CCI cadena de opciones Crown Castle Inc.
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±5.3% (71.81–79.86) · ATM IV 28.0% · P/C interés abierto 0.47
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 29.90 | 31.90 | 1.00 | 0.0000 | 0.000 | 45 | 0 | 0.8500 | 1 | 148.0% | -0.00 | 0.0000 | -0.000 | ||||
| 27.40 | 29.40 | 1.00 | 0.0000 | 0.000 | 47.5 | 0 | 0.8500 | 134.6% | -0.00 | 0.0001 | -0.000 | |||||
| 24.90 | 26.90 | 1.00 | 0.0000 | 0.000 | 50 | 0 | 0.8500 | 1 | 121.9% | -0.00 | 0.0001 | -0.000 | ||||
| 19.90 | 21.90 | 1.00 | 0.0001 | 0.000 | 55 | 0 | 0.7500 | 5 | 95.2% | -0.00 | 0.0006 | -0.001 | ||||
| 15.00 | 16.90 | 13 | 1.00 | 0.0010 | 0.000 | 60 | 0 | 0.7500 | 75 | 73.1% | -0.01 | 0.0028 | -0.004 | |||
| 10.20 | 12.00 | 1 | 47.2% | 0.99 | 0.0061 | -0.004 | 65 | 0 | 0.8500 | 472 | 53.8% | -0.03 | 0.0122 | -0.012 | ||
| 8.00 | 9.10 | 1 | 33.9% | 0.97 | 0.0148 | -0.011 | 67.5 | 0 | 0.2000 | 206 | 30.0% | -0.07 | 0.0246 | -0.021 | ||
| 5.50 | 6.40 | 1 | 202 | 0.92 | 0.0335 | -0.023 | 70 | 0.1500 | 0.4000 | 20 | 1,001 | 30.8% | -0.15 | 0.0457 | -0.033 | |
| 3.50 | 4.20 | 175 | 26.2% | 0.81 | 0.0650 | -0.041 | 72.5 | 0.6000 | 1.15 | 19 | 556 | 29.3% | -0.29 | 0.0732 | -0.047 | |
| 1.50 | 2.45 | 43 | 4,080 | 24.4% | 0.61 | 0.0949 | -0.056 | 75 | 1.60 | 2.50 | 504 | 888 | 31.6% | -0.49 | 0.0905 | -0.053 |
| 0.7000 | 1.50 | 1 | 895 | 29.1% | 0.36 | 0.0931 | -0.053 | 77.5 | 3.00 | 3.80 | 2 | 79 | 28.4% | -0.71 | 0.0794 | -0.045 |
| 0.1500 | 0.4500 | 8 | 803 | 25.2% | 0.18 | 0.0628 | -0.036 | 80 | 5.10 | 6.00 | 221 | 32.4% | -0.86 | 0.0510 | -0.029 | |
| 0 | 0.2500 | 680 | 27.5% | 0.08 | 0.0336 | -0.021 | 82.5 | 6.60 | 8.60 | 163 | 24.2% | -0.94 | 0.0271 | -0.016 | ||
| 0 | 0.1500 | 731 | 31.4% | 0.04 | 0.0164 | -0.011 | 85 | 8.90 | 10.80 | 258 | -0.97 | 0.0134 | -0.008 | |||
| 0 | 0.0500 | 566 | 31.8% | 0.02 | 0.0079 | -0.006 | 87.5 | 11.40 | 14.10 | 143 | 46.6% | -0.99 | 0.0065 | -0.003 | ||
| 0 | 0.3500 | 297 | 50.2% | 0.01 | 0.0039 | -0.003 | 90 | 13.80 | 16.70 | 214 | 53.1% | -0.99 | 0.0033 | -0.001 | ||
| 0 | 0.4000 | 226 | 41.6% | 0.00 | 0.0020 | -0.002 | 92.5 | 16.30 | 19.20 | 129 | 59.4% | -1.00 | 0.0017 | 0.000 | ||
| 0 | 0.5500 | 389 | 46.2% | 0.00 | 0.0011 | -0.001 | 95 | 18.80 | 21.00 | 41 | -1.00 | 0.0009 | 0.000 | |||
| 0 | 0.8500 | 236 | 80.3% | 0.00 | 0.0006 | -0.001 | 97.5 | 21.30 | 23.70 | 91 | -1.00 | 0.0005 | 0.000 | |||
| 0 | 0.5000 | 211 | 77.3% | 0.00 | 0.0004 | -0.000 | 100 | 23.80 | 26.20 | 74 | -1.00 | 0.0003 | 0.000 | |||
| 0 | 0.8500 | 170 | 97.0% | 0.00 | 0.0001 | -0.000 | 105 | 28.80 | 31.20 | 29 | -1.00 | 0.0001 | 0.000 | |||
| 0 | 0.0500 | 180 | 70.3% | 0.00 | 0.0001 | -0.000 | 110 | 33.80 | 36.20 | 29 | -1.00 | 0.0000 | 0.000 | |||
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Sep 18, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.