CCL option chain Carnival Corporation & plc

Expiration 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 ±21.3% (20.54–31.66) · ATM IV 41.8% · P/C open interest 3.71

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	12.35		176	72.2%	0.96	0.0081	-0.001	15	0.0500	0.3500	60	714	56.7%	-0.03	0.0081	-0.002
9.90	11.50		8	71.3%	0.95	0.0111	-0.002	16	0.1000	0.2200		26	48.7%	-0.04	0.0111	-0.002
8.60	10.60		5	60.6%	0.93	0.0148	-0.003	17	0.1300	0.3100		5,143	47.0%	-0.06	0.0148	-0.003
7.30	9.70		131	50.5%	0.91	0.0191	-0.003	18	0.2100	0.4100		4,479	45.8%	-0.08	0.0193	-0.004
6.45	8.45		26	42.6%	0.88	0.0241	-0.004	19	0.3800	0.5500		1,409	45.9%	-0.11	0.0243	-0.005
6.15	7.65	40	227	49.4%	0.85	0.0294	-0.005	20	0.4200	0.6900	18	3,354	43.1%	-0.14	0.0298	-0.005
5.35	6.15		75	39.4%	0.81	0.0349	-0.006	21	0.6600	1.12		5,708	45.5%	-0.18	0.0354	-0.006
4.75	6.20		403	48.5%	0.77	0.0404	-0.007	22	0.8200	1.27	5	323	42.7%	-0.22	0.0411	-0.007
3.75	5.50		380	44.3%	0.72	0.0457	-0.007	23	1.33	1.49	5	7,789	43.2%	-0.27	0.0465	-0.008
3.05	4.60		444	40.7%	0.67	0.0503	-0.008	24	1.42	1.87	9	30.2K	40.5%	-0.32	0.0514	-0.008
3.10	3.60	31	1,238	41.7%	0.62	0.0541	-0.008	25	1.85	2.52	10	4,475	41.9%	-0.38	0.0555	-0.009
2.59	3.30	25	248	42.8%	0.56	0.0568	-0.009	26	2.25	2.98		203	40.7%	-0.44	0.0586	-0.009
2.21	2.40	13	145	39.5%	0.51	0.0582	-0.009	27	2.67	3.70		309	40.8%	-0.50	0.0604	-0.009
1.62	2.16	35	1,762	38.9%	0.45	0.0584	-0.009	28	3.50	4.25		6,570	41.8%	-0.56	0.0610	-0.009
1.36	1.76		69	38.7%	0.39	0.0574	-0.008	29	3.80	5.05		152	39.9%	-0.61	0.0604	-0.009
0.9600	1.47	5	6,448	37.5%	0.34	0.0552	-0.008	30	4.65	5.45	40	1,504	38.3%	-0.67	0.0588	-0.008
0.8900	1.22		537	38.6%	0.30	0.0522	-0.007	31	5.10	6.85	2	18	41.0%	-0.72	0.0564	-0.008
0.8300	0.9800	5	2,152	39.4%	0.25	0.0486	-0.007	32	5.80	7.30		221	36.5%	-0.76	0.0533	-0.007
0.3800	1.00		64	38.4%	0.22	0.0446	-0.006	33	6.60	8.10			35.1%	-0.81	0.0499	-0.006
0.4100	0.7100		75	38.4%	0.18	0.0403	-0.005	34	7.40	8.80			28.1%	-0.84	0.0464	-0.006
0.2900	0.6500		3,484	38.9%	0.15	0.0361	-0.005	35	8.80	9.85		7	40.1%	-0.88	0.0429	-0.005
0.2600	0.4800	1	2	38.6%	0.13	0.0321	-0.004	36	9.15	10.65				-0.91	0.0393	-0.005
0.2000	0.5500		738	41.0%	0.11	0.0283	-0.004	37	10.00	11.55				-0.93	0.0358	-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 — Mar 19, 2027

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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CCL option chain Carnival Corporation & plc

Volatility smile — Mar 19, 2027

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