CCL option chain Carnival Corporation & plc
Cboe delayed options data · as of 12:34 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 ±9.9% (23.50–28.70) · ATM IV 40.6% · P/C open interest 1.50
| 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 | |
| 10.20 | 12.25 | 38 | 132.7% | 0.99 | 0.0042 | -0.002 | 15 | 0 | 0.0500 | 950 | 81.1% | -0.01 | 0.0038 | -0.002 | ||
| 9.15 | 12.05 | 11 | 149.6% | 0.99 | 0.0054 | -0.002 | 16 | 0 | 0.2300 | 155 | 93.5% | -0.01 | 0.0050 | -0.002 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 17 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 8.10 | 10.15 | 201 | 129.7% | 0.98 | 0.0084 | -0.003 | 17.5 | 0.0200 | 0.0300 | 1,064 | 60.4% | -0.02 | 0.0079 | -0.003 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 18 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 6.30 | 8.35 | 186 | 91.3% | 0.97 | 0.0139 | -0.004 | 19 | 0.0300 | 0.0700 | 54 | 846 | 55.0% | -0.02 | 0.0135 | -0.003 | |
| 5.80 | 6.25 | 22 | 2,350 | 56.9% | 0.96 | 0.0204 | -0.004 | 20 | 0.0400 | 0.0800 | 7 | 3,635 | 48.8% | -0.04 | 0.0201 | -0.004 |
| 4.10 | 6.45 | 730 | 65.9% | 0.94 | 0.0315 | -0.006 | 21 | 0.0600 | 0.1300 | 52 | 4,509 | 45.3% | -0.06 | 0.0313 | -0.006 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 21.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 22 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.30 | 4.35 | 15 | 2,080 | 52.6% | 0.87 | 0.0609 | -0.010 | 22.5 | 0.1900 | 0.2600 | 409 | 4,046 | 42.3% | -0.13 | 0.0610 | -0.010 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 23 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 23.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.10 | 2.75 | 17 | 7,551 | 40.3% | 0.74 | 0.0948 | -0.015 | 24 | 0.5000 | 0.6000 | 1,002 | 6,094 | 41.9% | -0.26 | 0.0951 | -0.015 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 24.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.68 | 1.88 | 440 | 2,022 | 40.4% | 0.63 | 0.1124 | -0.018 | 25 | 0.8400 | 0.9600 | 1,126 | 19.2K | 41.7% | -0.36 | 0.1128 | -0.018 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 25.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.16 | 1.33 | 323 | 2,937 | 40.1% | 0.51 | 0.1211 | -0.019 | 26 | 1.30 | 1.40 | 183 | 3,429 | 41.0% | -0.48 | 0.1217 | -0.019 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 26.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.7600 | 0.9200 | 197 | 4,245 | 40.1% | 0.40 | 0.1185 | -0.018 | 27 | 1.84 | 2.24 | 295 | 19.5K | 44.1% | -0.60 | 0.1193 | -0.018 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 27.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.4100 | 0.5900 | 139 | 5,018 | 38.5% | 0.29 | 0.1058 | -0.016 | 28 | 2.29 | 2.95 | 34 | 550 | 40.2% | -0.71 | 0.1070 | -0.016 |
| 0.2500 | 0.3700 | 373 | 5,787 | 38.8% | 0.20 | 0.0870 | -0.013 | 29 | 2.70 | 3.75 | 8 | 385 | 30.4% | -0.80 | 0.0886 | -0.013 |
| 0.1600 | 0.2700 | 309 | 3,015 | 40.8% | 0.13 | 0.0663 | -0.009 | 30 | 3.70 | 4.65 | 5 | 399 | 32.9% | -0.87 | 0.0682 | -0.010 |
| 0.0500 | 0.1900 | 120 | 674 | 41.9% | 0.08 | 0.0476 | -0.007 | 31 | 4.05 | 5.65 | 69 | -0.92 | 0.0499 | -0.007 | ||
| 0.0100 | 0.1600 | 76 | 1,431 | 42.2% | 0.05 | 0.0332 | -0.005 | 32 | 5.00 | 6.65 | 36 | -0.95 | 0.0356 | -0.005 | ||
| 0 | 0.1000 | 90 | 532 | 42.5% | 0.04 | 0.0237 | -0.004 | 33 | 5.90 | 7.65 | -0.97 | 0.0257 | -0.004 | |||
| 0 | 0.2400 | 10 | 2,009 | 55.1% | 0.03 | 0.0178 | -0.003 | 34 | 6.90 | 9.10 | -0.98 | 0.0192 | -0.003 | |||
| 0 | 0.0700 | 630 | 47.9% | 0.02 | 0.0142 | -0.003 | 35 | 7.65 | 10.25 | -0.99 | 0.0148 | -0.003 | ||||
| 0 | 0.0700 | 75 | 1,074 | 51.6% | 0.02 | 0.0117 | -0.003 | 36 | 8.85 | 11.20 | -0.99 | 0.0119 | -0.003 | |||
| 0 | 0.2400 | 75 | 271 | 67.9% | 0.02 | 0.0099 | -0.002 | 37 | 9.10 | 12.05 | -0.99 | 0.0097 | -0.002 | |||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs