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Cogent Communications Holdings, Inc. CCOI

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Market datapartial · fetched 2026-10-22T03:38:24.549Z

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 · 2026-10-21T20:36:17.273622882Z

FundamentalsAlpha Vantage · unavailable

Share price$7.44
1D-4.1%
AH$7.31$7.43$7.55$7.67$7.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCCOI
Sold putSold callAH

Cogent Communications Holdings, Inc. options

Live interpolated CCOI call and put midpoint premiums by absolute delta.Cogent Communications Holdings, Inc.$0.30$0.99$1.68$2.37$3.07$3.77$5.73$7.69$9.64$11.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CCOI spot · $7.44CCOI PRICE$0.38$0.39$0.46$0.59$0.72$0.85$0.98$1.11$1.36$1.74$2.11$2.49$2.87$0.54$0.71$0.88$1.04$1.21$1.38$1.56$1.73$1.91$2.09$2.26$2.44$2.62
PutsExpensive1.24×
CallsExpensive1.65×
SkewBullish-23.15 pp
Implied moveBearish±$2.54
TiltBearish11.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.50203.8%99.9%5.47173.0%33.8%
25Δ11.18152.1%55.4%5.93167.4%29.8%
30Δ9.81131.8%38.0%6.39161.9%25.9%
35Δ9.39133.5%34.1%6.85156.3%21.9%
40Δ8.97135.1%30.2%7.31150.7%17.9%
45Δ8.55136.7%26.4%7.69144.6%15.3%
50Δ8.13138.3%22.5%8.00138.0%13.5%
55Δ7.71140.0%18.6%8.30131.5%11.7%
60Δ7.26149.0%15.8%8.61124.9%9.9%
65Δ6.76165.8%14.2%8.92118.4%8.1%
70Δ6.27182.5%12.6%9.23111.9%6.3%
75Δ5.77199.2%11.0%9.54105.3%4.5%
80Δ5.28215.9%9.4%9.8598.8%2.7%

20Δ

Calls
Pseudo strike
14.50
IV
203.8%
B/E move
99.9%
Puts
Pseudo strike
5.47
IV
173.0%
B/E move
33.8%

25Δ

Calls
Pseudo strike
11.18
IV
152.1%
B/E move
55.4%
Puts
Pseudo strike
5.93
IV
167.4%
B/E move
29.8%

30Δ

Calls
Pseudo strike
9.81
IV
131.8%
B/E move
38.0%
Puts
Pseudo strike
6.39
IV
161.9%
B/E move
25.9%

35Δ

Calls
Pseudo strike
9.39
IV
133.5%
B/E move
34.1%
Puts
Pseudo strike
6.85
IV
156.3%
B/E move
21.9%

40Δ

Calls
Pseudo strike
8.97
IV
135.1%
B/E move
30.2%
Puts
Pseudo strike
7.31
IV
150.7%
B/E move
17.9%

45Δ

Calls
Pseudo strike
8.55
IV
136.7%
B/E move
26.4%
Puts
Pseudo strike
7.69
IV
144.6%
B/E move
15.3%

50Δ

Calls
Pseudo strike
8.13
IV
138.3%
B/E move
22.5%
Puts
Pseudo strike
8.00
IV
138.0%
B/E move
13.5%

55Δ

Calls
Pseudo strike
7.71
IV
140.0%
B/E move
18.6%
Puts
Pseudo strike
8.30
IV
131.5%
B/E move
11.7%

60Δ

Calls
Pseudo strike
7.26
IV
149.0%
B/E move
15.8%
Puts
Pseudo strike
8.61
IV
124.9%
B/E move
9.9%

65Δ

Calls
Pseudo strike
6.76
IV
165.8%
B/E move
14.2%
Puts
Pseudo strike
8.92
IV
118.4%
B/E move
8.1%

70Δ

Calls
Pseudo strike
6.27
IV
182.5%
B/E move
12.6%
Puts
Pseudo strike
9.23
IV
111.9%
B/E move
6.3%

75Δ

Calls
Pseudo strike
5.77
IV
199.2%
B/E move
11.0%
Puts
Pseudo strike
9.54
IV
105.3%
B/E move
4.5%

80Δ

Calls
Pseudo strike
5.28
IV
215.9%
B/E move
9.4%
Puts
Pseudo strike
9.85
IV
98.8%
B/E move
2.7%

Options history

No recorded observations