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Consensus Cloud Solutions, Inc. Common Stock CCSI

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-12T03:02:28.351Z

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 · 2026-11-11T21:00:02.412550298Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:57:16.275915+00:00

Share price$44.69
1D+4.0%
AH$42.75$43.51$44.28$45.04$45.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCCSI
Sold putSold callAH

Consensus Cloud Solutions, Inc. Common Stock options

Live interpolated CCSI call and put midpoint premiums by absolute delta.Consensus Cloud Solutions, Inc. Common Stock$0.61$1.61$2.61$3.61$4.61$32.70$38.22$43.74$49.26$54.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CCSI spot · $44.69CCSI PRICE$0.72$0.89$1.07$1.24$1.42$1.62$2.02$2.42$2.83$3.23$3.63$4.03$1.16$1.23$1.29$1.36$1.43$1.49$1.56$1.93$2.40$2.88$3.36$3.84$4.32
PutsExpensive1.35×
Calls——
Skew——
Implied moveBullish±$3.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.34160.7%21.3%
25Δ47.9654.5%8.9%37.72143.2%18.3%
30Δ47.3555.7%8.0%39.10125.8%15.4%
35Δ46.7557.0%7.0%40.49108.3%12.5%
40Δ46.1458.3%6.0%41.8790.8%9.5%
45Δ45.5459.6%5.1%43.2573.4%6.6%
50Δ44.9360.7%4.2%44.6355.9%3.6%
55Δ44.3360.0%3.7%45.4651.2%2.6%
60Δ43.7259.3%3.3%46.0851.1%2.3%
65Δ43.1258.7%2.8%46.7151.1%1.9%
70Δ42.5258.0%2.4%47.3451.0%1.6%
75Δ41.9157.4%1.9%47.9650.9%1.3%
80Δ41.3156.7%1.5%48.5950.9%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.34
IV
160.7%
B/E move
21.3%

25Δ

Calls
Pseudo strike
47.96
IV
54.5%
B/E move
8.9%
Puts
Pseudo strike
37.72
IV
143.2%
B/E move
18.3%

30Δ

Calls
Pseudo strike
47.35
IV
55.7%
B/E move
8.0%
Puts
Pseudo strike
39.10
IV
125.8%
B/E move
15.4%

35Δ

Calls
Pseudo strike
46.75
IV
57.0%
B/E move
7.0%
Puts
Pseudo strike
40.49
IV
108.3%
B/E move
12.5%

40Δ

Calls
Pseudo strike
46.14
IV
58.3%
B/E move
6.0%
Puts
Pseudo strike
41.87
IV
90.8%
B/E move
9.5%

45Δ

Calls
Pseudo strike
45.54
IV
59.6%
B/E move
5.1%
Puts
Pseudo strike
43.25
IV
73.4%
B/E move
6.6%

50Δ

Calls
Pseudo strike
44.93
IV
60.7%
B/E move
4.2%
Puts
Pseudo strike
44.63
IV
55.9%
B/E move
3.6%

55Δ

Calls
Pseudo strike
44.33
IV
60.0%
B/E move
3.7%
Puts
Pseudo strike
45.46
IV
51.2%
B/E move
2.6%

60Δ

Calls
Pseudo strike
43.72
IV
59.3%
B/E move
3.3%
Puts
Pseudo strike
46.08
IV
51.1%
B/E move
2.3%

65Δ

Calls
Pseudo strike
43.12
IV
58.7%
B/E move
2.8%
Puts
Pseudo strike
46.71
IV
51.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
42.52
IV
58.0%
B/E move
2.4%
Puts
Pseudo strike
47.34
IV
51.0%
B/E move
1.6%

75Δ

Calls
Pseudo strike
41.91
IV
57.4%
B/E move
1.9%
Puts
Pseudo strike
47.96
IV
50.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
41.31
IV
56.7%
B/E move
1.5%
Puts
Pseudo strike
48.59
IV
50.9%
B/E move
0.9%

Options history

IV · four-Friday blend58.77%
Daily EOD
CCSI56.0%57.8%59.6%2026-10-19: 57.55%2026-10-20: 57.98%2026-10-21: 56.29%2026-10-22: 56.24%2026-10-23: 57.97%2026-10-26: 59.34%2026-10-27: 57.58%2026-10-28: 58.01%2026-10-29: 56.96%2026-10-30: 58.77%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
57.55%
57.98%
56.29%
56.24%
57.97%
59.34%
57.58%
58.01%
56.96%
58.77%