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Consensus Cloud Solutions, Inc. Common Stock CCSI

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Market datapartial · fetched 2026-10-22T23:30:29.688Z

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 · 2026-10-22T20:00:00.881090558Z

FundamentalsAlpha Vantage · unavailable

Share price$37.02
1D+1.2%
AH$36.39$36.58$36.76$36.95$37.145:30 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$0.89$2.59$4.29$5.99$7.69$28.26$32.62$36.98$41.34$45.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CCSI spot · $37.02CCSI PRICE$1.08$1.13$1.18$1.26$1.62$1.98$2.34$2.70$3.07$3.43$4.30$5.53$6.77$1.27$1.44$1.61$1.83$2.26$2.69$3.13$3.56$3.99$4.55$5.44$6.32$7.20
PutsExpensive1.50×
CallsExpensive1.50×
SkewBearish+0.82 pp
Implied moveBearish±$5.47
TiltBearish10.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.95106.0%37.8%30.4797.7%21.1%
25Δ46.5288.5%28.7%32.0886.6%17.2%
30Δ43.0871.0%19.6%33.6975.5%13.4%
35Δ39.9255.3%11.2%35.1566.3%10.0%
40Δ39.1555.8%10.1%36.0065.3%8.9%
45Δ38.3956.3%9.0%36.8564.4%7.7%
50Δ37.6256.8%8.0%37.7063.5%6.6%
55Δ36.8557.3%6.9%38.5562.5%5.5%
60Δ36.0957.7%5.8%39.3961.6%4.4%
65Δ35.3258.2%4.7%40.3260.8%3.4%
70Δ34.1662.7%3.9%41.4460.3%2.8%
75Δ32.7470.0%3.4%42.5659.8%2.1%
80Δ31.3177.3%2.9%43.6759.3%1.5%

20Δ

Calls
Pseudo strike
49.95
IV
106.0%
B/E move
37.8%
Puts
Pseudo strike
30.47
IV
97.7%
B/E move
21.1%

25Δ

Calls
Pseudo strike
46.52
IV
88.5%
B/E move
28.7%
Puts
Pseudo strike
32.08
IV
86.6%
B/E move
17.2%

30Δ

Calls
Pseudo strike
43.08
IV
71.0%
B/E move
19.6%
Puts
Pseudo strike
33.69
IV
75.5%
B/E move
13.4%

35Δ

Calls
Pseudo strike
39.92
IV
55.3%
B/E move
11.2%
Puts
Pseudo strike
35.15
IV
66.3%
B/E move
10.0%

40Δ

Calls
Pseudo strike
39.15
IV
55.8%
B/E move
10.1%
Puts
Pseudo strike
36.00
IV
65.3%
B/E move
8.9%

45Δ

Calls
Pseudo strike
38.39
IV
56.3%
B/E move
9.0%
Puts
Pseudo strike
36.85
IV
64.4%
B/E move
7.7%

50Δ

Calls
Pseudo strike
37.62
IV
56.8%
B/E move
8.0%
Puts
Pseudo strike
37.70
IV
63.5%
B/E move
6.6%

55Δ

Calls
Pseudo strike
36.85
IV
57.3%
B/E move
6.9%
Puts
Pseudo strike
38.55
IV
62.5%
B/E move
5.5%

60Δ

Calls
Pseudo strike
36.09
IV
57.7%
B/E move
5.8%
Puts
Pseudo strike
39.39
IV
61.6%
B/E move
4.4%

65Δ

Calls
Pseudo strike
35.32
IV
58.2%
B/E move
4.7%
Puts
Pseudo strike
40.32
IV
60.8%
B/E move
3.4%

70Δ

Calls
Pseudo strike
34.16
IV
62.7%
B/E move
3.9%
Puts
Pseudo strike
41.44
IV
60.3%
B/E move
2.8%

75Δ

Calls
Pseudo strike
32.74
IV
70.0%
B/E move
3.4%
Puts
Pseudo strike
42.56
IV
59.8%
B/E move
2.1%

80Δ

Calls
Pseudo strike
31.31
IV
77.3%
B/E move
2.9%
Puts
Pseudo strike
43.67
IV
59.3%
B/E move
1.5%

Options history

CCSI56.1557.1458.122026-10-20: 57.98%2026-10-21: 56.29%Oct 20Oct 21
Table
DateIV
57.98%
56.29%