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 ±23.2% (20.05–32.15) · ATM IV 41.9% · P/C open interest 0.84
| 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 | |
| 10.85 | 11.40 | 9 | 10 | 45.7% | 0.95 | 0.0097 | -0.002 | 15 | 0.1500 | 0.2700 | 152 | 52.9% | -0.04 | 0.0096 | -0.002 | |
| 9.95 | 11.45 | 65.3% | 0.94 | 0.0124 | -0.002 | 16 | 0.1600 | 0.3100 | 7 | 49.1% | -0.06 | 0.0124 | -0.003 | |||
| 9.10 | 10.60 | 98 | 62.9% | 0.92 | 0.0157 | -0.003 | 17 | 0.1800 | 0.4100 | 3 | 46.7% | -0.07 | 0.0158 | -0.003 | ||
| 8.15 | 9.55 | 27 | 56.2% | 0.90 | 0.0196 | -0.004 | 18 | 0.3500 | 0.5900 | 2,353 | 47.8% | -0.10 | 0.0198 | -0.004 | ||
| 7.35 | 8.75 | 8 | 54.8% | 0.87 | 0.0240 | -0.004 | 19 | 0.3300 | 0.7300 | 113 | 44.3% | -0.12 | 0.0243 | -0.005 | ||
| 6.65 | 7.80 | 8 | 52.2% | 0.84 | 0.0286 | -0.005 | 20 | 0.6900 | 0.8900 | 1 | 744 | 45.5% | -0.15 | 0.0291 | -0.005 | |
| 5.90 | 7.10 | 289 | 51.2% | 0.80 | 0.0334 | -0.006 | 21 | 0.7500 | 1.11 | 104 | 42.9% | -0.19 | 0.0340 | -0.006 | ||
| 5.20 | 6.30 | 94 | 49.1% | 0.76 | 0.0380 | -0.006 | 22 | 0.9800 | 1.45 | 211 | 42.6% | -0.23 | 0.0387 | -0.007 | ||
| 4.60 | 5.00 | 4 | 783 | 43.3% | 0.72 | 0.0422 | -0.007 | 23 | 1.25 | 1.77 | 208 | 41.6% | -0.28 | 0.0432 | -0.007 | |
| 3.95 | 4.95 | 272 | 46.7% | 0.67 | 0.0459 | -0.007 | 24 | 1.59 | 2.17 | 5 | 133 | 41.1% | -0.33 | 0.0471 | -0.008 | |
| 3.40 | 3.95 | 1 | 653 | 42.8% | 0.62 | 0.0488 | -0.008 | 25 | 1.93 | 2.59 | 11 | 47 | 40.0% | -0.38 | 0.0503 | -0.008 |
| 2.95 | 3.20 | 2 | 24 | 40.9% | 0.57 | 0.0509 | -0.008 | 26 | 2.85 | 3.10 | 2 | 76 | 42.8% | -0.43 | 0.0528 | -0.008 |
| 2.44 | 2.99 | 108 | 41.8% | 0.52 | 0.0521 | -0.008 | 27 | 2.93 | 3.65 | 5 | 39.3% | -0.48 | 0.0543 | -0.008 | ||
| 1.94 | 2.60 | 28 | 572 | 40.8% | 0.47 | 0.0524 | -0.008 | 28 | 3.50 | 4.20 | 38.5% | -0.54 | 0.0549 | -0.008 | ||
| 1.73 | 2.22 | 120 | 41.2% | 0.42 | 0.0518 | -0.008 | 29 | 4.10 | 4.90 | 12 | 38.2% | -0.59 | 0.0548 | -0.008 | ||
| 1.51 | 1.88 | 514 | 41.3% | 0.37 | 0.0504 | -0.008 | 30 | 4.60 | 5.65 | 84 | 36.9% | -0.64 | 0.0538 | -0.008 | ||
| 1.17 | 1.60 | 503 | 40.5% | 0.33 | 0.0484 | -0.007 | 31 | 5.10 | 6.70 | 37.0% | -0.68 | 0.0523 | -0.008 | |||
| 1.01 | 1.36 | 666 | 40.7% | 0.29 | 0.0459 | -0.007 | 32 | 6.30 | 7.15 | 161 | 37.4% | -0.72 | 0.0503 | -0.007 | ||
| 0.8600 | 1.18 | 473 | 41.0% | 0.26 | 0.0431 | -0.006 | 33 | 6.75 | 8.15 | 57 | 35.1% | -0.76 | 0.0480 | -0.007 | ||
| 0.7000 | 1.00 | 7 | 40.8% | 0.22 | 0.0401 | -0.006 | 34 | 7.60 | 8.85 | 32.1% | -0.80 | 0.0455 | -0.006 | |||
| 0.5800 | 0.8400 | 213 | 40.7% | 0.20 | 0.0369 | -0.005 | 35 | 8.40 | 9.80 | 125 | 27.7% | -0.83 | 0.0430 | -0.006 | ||
| 0.4300 | 0.7200 | 40.3% | 0.17 | 0.0338 | -0.005 | 36 | 9.25 | 10.75 | -0.86 | 0.0404 | -0.006 | |||||
| 0.3500 | 0.6400 | 21 | 40.7% | 0.15 | 0.0308 | -0.005 | 37 | 10.25 | 11.75 | -0.89 | 0.0381 | -0.005 | ||||
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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs