CLF volatilidade 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.66.2%
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
+8.1pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
86
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 dias registrados
Cboe delayed options data · em 15:35 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 98.2% | +6.1pt | ±8.4% |
| Oct 30, 2026 | 11 | 80.6% | +6.2pt | ±11.3% |
| Nov 06, 2026 | 18 | 71.8% | +3.3pt | ±12.8% |
| Nov 13, 2026 | 25 | 71.5% | +7.1pt | ±15.0% |
| Nov 20, 2026 | 32 | 64.4% | +2.6pt | ±15.3% |
| Nov 27, 2026 | 39 | 66.2% | +5.1pt | ±17.3% |
| Dec 18, 2026 | 60 | 61.3% | +1.0pt | ±19.8% |
| Jan 15, 2027 | 88 | 59.7% | +2.0pt | ±23.3% |
| Mar 19, 2027 | 151 | 62.3% | +1.8pt | ±31.7% |
| Apr 16, 2027 | 179 | 62.6% | +0.3pt | ±34.7% |
| Jun 17, 2027 | 241 | 63.4% | +1.6pt | ±40.5% |
| Sep 17, 2027 | 333 | 65.7% | — | ±50.5% |
| Dec 17, 2027 | 424 | 63.2% | +3.5pt | ±54.4% |
| Jan 21, 2028 | 459 | 63.3% | +4.5pt | ±56.6% |
Sorriso de volatilidade — Oct 30, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20