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CCC Intelligent Solutions Holdings Inc. Common Stock CCC

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-12T14:55:15.863Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T14:55:03.950116751Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T14:55:13.604062+00:00

Share price$7.71
1D+0.0%
$7.70$7.70$7.71$7.71$7.715:30 AM6:30 AM9:00 AM1:00 PMCCC
Sold putSold call

CCC Intelligent Solutions Holdings Inc. Common Stock options

Live interpolated CCC call and put midpoint premiums by absolute delta.CCC Intelligent Solutions Holdings Inc. Common Stock$0.00$0.97$1.95$2.92$3.90$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECCC PRICE$0.06$0.07$0.08$0.10$0.11$0.12$0.13$0.15$0.16$0.17$0.18$0.20$0.21$3.09$3.35$3.61
Puts——
CallsCheap0.34×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.7628.2%14.4%
25Δ8.6626.7%13.3%
30Δ8.5725.2%12.2%
35Δ8.4723.6%11.1%
40Δ8.3822.1%10.0%
45Δ8.2820.6%9.0%
50Δ8.1819.1%7.9%
55Δ8.0917.6%6.8%
60Δ7.9916.1%5.7%
65Δ7.9014.6%4.7%10.18143.3%8.1%
70Δ7.8013.1%3.6%10.58135.4%6.2%
75Δ7.7011.6%2.5%10.98127.4%4.4%
80Δ7.6110.0%1.4%

20Δ

Calls
Pseudo strike
8.76
IV
28.2%
B/E move
14.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
8.66
IV
26.7%
B/E move
13.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
8.57
IV
25.2%
B/E move
12.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
8.47
IV
23.6%
B/E move
11.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
8.38
IV
22.1%
B/E move
10.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
8.28
IV
20.6%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
8.18
IV
19.1%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
8.09
IV
17.6%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
7.99
IV
16.1%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
7.90
IV
14.6%
B/E move
4.7%
Puts
Pseudo strike
10.18
IV
143.3%
B/E move
8.1%

70Δ

Calls
Pseudo strike
7.80
IV
13.1%
B/E move
3.6%
Puts
Pseudo strike
10.58
IV
135.4%
B/E move
6.2%

75Δ

Calls
Pseudo strike
7.70
IV
11.6%
B/E move
2.5%
Puts
Pseudo strike
10.98
IV
127.4%
B/E move
4.4%

80Δ

Calls
Pseudo strike
7.61
IV
10.0%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend147.68%
Daily close
CCC45.1%100.2%155.3%2026-08-21: 60.45%2026-08-24: 55.16%2026-08-25: 52.74%2026-08-27: 64.90%2026-08-31: 53.28%2026-09-04: 61.71%2026-09-25: 56.21%2026-10-09: 74.37%2026-10-14: 88.63%2026-10-16: 108.83%2026-10-28: 147.68%Aug 21Sep 4Oct 28
11 observations2026-08-21 — 2026-10-28
Table
DateIV (%)
60.45%
55.16%
52.74%
64.90%
53.28%
61.71%
56.21%
74.37%
88.63%
108.83%
147.68%