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 ±8.1% (21.88–25.76) · ATM IV 39.7% · P/C open interest 0.42
| 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 | |
| 6.60 | 9.85 | 0.98 | 0.0101 | -0.004 | 16 | 0 | 0.7300 | 132.6% | -0.02 | 0.0101 | -0.005 | |||||
| 5.55 | 8.55 | 106.0% | 0.98 | 0.0138 | -0.004 | 17 | 0 | 0.9300 | 126.2% | -0.03 | 0.0139 | -0.005 | ||||
| 4.50 | 6.80 | 0.97 | 0.0194 | -0.005 | 18 | 0 | 0.6000 | 144 | 95.9% | -0.03 | 0.0195 | -0.006 | ||||
| 4.35 | 5.70 | 11 | 75.4% | 0.96 | 0.0283 | -0.006 | 19 | 0 | 0.6000 | 164 | 81.9% | -0.04 | 0.0284 | -0.006 | ||
| 3.40 | 4.10 | 5 | 0.94 | 0.0443 | -0.007 | 20 | 0.0300 | 0.1200 | 78 | 32 | 46.4% | -0.06 | 0.0446 | -0.007 | ||
| 2.40 | 3.10 | 10 | 0.89 | 0.0742 | -0.010 | 21 | 0 | 0.1800 | 3 | 74 | 37.6% | -0.11 | 0.0748 | -0.010 | ||
| 1.96 | 2.12 | 57 | 65 | 36.5% | 0.80 | 0.1177 | -0.015 | 22 | 0.2300 | 0.3400 | 138 | 138 | 40.1% | -0.20 | 0.1188 | -0.015 |
| 0.9000 | 1.48 | 570 | 37 | 30.5% | 0.66 | 0.1575 | -0.019 | 23 | 0.4500 | 0.6500 | 90 | 401 | 38.2% | -0.35 | 0.1594 | -0.019 |
| 0.7000 | 0.9300 | 32 | 218 | 36.7% | 0.49 | 0.1722 | -0.020 | 24 | 0.6800 | 1.57 | 23 | 417 | 42.7% | -0.52 | 0.1748 | -0.020 |
| 0.2500 | 0.5200 | 76 | 258 | 34.8% | 0.33 | 0.1556 | -0.018 | 25 | 1.51 | 1.99 | 26 | 370 | 42.5% | -0.68 | 0.1590 | -0.018 |
| 0.2100 | 0.2600 | 94 | 1,643 | 38.4% | 0.20 | 0.1198 | -0.014 | 26 | 2.08 | 3.30 | 7 | 338 | 52.2% | -0.81 | 0.1236 | -0.014 |
| 0.1000 | 0.1500 | 15 | 1,145 | 40.2% | 0.12 | 0.0816 | -0.010 | 27 | 3.15 | 3.60 | 17 | 42.8% | -0.90 | 0.0863 | -0.010 | |
| 0.0500 | 0.2000 | 2 | 238 | 47.7% | 0.07 | 0.0533 | -0.007 | 28 | 3.55 | 4.75 | 200 | 51 | -0.95 | 0.0622 | -0.008 | |
| 0.0300 | 0.0500 | 3 | 797 | 43.5% | 0.05 | 0.0359 | -0.005 | 29 | 5.05 | 6.45 | 2 | 58 | 85.9% | -0.98 | 0.0433 | -0.006 |
| 0 | 0.0600 | 181 | 47.1% | 0.03 | 0.0253 | -0.004 | 30 | 5.45 | 7.45 | 4 | 73.2% | -0.99 | 0.0264 | -0.005 | ||
| 0 | 0.1200 | 58 | 229 | 59.1% | 0.02 | 0.0186 | -0.004 | 31 | 5.90 | 9.40 | 75.4% | -1.00 | 0.0127 | -0.004 | ||
| 0 | 0.2000 | 58 | 215 | 71.2% | 0.02 | 0.0141 | -0.003 | 32 | 7.35 | 10.40 | 118.3% | -1.00 | 0.0058 | -0.003 | ||
| 0 | 0.1000 | 13 | 67.9% | 0.02 | 0.0110 | -0.003 | 33 | 8.35 | 11.35 | 98.4% | -1.00 | 0.0022 | -0.003 | |||
| 0 | 0.1000 | 1 | 72.9% | 0.01 | 0.0088 | -0.002 | 34 | 9.35 | 12.40 | 99.8% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.1400 | 50 | 82.1% | 0.01 | 0.0072 | -0.002 | 35 | 10.15 | 13.40 | 93.1% | -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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs