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Cogent Communications Holdings, Inc. CCOI

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Market datapartial · fetched 2026-10-22T10:53:59.817Z

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 · 2026-10-22T08:13:09.593748509Z

FundamentalsAlpha Vantage · unavailable

Share price$7.44
1D
Price history unavailable.

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$3.74$5.71$7.68$9.66$11.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION 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$2.61
PutsExpensive1.27×
CallsExpensive1.68×
SkewBullish-23.22 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
20Δ14.50204.9%99.9%5.47174.2%33.8%
25Δ11.17153.7%55.4%5.93168.9%29.8%
30Δ9.81134.1%38.0%6.39163.7%25.9%
35Δ9.39135.8%34.1%6.85158.4%21.9%
40Δ8.97137.4%30.2%7.31153.1%17.9%
45Δ8.55139.1%26.3%7.68147.0%15.3%
50Δ8.13140.7%22.5%7.99140.3%13.5%
55Δ7.71142.4%18.6%8.30133.7%11.7%
60Δ7.25151.4%15.8%8.61127.0%9.9%
65Δ6.76167.9%14.2%8.92120.4%8.1%
70Δ6.26184.3%12.6%9.23113.7%6.3%
75Δ5.77200.8%11.0%9.54107.0%4.5%
80Δ5.27217.2%9.4%9.85100.4%2.7%

20Δ

Calls
Pseudo strike
14.50
IV
204.9%
B/E move
99.9%
Puts
Pseudo strike
5.47
IV
174.2%
B/E move
33.8%

25Δ

Calls
Pseudo strike
11.17
IV
153.7%
B/E move
55.4%
Puts
Pseudo strike
5.93
IV
168.9%
B/E move
29.8%

30Δ

Calls
Pseudo strike
9.81
IV
134.1%
B/E move
38.0%
Puts
Pseudo strike
6.39
IV
163.7%
B/E move
25.9%

35Δ

Calls
Pseudo strike
9.39
IV
135.8%
B/E move
34.1%
Puts
Pseudo strike
6.85
IV
158.4%
B/E move
21.9%

40Δ

Calls
Pseudo strike
8.97
IV
137.4%
B/E move
30.2%
Puts
Pseudo strike
7.31
IV
153.1%
B/E move
17.9%

45Δ

Calls
Pseudo strike
8.55
IV
139.1%
B/E move
26.3%
Puts
Pseudo strike
7.68
IV
147.0%
B/E move
15.3%

50Δ

Calls
Pseudo strike
8.13
IV
140.7%
B/E move
22.5%
Puts
Pseudo strike
7.99
IV
140.3%
B/E move
13.5%

55Δ

Calls
Pseudo strike
7.71
IV
142.4%
B/E move
18.6%
Puts
Pseudo strike
8.30
IV
133.7%
B/E move
11.7%

60Δ

Calls
Pseudo strike
7.25
IV
151.4%
B/E move
15.8%
Puts
Pseudo strike
8.61
IV
127.0%
B/E move
9.9%

65Δ

Calls
Pseudo strike
6.76
IV
167.9%
B/E move
14.2%
Puts
Pseudo strike
8.92
IV
120.4%
B/E move
8.1%

70Δ

Calls
Pseudo strike
6.26
IV
184.3%
B/E move
12.6%
Puts
Pseudo strike
9.23
IV
113.7%
B/E move
6.3%

75Δ

Calls
Pseudo strike
5.77
IV
200.8%
B/E move
11.0%
Puts
Pseudo strike
9.54
IV
107.0%
B/E move
4.5%

80Δ

Calls
Pseudo strike
5.27
IV
217.2%
B/E move
9.4%
Puts
Pseudo strike
9.85
IV
100.4%
B/E move
2.7%

Options history

No recorded observations