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.73.5%
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
+15.4pt
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 12:34 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 | 134.5% | +6.4pt | ±16.3% |
| Oct 30, 2026 | 11 | 100.8% | +3.9pt | ±16.9% |
| Nov 06, 2026 | 18 | 118.4% | -1.8pt | ±22.9% |
| Nov 13, 2026 | 25 | 99.1% | +3.9pt | ±22.2% |
| Nov 20, 2026 | 32 | 63.4% | +7.0pt | ±18.9% |
| Nov 27, 2026 | 39 | 74.4% | -0.8pt | ±20.6% |
| Dec 18, 2026 | 60 | 67.8% | +4.0pt | ±24.1% |
| Jan 15, 2027 | 88 | 67.7% | +4.4pt | ±27.9% |
| Mar 19, 2027 | 151 | 61.9% | +1.7pt | ±32.2% |
| Apr 16, 2027 | 179 | 62.2% | +4.6pt | ±34.8% |
| Jun 17, 2027 | 241 | 58.0% | +0.2pt | ±37.1% |
| Sep 17, 2027 | 333 | 62.5% | +3.9pt | ±49.8% |
| Dec 17, 2027 | 424 | 64.0% | +5.8pt | ±55.2% |
| Jan 21, 2028 | 459 | 63.7% | +22.5pt | ±56.8% |
Volatility smile — Oct 30, 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