CLF volatilità Cleveland-Cliffs Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.73.7%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.58.1%
HV6055.8%
Spread IV − HV20
+15.7pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
89
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 giorni registrati
Cboe delayed options data · aggiornato al 09:34 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Movimento implicito |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 111.0% | +6.4pt | ±12.2% |
| Oct 30, 2026 | 11 | 93.1% | +3.9pt | ±14.6% |
| Nov 06, 2026 | 18 | 87.8% | -1.8pt | ±16.8% |
| Nov 13, 2026 | 25 | 77.3% | +3.9pt | ±17.1% |
| Nov 20, 2026 | 32 | 72.6% | +7.0pt | ±19.7% |
| Nov 27, 2026 | 39 | 90.0% | -0.8pt | ±24.2% |
| Dec 18, 2026 | 60 | 65.8% | +4.0pt | ±21.8% |
| Jan 15, 2027 | 88 | 65.5% | +4.4pt | ±26.0% |
| Mar 19, 2027 | 151 | 64.4% | +1.7pt | ±33.1% |
| Apr 16, 2027 | 179 | 64.7% | +4.6pt | ±35.9% |
| Jun 17, 2027 | 241 | 63.3% | +0.2pt | ±40.6% |
| Sep 17, 2027 | 333 | 63.7% | +3.9pt | ±47.8% |
| Dec 17, 2027 | 424 | 63.2% | +5.8pt | ±53.1% |
| Jan 21, 2028 | 459 | 65.6% | +22.5pt | ±57.0% |
Volatility smile — Nov 20, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20