15 | 0.1674 | -0.011 |
| 0.7900 | 1.10 | 96 | 356 | 45.0% | 0.74 | 0.2334 | -0.014 | 11.5 | 0.1700 | 0.2500 | 268 | 1,177 | 53.4% | -0.26 | 0.2346 | -0.015 |
| 0.6500 | 0.8100 | 429 | 20.6K | 57.8% | 0.61 | 0.2832 | -0.017 | 12 | 0.2900 | 0.4200 | 897 | 7,189 | 49.9% | -0.39 | 0.2849 | -0.017 |
| 0.4200 | 0.5200 | 344 | 646 | 56.3% | 0.46 | 0.2945 | -0.018 | 12.5 | 0.3900 | 0.8800 | 154 | 52 | 52.6% | -0.54 | 0.2967 | -0.018 |
| 0.2700 | 0.3000 | 1,178 | 16.5K | 55.5% | 0.33 | 0.2655 | -0.016 | 13 | 0.8900 | 1.07 | 23 | 10.6K | 54.7% | -0.67 | 0.2681 | -0.016 |
| 0.1500 | 0.2300 | 67 | 5,623 | 58.7% | 0.22 | 0.2146 | -0.014 | 13.5 | 1.00 | 1.48 | 7 | 1 | 32.6% | -0.78 | 0.2175 | -0.013 |
| 0.0800 | 0.1100 | 160 | 7,383 | 55.2% | 0.15 | 0.1605 | -0.011 | 14 | 1.61 | 1.93 | 299 | 50.0% | -0.86 | 0.1630 | -0.010 | |
| 0.0200 | 0.2000 | 89 | 38 | 69.0% | 0.10 | 0.1152 | -0.008 | 14.5 | 1.84 | 2.40 | -0.91 | 0.1168 | -0.007 | |||
| 0.0400 | 0.0500 | 34 | 8,302 | 63.1% | 0.07 | 0.0832 | -0.006 | 15 | 2.51 | 2.88 | 4,952 | -0.94 | 0.0850 | -0.005 | ||
| 0 | 0.4700 | 20 | 109.5% | 0.05 | 0.0627 | -0.005 | 15.5 | 2.64 | 3.40 | 3 | -0.96 | 0.0674 | -0.004 | |||
| 0 | 0.1400 | 56 | 4,278 | 86.0% | 0.04 | 0.0496 | -0.005 | 16 | 3.15 | 3.90 | 204 | -0.97 | 0.0567 | -0.003 | ||
| 0 | 0.0800 | 56 | 28 | 83.5% | 0.04 | 0.0408 | -0.005 | 16.5 | 3.60 | 4.40 | -0.97 | 0.0492 | -0.003 | |||
| 0 | 0.1000 | 17 | 6,388 | 93.9% | 0.03 | 0.0344 | -0.004 | 17 | 4.45 | 4.90 | -0.98 | 0.0431 | -0.002 | |||
| 0 | 0.0400 | 3 | 1,930 | 91.5% | 0.03 | 0.0256 | -0.004 | 18 | 5.10 | 5.90 | -0.98 | 0.0327 | -0.002 | |||
Getoonde uitoefenprijzen: binnen ±50% van de koers van de onderliggende waarde. Intrinsieke waarde = max(0, koers − uitoefenprijs) voor calls, max(0, uitoefenprijs − koers) voor puts; extrinsieke waarde = optieprijs − intrinsieke waarde. Grieken en IV zoals berekend door de beursfeed.
Volatiliteitsglimlach — Sep 18, 2026
Volatiliteitspagina →Impliciete volatiliteit per strike voor deze expiratie. Out-of-the-money puts worden doorgaans geprijsd met een hogere IV dan calls — de skew.