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Cleveland-Cliffs Inc. CLF

i

Market dataready · fetched 2026-11-07T05:54:55.573Z

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 · 2026-11-07T00:59:53.727723378Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T05:54:54.803710+00:00

Share price$11.47
1D-0.3%
AH$11.31$11.48$11.66$11.83$12.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCLF
Sold putSold callAH

Cleveland-Cliffs Inc. options

Live interpolated CLF call and put midpoint premiums by absolute delta.Cleveland-Cliffs Inc.$0.11$0.37$0.62$0.88$1.13$9.23$10.83$12.43$14.03$15.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CLF spot · $11.47CLF PRICE$0.21$0.26$0.32$0.38$0.44$0.53$0.63$0.72$0.83$0.93$1.04$0.14$0.20$0.25$0.31$0.38$0.45$0.52$0.62$0.71$0.81$0.93$1.06
Puts——
Calls——
Skew——
Implied moveBearish±$0.96
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.5978.6%8.9%
25Δ10.7580.7%8.0%
30Δ12.1778.5%8.0%10.9182.7%7.0%
35Δ12.0079.4%6.9%11.0783.6%6.2%
40Δ11.8579.7%6.1%11.2383.2%5.4%
45Δ11.6980.0%5.3%11.3982.7%4.6%
50Δ11.5480.2%4.5%11.5482.3%3.9%
55Δ11.3881.5%3.9%11.7082.1%3.4%
60Δ11.2283.1%3.3%11.8681.9%2.8%
65Δ11.0784.7%2.8%12.0281.6%2.3%
70Δ10.9184.0%2.3%12.1980.5%1.8%
75Δ10.7481.8%1.8%12.3779.4%1.4%
80Δ10.5879.5%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.59
IV
78.6%
B/E move
8.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.75
IV
80.7%
B/E move
8.0%

30Δ

Calls
Pseudo strike
12.17
IV
78.5%
B/E move
8.0%
Puts
Pseudo strike
10.91
IV
82.7%
B/E move
7.0%

35Δ

Calls
Pseudo strike
12.00
IV
79.4%
B/E move
6.9%
Puts
Pseudo strike
11.07
IV
83.6%
B/E move
6.2%

40Δ

Calls
Pseudo strike
11.85
IV
79.7%
B/E move
6.1%
Puts
Pseudo strike
11.23
IV
83.2%
B/E move
5.4%

45Δ

Calls
Pseudo strike
11.69
IV
80.0%
B/E move
5.3%
Puts
Pseudo strike
11.39
IV
82.7%
B/E move
4.6%

50Δ

Calls
Pseudo strike
11.54
IV
80.2%
B/E move
4.5%
Puts
Pseudo strike
11.54
IV
82.3%
B/E move
3.9%

55Δ

Calls
Pseudo strike
11.38
IV
81.5%
B/E move
3.9%
Puts
Pseudo strike
11.70
IV
82.1%
B/E move
3.4%

60Δ

Calls
Pseudo strike
11.22
IV
83.1%
B/E move
3.3%
Puts
Pseudo strike
11.86
IV
81.9%
B/E move
2.8%

65Δ

Calls
Pseudo strike
11.07
IV
84.7%
B/E move
2.8%
Puts
Pseudo strike
12.02
IV
81.6%
B/E move
2.3%

70Δ

Calls
Pseudo strike
10.91
IV
84.0%
B/E move
2.3%
Puts
Pseudo strike
12.19
IV
80.5%
B/E move
1.8%

75Δ

Calls
Pseudo strike
10.74
IV
81.8%
B/E move
1.8%
Puts
Pseudo strike
12.37
IV
79.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
10.58
IV
79.5%
B/E move
1.3%
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%