CCI option chain Crown Castle Inc.
Cboe delayed options data · as of 18:33 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 ±17.4% (62.28–88.48) · ATM IV 29.7% · P/C open interest 0.26
| 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 | 61.8% | 1.00 | 0.0000 | 0.000 | 40 | 0.0500 | 0.9000 | 12 | 52.4% | -0.02 | 0.0019 | -0.002 | |||
| 31.60 | 34.50 | 58.1% | 1.00 | 0.0000 | 0.000 | 42.5 | 0.0500 | 0.7500 | 22 | 46.2% | -0.02 | 0.0026 | -0.003 | |||
| 29.10 | 32.00 | 52.6% | 1.00 | 0.0001 | 0.000 | 45 | 0.0500 | 0.8500 | 22 | 43.2% | -0.03 | 0.0035 | -0.004 | |||
| 26.50 | 29.50 | 45.7% | 1.00 | 0.0009 | 0.000 | 47.5 | 0.1000 | 0.7500 | 20 | 38.7% | -0.04 | 0.0046 | -0.005 | |||
| 24.10 | 26.60 | 0.99 | 0.0034 | 0.000 | 50 | 0.2000 | 0.6500 | 1 | 53 | 35.0% | -0.06 | 0.0060 | -0.006 | |||
| 19.20 | 21.90 | 33.7% | 0.94 | 0.0112 | -0.006 | 55 | 0.6500 | 1.20 | 42 | 34.3% | -0.10 | 0.0095 | -0.008 | |||
| 14.70 | 17.60 | 32.6% | 0.87 | 0.0147 | -0.008 | 60 | 1.40 | 1.95 | 29 | 32.8% | -0.16 | 0.0140 | -0.011 | |||
| 11.10 | 13.60 | 32.0% | 0.78 | 0.0186 | -0.011 | 65 | 2.45 | 3.20 | 2 | 22 | 31.4% | -0.25 | 0.0189 | -0.013 | ||
| 9.50 | 11.90 | 2 | 31.9% | 0.72 | 0.0209 | -0.012 | 67.5 | 3.10 | 4.70 | 21 | 32.4% | -0.30 | 0.0212 | -0.014 | ||
| 8.00 | 10.30 | 31.6% | 0.67 | 0.0230 | -0.013 | 70 | 4.10 | 5.70 | 218 | 32.2% | -0.36 | 0.0231 | -0.014 | |||
| 6.30 | 9.00 | 3 | 30.8% | 0.61 | 0.0245 | -0.014 | 72.5 | 5.10 | 6.80 | 78 | 31.6% | -0.42 | 0.0245 | -0.015 | ||
| 5.60 | 7.80 | 7 | 31.9% | 0.54 | 0.0255 | -0.015 | 75 | 5.50 | 7.30 | 12 | 27.5% | -0.48 | 0.0253 | -0.015 | ||
| 4.50 | 6.60 | 7 | 31.4% | 0.48 | 0.0258 | -0.015 | 77.5 | 7.30 | 9.20 | 57 | 29.3% | -0.54 | 0.0254 | -0.014 | ||
| 3.70 | 5.60 | 3 | 3,154 | 31.4% | 0.42 | 0.0254 | -0.015 | 80 | 8.60 | 11.00 | 42 | 29.0% | -0.60 | 0.0249 | -0.013 | |
| 2.80 | 4.60 | 13 | 30.5% | 0.36 | 0.0244 | -0.014 | 82.5 | 10.40 | 12.40 | 16 | 28.4% | -0.66 | 0.0238 | -0.012 | ||
| 2.40 | 3.70 | 117 | 56 | 30.6% | 0.31 | 0.0230 | -0.013 | 85 | 12.20 | 14.50 | 128 | 28.9% | -0.71 | 0.0223 | -0.011 | |
| 1.75 | 2.75 | 19 | 29.2% | 0.26 | 0.0213 | -0.012 | 87.5 | 14.10 | 16.20 | 7 | 28.1% | -0.75 | 0.0205 | -0.009 | ||
| 1.30 | 2.05 | 38 | 28.4% | 0.22 | 0.0194 | -0.011 | 90 | 16.30 | 18.50 | 24 | 29.4% | -0.79 | 0.0185 | -0.008 | ||
| 1.05 | 1.70 | 6 | 28.7% | 0.19 | 0.0174 | -0.010 | 92.5 | 18.40 | 20.60 | 29 | 29.5% | -0.82 | 0.0166 | -0.006 | ||
| 0.8000 | 1.40 | 29 | 28.8% | 0.16 | 0.0154 | -0.009 | 95 | 20.50 | 23.00 | 1 | 30.2% | -0.85 | 0.0147 | -0.005 | ||
| 0.6500 | 1.20 | 3 | 11 | 29.5% | 0.13 | 0.0136 | -0.008 | 97.5 | 22.70 | 25.30 | 19 | 30.5% | -0.88 | 0.0130 | -0.003 | |
| 0.2000 | 1.20 | 62 | 29.1% | 0.11 | 0.0119 | -0.007 | 100 | 25.00 | 27.60 | 3 | 31.0% | -0.90 | 0.0114 | -0.002 | ||
| 0.2500 | 0.8500 | 1 | 3 | 30.8% | 0.08 | 0.0090 | -0.006 | 105 | 30.10 | 32.30 | 34.4% | -0.93 | 0.0091 | 0.000 | ||
| 0.0500 | 0.7500 | 11 | 31.7% | 0.06 | 0.0068 | -0.004 | 110 | 34.40 | 37.10 | 32.5% | -0.96 | 0.0077 | 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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs