Cleveland-Cliffs Inc. (CLF) Options History
Historical options analytics archive for CLF with monthly max pain, implied volatility, gamma exposure, and put/call data.
234 months of complete options data available.
CLF monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CLF. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 18 | 74.5% | 73.5% | $10.50 | $1.3M | -$31.8M | 0.36 |
| 2026-05 | 18 | 66.1% | 35.4% | $10.00 | $6.5M | -$402.1M | 0.29 |
| 2026-04 | 16 | 70.7% | 38.5% | $9.00 | $2.8M | -$111.3M | 0.51 |
| 2026-03 | 21 | 72.9% | 40.2% | $8.00 | $1.2M | -$18.4M | 0.85 |
| 2026-02 | 19 | 68.0% | 31.6% | $11.50 | $614.9K | -$29.5M | 0.57 |
| 2026-01 | 20 | 67.0% | 29.9% | $13.00 | $2.7M | -$156.7M | 0.50 |
This archive aggregates CLF's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how CLF option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 74.5%, a month-end max-pain strike around $10.50, an average put/call ratio of 0.36.
2026
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2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
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2009
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2008
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2007
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Frequently asked CLF history questions
- How much options history is available for CLF?
- This archive holds 234 months of CLF options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of CLF's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the CLF archive.
- What data does each monthly CLF aggregate contain?
- Every monthly row summarizes that month of CLF option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 74.5%, an average IV rank of 73.5%, a month-end max-pain strike around $10.50, an average put/call ratio of 0.36.
- How is the CLF options-history archive built and how often does it update?
- The archive is derived from CLF's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how CLF's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.