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Crown Castle Inc. CCI

REAL ESTATE · REIT - SPECIALTY
i

Market dataready · fetched 2026-11-12T02:43:28.483Z

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: 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 · 2026-11-12T00:00:00.003049293Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:43:28.094027+00:00

Share price$89.06
1D+0.1%
AH$88.55$88.78$89.02$89.25$89.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCCI
Sold putSold callAH

Crown Castle Inc. options

Live interpolated CCI call and put midpoint premiums by absolute delta.Crown Castle Inc.$0.39$1.60$2.81$4.02$5.22$81.77$85.74$89.72$93.70$97.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CCI spot · $89.06CCI PRICE$0.52$0.68$0.96$1.24$1.52$1.80$2.12$2.45$2.77$3.14$3.59$4.05$4.51$0.59$0.79$0.99$1.20$1.43$1.67$1.91$2.15$2.50$2.90$3.31$3.72$4.87
PutsCheap0.80×
CallsCheap0.71×
SkewBullish-3.23 pp
Implied moveBullish±$4.03
TiltBullish2.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.5634.3%5.6%85.0636.7%5.2%
25Δ92.4433.0%4.6%85.8436.2%4.5%
30Δ91.8334.5%4.2%86.6135.6%3.9%
35Δ91.2236.1%3.8%87.3935.1%3.2%
40Δ90.6237.7%3.5%88.0134.3%2.8%
45Δ90.0139.2%3.1%88.6133.5%2.4%
50Δ89.3338.8%2.7%89.2132.6%2.0%
55Δ88.6638.3%2.3%89.8031.8%1.6%
60Δ87.9837.9%1.9%90.4131.3%1.3%
65Δ87.3037.3%1.5%91.0131.1%1.1%
70Δ86.6036.6%1.3%91.6230.9%0.8%
75Δ85.9035.9%1.0%92.2330.6%0.6%
80Δ85.2135.1%0.7%93.5433.0%0.4%

20Δ

Calls
Pseudo strike
93.56
IV
34.3%
B/E move
5.6%
Puts
Pseudo strike
85.06
IV
36.7%
B/E move
5.2%

25Δ

Calls
Pseudo strike
92.44
IV
33.0%
B/E move
4.6%
Puts
Pseudo strike
85.84
IV
36.2%
B/E move
4.5%

30Δ

Calls
Pseudo strike
91.83
IV
34.5%
B/E move
4.2%
Puts
Pseudo strike
86.61
IV
35.6%
B/E move
3.9%

35Δ

Calls
Pseudo strike
91.22
IV
36.1%
B/E move
3.8%
Puts
Pseudo strike
87.39
IV
35.1%
B/E move
3.2%

40Δ

Calls
Pseudo strike
90.62
IV
37.7%
B/E move
3.5%
Puts
Pseudo strike
88.01
IV
34.3%
B/E move
2.8%

45Δ

Calls
Pseudo strike
90.01
IV
39.2%
B/E move
3.1%
Puts
Pseudo strike
88.61
IV
33.5%
B/E move
2.4%

50Δ

Calls
Pseudo strike
89.33
IV
38.8%
B/E move
2.7%
Puts
Pseudo strike
89.21
IV
32.6%
B/E move
2.0%

55Δ

Calls
Pseudo strike
88.66
IV
38.3%
B/E move
2.3%
Puts
Pseudo strike
89.80
IV
31.8%
B/E move
1.6%

60Δ

Calls
Pseudo strike
87.98
IV
37.9%
B/E move
1.9%
Puts
Pseudo strike
90.41
IV
31.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
87.30
IV
37.3%
B/E move
1.5%
Puts
Pseudo strike
91.01
IV
31.1%
B/E move
1.1%

70Δ

Calls
Pseudo strike
86.60
IV
36.6%
B/E move
1.3%
Puts
Pseudo strike
91.62
IV
30.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
85.90
IV
35.9%
B/E move
1.0%
Puts
Pseudo strike
92.23
IV
30.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
85.21
IV
35.1%
B/E move
0.7%
Puts
Pseudo strike
93.54
IV
33.0%
B/E move
0.4%

Options history

IV · four-Friday blend36.36%
Daily close
CCI28.4%33.1%37.9%2026-08-13: 31.99%2026-08-14: 31.05%2026-08-17: 30.90%2026-08-18: 32.25%2026-08-19: 31.43%2026-08-21: 30.89%2026-08-24: 31.03%2026-08-25: 30.58%2026-08-26: 30.47%2026-08-27: 29.93%2026-08-28: 30.78%2026-08-31: 30.26%2026-09-01: 30.00%2026-09-02: 30.24%2026-09-03: 29.44%2026-09-04: 29.02%2026-09-08: 31.48%2026-09-09: 32.65%2026-09-10: 31.92%2026-09-11: 30.89%2026-09-16: 33.68%2026-09-18: 30.80%2026-09-21: 31.07%2026-09-22: 30.32%2026-09-23: 31.36%2026-09-24: 31.96%2026-09-25: 31.65%2026-09-28: 32.29%2026-09-29: 33.23%2026-09-30: 33.15%2026-10-01: 33.82%2026-10-02: 33.44%2026-10-05: 33.94%2026-10-06: 33.22%2026-10-07: 33.02%2026-10-08: 33.22%2026-10-09: 35.55%2026-10-12: 36.07%2026-10-13: 35.45%2026-10-14: 37.26%2026-10-16: 34.82%2026-10-19: 34.39%2026-10-20: 34.55%2026-10-21: 34.09%2026-10-22: 33.44%2026-10-23: 36.29%2026-10-26: 36.03%2026-10-27: 36.08%2026-10-28: 35.41%2026-10-29: 34.88%2026-10-30: 36.36%Aug 13Sep 24Oct 30
51 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
31.99%
31.05%
30.90%
32.25%
31.43%
30.89%
31.03%
30.58%
30.47%
29.93%
30.78%
30.26%
30.00%
30.24%
29.44%
29.02%
31.48%
32.65%
31.92%
30.89%
33.68%
30.80%
31.07%
30.32%
31.36%
31.96%
31.65%
32.29%
33.23%
33.15%
33.82%
33.44%
33.94%
33.22%
33.02%
33.22%
35.55%
36.07%
35.45%
37.26%
34.82%
34.39%
34.55%
34.09%
33.44%
36.29%
36.03%
36.08%
35.41%
34.88%
36.36%