Real Estate · Real Estate
CCI Implied Volatility, IV Rank & Options Chain
Crown Castle International (CCI) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Crown Castle International (CCI).
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CCI options trade with implied volatility typically in the 18% - 38% range, averaging N/A in daily volume with very good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
CCI implied volatility
As of 2026-10-26As of 2026-10-26, CCI's 30-day implied volatility is 36.9%, placing its 1-year IV percentile at 99.0 — above 99.0% of the past year's daily IV readings, an elevated, premium-selling regime favoring credit spreads, iron condors and short strangles.
CCI live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live CCI chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
CCI options at a glance
- Daily volume
- N/A
- IV range
- 18% - 38%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About Crown Castle International (CCI)
Crown Castle International (CCI) is a cell tower reit company listed on NYSE.
Company profile
- Sector
- Real Estate
- Industry
- Cell Tower REIT
- Market cap
- See live data
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Crown Castle International is a Cell Tower REIT) company in the Real Estate sector.
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Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
- Live chains and Greeks
- IV rank and percentile
- Expected move and GEX
- Screener and strategy P&L
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CCI options market overview
CCI options provide trading opportunities for options traders.
- Average daily volume
- N/A
- Total open interest
- N/A
- Put/call ratio
- N/A
- Typical ATM spread
- N/A
- Weekly options
- Available
- LEAPS available
- Yes
Liquidity assessment: Very Good
CCI options provide trading opportunities across multiple expirations.
CCI implied volatility and IV rank
CCI implied volatility patterns reflect the cell tower reit sector dynamics.
Earnings impact
IV typically expands before earnings and contracts after the announcement.
The post-earnings volatility drop is known as IV crush. Holders of short CCI options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
CCI IV generally trades near historical volatility, with premiums expanding around earnings.
Term structure
Typically upward sloping under normal conditions.
The smile, the term structure and the cone for CCI, on today's chain.
Open CCI in IV IntelligenceCCI gamma exposure (GEX)
Gamma Exposure analysis for CCI reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. CCI tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on CCI right now, strike by strike.
See live CCI GEXCommon CCI options strategies
These are strategies commonly used by traders on CCI options, based on typical market characteristics. This is not investment advice.
Key considerations for CCI options
- Monitor CCI earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing options positions
- CCI options liquidity varies by expiration - prefer near-term and monthly expirations
CCI key events
Earnings months. January, April, July, October
CCI options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns CCI's IV rank and percentile, the gamma exposure API its dealer positioning by strike, and the chain API every strike with Greeks. Connected to the ApexVol MCP server, Claude, Cursor or ChatGPT can ask for them in plain English.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/iv-rank/CCI"What is CCI's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on CCI in the console, more prompts for CCI, or set the server up in Claude Desktop, Claude Code, Cursor or ChatGPT.
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-10-26. How we research →
Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.
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Questions
Frequently asked
about CCI options.
What is CCI's typical implied volatility?
CCI implied volatility typically ranges from 18% - 38%. IV patterns are influenced by earnings, sector events, and market conditions.
Does CCI have weekly options?
Yes, CCI offers weekly options expirations.
What is CCI's options trading profile?
CCI (Crown Castle International) options trade with very good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 18% - 38% range. The position sits in the Real Estate category for portfolio diversification and options strategy design.
How does CCI implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on CCI?
Popular strategies on CCI options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 18% - 38% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is CCI's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence CCI's intraday price action. CCI tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live CCI GEX levels and the gamma-flip point on ApexVol.
What is CCI's IV rank?
CCI's IV rank shows where CCI's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. CCI implied volatility typically ranges from 18% - 38%. Check CCI's live IV rank and percentile on ApexVol's IV analytics.
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CCI analytics
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