CCL option chain Carnival Corporation & plc
Cboe delayed options data · as of 12:35 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 ±37.8% (16.32–36.12) · ATM IV 44.4% · P/C open interest 1.01
| 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 | |
| 11.90 | 12.65 | 1,322 | 48.2% | 0.90 | 0.0115 | -0.001 | 15 | 0.5900 | 1.00 | 5,658 | 50.5% | -0.08 | 0.0108 | -0.002 | ||
| 9.75 | 11.35 | 100 | 510 | 54.0% | 0.83 | 0.0167 | -0.002 | 18 | 1.20 | 1.46 | 7 | 2,592 | 46.9% | -0.14 | 0.0165 | -0.003 |
| 8.60 | 9.00 | 2 | 738 | 46.9% | 0.78 | 0.0202 | -0.003 | 20 | 1.70 | 2.01 | 3,493 | 45.4% | -0.19 | 0.0204 | -0.004 | |
| 6.80 | 7.35 | 7 | 1,220 | 46.0% | 0.70 | 0.0247 | -0.004 | 23 | 2.60 | 3.15 | 17 | 1,360 | 43.5% | -0.28 | 0.0257 | -0.005 |
| 5.65 | 6.50 | 202 | 3,397 | 45.4% | 0.65 | 0.0272 | -0.004 | 25 | 3.55 | 4.10 | 15.1K | 43.5% | -0.34 | 0.0288 | -0.005 | |
| 4.50 | 5.00 | 2 | 1,103 | 44.2% | 0.56 | 0.0296 | -0.005 | 28 | 5.30 | 6.00 | 3,332 | 44.7% | -0.43 | 0.0322 | -0.005 | |
| 3.80 | 4.20 | 2 | 6,175 | 43.5% | 0.50 | 0.0303 | -0.005 | 30 | 5.95 | 7.80 | 1,498 | 44.4% | -0.49 | 0.0337 | -0.005 | |
| 3.20 | 3.55 | 3 | 4,536 | 43.0% | 0.45 | 0.0304 | -0.005 | 32 | 6.90 | 8.50 | 2,451 | 39.5% | -0.55 | 0.0346 | -0.005 | |
| 2.28 | 2.97 | 1,296 | 42.7% | 0.38 | 0.0295 | -0.005 | 35 | 9.05 | 11.40 | 444 | 42.1% | -0.64 | 0.0350 | -0.005 | ||
| 1.99 | 2.29 | 1,444 | 41.8% | 0.33 | 0.0284 | -0.005 | 37 | 10.60 | 13.00 | 188 | 42.0% | -0.69 | 0.0348 | -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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs