CCL option chain Carnival Corporation & plc
Cboe delayed options data · as of 00:33 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±6.4% (22.29–25.36) · ATM IV 37.7% · P/C open interest 1.68
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 9.60 | 11.90 | 1 | 0.99 | 0.0028 | -0.002 | 13 | 0 | 0.0600 | 2,201 | 136.1% | -0.01 | 0.0028 | -0.003 | |||
| 8.30 | 9.05 | 35 | 0.99 | 0.0050 | -0.002 | 15 | 0 | 0.0200 | 16.3K | 92.2% | -0.01 | 0.0050 | -0.003 | |||
| 6.10 | 9.35 | 0.99 | 0.0069 | -0.003 | 16 | 0 | 0.0700 | 4 | 95.9% | -0.01 | 0.0069 | -0.004 | ||||
| 6.30 | 7.00 | 0.99 | 0.0097 | -0.003 | 17 | 0 | 0.0700 | 100 | 83.0% | -0.01 | 0.0097 | -0.004 | ||||
| 5.35 | 6.10 | 3 | 0.98 | 0.0140 | -0.004 | 18 | 0 | 0.1000 | 1,836 | 75.3% | -0.02 | 0.0140 | -0.004 | |||
| 4.25 | 5.05 | 7 | 0.97 | 0.0213 | -0.004 | 19 | 0 | 0.0800 | 100 | 60.3% | -0.03 | 0.0213 | -0.005 | |||
| 3.40 | 3.90 | 221 | 0.96 | 0.0357 | -0.006 | 20 | 0 | 0.0600 | 19 | 7,030 | 46.1% | -0.04 | 0.0359 | -0.006 | ||
| 2.34 | 3.20 | 31 | 114 | 0.92 | 0.0670 | -0.009 | 21 | 0.0100 | 0.0900 | 7 | 1,200 | 42.8% | -0.08 | 0.0675 | -0.009 | |
| 1.75 | 2.05 | 93 | 516 | 33.9% | 0.83 | 0.1249 | -0.015 | 22 | 0.1400 | 0.2400 | 60 | 9,039 | 40.6% | -0.17 | 0.1259 | -0.016 |
| 1.10 | 1.27 | 21 | 203 | 37.2% | 0.68 | 0.1862 | -0.022 | 23 | 0.3700 | 0.4800 | 117 | 10.3K | 38.7% | -0.33 | 0.1880 | -0.022 |
| 0.8200 | 0.9600 | 85 | 81 | 37.1% | 0.58 | 0.2061 | -0.023 | 23.5 | 0.5300 | 0.7400 | 76 | 472 | 38.8% | -0.43 | 0.2084 | -0.024 |
| 0.5900 | 0.7000 | 270 | 3,416 | 36.7% | 0.47 | 0.2112 | -0.024 | 24 | 0.7800 | 1.00 | 419 | 34.0K | 38.8% | -0.53 | 0.2140 | -0.024 |
| 0.2700 | 0.5000 | 25 | 290 | 33.9% | 0.37 | 0.2001 | -0.022 | 24.5 | 0.8100 | 1.38 | 975 | 251 | 33.3% | -0.64 | 0.2032 | -0.023 |
| 0.2800 | 0.3800 | 605 | 8,280 | 37.8% | 0.28 | 0.1775 | -0.020 | 25 | 1.39 | 1.77 | 33 | 12.4K | 40.6% | -0.73 | 0.1807 | -0.020 |
| 0.1300 | 0.2400 | 543 | 318 | 36.5% | 0.21 | 0.1491 | -0.017 | 25.5 | 1.76 | 2.41 | 8 | 87 | 48.2% | -0.80 | 0.1523 | -0.017 |
| 0.1200 | 0.1500 | 149 | 4,154 | 38.4% | 0.14 | 0.1188 | -0.013 | 26 | 2.21 | 2.54 | 28 | 47.0K | 43.6% | -0.87 | 0.1227 | -0.013 |
| 0.0700 | 0.1700 | 122 | 39.1% | 0.10 | 0.0907 | -0.010 | 26.5 | 2.41 | 3.50 | 2 | 62 | 50.2% | -0.91 | 0.0969 | -0.011 | |
| 0.0500 | 0.1000 | 32 | 4,479 | 42.1% | 0.07 | 0.0687 | -0.008 | 27 | 3.05 | 3.75 | 18 | 12.4K | 52.5% | -0.94 | 0.0760 | -0.009 |
| 0.0100 | 0.0900 | 194 | 42.7% | 0.05 | 0.0529 | -0.007 | 27.5 | 3.70 | 4.25 | 17 | 64.5% | -0.96 | 0.0626 | -0.008 | ||
| 0.0200 | 0.0500 | 1,569 | 10.3K | 43.7% | 0.04 | 0.0416 | -0.006 | 28 | 4.05 | 4.50 | 97 | 13.6K | 39.6% | -0.97 | 0.0509 | -0.007 |
| 0 | 0.0600 | 247 | 46.2% | 0.04 | 0.0335 | -0.005 | 28.5 | 3.90 | 5.20 | 2 | -0.98 | 0.0396 | -0.006 | |||
| 0.0100 | 0.0200 | 4 | 5,402 | 44.7% | 0.03 | 0.0275 | -0.005 | 29 | 4.40 | 5.70 | 2 | 1,486 | -0.99 | 0.0311 | -0.005 | |
| 0.0100 | 0.0800 | 2 | 57.2% | 0.02 | 0.0229 | -0.004 | 29.5 | 5.15 | 6.25 | -0.99 | 0.0216 | -0.004 | ||||
| 0.0100 | 0.0400 | 8 | 19.5K | 55.1% | 0.02 | 0.0193 | -0.004 | 30 | 5.95 | 6.70 | 5,682 | 69.5% | -1.00 | 0.0152 | -0.004 | |
| 0 | 0.0700 | 115 | 61.5% | 0.02 | 0.0165 | -0.004 | 30.5 | 6.65 | 7.10 | 2 | 2 | 84.6% | -1.00 | 0.0106 | -0.004 | |
| 0.0100 | 0.0300 | 4,703 | 59.5% | 0.02 | 0.0142 | -0.003 | 31 | 5.90 | 7.80 | 3 | 79 | -1.00 | 0.0072 | -0.003 | ||
| 0 | 0.0200 | 4 | 57.0% | 0.01 | 0.0124 | -0.003 | 31.5 | 7.05 | 8.20 | 2 | -1.00 | 0.0049 | -0.003 | |||
| 0.0100 | 0.0800 | 2 | 7,641 | 74.0% | 0.01 | 0.0109 | -0.003 | 32 | 8.00 | 8.70 | 213 | 102.6% | -1.00 | 0.0033 | -0.003 | |
| 0 | 0.0700 | 6,937 | 77.1% | 0.01 | 0.0086 | -0.003 | 33 | 9.00 | 9.40 | 4 | -1.00 | 0.0012 | -0.003 | |||
| 0 | 0.0700 | 1,115 | 82.8% | 0.01 | 0.0069 | -0.002 | 34 | 9.05 | 11.60 | 97.5% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.0300 | 5,050 | 78.8% | 0.01 | 0.0057 | -0.002 | 35 | 10.40 | 11.60 | 4 | 57 | -1.00 | 0.0000 | -0.003 | ||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs