Materials Industrial Reference Data Updated 2026-05-31

CLF Gamma Exposure, IV Rank & Implied Volatility

Cleveland-Cliffs Inc. (CLF) options data — GEX, IV rank, options chain & Greeks

CLF options trade with implied volatility typically in the 30% - 65% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.

IV Rank 17.7 /100
IV 30.4%
Simulated data for display · open live CLF on the platform →

An IV rank near 17.7 (the value shown here is illustrative) would mean implied volatility is in roughly the 17.7th percentile of its 1-year range — low IV, premium-buying regime for long calls/puts and debit spreads. For today's live CLF IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 21.43%51.12%

Chart shows simulated data for display purposes. View the real CLF IV history on the live platform →

Comprehensive options market data for Cleveland-Cliffs Inc.

CLF Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 30% - 65%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
30% - 65%
Market Cap
$6B+
Weeklies
Yes

1 About Cleveland-Cliffs Inc. (CLF)

Cleveland-Cliffs is the largest flat-rolled steel producer in North America, vertically integrated from iron ore mining through steelmaking and finishing.

Company Profile

Sector Materials
Industry Steel
Market Cap $6B+
Exchange NYSE

Key Dates

Next Earnings See earnings calendar
Earnings Frequency Quarterly
Dividend Schedule See company page
Fiscal Year End December

Cleveland-Cliffs Inc. operates in the Materials sector.

2 CLF Options Market Overview

CLF options provide good liquidity for options traders.

Average Daily Volume N/A
Total Open Interest N/A
Put/Call Ratio N/A
Typical ATM Spread N/A
Weekly Options Available
LEAPS Available Yes

Liquidity Assessment: Good

CLF options are available for trading across multiple expirations.

3 CLF Implied Volatility & IV Rank

CLF implied volatility is moderate, reflecting economic cycle exposure and industrial spending trends. IV is driven by earnings and macroeconomic data.

Low IV Environment
30% - 38%
Below average volatility
Typical IV Range
38% - 56%
Normal conditions
Elevated IV
56% - 65%
Above average volatility

Earnings Impact

IV typically expands before earnings and contracts after the announcement.

The post-earnings volatility drop is known as IV crush. Holders of short CLF options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

CLF IV generally trades near historical volatility, with premiums expanding around earnings.

Term Structure

Typically upward sloping under normal conditions.

View CLF Volatility Lab

CLF Gamma Exposure (GEX)

Gamma Exposure analysis for CLF reveals dealer hedging dynamics at key strike levels.

Typical GEX Profile: CLF tends to operate in a positive gamma environment during normal conditions.

Key Levels:

Dealer Hedging:

View Live CLF GEX

4 Common CLF Options Strategies

These are strategies commonly used by traders on CLF options, based on typical market characteristics. This is not investment advice.

Popular for CLF shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on CLF.

Range-bound strategy for CLF between events.

Key Considerations for CLF Options

  • CLF options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
  • Monitor earnings dates for IV expansion/contraction patterns
  • Consider the stock's beta when sizing positions

Frequently Asked Questions: CLF Options

What is CLF's typical implied volatility?

CLF implied volatility typically ranges from 30% - 65%.

Does CLF have weekly options?

CLF offers weekly options.

What is CLF's options trading profile?

CLF (Cleveland-Cliffs Inc.) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 30% - 65% range. The position sits in the Materials category for portfolio diversification and options strategy design.

How does CLF implied volatility behave around earnings?

IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.

What options strategies work well on CLF?

Popular strategies on CLF options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 30% - 65% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.

What is CLF's gamma exposure (GEX)?

Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence CLF's intraday price action. CLF tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live CLF GEX levels and the gamma-flip point on ApexVol.

What is CLF's IV rank?

CLF's IV rank shows where CLF's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. CLF implied volatility typically ranges from 30% - 65%. Check CLF's live IV rank and percentile on ApexVol's IV analytics.

AV
Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-05-31. How we research →

Explore CLF Options Data

Access institutional-grade analytics including gamma exposure, implied volatility, and real-time options flow.

7 days free, cancel anytime No charge if you cancel
Start trial →