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CCC Intelligent Solutions Holdings Inc. Common Stock CCC

i

Market dataready · fetched 2026-11-04T00:09:06.498Z

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 · 2026-11-03T22:07:06.689449858Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T00:09:06.086017+00:00

Share price$7.68
1D-0.1%
AH$7.66$7.66$7.67$7.68$7.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCCC
Sold putSold callAH

CCC Intelligent Solutions Holdings Inc. Common Stock options

Live interpolated CCC call and put midpoint premiums by absolute delta.CCC Intelligent Solutions Holdings Inc. Common Stock$0.03$0.34$0.65$0.96$1.26$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECCC PRICE$1.18$0.07$0.09$0.11$0.13$0.15$0.17$0.18$0.20$0.22
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.1431.7%7.9%
25Δ7.2130.5%7.3%
30Δ7.2729.4%6.7%
35Δ7.3428.2%6.1%
40Δ12.92370.0%83.6%7.4027.1%5.5%
45Δ7.4725.9%4.9%
50Δ7.5324.8%4.3%
55Δ7.6023.6%3.7%
60Δ7.6622.5%3.1%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.14
IV
31.7%
B/E move
7.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.21
IV
30.5%
B/E move
7.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.27
IV
29.4%
B/E move
6.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.34
IV
28.2%
B/E move
6.1%

40Δ

Calls
Pseudo strike
12.92
IV
370.0%
B/E move
83.6%
Puts
Pseudo strike
7.40
IV
27.1%
B/E move
5.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.47
IV
25.9%
B/E move
4.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.53
IV
24.8%
B/E move
4.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.60
IV
23.6%
B/E move
3.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.66
IV
22.5%
B/E move
3.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend147.68%
Daily close
CCC45.1%100.2%155.3%2026-08-21: 60.45%2026-08-24: 55.16%2026-08-25: 52.74%2026-08-27: 64.90%2026-08-31: 53.28%2026-09-04: 61.71%2026-09-25: 56.21%2026-10-09: 74.37%2026-10-14: 88.63%2026-10-16: 108.83%2026-10-28: 147.68%Aug 21Sep 4Oct 28
11 observations2026-08-21 — 2026-10-28
Table
DateIV (%)
60.45%
55.16%
52.74%
64.90%
53.28%
61.71%
56.21%
74.37%
88.63%
108.83%
147.68%