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Cleveland-Cliffs Inc CLF

BASIC MATERIALS · STEEL
i

Market dataready · fetched 2026-10-15T20:33:39.376Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:12:02.174468226Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:38.778128+00:00

Share price$12.14
1D-2.1%
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$0.37$0.70$1.02$1.35$11.27$11.76$12.25$12.75$13.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $12.14OPTION PRICELive CLF spot · $12.14CLF PRICE$0.17$0.15$0.13$0.15$0.18$0.21$0.24$0.27$0.29$0.39$0.50$0.61$0.72$0.08$0.10$0.12$0.14$0.17$0.22$0.28$0.33$0.38$0.44$0.53$0.89$1.26
PutsExpensive1.09×
CallsExpensive1.87×
SkewBullish-36.47 pp
Implied moveBearish±$0.51
TiltBearish10.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.48462.1%45.4%11.57108.0%5.3%
25Δ15.12292.1%25.8%11.68102.9%4.6%
30Δ12.76122.1%6.1%11.8097.9%3.8%
35Δ12.43101.5%3.6%11.9192.9%3.1%
40Δ12.3498.9%3.2%12.0189.2%2.4%
45Δ12.2696.3%2.7%12.1091.7%2.2%
50Δ12.1893.8%2.3%12.1894.3%2.0%
55Δ12.1091.2%1.8%12.2696.9%1.7%
60Δ12.0188.7%1.4%12.3599.5%1.5%
65Δ11.9096.0%1.2%12.43102.1%1.2%
70Δ11.77105.4%1.1%12.55109.1%1.0%
75Δ11.64114.9%0.9%12.92145.9%1.0%
80Δ11.51124.4%0.8%13.28182.6%0.9%

20Δ

Calls
Pseudo strike
17.48
IV
462.1%
B/E move
45.4%
Puts
Pseudo strike
11.57
IV
108.0%
B/E move
5.3%

25Δ

Calls
Pseudo strike
15.12
IV
292.1%
B/E move
25.8%
Puts
Pseudo strike
11.68
IV
102.9%
B/E move
4.6%

30Δ

Calls
Pseudo strike
12.76
IV
122.1%
B/E move
6.1%
Puts
Pseudo strike
11.80
IV
97.9%
B/E move
3.8%

35Δ

Calls
Pseudo strike
12.43
IV
101.5%
B/E move
3.6%
Puts
Pseudo strike
11.91
IV
92.9%
B/E move
3.1%

40Δ

Calls
Pseudo strike
12.34
IV
98.9%
B/E move
3.2%
Puts
Pseudo strike
12.01
IV
89.2%
B/E move
2.4%

45Δ

Calls
Pseudo strike
12.26
IV
96.3%
B/E move
2.7%
Puts
Pseudo strike
12.10
IV
91.7%
B/E move
2.2%

50Δ

Calls
Pseudo strike
12.18
IV
93.8%
B/E move
2.3%
Puts
Pseudo strike
12.18
IV
94.3%
B/E move
2.0%

55Δ

Calls
Pseudo strike
12.10
IV
91.2%
B/E move
1.8%
Puts
Pseudo strike
12.26
IV
96.9%
B/E move
1.7%

60Δ

Calls
Pseudo strike
12.01
IV
88.7%
B/E move
1.4%
Puts
Pseudo strike
12.35
IV
99.5%
B/E move
1.5%

65Δ

Calls
Pseudo strike
11.90
IV
96.0%
B/E move
1.2%
Puts
Pseudo strike
12.43
IV
102.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
11.77
IV
105.4%
B/E move
1.1%
Puts
Pseudo strike
12.55
IV
109.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
11.64
IV
114.9%
B/E move
0.9%
Puts
Pseudo strike
12.92
IV
145.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
11.51
IV
124.4%
B/E move
0.8%
Puts
Pseudo strike
13.28
IV
182.6%
B/E move
0.9%