CCI option chain Crown Castle Inc.
Cboe delayed options data · as of 12:33 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 ±14.4% (64.53–86.23) · ATM IV 29.8% · P/C open interest 0.65
| 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 | |
| 34.10 | 36.90 | 73.1% | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.7500 | 60.7% | -0.01 | 0.0009 | -0.001 | ||||
| 31.60 | 34.40 | 66.6% | 1.00 | 0.0000 | 0.000 | 42.5 | 0 | 0.7500 | 55.5% | -0.01 | 0.0014 | -0.002 | ||||
| 29.20 | 31.90 | 62.4% | 1.00 | 0.0000 | 0.000 | 45 | 0 | 0.3000 | 374 | 42.8% | -0.01 | 0.0021 | -0.002 | |||
| 26.70 | 29.40 | 56.5% | 1.00 | 0.0001 | 0.000 | 47.5 | 0 | 0.3000 | 189 | 38.7% | -0.02 | 0.0030 | -0.003 | |||
| 24.20 | 26.90 | 2 | 50.9% | 1.00 | 0.0006 | 0.000 | 50 | 0.1000 | 0.4500 | 37 | 94 | 38.9% | -0.03 | 0.0043 | -0.004 | |
| 19.20 | 21.80 | 39.0% | 0.98 | 0.0059 | 0.000 | 55 | 0.1500 | 0.6000 | 56 | 33.1% | -0.07 | 0.0082 | -0.007 | |||
| 14.50 | 16.20 | 0.92 | 0.0162 | -0.009 | 60 | 0.7000 | 1.10 | 10 | 81 | 32.2% | -0.13 | 0.0140 | -0.011 | |||
| 10.50 | 12.50 | 71 | 32.0% | 0.81 | 0.0216 | -0.013 | 65 | 1.55 | 2.15 | 288 | 31.2% | -0.22 | 0.0210 | -0.015 | ||
| 8.60 | 10.50 | 30.7% | 0.75 | 0.0244 | -0.015 | 67.5 | 2.15 | 2.80 | 101 | 30.2% | -0.28 | 0.0244 | -0.017 | |||
| 7.10 | 8.30 | 1 | 26 | 29.2% | 0.68 | 0.0275 | -0.017 | 70 | 3.10 | 3.50 | 9 | 226 | 29.6% | -0.34 | 0.0274 | -0.018 |
| 5.70 | 6.70 | 4 | 22 | 28.8% | 0.61 | 0.0300 | -0.018 | 72.5 | 4.10 | 4.80 | 3 | 403 | 29.9% | -0.42 | 0.0296 | -0.018 |
| 5.00 | 5.80 | 3 | 201 | 31.4% | 0.53 | 0.0313 | -0.019 | 75 | 4.90 | 6.00 | 288 | 28.2% | -0.49 | 0.0307 | -0.018 | |
| 3.80 | 5.20 | 7 | 297 | 32.2% | 0.46 | 0.0314 | -0.019 | 77.5 | 6.60 | 7.70 | 140 | 29.5% | -0.57 | 0.0306 | -0.017 | |
| 2.65 | 4.20 | 3 | 141 | 31.1% | 0.38 | 0.0304 | -0.018 | 80 | 8.30 | 9.40 | 111 | 29.8% | -0.64 | 0.0295 | -0.016 | |
| 1.85 | 2.65 | 176 | 28.2% | 0.31 | 0.0283 | -0.017 | 82.5 | 9.70 | 11.00 | 146 | 27.9% | -0.70 | 0.0274 | -0.014 | ||
| 1.50 | 2.60 | 13 | 623 | 30.7% | 0.26 | 0.0255 | -0.015 | 85 | 11.80 | 13.20 | 155 | 29.3% | -0.76 | 0.0247 | -0.011 | |
| 1.05 | 1.55 | 215 | 28.5% | 0.20 | 0.0224 | -0.013 | 87.5 | 13.20 | 15.40 | 292 | 27.2% | -0.81 | 0.0216 | -0.009 | ||
| 0.7000 | 1.20 | 447 | 28.4% | 0.16 | 0.0193 | -0.011 | 90 | 15.20 | 17.80 | 67 | 27.4% | -0.85 | 0.0185 | -0.007 | ||
| 0.5000 | 0.9500 | 160 | 28.8% | 0.13 | 0.0162 | -0.010 | 92.5 | 17.70 | 20.00 | 55 | 28.7% | -0.88 | 0.0155 | -0.004 | ||
| 0.4000 | 0.7000 | 310 | 29.1% | 0.10 | 0.0135 | -0.008 | 95 | 20.40 | 22.40 | 51 | 32.0% | -0.91 | 0.0128 | -0.002 | ||
| 0.2500 | 0.5500 | 285 | 29.1% | 0.08 | 0.0111 | -0.007 | 97.5 | 22.20 | 24.80 | 215 | 29.1% | -0.93 | 0.0105 | 0.000 | ||
| 0.1500 | 0.5500 | 20 | 763 | 30.2% | 0.06 | 0.0091 | -0.006 | 100 | 25.00 | 27.20 | 30 | 33.3% | -0.94 | 0.0085 | 0.000 | |
| 0.0500 | 0.3000 | 515 | 30.0% | 0.04 | 0.0060 | -0.004 | 105 | 29.40 | 32.00 | 69 | 29.7% | -0.97 | 0.0060 | 0.000 | ||
| 0 | 0.4000 | 286 | 33.9% | 0.02 | 0.0039 | -0.003 | 110 | 33.60 | 37.50 | 17 | -0.99 | 0.0039 | 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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs