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Cleveland-Cliffs Inc. CLF

i

Market dataready · fetched 2026-11-06T14:30:31.074Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T14:30:26.052453442Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T14:30:30.468655+00:00

Share price$11.63
1D-1.5%
$11.35$11.40$11.45$11.50$11.555:30 AM6:30 AM9:00 AM1:00 PMCLF
Sold putSold call

Cleveland-Cliffs Inc. options

Live interpolated CLF call and put midpoint premiums by absolute delta.Cleveland-Cliffs Inc.$0.28$1.01$1.74$2.47$3.20$9.42$10.97$12.51$14.06$15.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive CLF spot · $11.63CLF PRICE$0.38$0.40$0.43$0.47$0.51$0.60$0.71$0.36$0.38$0.42$0.48$0.56$0.74$2.43$2.79$2.99
Puts——
Calls——
Skew——
Implied moveBearish±$1.21
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ10.46130.3%13.1%
30Δ10.83111.7%10.1%
35Δ12.47105.9%10.5%11.1299.6%8.0%
40Δ12.1293.5%7.7%11.3296.5%6.8%
45Δ11.8885.1%5.9%11.5294.5%5.8%
50Δ11.7179.0%4.7%11.75102.3%5.3%
55Δ11.5372.8%3.5%
60Δ11.3673.1%2.9%13.19221.6%7.5%
65Δ11.2074.5%2.4%13.71215.9%6.0%
70Δ14.07202.8%4.7%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.46
IV
130.3%
B/E move
13.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.83
IV
111.7%
B/E move
10.1%

35Δ

Calls
Pseudo strike
12.47
IV
105.9%
B/E move
10.5%
Puts
Pseudo strike
11.12
IV
99.6%
B/E move
8.0%

40Δ

Calls
Pseudo strike
12.12
IV
93.5%
B/E move
7.7%
Puts
Pseudo strike
11.32
IV
96.5%
B/E move
6.8%

45Δ

Calls
Pseudo strike
11.88
IV
85.1%
B/E move
5.9%
Puts
Pseudo strike
11.52
IV
94.5%
B/E move
5.8%

50Δ

Calls
Pseudo strike
11.71
IV
79.0%
B/E move
4.7%
Puts
Pseudo strike
11.75
IV
102.3%
B/E move
5.3%

55Δ

Calls
Pseudo strike
11.53
IV
72.8%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
11.36
IV
73.1%
B/E move
2.9%
Puts
Pseudo strike
13.19
IV
221.6%
B/E move
7.5%

65Δ

Calls
Pseudo strike
11.20
IV
74.5%
B/E move
2.4%
Puts
Pseudo strike
13.71
IV
215.9%
B/E move
6.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.07
IV
202.8%
B/E move
4.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend66.92%
Daily close
CLF45.8%92.1%138.4%2026-08-10: 60.56%2026-08-11: 62.11%2026-08-12: 57.38%2026-08-13: 88.33%2026-08-14: 52.95%2026-08-17: 59.11%2026-08-18: 59.33%2026-08-19: 71.07%2026-08-20: 66.28%2026-08-21: 61.11%2026-08-24: 66.89%2026-08-25: 61.56%2026-08-26: 60.51%2026-08-27: 131.97%2026-08-28: 52.20%2026-08-31: 54.78%2026-09-01: 58.84%2026-09-02: 56.53%2026-09-04: 53.91%2026-09-08: 59.30%2026-09-09: 57.26%2026-09-10: 130.20%2026-09-11: 55.20%2026-09-14: 59.56%2026-09-15: 60.75%2026-09-16: 62.33%2026-09-17: 59.97%2026-09-18: 53.20%2026-09-21: 59.47%2026-09-22: 62.42%2026-09-23: 68.39%2026-09-24: 70.74%2026-09-25: 62.13%2026-09-28: 65.40%2026-09-29: 74.48%2026-09-30: 67.19%2026-10-01: 64.21%2026-10-02: 67.53%2026-10-05: 71.37%2026-10-06: 70.92%2026-10-07: 68.60%2026-10-08: 89.74%2026-10-09: 75.17%2026-10-12: 78.71%2026-10-13: 78.75%2026-10-14: 87.15%2026-10-15: 91.82%2026-10-16: 95.90%2026-10-19: 76.82%2026-10-20: 70.74%2026-10-21: 67.49%2026-10-22: 70.20%2026-10-23: 63.41%2026-10-26: 69.53%2026-10-27: 66.10%2026-10-28: 68.36%2026-10-29: 94.28%2026-10-30: 66.92%Aug 10Sep 21Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
60.56%
62.11%
57.38%
88.33%
52.95%
59.11%
59.33%
71.07%
66.28%
61.11%
66.89%
61.56%
60.51%
131.97%
52.20%
54.78%
58.84%
56.53%
53.91%
59.30%
57.26%
130.20%
55.20%
59.56%
60.75%
62.33%
59.97%
53.20%
59.47%
62.42%
68.39%
70.74%
62.13%
65.40%
74.48%
67.19%
64.21%
67.53%
71.37%
70.92%
68.60%
89.74%
75.17%
78.71%
78.75%
87.15%
91.82%
95.90%
76.82%
70.74%
67.49%
70.20%
63.41%
69.53%
66.10%
68.36%
94.28%
66.92%