CCL option chain Carnival Corporation & plc
Cboe delayed options data · के अनुसार 09:33 UTC
प्रत्येक पंक्ति एक strike है। बाईं आधी call है, दाईं आधी put। Bid/ask वह मूल्य हैं जो खरीदार और विक्रेता अभी quote कर रहे हैं; volume इस सत्र में कारोबार किए गए contracts हैं; open interest चालू contracts हैं। हाइलाइट की गई पंक्ति स्टॉक मूल्य के सबसे निकट है।
यह expiration लगभग इतने move की price करती है ±2.5% (23.21–24.43) · ATM IV 39.9% · P/C open interest 1.01
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| बिड | पूछें | 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 | बिड | पूछें | Vol | OI | IV | Δ | Γ | Θ | |
| 7.75 | 9.20 | 4 | 19 | 1.00 | 0.0010 | 0.000 | 15 | 0 | 0.0700 | 6 | 239.1% | -0.00 | 0.0010 | -0.001 | ||
| 6.75 | 8.25 | 9 | 13 | 1.00 | 0.0019 | -0.001 | 16 | 0 | 0.0100 | 2 | 208.2% | -0.00 | 0.0019 | -0.002 | ||
| 5.75 | 7.80 | 8 | 24 | 231.1% | 1.00 | 0.0033 | -0.002 | 17 | 0 | 1.08 | 445.2% | -0.00 | 0.0033 | -0.003 | ||
| 4.80 | 6.95 | 10 | 14 | 258.8% | 1.00 | 0.0054 | -0.003 | 18 | 0 | 0.0100 | 151.0% | -0.00 | 0.0054 | -0.004 | ||
| 3.65 | 5.70 | 14 | 20 | 0.99 | 0.0087 | -0.004 | 19 | 0 | 0.0100 | 16 | 11 | 124.2% | -0.01 | 0.0087 | -0.005 | |
| 2.75 | 4.60 | 6 | 15 | 0.99 | 0.0148 | -0.005 | 20 | 0 | 0.0300 | 1 | 13 | 536.9% | -0.01 | 0.0148 | -0.006 | |
| 2.20 | 3.15 | 6 | 4 | 0.99 | 0.0274 | -0.006 | 21 | 0 | 0.0800 | 15 | 103.4% | -0.01 | 0.0274 | -0.007 | ||
| 1.51 | 1.90 | 14 | 36 | 0.98 | 0.0615 | -0.008 | 22 | 0 | 0.0100 | 7 | 141 | 48.5% | -0.02 | 0.0616 | -0.008 | |
| 1.03 | 1.43 | 28 | 43 | 0.95 | 0.1250 | -0.012 | 22.5 | 0 | 0.2300 | 34 | 820 | 75.1% | -0.05 | 0.1254 | -0.013 | |
| 0.6400 | 0.9500 | 156 | 104 | 39.9% | 0.85 | 0.3149 | -0.040 | 23 | 0 | 0.1400 | 332 | 1,972 | 44.7% | -0.15 | 0.3175 | -0.040 |
| 0.3500 | 0.5000 | 1,884 | 228 | 40.8% | 0.63 | 0.5013 | -0.079 | 23.5 | 0.1500 | 0.2100 | 1,890 | 2,686 | 42.2% | -0.37 | 0.5087 | -0.080 |
| 0.1600 | 0.2000 | 2,329 | 1,492 | 40.9% | 0.37 | 0.5083 | -0.079 | 24 | 0.3500 | 0.5000 | 44 | 2,332 | 38.9% | -0.63 | 0.5178 | -0.082 |
| 0.0600 | 0.1100 | 2,596 | 423 | 41.4% | 0.16 | 0.3314 | -0.044 | 24.5 | 0.7100 | 0.9800 | 68 | 983 | 53.8% | -0.85 | 0.3348 | -0.044 |
| 0.0100 | 0.0300 | 850 | 2,274 | 44.2% | 0.07 | 0.1685 | -0.023 | 25 | 1.20 | 1.54 | 114 | 2,263 | 70.2% | -0.94 | 0.1690 | -0.021 |
| 0 | 0.0100 | 73 | 980 | 45.2% | 0.04 | 0.0922 | -0.014 | 25.5 | 1.66 | 2.18 | 49 | 402 | 106.5% | -0.97 | 0.0909 | -0.013 |
| 0 | 0.0200 | 37 | 607 | 61.5% | 0.03 | 0.0555 | -0.010 | 26 | 2.15 | 2.69 | 11 | 182 | 115.5% | -0.98 | 0.0528 | -0.009 |
| 0 | 0.0100 | 105 | 664 | 65.5% | 0.02 | 0.0358 | -0.007 | 26.5 | 2.35 | 3.25 | 5 | 18 | 89.5% | -0.99 | 0.0325 | -0.007 |
| 0 | 0.0100 | 60 | 762 | 75.0% | 0.01 | 0.0244 | -0.005 | 27 | 3.15 | 3.65 | 16 | 706 | 147.3% | -0.99 | 0.0209 | -0.006 |
| 0 | 0.0200 | 16 | 1,479 | 92.3% | 0.01 | 0.0173 | -0.004 | 27.5 | 3.65 | 4.45 | 25 | 192.8% | -0.99 | 0.0140 | -0.005 | |
| 0 | 0.0100 | 3 | 515 | 93.1% | 0.01 | 0.0127 | -0.003 | 28 | 4.15 | 5.35 | 22 | 37 | 250.1% | -1.00 | 0.0096 | -0.005 |
| 0 | 0.0100 | 1 | 234 | 101.7% | 0.01 | 0.0096 | -0.003 | 28.5 | 3.75 | 6.00 | 2 | 1 | 171.3% | -1.00 | 0.0068 | -0.005 |
| 0 | 0.0100 | 410 | 110.1% | 0.00 | 0.0074 | -0.002 | 29 | 5.15 | 6.30 | 27 | 1 | 275.5% | -1.00 | 0.0049 | -0.004 | |
| 0 | 0.1300 | 1 | 29 | 173.6% | 0.00 | 0.0059 | -0.002 | 29.5 | 5.55 | 7.00 | 29 | 1 | 300.3% | -1.00 | 0.0036 | -0.004 |
| 0 | 0.0200 | 3 | 791 | 137.2% | 0.00 | 0.0047 | -0.002 | 30 | 5.95 | 7.55 | 8 | 1 | 309.1% | -1.00 | 0.0027 | -0.004 |
| 0 | 0.8200 | 304.1% | 0.00 | 0.0038 | -0.002 | 30.5 | 5.95 | 8.05 | 5 | 2 | 260.5% | -1.00 | 0.0021 | -0.004 | ||
| 0 | 0.4400 | 2 | 614 | 266.2% | 0.00 | 0.0031 | -0.001 | 31 | 6.35 | 8.45 | 21 | 238.2% | -1.00 | 0.0016 | -0.004 | |
| 0 | 0.8400 | 331.6% | 0.00 | 0.0026 | -0.001 | 31.5 | 6.90 | 8.85 | 66 | 238.1% | -1.00 | 0.0012 | -0.004 | |||
| 0 | 0.3900 | 212 | 280.2% | 0.00 | 0.0022 | -0.001 | 32 | 8.05 | 8.65 | 54 | 235.5% | -1.00 | 0.0010 | -0.004 | ||
| 0 | 0.2300 | 259.0% | 0.00 | 0.0019 | -0.001 | 32.5 | 7.65 | 10.05 | 25 | 245.0% | -1.00 | 0.0008 | -0.004 | |||
| 0 | 0.2100 | 108 | 263.8% | 0.00 | 0.0016 | -0.001 | 33 | 8.30 | 10.55 | 25 | 4 | 289.4% | -1.00 | 0.0006 | -0.004 | |
| 0 | 0.3000 | 73 | 303.1% | 0.00 | 0.0012 | -0.001 | 34 | 10.00 | 10.85 | 10 | 308.8% | -1.00 | 0.0004 | -0.004 | ||
| 0 | 0.0100 | 71 | 196.6% | 0.00 | 0.0009 | -0.001 | 35 | 10.10 | 12.60 | 10 | 1 | 289.4% | -1.00 | 0.0003 | -0.004 | |
दिखाए गए स्ट्राइक: अंडरलाइंग मूल्य के ±50% के भीतर। Intrinsic value = max(0, मूल्य − strike) calls के लिए, max(0, strike − मूल्य) puts के लिए; extrinsic = option मूल्य − intrinsic। एक्सचेंज फ़ीड द्वारा गणना किए गए Greeks और IV।
Volatility smile — Sep 04, 2026
Volatility पेज →इस expiration के लिए प्रति strike implied volatility। आउट-ऑफ-द-मनी puts आमतौर पर calls से अधिक IV पर प्राइस होते हैं — यही skew है।
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