CLF Volatility Skew

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Implied Volatility Stats

Showing results for 2026-11-06(w), calls & puts

Expiration Date Avg IV

CLF Volatility Skew FAQ

What is volatility skew?

Volatility skew is the difference in implied volatility between options at different strike prices. A steeper skew means traders are paying more for options on one side, usually downside puts used as protection.

What is CLF's one-year implied volatility range?

Over the past year, Cleveland-Cliffs 30-day implied volatility ranged from 49.5% on Dec 31, 2025 to 86.7% on Jul 15, 2026.

How has CLF implied volatility changed recently?

Cleveland-Cliffs 30-day implied volatility went from 74.8% on Oct 7, 2026 to 67.0% on Nov 4, 2026. See the CLF implied volatility history for a longer view.

What is Cleveland-Cliffs Inc?

Cleveland-Cliffs Inc is a flat-rolled steel producer and manufacturer of iron ore pellets in North America.

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