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CLF - Cleveland-Cliffs
Implied Volatility Analysis

Implied Volatility:
62.3%
Put/Call-Ratio:
0.68

Cleveland-Cliffs has an Implied Volatility (IV) of 62.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CLF is 30 and the Implied Volatility Percentile (IVP) is 29. The current Implied Volatility Index for CLF is -0.60 standard deviations away from its 1 year mean.

Market Cap$8.31B
Next Earnings Date2/10/2023 (64d)
Implied Volatility (IV) 30d
62.28
Implied Volatility Rank (IVR) 1y
30.17
Implied Volatility Percentile (IVP) 1y
29.08
Historical Volatility (HV) 30d
57.88
IV / HV
1.08
Open Interest
858.86K
Option Volume
32.53K
Put/Call Ratio (Volume)
0.68

Data was calculated after the 12/7/2022 closing.

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