CCI option chain Crown Castle Inc.
Cboe delayed options data · as of 15:35 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±8.5% (74.23–88.08) · ATM IV 35.5% · P/C open interest 0.56
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | 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 | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 29.50 | 33.20 | 1.00 | 0.0002 | 0.000 | 50 | 0 | 0.2000 | 79.2% | -0.00 | 0.0002 | -0.000 | |||||
| 24.40 | 28.20 | 1.00 | 0.0007 | 0.000 | 55 | 0 | 0.4500 | 54 | 74.9% | -0.00 | 0.0007 | -0.001 | ||||
| 19.80 | 23.20 | 0.99 | 0.0023 | -0.001 | 60 | 0 | 0.7500 | 261 | 67.4% | -0.01 | 0.0023 | -0.004 | ||||
| 18.40 | 20.60 | 1 | 63.9% | 0.98 | 0.0040 | -0.004 | 62.5 | 0 | 0.7000 | 142 | 59.1% | -0.02 | 0.0040 | -0.006 | ||
| 16.00 | 18.10 | 10 | 57.6% | 0.97 | 0.0067 | -0.008 | 65 | 0.1000 | 0.2500 | 5 | 339 | 44.9% | -0.03 | 0.0067 | -0.010 | |
| 13.60 | 15.60 | 281 | 51.1% | 0.95 | 0.0107 | -0.014 | 67.5 | 0.1000 | 0.7500 | 321 | 47.2% | -0.05 | 0.0108 | -0.015 | ||
| 11.30 | 12.10 | 20 | 222 | 31.8% | 0.92 | 0.0164 | -0.021 | 70 | 0.2500 | 0.4000 | 3 | 718 | 37.5% | -0.09 | 0.0166 | -0.022 |
| 9.10 | 10.80 | 64 | 42.3% | 0.87 | 0.0237 | -0.029 | 72.5 | 0.5000 | 0.7000 | 227 | 150 | 36.8% | -0.14 | 0.0240 | -0.031 | |
| 7.30 | 7.70 | 1,966 | 34.7% | 0.80 | 0.0320 | -0.038 | 75 | 0.9500 | 1.20 | 16 | 349 | 36.6% | -0.21 | 0.0324 | -0.039 | |
| 5.40 | 6.70 | 2 | 226 | 38.9% | 0.70 | 0.0399 | -0.046 | 77.5 | 1.65 | 2.00 | 316 | 37.0% | -0.30 | 0.0405 | -0.047 | |
| 3.90 | 4.40 | 6 | 428 | 34.5% | 0.60 | 0.0456 | -0.051 | 80 | 2.60 | 2.95 | 22 | 195 | 36.5% | -0.41 | 0.0464 | -0.052 |
| 2.80 | 2.95 | 11 | 343 | 34.1% | 0.48 | 0.0475 | -0.052 | 82.5 | 3.80 | 4.10 | 3 | 23 | 35.4% | -0.53 | 0.0486 | -0.053 |
| 1.80 | 2.15 | 20 | 402 | 34.6% | 0.37 | 0.0451 | -0.048 | 85 | 5.40 | 5.90 | 4 | 37.0% | -0.65 | 0.0467 | -0.050 | |
| 1.10 | 1.50 | 2 | 186 | 34.9% | 0.27 | 0.0394 | -0.042 | 87.5 | 7.20 | 7.80 | 1 | 37.6% | -0.75 | 0.0413 | -0.043 | |
| 0.7000 | 0.8500 | 24 | 893 | 34.2% | 0.18 | 0.0319 | -0.034 | 90 | 8.30 | 9.90 | 9 | 30.6% | -0.84 | 0.0341 | -0.035 | |
| 0.2000 | 0.3000 | 11 | 112 | 33.8% | 0.08 | 0.0177 | -0.019 | 95 | 12.70 | 14.50 | -0.95 | 0.0210 | -0.021 | |||
| 0 | 0.2500 | 45 | 37.1% | 0.03 | 0.0085 | -0.010 | 100 | 17.30 | 19.60 | -1.00 | 0.0038 | -0.012 | ||||
| 0 | 0.1000 | 38.5% | 0.01 | 0.0039 | -0.005 | 105 | 22.00 | 25.80 | 51.5% | -1.00 | 0.0000 | -0.012 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs