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 ±8.3% (74.36–87.76) · ATM IV 34.7% · P/C interés abierto 0.56
| 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 | |
| 29.70 | 32.80 | 67.2% | 1.00 | 0.0002 | 0.000 | 50 | 0 | 0.2000 | 79.0% | -0.00 | 0.0002 | -0.001 | ||||
| 24.60 | 27.90 | 47.7% | 1.00 | 0.0008 | 0.000 | 55 | 0 | 0.4500 | 54 | 74.7% | -0.00 | 0.0008 | -0.002 | |||
| 19.70 | 23.00 | 51.1% | 0.99 | 0.0025 | -0.002 | 60 | 0 | 0.7500 | 261 | 67.1% | -0.01 | 0.0025 | -0.004 | |||
| 17.90 | 19.60 | 1 | 0.98 | 0.0042 | -0.005 | 62.5 | 0 | 0.7000 | 142 | 58.8% | -0.02 | 0.0043 | -0.007 | |||
| 15.30 | 17.20 | 10 | 0.97 | 0.0070 | -0.009 | 65 | 0.0500 | 0.1500 | 6 | 339 | 41.9% | -0.03 | 0.0071 | -0.011 | ||
| 13.20 | 14.80 | 281 | 39.6% | 0.95 | 0.0112 | -0.014 | 67.5 | 0.1000 | 0.7500 | 321 | 46.9% | -0.05 | 0.0112 | -0.016 | ||
| 10.90 | 11.90 | 20 | 222 | 28.4% | 0.91 | 0.0170 | -0.021 | 70 | 0.0500 | 0.4500 | 25 | 718 | 34.8% | -0.09 | 0.0171 | -0.023 |
| 8.70 | 10.30 | 64 | 38.0% | 0.86 | 0.0244 | -0.030 | 72.5 | 0.5000 | 1.00 | 228 | 150 | 39.1% | -0.14 | 0.0247 | -0.031 | |
| 6.90 | 7.70 | 1,966 | 34.6% | 0.79 | 0.0329 | -0.039 | 75 | 0.8000 | 1.20 | 37 | 349 | 34.9% | -0.21 | 0.0332 | -0.040 | |
| 5.20 | 6.10 | 3 | 226 | 36.3% | 0.70 | 0.0409 | -0.046 | 77.5 | 1.45 | 2.05 | 13 | 316 | 35.4% | -0.31 | 0.0413 | -0.047 |
| 3.70 | 4.20 | 22 | 428 | 34.0% | 0.58 | 0.0464 | -0.051 | 80 | 2.40 | 3.10 | 55 | 195 | 35.4% | -0.42 | 0.0471 | -0.052 |
| 2.55 | 3.10 | 39 | 343 | 34.9% | 0.47 | 0.0479 | -0.051 | 82.5 | 3.80 | 4.20 | 4 | 23 | 34.9% | -0.54 | 0.0488 | -0.052 |
| 1.65 | 1.95 | 33 | 402 | 33.7% | 0.35 | 0.0450 | -0.048 | 85 | 5.40 | 6.30 | 4 | 37.8% | -0.66 | 0.0463 | -0.048 | |
| 1.00 | 1.30 | 21 | 186 | 33.8% | 0.25 | 0.0388 | -0.041 | 87.5 | 6.50 | 8.10 | 1 | 33.1% | -0.76 | 0.0403 | -0.042 | |
| 0.6000 | 1.20 | 57 | 893 | 34.3% | 0.18 | 0.0310 | -0.033 | 90 | 8.70 | 10.40 | 9 | 35.9% | -0.84 | 0.0329 | -0.034 | |
| 0.1500 | 0.5000 | 18 | 112 | 33.7% | 0.08 | 0.0171 | -0.019 | 95 | 13.30 | 14.90 | 36.5% | -0.94 | 0.0192 | -0.020 | ||
| 0 | 0.2000 | 45 | 36.3% | 0.03 | 0.0084 | -0.010 | 100 | 17.90 | 20.30 | 45.2% | -0.99 | 0.0070 | -0.010 | |||
| 0 | 0.0500 | 35.8% | 0.01 | 0.0040 | -0.005 | 105 | 22.40 | 25.80 | 53.3% | -1.00 | 0.0000 | -0.009 | ||||
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 — Nov 20, 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.