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Cleveland-Cliffs Inc CLF

BASIC MATERIALS · STEEL
i

Market dataready · fetched 2026-10-15T20:02:51.725Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:03.803728862Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:02:51.319221+00:00

Share price$12.15
1D-2.0%
AH$11.65$11.86$12.07$12.28$12.495:30 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$0.04$0.39$0.73$1.08$1.42$11.24$11.74$12.25$12.75$13.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $12.15OPTION PRICELive CLF spot · $12.15CLF PRICE$0.17$0.15$0.13$0.15$0.18$0.20$0.23$0.26$0.29$0.37$0.48$0.58$0.69$0.08$0.10$0.12$0.14$0.17$0.23$0.28$0.34$0.39$0.45$0.61$0.97$1.32
PutsExpensive1.07×
CallsExpensive1.68×
SkewBullish-30.72 pp
Implied moveBearish±$0.52
TiltBearish14.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.54460.8%45.8%11.58108.9%5.4%
25Δ15.21295.0%26.4%11.69103.9%4.6%
30Δ12.88129.2%7.0%11.8098.9%3.9%
35Δ12.43100.1%3.5%11.9293.9%3.1%
40Δ12.3597.4%3.1%12.0291.1%2.5%
45Δ12.2794.7%2.7%12.1194.0%2.2%
50Δ12.1992.1%2.3%12.1996.9%2.0%
55Δ12.1189.4%1.8%12.2899.8%1.8%
60Δ12.0386.7%1.4%12.36102.6%1.5%
65Δ11.9291.2%1.1%12.44105.5%1.3%
70Δ11.79100.0%1.0%12.63120.0%1.1%
75Δ11.67108.8%0.9%12.99156.0%1.1%
80Δ11.54117.6%0.7%13.35192.1%1.0%

20Δ

Calls
Pseudo strike
17.54
IV
460.8%
B/E move
45.8%
Puts
Pseudo strike
11.58
IV
108.9%
B/E move
5.4%

25Δ

Calls
Pseudo strike
15.21
IV
295.0%
B/E move
26.4%
Puts
Pseudo strike
11.69
IV
103.9%
B/E move
4.6%

30Δ

Calls
Pseudo strike
12.88
IV
129.2%
B/E move
7.0%
Puts
Pseudo strike
11.80
IV
98.9%
B/E move
3.9%

35Δ

Calls
Pseudo strike
12.43
IV
100.1%
B/E move
3.5%
Puts
Pseudo strike
11.92
IV
93.9%
B/E move
3.1%

40Δ

Calls
Pseudo strike
12.35
IV
97.4%
B/E move
3.1%
Puts
Pseudo strike
12.02
IV
91.1%
B/E move
2.5%

45Δ

Calls
Pseudo strike
12.27
IV
94.7%
B/E move
2.7%
Puts
Pseudo strike
12.11
IV
94.0%
B/E move
2.2%

50Δ

Calls
Pseudo strike
12.19
IV
92.1%
B/E move
2.3%
Puts
Pseudo strike
12.19
IV
96.9%
B/E move
2.0%

55Δ

Calls
Pseudo strike
12.11
IV
89.4%
B/E move
1.8%
Puts
Pseudo strike
12.28
IV
99.8%
B/E move
1.8%

60Δ

Calls
Pseudo strike
12.03
IV
86.7%
B/E move
1.4%
Puts
Pseudo strike
12.36
IV
102.6%
B/E move
1.5%

65Δ

Calls
Pseudo strike
11.92
IV
91.2%
B/E move
1.1%
Puts
Pseudo strike
12.44
IV
105.5%
B/E move
1.3%

70Δ

Calls
Pseudo strike
11.79
IV
100.0%
B/E move
1.0%
Puts
Pseudo strike
12.63
IV
120.0%
B/E move
1.1%

75Δ

Calls
Pseudo strike
11.67
IV
108.8%
B/E move
0.9%
Puts
Pseudo strike
12.99
IV
156.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
11.54
IV
117.6%
B/E move
0.7%
Puts
Pseudo strike
13.35
IV
192.1%
B/E move
1.0%