CCL option chain Carnival Corporation & plc
Cboe delayed options data · as of 15:35 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 ±23.4% (20.83–33.54) · ATM IV 42.9% · P/C open interest 0.96
| 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 | |
| 12.00 | 12.60 | 10 | 49.6% | 0.96 | 0.0086 | -0.000 | 15 | 0.1500 | 0.2100 | 153 | 54.7% | -0.04 | 0.0079 | -0.002 | ||
| 11.10 | 11.60 | 47.6% | 0.94 | 0.0107 | -0.001 | 16 | 0.1600 | 0.2700 | 7 | 51.7% | -0.05 | 0.0100 | -0.003 | |||
| 10.20 | 10.75 | 98 | 48.9% | 0.93 | 0.0133 | -0.002 | 17 | 0.2300 | 0.3400 | 3 | 50.1% | -0.06 | 0.0127 | -0.003 | ||
| 9.30 | 9.85 | 27 | 47.4% | 0.91 | 0.0164 | -0.002 | 18 | 0.3200 | 0.4400 | 2,353 | 48.8% | -0.08 | 0.0159 | -0.004 | ||
| 8.45 | 9.00 | 8 | 46.9% | 0.89 | 0.0199 | -0.003 | 19 | 0.4300 | 0.5700 | 113 | 47.7% | -0.10 | 0.0196 | -0.004 | ||
| 7.65 | 8.15 | 8 | 46.1% | 0.86 | 0.0238 | -0.004 | 20 | 0.5800 | 0.7200 | 744 | 46.6% | -0.13 | 0.0236 | -0.005 | ||
| 6.95 | 7.25 | 237 | 45.2% | 0.83 | 0.0280 | -0.005 | 21 | 0.7800 | 0.9100 | 104 | 45.9% | -0.16 | 0.0279 | -0.006 | ||
| 6.10 | 6.55 | 94 | 44.0% | 0.80 | 0.0321 | -0.005 | 22 | 1.00 | 1.10 | 2 | 222 | 44.7% | -0.19 | 0.0322 | -0.006 | |
| 5.40 | 5.85 | 782 | 43.6% | 0.76 | 0.0362 | -0.006 | 23 | 1.27 | 1.43 | 208 | 44.5% | -0.23 | 0.0365 | -0.007 | ||
| 4.75 | 5.20 | 272 | 43.2% | 0.71 | 0.0399 | -0.007 | 24 | 1.60 | 1.76 | 133 | 44.0% | -0.28 | 0.0404 | -0.008 | ||
| 4.35 | 4.55 | 650 | 43.9% | 0.67 | 0.0431 | -0.007 | 25 | 1.97 | 2.12 | 46 | 43.3% | -0.32 | 0.0438 | -0.008 | ||
| 3.70 | 3.95 | 24 | 42.5% | 0.62 | 0.0458 | -0.008 | 26 | 2.39 | 2.58 | 87 | 43.1% | -0.37 | 0.0467 | -0.008 | ||
| 3.30 | 3.45 | 112 | 42.9% | 0.57 | 0.0478 | -0.008 | 27 | 2.86 | 3.10 | 5 | 42.9% | -0.42 | 0.0490 | -0.009 | ||
| 2.86 | 2.98 | 10 | 572 | 42.5% | 0.52 | 0.0490 | -0.008 | 28 | 3.35 | 3.55 | 740 | 41.7% | -0.47 | 0.0504 | -0.009 | |
| 2.45 | 2.51 | 120 | 41.7% | 0.48 | 0.0495 | -0.008 | 29 | 3.95 | 4.25 | 12 | 42.3% | -0.52 | 0.0512 | -0.008 | ||
| 1.99 | 2.21 | 636 | 41.2% | 0.43 | 0.0492 | -0.008 | 30 | 4.55 | 4.90 | 84 | 42.0% | -0.57 | 0.0513 | -0.008 | ||
| 1.72 | 1.89 | 505 | 41.2% | 0.39 | 0.0483 | -0.008 | 31 | 5.20 | 5.60 | 41.8% | -0.61 | 0.0507 | -0.008 | |||
| 1.38 | 1.60 | 666 | 40.4% | 0.34 | 0.0468 | -0.008 | 32 | 5.90 | 6.30 | 161 | 41.4% | -0.66 | 0.0495 | -0.007 | ||
| 1.16 | 1.37 | 473 | 40.4% | 0.30 | 0.0448 | -0.007 | 33 | 6.70 | 7.05 | 57 | 41.5% | -0.70 | 0.0480 | -0.007 | ||
| 1.02 | 1.15 | 8 | 40.6% | 0.27 | 0.0424 | -0.007 | 34 | 7.45 | 7.90 | 41.5% | -0.74 | 0.0459 | -0.006 | |||
| 0.8000 | 0.9400 | 234 | 39.7% | 0.23 | 0.0396 | -0.006 | 35 | 8.30 | 8.75 | 125 | 42.0% | -0.78 | 0.0436 | -0.006 | ||
| 0.6600 | 0.7900 | 39.6% | 0.20 | 0.0367 | -0.006 | 36 | 9.15 | 9.65 | 42.4% | -0.81 | 0.0411 | -0.005 | ||||
| 0.5300 | 0.6700 | 28 | 39.5% | 0.17 | 0.0336 | -0.005 | 37 | 10.05 | 10.50 | 42.5% | -0.84 | 0.0385 | -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 — 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