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CCC Intelligent Solutions Holdings Inc. CCC

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-24T07:40:08.712Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T20:00:24.580177867Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T07:40:08.827651+00:00

Share price$7.67
1D+0.4%
AH$7.63$7.64$7.65$7.66$7.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCCC
Sold putSold callAH

CCC Intelligent Solutions Holdings Inc. options

Live interpolated CCC call and put midpoint premiums by absolute delta.CCC Intelligent Solutions Holdings Inc.$0.23$1.44$2.65$3.86$5.06$5.07$7.08$9.09$11.10$13.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CCC spot · $7.67CCC PRICE$1.07$1.21$1.40$1.59$1.78$1.97$2.17$2.36$2.91$0.36$0.51$0.67$0.82$0.97$1.13$1.28$1.44$1.59$1.74$4.72$4.51$0.58
PutsExpensive1.60×
CallsExpensive2.95×
SkewBullish-134.81 pp
Implied moveBullish±$2.69
TiltBearish10.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.3842.1%8.4%
25Δ7.5649.2%8.0%
30Δ7.7456.3%7.7%
35Δ7.9263.4%7.4%
40Δ11.75254.6%67.3%8.1070.5%7.1%
45Δ10.49234.0%52.6%8.2877.6%6.8%
50Δ9.78227.9%45.8%8.4684.7%6.4%
55Δ9.08221.9%39.1%8.6491.8%6.1%
60Δ8.37215.9%32.4%8.8298.9%5.8%
65Δ7.67209.9%25.7%8.99106.0%5.5%
70Δ6.96203.9%19.0%11.82194.6%7.3%
75Δ6.26197.9%12.3%11.80168.5%5.0%
80Δ5.50227.7%9.7%8.2323.9%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.38
IV
42.1%
B/E move
8.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.56
IV
49.2%
B/E move
8.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.74
IV
56.3%
B/E move
7.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.92
IV
63.4%
B/E move
7.4%

40Δ

Calls
Pseudo strike
11.75
IV
254.6%
B/E move
67.3%
Puts
Pseudo strike
8.10
IV
70.5%
B/E move
7.1%

45Δ

Calls
Pseudo strike
10.49
IV
234.0%
B/E move
52.6%
Puts
Pseudo strike
8.28
IV
77.6%
B/E move
6.8%

50Δ

Calls
Pseudo strike
9.78
IV
227.9%
B/E move
45.8%
Puts
Pseudo strike
8.46
IV
84.7%
B/E move
6.4%

55Δ

Calls
Pseudo strike
9.08
IV
221.9%
B/E move
39.1%
Puts
Pseudo strike
8.64
IV
91.8%
B/E move
6.1%

60Δ

Calls
Pseudo strike
8.37
IV
215.9%
B/E move
32.4%
Puts
Pseudo strike
8.82
IV
98.9%
B/E move
5.8%

65Δ

Calls
Pseudo strike
7.67
IV
209.9%
B/E move
25.7%
Puts
Pseudo strike
8.99
IV
106.0%
B/E move
5.5%

70Δ

Calls
Pseudo strike
6.96
IV
203.9%
B/E move
19.0%
Puts
Pseudo strike
11.82
IV
194.6%
B/E move
7.3%

75Δ

Calls
Pseudo strike
6.26
IV
197.9%
B/E move
12.3%
Puts
Pseudo strike
11.80
IV
168.5%
B/E move
5.0%

80Δ

Calls
Pseudo strike
5.50
IV
227.7%
B/E move
9.7%
Puts
Pseudo strike
8.23
IV
23.9%
B/E move
0.3%

Options history

No recorded observations