CCI option chain Crown Castle Inc.
Cboe delayed options data · as of 09:33 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 ±5.0% (71.63–79.13) · ATM IV 27.0% · P/C open interest 0.46
| 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 | |
| 29.10 | 31.40 | 1.00 | 0.0000 | 0.000 | 45 | 0 | 0.7500 | 1 | 146.8% | 0.00 | 0.0000 | 0.000 | ||||
| 26.60 | 28.60 | 1.00 | 0.0000 | 0.000 | 47.5 | 0 | 0.8500 | 136.9% | 0.00 | 0.0000 | 0.000 | |||||
| 24.10 | 26.40 | 1.00 | 0.0000 | 0.000 | 50 | 0 | 0.8500 | 1 | 123.8% | -0.00 | 0.0001 | -0.000 | ||||
| 19.10 | 21.20 | 1.00 | 0.0001 | 0.000 | 55 | 0 | 0.7500 | 5 | 96.2% | -0.00 | 0.0004 | -0.001 | ||||
| 14.10 | 16.20 | 13 | 1.00 | 0.0006 | 0.000 | 60 | 0 | 0.2000 | 5 | 75 | 55.8% | -0.01 | 0.0023 | -0.003 | ||
| 9.10 | 11.20 | 1 | 0.99 | 0.0058 | -0.004 | 65 | 0 | 0.4500 | 6 | 472 | 45.1% | -0.03 | 0.0126 | -0.011 | ||
| 6.70 | 8.50 | 1 | 0.97 | 0.0159 | -0.011 | 67.5 | 0 | 0.2500 | 1 | 206 | 30.5% | -0.07 | 0.0273 | -0.021 | ||
| 4.60 | 6.20 | 2 | 202 | 0.91 | 0.0386 | -0.026 | 70 | 0.2000 | 0.4500 | 25 | 1,009 | 27.9% | -0.16 | 0.0520 | -0.036 | |
| 2.80 | 3.70 | 175 | 23.8% | 0.77 | 0.0742 | -0.046 | 72.5 | 0.7500 | 1.10 | 17 | 551 | 27.8% | -0.33 | 0.0805 | -0.051 | |
| 1.20 | 2.35 | 7 | 4,118 | 27.6% | 0.55 | 0.1004 | -0.059 | 75 | 1.65 | 2.30 | 3 | 826 | 26.4% | -0.55 | 0.0919 | -0.054 |
| 0.5000 | 0.9500 | 10 | 895 | 26.8% | 0.31 | 0.0891 | -0.052 | 77.5 | 3.30 | 4.10 | 78 | 26.9% | -0.75 | 0.0738 | -0.042 | |
| 0.1500 | 0.6000 | 170 | 809 | 26.3% | 0.14 | 0.0547 | -0.032 | 80 | 5.50 | 7.00 | 221 | 38.8% | -0.89 | 0.0439 | -0.025 | |
| 0 | 0.2000 | 17 | 680 | 29.0% | 0.06 | 0.0267 | -0.016 | 82.5 | 7.50 | 9.50 | 163 | 41.4% | -0.95 | 0.0216 | -0.012 | |
| 0 | 0.1000 | 731 | 31.9% | 0.02 | 0.0117 | -0.008 | 85 | 9.70 | 12.00 | 1 | 258 | 43.8% | -0.98 | 0.0098 | -0.005 | |
| 0 | 0.1500 | 566 | 40.3% | 0.01 | 0.0051 | -0.004 | 87.5 | 12.20 | 14.30 | 143 | 45.5% | -0.99 | 0.0043 | -0.001 | ||
| 0 | 0.2500 | 297 | 50.3% | 0.00 | 0.0022 | -0.002 | 90 | 15.20 | 17.00 | 2 | 214 | 68.3% | -1.00 | 0.0020 | 0.000 | |
| 0 | 0.0500 | 3 | 226 | 44.4% | 0.00 | 0.0010 | -0.001 | 92.5 | 16.90 | 19.40 | 129 | 48.0% | -1.00 | 0.0009 | 0.000 | |
| 0 | 0.0500 | 389 | 49.1% | 0.00 | 0.0005 | -0.000 | 95 | 19.90 | 22.20 | 41 | 80.2% | -1.00 | 0.0004 | 0.000 | ||
| 0 | 0.7500 | 236 | 82.6% | 0.00 | 0.0002 | -0.000 | 97.5 | 21.90 | 24.70 | 91 | 73.4% | -1.00 | 0.0002 | 0.000 | ||
| 0 | 0.5000 | 211 | 81.6% | 0.00 | 0.0001 | -0.000 | 100 | 24.40 | 27.20 | 74 | 79.1% | -1.00 | 0.0001 | 0.000 | ||
| 0 | 0.7500 | 170 | 99.5% | 0.00 | 0.0000 | 0.000 | 105 | 29.30 | 32.20 | 29 | 85.8% | -1.00 | 0.0000 | 0.000 | ||
| 0 | 0.0500 | 180 | 73.8% | 0.00 | 0.0000 | 0.000 | 110 | 34.40 | 37.20 | 29 | 100.0% | -1.00 | 0.0000 | 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 — Sep 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