CCI option chain Crown Castle Inc.
Cboe delayed options data · as of 06:33 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 ±27.3% (54.78–95.98) · ATM IV 31.0% · P/C open interest 0.24
| 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 | |
| 33.00 | 38.00 | 3 | 47.2% | 1.00 | 0.0007 | 0.000 | 40 | 0.0500 | 2.40 | 3 | 41.6% | -0.07 | 0.0038 | -0.004 | ||
| 30.50 | 35.50 | 42.6% | 0.99 | 0.0027 | 0.000 | 42.5 | 0 | 3.30 | 30 | 41.7% | -0.08 | 0.0046 | -0.005 | |||
| 28.00 | 33.00 | 9 | 38.3% | 0.97 | 0.0058 | -0.003 | 45 | 0.1500 | 3.40 | 10 | 39.2% | -0.10 | 0.0054 | -0.005 | ||
| 26.10 | 28.90 | 0.94 | 0.0080 | -0.005 | 47.5 | 1.20 | 3.40 | 1 | 39.3% | -0.11 | 0.0062 | -0.005 | ||||
| 23.50 | 27.50 | 19 | 30.7% | 0.92 | 0.0082 | -0.004 | 50 | 1.85 | 2.60 | 7 | 35.5% | -0.13 | 0.0072 | -0.006 | ||
| 20.10 | 23.40 | 7 | 33.7% | 0.86 | 0.0095 | -0.005 | 55 | 2.60 | 3.60 | 18 | 33.6% | -0.18 | 0.0093 | -0.007 | ||
| 17.00 | 20.00 | 48 | 34.4% | 0.80 | 0.0116 | -0.006 | 60 | 3.90 | 5.00 | 87 | 32.8% | -0.23 | 0.0115 | -0.008 | ||
| 13.60 | 16.50 | 24 | 32.4% | 0.72 | 0.0137 | -0.007 | 65 | 5.30 | 7.40 | 77 | 32.7% | -0.30 | 0.0136 | -0.008 | ||
| 12.20 | 15.50 | 36 | 32.8% | 0.69 | 0.0146 | -0.008 | 67.5 | 6.30 | 7.80 | 12 | 31.4% | -0.34 | 0.0145 | -0.008 | ||
| 10.10 | 13.30 | 47 | 29.8% | 0.65 | 0.0153 | -0.008 | 70 | 7.30 | 9.50 | 133 | 32.0% | -0.37 | 0.0153 | -0.009 | ||
| 8.80 | 12.50 | 18 | 30.1% | 0.61 | 0.0160 | -0.008 | 72.5 | 8.40 | 10.60 | 127 | 31.5% | -0.41 | 0.0159 | -0.009 | ||
| 8.50 | 11.10 | 295 | 30.7% | 0.57 | 0.0164 | -0.009 | 75 | 9.70 | 11.90 | 350 | 31.3% | -0.45 | 0.0164 | -0.008 | ||
| 7.30 | 10.00 | 76 | 30.1% | 0.53 | 0.0167 | -0.009 | 77.5 | 11.10 | 13.20 | 9 | 31.1% | -0.49 | 0.0166 | -0.008 | ||
| 6.60 | 9.10 | 220 | 30.4% | 0.49 | 0.0168 | -0.009 | 80 | 11.00 | 14.40 | 14 | 28.1% | -0.53 | 0.0167 | -0.008 | ||
| 5.70 | 8.20 | 206 | 30.1% | 0.45 | 0.0167 | -0.009 | 82.5 | 13.10 | 16.20 | 48 | 29.2% | -0.56 | 0.0166 | -0.008 | ||
| 5.10 | 7.20 | 70 | 29.8% | 0.42 | 0.0165 | -0.009 | 85 | 14.50 | 17.80 | 26 | 28.7% | -0.60 | 0.0164 | -0.007 | ||
| 4.40 | 7.00 | 228 | 30.5% | 0.39 | 0.0161 | -0.009 | 87.5 | 16.50 | 19.80 | 29.6% | -0.63 | 0.0160 | -0.007 | |||
| 4.00 | 5.60 | 99 | 29.4% | 0.36 | 0.0156 | -0.008 | 90 | 18.10 | 22.00 | 4 | 29.9% | -0.66 | 0.0155 | -0.006 | ||
| 3.60 | 6.00 | 17 | 31.2% | 0.33 | 0.0151 | -0.008 | 92.5 | 20.10 | 23.50 | 3 | 29.6% | -0.69 | 0.0150 | -0.006 | ||
| 3.30 | 4.60 | 13 | 30.0% | 0.30 | 0.0145 | -0.008 | 95 | 22.00 | 26.00 | 4 | 30.5% | -0.71 | 0.0145 | -0.006 | ||
| 2.60 | 4.10 | 16 | 29.3% | 0.28 | 0.0138 | -0.008 | 97.5 | 24.20 | 27.50 | 15 | 30.1% | -0.74 | 0.0140 | -0.005 | ||
| 2.55 | 4.20 | 5 | 129 | 30.9% | 0.26 | 0.0132 | -0.007 | 100 | 26.20 | 29.60 | 2 | 30.2% | -0.76 | 0.0135 | -0.005 | |
| 2.00 | 4.20 | 58 | 32.5% | 0.22 | 0.0119 | -0.007 | 105 | 30.50 | 33.90 | 1 | 6 | 30.7% | -0.81 | 0.0124 | -0.004 | |
| 1.70 | 3.00 | 29 | 31.7% | 0.19 | 0.0107 | -0.006 | 110 | 35.00 | 38.80 | 7 | 32.4% | -0.84 | 0.0114 | -0.003 | ||
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 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs