CLF Volatilität 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.56.1%
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.50.2%
HV6066.4%
IV − HV20-Spread
+5.9pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
88
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 00:33 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 60.8% | -1.9pt | ±3.7% |
| Sep 11, 2026 | 9 | 53.2% | -3.9pt | ±6.7% |
| Sep 18, 2026 | 16 | 56.1% | -16.0pt | ±9.4% |
| Sep 25, 2026 | 23 | 48.2% | -5.6pt | ±9.7% |
| Oct 02, 2026 | 30 | 56.1% | +0.1pt | ±12.9% |
| Oct 09, 2026 | 37 | 57.8% | -0.4pt | ±14.7% |
| Oct 16, 2026 | 44 | 58.5% | +1.8pt | ±16.2% |
| Nov 20, 2026 | 79 | 61.0% | +5.2pt | ±22.4% |
| Dec 18, 2026 | 107 | 62.6% | +3.7pt | ±26.6% |
| Jan 15, 2027 | 135 | 60.9% | +2.8pt | ±29.0% |
| Mar 19, 2027 | 198 | 62.0% | +3.6pt | ±35.5% |
| Apr 16, 2027 | 226 | 63.4% | — | ±38.6% |
| Jun 17, 2027 | 288 | 63.9% | +2.4pt | ±43.6% |
| Sep 17, 2027 | 380 | 63.2% | — | ±49.3% |
| Dec 17, 2027 | 471 | 66.1% | +3.1pt | ±56.7% |
| Jan 21, 2028 | 506 | 65.2% | +2.1pt | ±57.9% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20