CCL option chain Carnival Corporation & plc
Cboe delayed options data · as of 12:33 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 ±6.4% (22.14–25.20) · ATM IV 37.9% · P/C open interest 1.65
| 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 | |
| 9.60 | 11.90 | 1 | 0.99 | 0.0027 | -0.001 | 13 | 0 | 0.0600 | 2,201 | 136.3% | -0.01 | 0.0027 | -0.003 | |||
| 8.30 | 9.05 | 35 | 0.99 | 0.0048 | -0.002 | 15 | 0 | 0.0200 | 16.3K | 92.4% | -0.01 | 0.0048 | -0.003 | |||
| 6.10 | 9.35 | 0.99 | 0.0066 | -0.003 | 16 | 0 | 0.0700 | 4 | 96.0% | -0.01 | 0.0066 | -0.003 | ||||
| 6.30 | 7.00 | 0.99 | 0.0094 | -0.003 | 17 | 0 | 0.0700 | 100 | 83.2% | -0.01 | 0.0094 | -0.004 | ||||
| 5.35 | 6.10 | 3 | 0.98 | 0.0138 | -0.004 | 18 | 0 | 0.1000 | 1,836 | 75.5% | -0.02 | 0.0139 | -0.004 | |||
| 4.25 | 5.05 | 7 | 0.97 | 0.0216 | -0.005 | 19 | 0 | 0.0800 | 100 | 60.5% | -0.03 | 0.0217 | -0.005 | |||
| 3.40 | 3.90 | 221 | 0.96 | 0.0362 | -0.006 | 20 | 0 | 0.0600 | 19 | 7,030 | 46.2% | -0.04 | 0.0364 | -0.007 | ||
| 2.34 | 3.20 | 31 | 144 | 0.93 | 0.0665 | -0.009 | 21 | 0.0100 | 0.0900 | 7 | 1,201 | 39.1% | -0.08 | 0.0669 | -0.009 | |
| 1.75 | 2.05 | 93 | 594 | 32.2% | 0.84 | 0.1238 | -0.015 | 22 | 0.1400 | 0.2400 | 60 | 9,069 | 40.9% | -0.16 | 0.1248 | -0.015 |
| 1.10 | 1.27 | 21 | 212 | 36.4% | 0.68 | 0.1860 | -0.022 | 23 | 0.3700 | 0.4800 | 117 | 10.3K | 39.1% | -0.32 | 0.1877 | -0.022 |
| 0.8200 | 0.9600 | 85 | 153 | 36.6% | 0.58 | 0.2059 | -0.023 | 23.5 | 0.5300 | 0.7400 | 76 | 543 | 39.2% | -0.42 | 0.2082 | -0.024 |
| 0.5900 | 0.7000 | 270 | 3,542 | 36.5% | 0.48 | 0.2113 | -0.024 | 24 | 0.7800 | 1.00 | 419 | 34.2K | 39.3% | -0.53 | 0.2141 | -0.024 |
| 0.2700 | 0.5000 | 25 | 281 | 33.5% | 0.37 | 0.2011 | -0.022 | 24.5 | 0.8100 | 1.38 | 975 | 1,219 | 34.0% | -0.63 | 0.2042 | -0.023 |
| 0.2800 | 0.3800 | 605 | 8,812 | 37.4% | 0.28 | 0.1788 | -0.020 | 25 | 1.39 | 1.77 | 33 | 12.4K | 41.4% | -0.72 | 0.1821 | -0.020 |
| 0.1300 | 0.2400 | 543 | 730 | 36.2% | 0.21 | 0.1502 | -0.017 | 25.5 | 1.76 | 2.41 | 8 | 95 | 49.1% | -0.80 | 0.1533 | -0.017 |
| 0.1200 | 0.1500 | 149 | 4,171 | 38.1% | 0.15 | 0.1202 | -0.014 | 26 | 2.21 | 2.54 | 28 | 47.0K | 44.8% | -0.86 | 0.1239 | -0.014 |
| 0.0700 | 0.1700 | 122 | 38.9% | 0.10 | 0.0924 | -0.011 | 26.5 | 2.41 | 3.50 | 2 | 64 | 53.1% | -0.91 | 0.0982 | -0.011 | |
| 0.0500 | 0.1000 | 32 | 4,485 | 41.9% | 0.07 | 0.0693 | -0.008 | 27 | 3.05 | 3.75 | 18 | 12.4K | 54.1% | -0.94 | 0.0767 | -0.009 |
| 0.0100 | 0.0900 | 194 | 42.5% | 0.05 | 0.0519 | -0.006 | 27.5 | 3.70 | 4.25 | 17 | 66.0% | -0.97 | 0.0623 | -0.007 | ||
| 0.0200 | 0.0500 | 1,569 | 11.4K | 43.5% | 0.04 | 0.0398 | -0.005 | 28 | 4.05 | 4.50 | 97 | 13.5K | 47.4% | -0.98 | 0.0478 | -0.006 |
| 0 | 0.0600 | 247 | 46.1% | 0.03 | 0.0317 | -0.005 | 28.5 | 3.90 | 5.20 | 2 | 1 | -0.99 | 0.0368 | -0.005 | ||
| 0.0100 | 0.0200 | 4 | 5,401 | 44.6% | 0.03 | 0.0261 | -0.004 | 29 | 4.40 | 5.70 | 2 | 1,217 | -0.99 | 0.0254 | -0.004 | |
| 0.0100 | 0.0800 | 2 | 57.0% | 0.02 | 0.0221 | -0.004 | 29.5 | 5.15 | 6.25 | -0.99 | 0.0186 | -0.004 | ||||
| 0.0100 | 0.0400 | 8 | 19.4K | 54.9% | 0.02 | 0.0190 | -0.004 | 30 | 5.95 | 6.70 | 5,682 | 72.6% | -1.00 | 0.0140 | -0.004 | |
| 0 | 0.0700 | 115 | 61.3% | 0.02 | 0.0166 | -0.004 | 30.5 | 6.65 | 7.10 | 2 | 3 | 86.7% | -1.00 | 0.0106 | -0.004 | |
| 0.0100 | 0.0300 | 4,703 | 59.3% | 0.02 | 0.0145 | -0.003 | 31 | 5.90 | 7.80 | 3 | 79 | -1.00 | 0.0079 | -0.003 | ||
| 0 | 0.0200 | 4 | 56.9% | 0.02 | 0.0129 | -0.003 | 31.5 | 7.05 | 8.20 | 2 | -1.00 | 0.0058 | -0.003 | |||
| 0.0100 | 0.0800 | 2 | 7,640 | 73.8% | 0.01 | 0.0114 | -0.003 | 32 | 8.00 | 8.70 | 213 | 104.7% | -1.00 | 0.0044 | -0.003 | |
| 0 | 0.0700 | 6,937 | 76.9% | 0.01 | 0.0092 | -0.003 | 33 | 9.00 | 9.40 | 4 | -1.00 | 0.0024 | -0.003 | |||
| 0 | 0.0700 | 1,115 | 82.7% | 0.01 | 0.0076 | -0.003 | 34 | 9.05 | 11.60 | 101.3% | -1.00 | 0.0009 | -0.003 | |||
| 0 | 0.0300 | 5,050 | 78.6% | 0.01 | 0.0063 | -0.002 | 35 | 10.40 | 11.60 | 4 | 57 | -1.00 | 0.0000 | -0.003 | ||
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 — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs