IntraAlpha
Create free account Start free

Cleveland-Cliffs Inc CLF

BASIC MATERIALS · STEEL
i

Market dataready · fetched 2026-10-16T00:15:10.399Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:53:11.516793618Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:15:08.892906+00:00

Share price$12.13
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$0.18$1.22$2.26$3.29$4.33$8.59$10.34$12.10$13.85$15.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CLF spot · $12.13CLF PRICE$0.29$0.39$0.49$0.60$0.72$0.84$0.99$1.13$1.29$1.46$1.63$1.91$2.27$0.35$0.47$0.60$0.78$0.96$1.13$1.31$1.49$1.81$2.24$2.68$3.13$4.03
PutsExpensive1.17×
CallsExpensive1.21×
SkewBearish+1.83 pp
Implied moveBearish±$2.30
TiltBearish19.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.3676.1%29.0%10.3470.1%17.6%
25Δ14.7475.8%24.7%10.7271.2%15.5%
30Δ14.2275.9%21.2%11.0972.4%13.5%
35Δ13.7575.5%18.3%11.4573.7%12.1%
40Δ13.3174.8%15.6%11.8075.1%10.6%
45Δ12.8974.1%13.2%12.1575.1%9.2%
50Δ12.5273.6%11.4%12.5073.4%7.8%
55Δ12.1673.2%9.5%12.8571.8%6.4%
60Δ11.8072.2%7.9%13.2973.4%5.4%
65Δ11.4670.8%6.5%13.8177.7%4.6%
70Δ11.1369.5%5.1%14.3679.7%3.8%
75Δ10.7171.0%4.1%14.9280.4%2.9%
80Δ10.2574.2%3.3%15.9086.6%2.2%

20Δ

Calls
Pseudo strike
15.36
IV
76.1%
B/E move
29.0%
Puts
Pseudo strike
10.34
IV
70.1%
B/E move
17.6%

25Δ

Calls
Pseudo strike
14.74
IV
75.8%
B/E move
24.7%
Puts
Pseudo strike
10.72
IV
71.2%
B/E move
15.5%

30Δ

Calls
Pseudo strike
14.22
IV
75.9%
B/E move
21.2%
Puts
Pseudo strike
11.09
IV
72.4%
B/E move
13.5%

35Δ

Calls
Pseudo strike
13.75
IV
75.5%
B/E move
18.3%
Puts
Pseudo strike
11.45
IV
73.7%
B/E move
12.1%

40Δ

Calls
Pseudo strike
13.31
IV
74.8%
B/E move
15.6%
Puts
Pseudo strike
11.80
IV
75.1%
B/E move
10.6%

45Δ

Calls
Pseudo strike
12.89
IV
74.1%
B/E move
13.2%
Puts
Pseudo strike
12.15
IV
75.1%
B/E move
9.2%

50Δ

Calls
Pseudo strike
12.52
IV
73.6%
B/E move
11.4%
Puts
Pseudo strike
12.50
IV
73.4%
B/E move
7.8%

55Δ

Calls
Pseudo strike
12.16
IV
73.2%
B/E move
9.5%
Puts
Pseudo strike
12.85
IV
71.8%
B/E move
6.4%

60Δ

Calls
Pseudo strike
11.80
IV
72.2%
B/E move
7.9%
Puts
Pseudo strike
13.29
IV
73.4%
B/E move
5.4%

65Δ

Calls
Pseudo strike
11.46
IV
70.8%
B/E move
6.5%
Puts
Pseudo strike
13.81
IV
77.7%
B/E move
4.6%

70Δ

Calls
Pseudo strike
11.13
IV
69.5%
B/E move
5.1%
Puts
Pseudo strike
14.36
IV
79.7%
B/E move
3.8%

75Δ

Calls
Pseudo strike
10.71
IV
71.0%
B/E move
4.1%
Puts
Pseudo strike
14.92
IV
80.4%
B/E move
2.9%

80Δ

Calls
Pseudo strike
10.25
IV
74.2%
B/E move
3.3%
Puts
Pseudo strike
15.90
IV
86.6%
B/E move
2.2%