CCI option chain Crown Castle Inc.
Cboe delayed options data · as of 15:34 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 ±11.7% (72.29–91.49) · ATM IV 35.1% · P/C open interest 0.44
| 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 | |
| 37.90 | 41.50 | 1.00 | 0.0002 | 0.000 | 42.5 | 0 | 0.8500 | 1 | 96.3% | -0.00 | 0.0003 | -0.001 | ||||
| 35.40 | 39.00 | 1.00 | 0.0003 | 0.000 | 45 | 0 | 0.8500 | 8 | 88.9% | -0.00 | 0.0004 | -0.001 | ||||
| 32.90 | 36.50 | 1.00 | 0.0004 | 0.000 | 47.5 | 0 | 0.8500 | 4 | 81.9% | -0.00 | 0.0007 | -0.002 | ||||
| 30.40 | 34.00 | 1.00 | 0.0007 | 0.000 | 50 | 0.0500 | 0.2500 | 14 | 62.2% | -0.01 | 0.0010 | -0.002 | ||||
| 25.40 | 29.20 | 0.99 | 0.0017 | 0.000 | 55 | 0 | 0.8500 | 48 | 62.8% | -0.01 | 0.0024 | -0.004 | ||||
| 20.50 | 24.20 | 1 | 0.98 | 0.0040 | -0.004 | 60 | 0 | 0.9000 | 53 | 51.8% | -0.03 | 0.0051 | -0.008 | |||
| 18.60 | 21.00 | 0.97 | 0.0059 | -0.006 | 62.5 | 0.0500 | 0.9500 | 50 | 47.4% | -0.05 | 0.0073 | -0.011 | ||||
| 16.20 | 18.60 | 11 | 0.95 | 0.0084 | -0.010 | 65 | 0.3000 | 0.7500 | 275 | 42.4% | -0.07 | 0.0101 | -0.014 | |||
| 13.90 | 16.20 | 10 | 26.4% | 0.92 | 0.0119 | -0.014 | 67.5 | 0.0500 | 0.8000 | 226 | 34.9% | -0.10 | 0.0138 | -0.018 | ||
| 11.60 | 13.70 | 485 | 25.7% | 0.89 | 0.0161 | -0.018 | 70 | 0.6500 | 0.8500 | 3 | 220 | 35.0% | -0.14 | 0.0181 | -0.022 | |
| 10.00 | 11.70 | 195 | 33.5% | 0.84 | 0.0211 | -0.023 | 72.5 | 1.10 | 1.30 | 3 | 116 | 34.8% | -0.19 | 0.0230 | -0.027 | |
| 8.50 | 9.20 | 427 | 33.1% | 0.78 | 0.0264 | -0.028 | 75 | 1.70 | 1.90 | 1 | 354 | 34.4% | -0.25 | 0.0280 | -0.031 | |
| 6.90 | 7.50 | 476 | 34.0% | 0.71 | 0.0314 | -0.032 | 77.5 | 2.50 | 2.75 | 1 | 178 | 34.3% | -0.33 | 0.0324 | -0.034 | |
| 5.30 | 6.00 | 629 | 33.8% | 0.62 | 0.0353 | -0.035 | 80 | 3.40 | 3.80 | 1 | 251 | 33.6% | -0.42 | 0.0355 | -0.036 | |
| 4.30 | 4.70 | 210 | 35.0% | 0.53 | 0.0373 | -0.037 | 82.5 | 4.80 | 5.40 | 46 | 35.3% | -0.51 | 0.0367 | -0.036 | ||
| 3.20 | 3.50 | 4 | 281 | 34.3% | 0.44 | 0.0371 | -0.036 | 85 | 6.10 | 7.00 | 171 | 34.9% | -0.60 | 0.0358 | -0.035 | |
| 2.30 | 2.75 | 518 | 34.6% | 0.35 | 0.0349 | -0.034 | 87.5 | 7.80 | 8.60 | 38 | 34.6% | -0.68 | 0.0332 | -0.032 | ||
| 1.60 | 1.80 | 15 | 848 | 33.3% | 0.28 | 0.0314 | -0.031 | 90 | 9.80 | 10.30 | 33 | 34.5% | -0.75 | 0.0294 | -0.028 | |
| 1.10 | 1.30 | 100 | 33.4% | 0.21 | 0.0270 | -0.027 | 92.5 | 11.00 | 13.40 | 146 | 36.0% | -0.81 | 0.0251 | -0.024 | ||
| 0.7500 | 0.9000 | 300 | 33.3% | 0.16 | 0.0226 | -0.023 | 95 | 13.30 | 15.50 | 10 | 37.1% | -0.85 | 0.0209 | -0.020 | ||
| 0.5000 | 0.9000 | 25 | 35.5% | 0.13 | 0.0184 | -0.020 | 97.5 | 15.40 | 17.80 | 9 | 37.3% | -0.89 | 0.0170 | -0.016 | ||
| 0.0500 | 0.5500 | 557 | 31.8% | 0.10 | 0.0149 | -0.016 | 100 | 17.70 | 20.10 | 40 | 37.9% | -0.91 | 0.0137 | -0.013 | ||
| 0.0500 | 0.3000 | 47 | 34.0% | 0.06 | 0.0095 | -0.011 | 105 | 22.20 | 25.20 | 41.0% | -0.95 | 0.0087 | -0.007 | |||
| 0 | 0.1000 | 61 | 32.4% | 0.03 | 0.0060 | -0.007 | 110 | 26.40 | 30.40 | 38.4% | -0.97 | 0.0055 | -0.003 | |||
| 0 | 0.8500 | 7 | 51.6% | 0.02 | 0.0038 | -0.005 | 115 | 31.30 | 35.30 | 39.3% | -0.98 | 0.0035 | -0.000 | |||
| 0 | 0.8500 | 8 | 56.6% | 0.01 | 0.0025 | -0.004 | 120 | 36.20 | 40.30 | 42.1% | -0.99 | 0.0023 | 0.000 | |||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs