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 ±15.3% (22.11–30.09) · ATM IV 38.9% · P/C open interest 1.17
| 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 | |
| 10.70 | 11.65 | 493 | 78.3% | 0.98 | 0.0066 | -0.002 | 15 | 0.0100 | 0.0500 | 350 | 15.6K | 51.9% | -0.02 | 0.0060 | -0.002 | |
| 8.70 | 10.25 | 705 | 77.8% | 0.96 | 0.0117 | -0.003 | 17 | 0.0500 | 0.1500 | 12.5K | 50.7% | -0.03 | 0.0114 | -0.003 | ||
| 7.45 | 9.35 | 56 | 66.3% | 0.95 | 0.0161 | -0.003 | 18 | 0.0700 | 0.3400 | 215 | 949 | 52.7% | -0.05 | 0.0159 | -0.003 | |
| 6.55 | 8.45 | 54 | 62.5% | 0.93 | 0.0222 | -0.004 | 19 | 0.0300 | 0.3900 | 190 | 2,415 | 46.7% | -0.07 | 0.0221 | -0.004 | |
| 6.00 | 6.70 | 3 | 2,231 | 49.2% | 0.90 | 0.0300 | -0.005 | 20 | 0.2000 | 0.3300 | 139 | 19.8K | 43.4% | -0.10 | 0.0300 | -0.005 |
| 5.30 | 5.55 | 24 | 362 | 44.8% | 0.85 | 0.0388 | -0.007 | 21 | 0.2900 | 0.5100 | 2 | 3,091 | 42.5% | -0.14 | 0.0389 | -0.007 |
| 4.30 | 4.90 | 11 | 898 | 43.0% | 0.80 | 0.0478 | -0.008 | 22 | 0.4200 | 0.7400 | 181 | 10.7K | 41.5% | -0.19 | 0.0481 | -0.008 |
| 3.55 | 4.20 | 14 | 1,565 | 42.5% | 0.75 | 0.0565 | -0.010 | 23 | 0.8300 | 0.9700 | 260 | 3,314 | 42.6% | -0.25 | 0.0570 | -0.010 |
| 3.05 | 3.90 | 7,952 | 47.7% | 0.68 | 0.0642 | -0.011 | 24 | 1.16 | 1.35 | 4 | 2,467 | 42.7% | -0.31 | 0.0649 | -0.011 | |
| 2.49 | 2.70 | 171 | 3,768 | 40.9% | 0.61 | 0.0703 | -0.011 | 25 | 1.39 | 1.72 | 271 | 24.2K | 40.0% | -0.38 | 0.0711 | -0.011 |
| 1.68 | 2.20 | 94 | 964 | 37.7% | 0.54 | 0.0740 | -0.011 | 26 | 1.86 | 2.24 | 6 | 761 | 40.0% | -0.46 | 0.0751 | -0.012 |
| 1.44 | 1.76 | 222 | 5,755 | 39.3% | 0.47 | 0.0750 | -0.011 | 27 | 2.59 | 2.75 | 101 | 7,896 | 40.9% | -0.53 | 0.0764 | -0.012 |
| 1.12 | 1.53 | 132 | 2,872 | 40.8% | 0.39 | 0.0734 | -0.011 | 28 | 3.20 | 3.45 | 8 | 1,412 | 41.1% | -0.61 | 0.0751 | -0.011 |
| 0.8300 | 1.19 | 1,314 | 1,734 | 40.2% | 0.33 | 0.0694 | -0.010 | 29 | 3.40 | 4.10 | 588 | 34.9% | -0.67 | 0.0715 | -0.011 | |
| 0.7400 | 0.8200 | 291 | 25.1K | 40.2% | 0.27 | 0.0636 | -0.009 | 30 | 4.15 | 5.10 | 3 | 10.4K | 37.0% | -0.74 | 0.0661 | -0.010 |
| 0.5000 | 0.6900 | 20 | 733 | 40.2% | 0.22 | 0.0568 | -0.008 | 31 | 4.80 | 5.90 | 118 | 33.7% | -0.79 | 0.0597 | -0.009 | |
| 0.2400 | 0.5000 | 10 | 8,725 | 37.8% | 0.17 | 0.0494 | -0.007 | 32 | 5.40 | 6.70 | 5 | 3,976 | -0.84 | 0.0529 | -0.008 | |
| 0.2500 | 0.4100 | 10 | 16 | 40.0% | 0.14 | 0.0422 | -0.006 | 33 | 6.20 | 7.65 | -0.88 | 0.0461 | -0.007 | |||
| 0.1900 | 0.3100 | 118 | 40.2% | 0.11 | 0.0354 | -0.005 | 34 | 7.05 | 8.75 | -0.91 | 0.0399 | -0.006 | ||||
| 0.0900 | 0.2100 | 65 | 14.2K | 38.4% | 0.08 | 0.0293 | -0.004 | 35 | 8.05 | 9.75 | 2,563 | -0.94 | 0.0343 | -0.005 | ||
| 0 | 0.3800 | 937 | 1,232 | 43.3% | 0.06 | 0.0240 | -0.004 | 36 | 8.90 | 11.15 | -0.96 | 0.0290 | -0.004 | |||
| 0 | 0.1300 | 35 | 3,916 | 37.4% | 0.05 | 0.0196 | -0.003 | 37 | 10.00 | 11.60 | 219 | -0.97 | 0.0228 | -0.004 | ||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs