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Consensus Cloud Solutions, Inc. Common Stock CCSI

i

Market dataready · fetched 2026-11-03T15:59:29.923Z

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 · 2026-11-03T15:54:32.175288893Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T15:59:29.316702+00:00

Share price$35.80
1D-0.8%
$35.29$35.51$35.72$35.94$36.155:30 AM6:30 AM9:00 AM1:00 PMCCSI
Sold putSold call

Consensus Cloud Solutions, Inc. Common Stock options

Live interpolated CCSI call and put midpoint premiums by absolute delta.Consensus Cloud Solutions, Inc. Common Stock$0.53$3.16$5.79$8.42$11.06$26.91$31.27$35.62$39.97$44.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CCSI spot · $35.80CCSI PRICE$0.81$1.11$1.42$1.72$1.93$2.12$2.30$2.49$2.75$3.44$4.13$4.82$5.51$1.26$1.47$1.64$1.80$1.97$2.42$2.95$3.47$4.00$4.52$5.05$7.42$10.30
PutsExpensive2.05×
CallsExpensive2.04×
SkewBearish+4.64 pp
Implied moveBearish±$5.25
TiltBearish16.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.9396.7%25.0%29.45127.2%21.2%
25Δ42.7099.7%22.4%30.93116.9%17.7%
30Δ41.46102.7%19.8%32.21105.1%14.6%
35Δ40.22105.7%17.2%33.4893.2%11.5%
40Δ39.12100.3%14.7%34.7581.4%8.4%
45Δ38.0592.9%12.2%35.6779.2%7.1%
50Δ36.9885.6%9.7%36.5179.2%6.3%
55Δ35.9278.3%7.3%37.3479.2%5.4%
60Δ34.8772.3%5.1%38.1779.2%4.5%
65Δ33.9374.4%4.4%39.0179.2%3.7%
70Δ33.0076.6%3.7%39.8479.2%2.8%
75Δ32.0678.7%3.0%42.3494.1%2.5%
80Δ31.1380.8%2.4%45.32111.9%2.2%

20Δ

Calls
Pseudo strike
43.93
IV
96.7%
B/E move
25.0%
Puts
Pseudo strike
29.45
IV
127.2%
B/E move
21.2%

25Δ

Calls
Pseudo strike
42.70
IV
99.7%
B/E move
22.4%
Puts
Pseudo strike
30.93
IV
116.9%
B/E move
17.7%

30Δ

Calls
Pseudo strike
41.46
IV
102.7%
B/E move
19.8%
Puts
Pseudo strike
32.21
IV
105.1%
B/E move
14.6%

35Δ

Calls
Pseudo strike
40.22
IV
105.7%
B/E move
17.2%
Puts
Pseudo strike
33.48
IV
93.2%
B/E move
11.5%

40Δ

Calls
Pseudo strike
39.12
IV
100.3%
B/E move
14.7%
Puts
Pseudo strike
34.75
IV
81.4%
B/E move
8.4%

45Δ

Calls
Pseudo strike
38.05
IV
92.9%
B/E move
12.2%
Puts
Pseudo strike
35.67
IV
79.2%
B/E move
7.1%

50Δ

Calls
Pseudo strike
36.98
IV
85.6%
B/E move
9.7%
Puts
Pseudo strike
36.51
IV
79.2%
B/E move
6.3%

55Δ

Calls
Pseudo strike
35.92
IV
78.3%
B/E move
7.3%
Puts
Pseudo strike
37.34
IV
79.2%
B/E move
5.4%

60Δ

Calls
Pseudo strike
34.87
IV
72.3%
B/E move
5.1%
Puts
Pseudo strike
38.17
IV
79.2%
B/E move
4.5%

65Δ

Calls
Pseudo strike
33.93
IV
74.4%
B/E move
4.4%
Puts
Pseudo strike
39.01
IV
79.2%
B/E move
3.7%

70Δ

Calls
Pseudo strike
33.00
IV
76.6%
B/E move
3.7%
Puts
Pseudo strike
39.84
IV
79.2%
B/E move
2.8%

75Δ

Calls
Pseudo strike
32.06
IV
78.7%
B/E move
3.0%
Puts
Pseudo strike
42.34
IV
94.1%
B/E move
2.5%

80Δ

Calls
Pseudo strike
31.13
IV
80.8%
B/E move
2.4%
Puts
Pseudo strike
45.32
IV
111.9%
B/E move
2.2%

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%