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Crown Castle CCI

REAL ESTATE · REIT - SPECIALTY
i

Market dataready · fetched 2026-10-22T22:51:13.877Z

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 · 2026-10-22T22:49:11.215838394Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-22T22:51:13.197724+00:00

Share price$85.60
1D+1.7%
AH$77.19$78.02$78.85$79.67$80.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCCI
Sold putSold callAH

Crown Castle options

Live interpolated CCI call and put midpoint premiums by absolute delta.Crown Castle$0.00$5.06$10.13$15.19$20.25$61.04$72.86$84.69$96.52$108.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CCI spot · $85.60CCI PRICE$0.44$0.57$0.69$0.79$0.85$0.90$0.95$1.01$1.06$1.12$1.17$1.67$2.33$3.05$4.07$5.30$6.86$9.04$12.57$18.79
PutsExpensive1.55×
CallsCheap0.16×
SkewBearish+61.91 pp
Implied moveBearish±$9.99
TiltBearish73.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.5716.8%5.2%76.1755.8%13.0%
25Δ88.8016.1%4.4%77.7959.3%11.9%
30Δ88.0315.4%3.6%79.6860.4%10.5%
35Δ87.3914.5%3.0%81.4763.9%9.6%
40Δ87.0613.4%2.7%83.3668.1%8.8%
45Δ86.7212.4%2.4%85.5173.2%8.1%
50Δ86.3811.3%2.0%88.1580.5%7.6%
55Δ86.0410.2%1.7%91.9792.3%7.2%
60Δ85.719.1%1.4%98.15113.5%7.3%
65Δ85.378.0%1.0%
70Δ85.036.9%0.7%
75Δ
80Δ

20Δ

Calls
Pseudo strike
89.57
IV
16.8%
B/E move
5.2%
Puts
Pseudo strike
76.17
IV
55.8%
B/E move
13.0%

25Δ

Calls
Pseudo strike
88.80
IV
16.1%
B/E move
4.4%
Puts
Pseudo strike
77.79
IV
59.3%
B/E move
11.9%

30Δ

Calls
Pseudo strike
88.03
IV
15.4%
B/E move
3.6%
Puts
Pseudo strike
79.68
IV
60.4%
B/E move
10.5%

35Δ

Calls
Pseudo strike
87.39
IV
14.5%
B/E move
3.0%
Puts
Pseudo strike
81.47
IV
63.9%
B/E move
9.6%

40Δ

Calls
Pseudo strike
87.06
IV
13.4%
B/E move
2.7%
Puts
Pseudo strike
83.36
IV
68.1%
B/E move
8.8%

45Δ

Calls
Pseudo strike
86.72
IV
12.4%
B/E move
2.4%
Puts
Pseudo strike
85.51
IV
73.2%
B/E move
8.1%

50Δ

Calls
Pseudo strike
86.38
IV
11.3%
B/E move
2.0%
Puts
Pseudo strike
88.15
IV
80.5%
B/E move
7.6%

55Δ

Calls
Pseudo strike
86.04
IV
10.2%
B/E move
1.7%
Puts
Pseudo strike
91.97
IV
92.3%
B/E move
7.2%

60Δ

Calls
Pseudo strike
85.71
IV
9.1%
B/E move
1.4%
Puts
Pseudo strike
98.15
IV
113.5%
B/E move
7.3%

65Δ

Calls
Pseudo strike
85.37
IV
8.0%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
85.03
IV
6.9%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

CCI34.0934.3134.532026-10-20: 34.49%2026-10-21: 34.12%Oct 20Oct 21
Table
DateIV
34.49%
34.12%