CCI option chain Crown Castle Inc.
Cboe delayed options data · as of 21:53 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 ±18.8% (65.61–95.91) · ATM IV 33.9% · P/C open interest 0.42
| 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 | |
| 37.20 | 40.50 | 1.00 | 0.0007 | 0.000 | 42.5 | 0 | 0.7500 | 53.6% | -0.02 | 0.0016 | -0.003 | |||||
| 34.80 | 38.10 | 48.0% | 0.99 | 0.0011 | 0.000 | 45 | 0.0500 | 0.3500 | 7 | 44.1% | -0.02 | 0.0022 | -0.004 | |||
| 32.00 | 35.70 | 0.99 | 0.0018 | 0.000 | 47.5 | 0 | 0.7500 | 45.5% | -0.03 | 0.0028 | -0.005 | |||||
| 29.60 | 33.20 | 0.98 | 0.0027 | 0.000 | 50 | 0.0500 | 0.7500 | 44 | 42.2% | -0.04 | 0.0037 | -0.006 | ||||
| 25.60 | 27.70 | 37.4% | 0.96 | 0.0052 | -0.004 | 55 | 0.0500 | 1.40 | 4 | 40.3% | -0.07 | 0.0059 | -0.008 | |||
| 21.10 | 23.00 | 5 | 36.3% | 0.92 | 0.0085 | -0.008 | 60 | 0.6500 | 1.50 | 47 | 36.8% | -0.11 | 0.0088 | -0.011 | ||
| 18.90 | 20.80 | 35.6% | 0.89 | 0.0103 | -0.010 | 62.5 | 0.8000 | 2.10 | 36.3% | -0.14 | 0.0105 | -0.012 | ||||
| 16.80 | 18.80 | 35.4% | 0.86 | 0.0122 | -0.012 | 65 | 1.60 | 2.35 | 3 | 24 | 36.4% | -0.17 | 0.0124 | -0.014 | ||
| 14.90 | 16.80 | 4 | 35.1% | 0.82 | 0.0141 | -0.013 | 67.5 | 2.10 | 3.00 | 2 | 36.0% | -0.20 | 0.0143 | -0.015 | ||
| 13.00 | 15.00 | 4 | 34.7% | 0.78 | 0.0160 | -0.015 | 70 | 2.65 | 3.70 | 18 | 35.3% | -0.24 | 0.0162 | -0.017 | ||
| 11.30 | 13.30 | 34.4% | 0.73 | 0.0178 | -0.017 | 72.5 | 3.50 | 4.30 | 32 | 34.5% | -0.29 | 0.0180 | -0.018 | |||
| 9.80 | 11.70 | 10 | 34.3% | 0.68 | 0.0194 | -0.018 | 75 | 4.00 | 5.50 | 8 | 33.9% | -0.34 | 0.0195 | -0.019 | ||
| 8.50 | 10.30 | 27 | 34.5% | 0.63 | 0.0208 | -0.019 | 77.5 | 4.70 | 6.60 | 55 | 32.9% | -0.39 | 0.0208 | -0.019 | ||
| 7.10 | 9.00 | 5 | 34.1% | 0.58 | 0.0218 | -0.019 | 80 | 6.40 | 7.80 | 33.8% | -0.44 | 0.0217 | -0.019 | |||
| 6.10 | 7.20 | 35 | 32.8% | 0.52 | 0.0223 | -0.020 | 82.5 | 7.70 | 9.10 | 1 | 33.5% | -0.50 | 0.0221 | -0.019 | ||
| 5.00 | 6.20 | 6 | 32.5% | 0.47 | 0.0224 | -0.020 | 85 | 8.60 | 11.00 | 2 | 33.1% | -0.55 | 0.0221 | -0.019 | ||
| 3.80 | 5.60 | 32.4% | 0.42 | 0.0221 | -0.019 | 87.5 | 10.40 | 12.50 | 33.2% | -0.60 | 0.0217 | -0.018 | ||||
| 3.30 | 4.60 | 40 | 32.4% | 0.37 | 0.0214 | -0.019 | 90 | 12.00 | 14.50 | 1 | 33.6% | -0.65 | 0.0210 | -0.017 | ||
| 2.35 | 3.40 | 3 | 33.1% | 0.28 | 0.0190 | -0.017 | 95 | 15.80 | 17.70 | 32.4% | -0.73 | 0.0188 | -0.015 | |||
| 1.55 | 2.50 | 445 | 33.3% | 0.21 | 0.0162 | -0.014 | 100 | 19.90 | 21.80 | 32.4% | -0.80 | 0.0162 | -0.012 | |||
| 0.8500 | 1.85 | 33.0% | 0.16 | 0.0133 | -0.012 | 105 | 24.30 | 26.20 | 32.8% | -0.86 | 0.0134 | -0.009 | ||||
| 0.5500 | 1.45 | 33.9% | 0.12 | 0.0107 | -0.010 | 110 | 28.90 | 30.90 | 33.9% | -0.90 | 0.0108 | -0.006 | ||||
| 0.3000 | 1.00 | 33.6% | 0.09 | 0.0085 | -0.008 | 115 | 33.60 | 35.70 | 34.9% | -0.93 | 0.0083 | -0.004 | ||||
| 0.1000 | 1.00 | 35.3% | 0.07 | 0.0067 | -0.007 | 120 | 38.50 | 40.50 | 36.4% | -0.95 | 0.0063 | -0.001 | ||||
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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs