CLF cadeia de opções Cleveland-Cliffs Inc.
Cada linha corresponde a um strike. A metade esquerda é a call, a metade direita é a put. Bid/ask são as cotações atuais de compradores e vendedores; volume é o número de contratos negociados na sessão; open interest são os contratos em aberto. A linha destacada é a mais próxima do preço da ação.
Este vencimento precifica um movimento de aproximadamente ±10.7% (12.62–15.63) · IV ATM 77.0% · P/C open interest 0.42
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Perguntar | 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 | Perguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 6.45 | 7.60 | 1 | 333.6% | 1.00 | 0.0014 | 0.000 | 7.5 | 0 | 0.0100 | 3 | 145.8% | -0.00 | 0.0014 | -0.001 | ||
| 5.85 | 7.50 | 1 | 341.6% | 1.00 | 0.0023 | 0.000 | 8 | 0 | 2.13 | 446.5% | -0.00 | 0.0023 | -0.001 | |||
| 5.25 | 6.80 | 280.5% | 1.00 | 0.0039 | -0.001 | 8.5 | 0 | 0.2700 | 1 | 205.9% | -0.00 | 0.0039 | -0.001 | |||
| 5.00 | 5.65 | 10 | 28 | 206.9% | 0.99 | 0.0065 | -0.001 | 9 | 0 | 0.0100 | 31 | 245 | 106.8% | -0.01 | 0.0065 | -0.002 |
| 4.50 | 5.10 | 2 | 180.1% | 0.99 | 0.0109 | -0.002 | 9.5 | 0 | 0.0200 | 56 | 119 | 104.0% | -0.01 | 0.0109 | -0.003 | |
| 4.00 | 5.10 | 4 | 61 | 215.7% | 0.98 | 0.0178 | -0.004 | 10 | 0 | 0.2600 | 248 | 2,606 | 109.2% | -0.02 | 0.0178 | -0.004 |
| 3.30 | 4.65 | 2 | 55 | 180.4% | 0.97 | 0.0284 | -0.006 | 10.5 | 0 | 0.1100 | 61 | 1,455 | 108.1% | -0.03 | 0.0285 | -0.006 |
| 2.95 | 3.55 | 5,664 | 6,402 | 114.4% | 0.95 | 0.0441 | -0.009 | 11 | 0.0300 | 0.0900 | 67 | 752 | 95.9% | -0.05 | 0.0442 | -0.009 |
| 2.61 | 3.75 | 114 | 172.2% | 0.93 | 0.0661 | -0.013 | 11.5 | 0 | 0.1800 | 538 | 804 | 90.8% | -0.07 | 0.0664 | -0.013 | |
| 2.12 | 2.37 | 846 | 6,450 | 81.9% | 0.89 | 0.0949 | -0.017 | 12 | 0.0300 | 0.1300 | 198 | 415 | 73.9% | -0.12 | 0.0953 | -0.018 |
| 1.72 | 2.01 | 2,112 | 6,198 | 89.0% | 0.83 | 0.1290 | -0.023 | 12.5 | 0.0800 | 0.2100 | 274 | 535 | 72.3% | -0.17 | 0.1296 | -0.023 |
| 1.37 | 1.52 | 287 | 1,946 | 79.6% | 0.75 | 0.1639 | -0.028 | 13 | 0.2300 | 0.3000 | 296 | 88 | 73.2% | -0.25 | 0.1647 | -0.028 |
| 1.05 | 1.17 | 511 | 5,375 | 78.6% | 0.66 | 0.1928 | -0.032 | 13.5 | 0.3800 | 0.5800 | 7,861 | 7,497 | 78.8% | -0.34 | 0.1937 | -0.032 |
| 0.7700 | 0.9200 | 6,115 | 2,900 | 79.8% | 0.56 | 0.2088 | -0.035 | 14 | 0.5900 | 0.7300 | 864 | 65 | 74.2% | -0.45 | 0.2099 | -0.035 |
| 0.5600 | 0.6500 | 3,532 | 671 | 78.7% | 0.45 | 0.2091 | -0.035 | 14.5 | 0.7600 | 1.13 | 193 | 16 | 75.1% | -0.55 | 0.2102 | -0.035 |
| 0.3600 | 0.5100 | 15.1K | 1,233 | 78.8% | 0.36 | 0.1952 | -0.033 | 15 | 1.10 | 1.41 | 9,803 | 14 | 73.2% | -0.65 | 0.1963 | -0.033 |
| 0.2600 | 0.5200 | 902 | 246 | 89.3% | 0.27 | 0.1722 | -0.029 | 15.5 | 1.34 | 1.79 | 26 | 12 | 64.8% | -0.73 | 0.1733 | -0.029 |
| 0.1500 | 0.3500 | 370 | 426 | 85.3% | 0.21 | 0.1453 | -0.025 | 16 | 1.75 | 2.27 | 2 | 1 | 68.4% | -0.80 | 0.1464 | -0.025 |
| 0.0100 | 0.2100 | 47 | 21 | 74.2% | 0.15 | 0.1186 | -0.021 | 16.5 | 1.45 | 3.70 | 90.1% | -0.85 | 0.1199 | -0.021 | ||
| 0.0500 | 0.1600 | 50 | 15 | 82.9% | 0.11 | 0.0946 | -0.017 | 17 | 2.35 | 4.00 | 116.2% | -0.89 | 0.0961 | -0.017 | ||
| 0.0200 | 0.1200 | 12 | 3 | 83.3% | 0.08 | 0.0742 | -0.014 | 17.5 | 2.80 | 4.65 | 10 | 1 | 134.1% | -0.92 | 0.0759 | -0.014 |
| 0.0300 | 0.0800 | 63 | 4 | 86.8% | 0.06 | 0.0576 | -0.011 | 18 | 3.50 | 4.65 | 2 | 120.4% | -0.94 | 0.0594 | -0.011 | |
| 0 | 0.1400 | 12 | 806 | 106.5% | 0.03 | 0.0343 | -0.007 | 19 | 4.05 | 6.10 | 1 | 138.0% | -0.97 | 0.0366 | -0.007 | |
| 0 | 0.0500 | 1,221 | 100.3% | 0.02 | 0.0206 | -0.004 | 20 | 5.30 | 7.50 | 1 | 207.2% | -0.99 | 0.0222 | -0.004 | ||
| 0 | 0.0500 | 410 | 111.7% | 0.01 | 0.0127 | -0.003 | 21 | 6.10 | 8.10 | 174.2% | -1.00 | 0.0106 | -0.003 | |||
Strikes exibidos: dentro de ±50% do preço do ativo subjacente. Valor intrínseco = max(0, preço − strike) para calls, max(0, strike − preço) para puts; extrínseco = preço da opção − intrínseco. Greeks e IV conforme calculados pelo feed da bolsa.
Sorriso de volatilidade — Oct 30, 2026
Página de volatilidade →Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.