CCI chaîne d'options Crown Castle Inc.
Chaque ligne correspond à un strike. La moitié gauche concerne le call, la moitié droite le put. Le bid/ask correspond aux cotations actuelles des acheteurs et vendeurs ; le volume indique les contrats échangés lors de cette séance ; l'open interest représente les contrats en cours. La ligne mise en évidence est la plus proche du cours de l'action.
Cette échéance intègre un mouvement d'environ ±7.8% (69.50–81.25) · ATM IV 28.2% · P/C open interest 0.97
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Offre | Demander | 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 | Offre | Demander | Vol | OI | IV | Δ | Γ | Θ | |
| 29.20 | 31.90 | 92.3% | 1.00 | 0.0000 | 0.000 | 45 | 0 | 0.7500 | 12 | 89.2% | -0.00 | 0.0008 | -0.002 | |||
| 26.70 | 29.40 | 83.6% | 1.00 | 0.0000 | 0.000 | 47.5 | 0 | 0.7500 | 81.0% | -0.01 | 0.0012 | -0.002 | ||||
| 24.20 | 26.90 | 4 | 75.3% | 1.00 | 0.0001 | 0.000 | 50 | 0 | 0.7500 | 73.3% | -0.01 | 0.0018 | -0.003 | |||
| 19.20 | 21.90 | 59.9% | 1.00 | 0.0009 | 0.000 | 55 | 0 | 0.7500 | 14 | 58.6% | -0.02 | 0.0042 | -0.006 | |||
| 14.20 | 16.30 | 5 | 0.99 | 0.0047 | -0.002 | 60 | 0.0500 | 0.6500 | 82 | 44.2% | -0.05 | 0.0098 | -0.011 | |||
| 9.30 | 11.30 | 5 | 0.94 | 0.0187 | -0.015 | 65 | 0.3000 | 0.6000 | 6 | 169 | 33.4% | -0.11 | 0.0215 | -0.019 | ||
| 7.00 | 8.90 | 6 | 0.89 | 0.0319 | -0.024 | 67.5 | 0.6000 | 0.8000 | 10 | 366 | 31.2% | -0.17 | 0.0305 | -0.024 | ||
| 5.50 | 7.30 | 164 | 34.4% | 0.80 | 0.0470 | -0.033 | 70 | 0.7500 | 1.40 | 47 | 515 | 28.2% | -0.26 | 0.0410 | -0.029 | |
| 3.80 | 5.10 | 7 | 20 | 31.2% | 0.67 | 0.0579 | -0.037 | 72.5 | 1.80 | 2.05 | 4 | 216 | 28.3% | -0.37 | 0.0506 | -0.032 |
| 2.45 | 3.30 | 40 | 162 | 29.0% | 0.52 | 0.0600 | -0.036 | 75 | 2.60 | 3.40 | 2 | 489 | 27.3% | -0.50 | 0.0559 | -0.033 |
| 1.45 | 1.95 | 7 | 90 | 27.4% | 0.38 | 0.0544 | -0.032 | 77.5 | 4.10 | 4.90 | 233 | 27.1% | -0.64 | 0.0541 | -0.031 | |
| 1.00 | 1.35 | 15 | 193 | 29.3% | 0.26 | 0.0449 | -0.027 | 80 | 5.00 | 6.70 | 57 | 19.8% | -0.76 | 0.0462 | -0.027 | |
| 0.4500 | 0.7500 | 8 | 363 | 27.9% | 0.17 | 0.0346 | -0.021 | 82.5 | 7.40 | 9.80 | 1 | 190 | 29.7% | -0.84 | 0.0357 | -0.021 |
| 0.3000 | 0.5000 | 2 | 548 | 29.5% | 0.12 | 0.0254 | -0.017 | 85 | 10.50 | 11.90 | 7 | 25 | 36.8% | -0.90 | 0.0257 | -0.015 |
| 0.1000 | 0.3500 | 3 | 95 | 29.7% | 0.08 | 0.0184 | -0.013 | 87.5 | 12.30 | 14.40 | 22 | 35.0% | -0.94 | 0.0178 | -0.010 | |
| 0.0500 | 0.7000 | 263 | 28.9% | 0.05 | 0.0132 | -0.010 | 90 | 14.40 | 17.10 | 15 | 36.6% | -0.96 | 0.0120 | -0.006 | ||
| 0 | 0.7500 | 189 | 41.9% | 0.04 | 0.0095 | -0.008 | 92.5 | 16.80 | 20.00 | 25 | 45.0% | -0.98 | 0.0081 | -0.004 | ||
| 0 | 0.2500 | 6 | 184 | 36.9% | 0.03 | 0.0069 | -0.006 | 95 | 19.20 | 22.50 | 5 | 47.7% | -0.98 | 0.0054 | -0.001 | |
| 0 | 0.7500 | 36 | 49.4% | 0.02 | 0.0051 | -0.005 | 97.5 | 21.60 | 25.00 | 50.0% | -0.99 | 0.0036 | 0.000 | |||
| 0 | 0.2000 | 125 | 41.7% | 0.01 | 0.0038 | -0.004 | 100 | 24.10 | 27.50 | 1 | 53.7% | -0.99 | 0.0025 | 0.000 | ||
| 0 | 0.7500 | 40 | 59.5% | 0.01 | 0.0022 | -0.003 | 105 | 29.10 | 32.50 | 1 | 60.7% | -1.00 | 0.0012 | 0.000 | ||
| 0 | 0.7500 | 10 | 65.7% | 0.01 | 0.0014 | -0.002 | 110 | 34.10 | 37.50 | 67.2% | -1.00 | 0.0006 | 0.000 | |||
Strikes affichés : dans une fourchette de ±50 % par rapport au prix du sous-jacent. Valeur intrinsèque = max(0, prix − strike) pour les calls, max(0, strike − prix) pour les puts ; valeur extrinsèque = prix de l'option − valeur intrinsèque. Greeks et IV tels que calculés par le flux de la bourse.
Smile de volatilité — Oct 16, 2026
Page volatilité →Volatilité implicite par strike pour cette échéance. Les puts hors de la monnaie affichent généralement une IV plus élevée que les calls — c'est le skew.