CCI volatilitas Crown Castle Inc.
Cboe delayed options data · per 18:33 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Sep 18, 2026 | 15 | 27.0% | +1.2pt | ±5.0% |
| Oct 16, 2026 | 43 | 28.2% | -0.8pt | ±7.8% |
| Dec 18, 2026 | 106 | 29.2% | +1.8pt | ±12.9% |
| Jan 15, 2027 | 134 | 29.8% | +0.2pt | ±14.4% |
| Mar 19, 2027 | 197 | 29.7% | +2.5pt | ±17.4% |
| Apr 16, 2027 | 225 | 28.3% | +1.9pt | ±17.5% |
| Jun 17, 2027 | 287 | 30.9% | +2.7pt | ±21.4% |
| Sep 17, 2027 | 379 | 31.2% | +2.0pt | ±24.3% |
| Jan 21, 2028 | 505 | 31.0% | +1.6pt | ±27.3% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.