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 ±12.9% (65.68–85.08) · ATM IV 29.2% · P/C open interest 0.65
| 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 | |
| 31.70 | 34.40 | 72.0% | 1.00 | 0.0000 | 0.000 | 42.5 | 0 | 0.7500 | 1 | 62.1% | -0.01 | 0.0016 | -0.003 | |||
| 29.10 | 32.00 | 65.3% | 1.00 | 0.0001 | 0.000 | 45 | 0 | 0.8500 | 8 | 58.1% | -0.02 | 0.0022 | -0.003 | |||
| 26.60 | 29.50 | 59.0% | 1.00 | 0.0003 | 0.000 | 47.5 | 0 | 0.7500 | 4 | 51.4% | -0.02 | 0.0031 | -0.004 | |||
| 24.10 | 27.00 | 53.0% | 1.00 | 0.0011 | 0.000 | 50 | 0 | 0.7500 | 7 | 46.4% | -0.03 | 0.0044 | -0.005 | |||
| 19.20 | 21.80 | 39.7% | 0.98 | 0.0060 | 0.000 | 55 | 0.0500 | 0.7500 | 50 | 37.5% | -0.06 | 0.0080 | -0.008 | |||
| 14.30 | 16.20 | 0.93 | 0.0153 | -0.009 | 60 | 0.4500 | 0.9500 | 27 | 33.2% | -0.12 | 0.0139 | -0.012 | ||||
| 10.20 | 12.40 | 2 | 32.3% | 0.83 | 0.0224 | -0.013 | 65 | 0.9500 | 1.80 | 201 | 30.5% | -0.20 | 0.0218 | -0.017 | ||
| 8.20 | 10.40 | 5 | 31.0% | 0.77 | 0.0256 | -0.015 | 67.5 | 1.90 | 2.35 | 138 | 31.0% | -0.26 | 0.0261 | -0.018 | ||
| 6.90 | 7.90 | 1 | 535 | 29.4% | 0.70 | 0.0292 | -0.017 | 70 | 2.55 | 3.30 | 113 | 30.4% | -0.33 | 0.0300 | -0.020 | |
| 5.50 | 7.00 | 3 | 44 | 31.6% | 0.62 | 0.0326 | -0.019 | 72.5 | 3.10 | 4.10 | 7 | 225 | 27.8% | -0.41 | 0.0329 | -0.020 |
| 4.10 | 5.90 | 1 | 532 | 31.7% | 0.54 | 0.0346 | -0.020 | 75 | 3.90 | 5.50 | 184 | 26.7% | -0.50 | 0.0343 | -0.020 | |
| 3.00 | 3.80 | 1 | 188 | 28.2% | 0.45 | 0.0349 | -0.020 | 77.5 | 5.40 | 7.60 | 140 | 28.6% | -0.58 | 0.0340 | -0.019 | |
| 2.35 | 3.10 | 9 | 183 | 29.5% | 0.37 | 0.0334 | -0.019 | 80 | 7.70 | 8.60 | 7 | 328 | 28.4% | -0.66 | 0.0320 | -0.017 |
| 1.55 | 3.00 | 1 | 37 | 31.2% | 0.30 | 0.0306 | -0.018 | 82.5 | 9.00 | 11.20 | 56 | 29.2% | -0.73 | 0.0290 | -0.014 | |
| 1.10 | 1.60 | 1 | 70 | 28.3% | 0.23 | 0.0269 | -0.016 | 85 | 11.50 | 12.50 | 172 | 28.5% | -0.79 | 0.0253 | -0.011 | |
| 0.7500 | 1.20 | 1 | 73 | 28.5% | 0.18 | 0.0230 | -0.014 | 87.5 | 13.60 | 15.30 | 39 | 31.8% | -0.83 | 0.0214 | -0.009 | |
| 0.6500 | 1.10 | 5 | 421 | 30.6% | 0.14 | 0.0193 | -0.012 | 90 | 15.90 | 17.70 | 2 | 28 | 33.9% | -0.87 | 0.0179 | -0.006 |
| 0.3500 | 0.9500 | 34 | 30.9% | 0.11 | 0.0160 | -0.010 | 92.5 | 17.50 | 20.00 | 144 | 30.8% | -0.90 | 0.0148 | -0.003 | ||
| 0.0500 | 0.4500 | 7 | 152 | 27.1% | 0.09 | 0.0131 | -0.009 | 95 | 19.80 | 22.30 | 14 | 30.7% | -0.92 | 0.0121 | -0.001 | |
| 0.0500 | 0.5000 | 1 | 27 | 29.9% | 0.07 | 0.0107 | -0.007 | 97.5 | 22.30 | 24.70 | 11 | 32.8% | -0.94 | 0.0099 | 0.000 | |
| 0.0500 | 0.5000 | 536 | 32.1% | 0.05 | 0.0087 | -0.006 | 100 | 24.40 | 27.20 | 40 | 31.3% | -0.95 | 0.0081 | 0.000 | ||
| 0 | 0.6000 | 45 | 37.4% | 0.04 | 0.0059 | -0.005 | 105 | 29.40 | 32.10 | 1 | 1 | 35.6% | -0.97 | 0.0059 | 0.000 | |
| 0 | 0.6500 | 62 | 41.3% | 0.02 | 0.0040 | -0.003 | 110 | 34.20 | 37.50 | 43.3% | -0.98 | 0.0042 | 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 — Dec 18, 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.