CLF · Expected Move
Cleveland-Cliffs Inc.
The expected move for CLF is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
CLF straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current CLF Expected Move
30-Day Straddle
$2.21
7-Day Straddle
$1.08
30-Day ATM IV
66.0%
IV Rank
39%
Implied one-standard-deviation move through the next 30 days. Compare to CLF's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
CLF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $2.21 | $1.08 | 66.0% | 39% |
| 20261016 | $1.93 | $1.50 | 72.4% | 60% |
| 20261015 | $2.02 | $1.48 | 75.1% | 69% |
| 20261014 | $2.22 | $1.58 | 77.8% | 78% |
| 20261013 | $2.24 | $1.65 | 74.1% | 66% |
| 20261012 | $2.15 | $0.79 | 70.5% | 54% |
| 20261009 | $2.09 | $0.90 | 74.4% | 67% |
| 20261008 | $1.83 | $0.86 | 68.1% | 46% |
| 20261007 | $2.05 | $0.84 | 74.2% | 66% |
| 20261006 | $2.00 | $0.99 | 70.4% | 54% |
| 20261005 | $2.06 | $0.68 | 72.3% | 60% |
| 20261002 | $1.81 | $0.82 | 71.2% | 57% |
| 20261001 | $1.62 | $0.82 | 64.1% | 33% |
| 20260930 | $1.50 | $0.87 | 60.1% | 20% |
| 20260929 | $1.70 | $0.90 | 67.5% | 44% |
| 20260928 | $1.77 | $0.64 | 66.9% | 43% |
| 20260925 | $1.77 | $0.78 | 65.5% | 38% |
| 20260924 | $1.81 | $0.93 | 65.1% | 36% |
| 20260923 | $1.90 | $1.09 | 63.3% | 31% |
| 20260922 | $1.85 | $1.01 | 63.6% | 31% |
| 20260921 | $1.87 | $0.65 | 63.5% | 31% |
| 20260918 | $1.56 | $0.70 | 57.8% | 13% |
| 20260917 | $1.82 | $0.91 | 61.5% | 25% |
| 20260916 | $1.68 | $0.80 | 60.7% | 22% |
| 20260915 | $1.63 | $0.84 | 58.7% | 15% |
| 20260914 | $1.65 | $0.64 | 58.0% | 13% |
| 20260911 | $1.53 | $0.73 | 57.7% | 12% |
| 20260910 | $1.41 | $0.81 | 54.3% | 1% |
| 20260909 | $1.75 | $0.84 | 61.8% | 26% |
| 20260908 | $1.71 | $0.85 | 59.1% | 17% |
| 20260904 | $1.54 | $0.72 | 55.9% | 6% |
| 20260903 | $1.44 | $0.78 | 54.0% | 0% |
| 20260902 | $1.60 | $0.83 | 56.5% | 8% |
| 20260901 | $1.46 | $0.83 | 54.3% | 1% |
| 20260831 | $1.52 | $0.56 | 55.6% | 5% |
| 20260828 | $1.38 | $0.67 | 57.0% | 10% |
| 20260827 | $1.54 | $0.81 | 55.5% | 5% |
| 20260826 | $1.68 | $0.82 | 63.2% | 30% |
| 20260825 | $1.64 | $0.90 | 61.3% | 24% |
| 20260824 | $1.89 | $0.72 | 68.3% | 47% |
| 20260821 | $1.59 | $0.81 | 63.5% | 31% |
| 20260820 | $1.42 | $0.82 | 58.7% | 15% |
| 20260819 | $1.50 | $0.82 | 58.6% | 15% |
| 20260818 | $1.49 | $0.94 | 54.4% | 2% |
| 20260817 | $1.62 | $0.76 | 55.8% | 6% |
| 20260814 | $1.43 | $0.71 | 53.9% | 0% |
| 20260813 | $1.40 | $0.80 | 54.0% | 0% |
| 20260812 | $1.61 | $0.82 | 58.1% | 10% |
| 20260811 | $1.58 | $1.06 | 55.0% | 0% |
| 20260810 | $1.82 | $0.77 | 61.9% | 5% |
| 20260807 | — | — | 60.6% | 0% |
| 20260806 | $1.68 | $0.97 | 61.0% | 0% |
| 20260805 | $1.88 | $1.08 | 64.6% | 13% |
| 20260804 | $1.94 | $1.19 | 66.2% | 20% |
| 20260803 | $1.69 | $0.70 | 65.0% | 15% |
| 20260731 | $1.59 | $0.78 | 63.8% | 10% |
| 20260730 | $1.69 | $0.91 | 65.4% | 16% |
| 20260729 | $1.81 | $0.99 | 70.0% | 36% |
| 20260728 | $1.75 | $1.11 | 63.0% | 6% |
| 20260727 | $2.02 | $0.91 | 69.1% | 32% |
More on CLF
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.