CCL option chain Carnival Corporation & plc
Cboe delayed options data · as of 18:34 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 ±9.7% (23.76–28.87) · ATM IV 40.9% · P/C open interest 1.50
| 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 | |
| 11.00 | 13.35 | 38 | 187.4% | 0.99 | 0.0047 | -0.002 | 15 | 0 | 0.0500 | 950 | 86.7% | -0.01 | 0.0043 | -0.003 | ||
| 10.00 | 12.35 | 11 | 170.7% | 0.99 | 0.0060 | -0.002 | 16 | 0 | 0.9500 | 155 | 140.6% | -0.01 | 0.0056 | -0.003 | ||
| 9.00 | 10.65 | 154.9% | 0.98 | 0.0078 | -0.003 | 17 | 0 | 0.2700 | 92.6% | -0.02 | 0.0074 | -0.004 | ||||
| 8.50 | 10.80 | 201 | 145.7% | 0.98 | 0.0090 | -0.003 | 17.5 | 0.0200 | 0.0500 | 25 | 1,064 | 68.5% | -0.02 | 0.0086 | -0.004 | |
| 8.00 | 10.35 | 139.9% | 0.98 | 0.0104 | -0.003 | 18 | 0 | 1.04 | 117.4% | -0.02 | 0.0100 | -0.004 | ||||
| 7.05 | 7.95 | 186 | 78.3% | 0.97 | 0.0141 | -0.004 | 19 | 0.0300 | 0.0800 | 31 | 846 | 60.8% | -0.03 | 0.0138 | -0.005 | |
| 6.10 | 6.90 | 3 | 2,350 | 68.1% | 0.96 | 0.0198 | -0.005 | 20 | 0.0300 | 0.0900 | 31 | 3,635 | 53.4% | -0.04 | 0.0195 | -0.005 |
| 4.75 | 6.30 | 730 | 60.4% | 0.94 | 0.0288 | -0.006 | 21 | 0.0600 | 0.1200 | 142 | 4,509 | 49.4% | -0.06 | 0.0286 | -0.007 | |
| 4.20 | 5.90 | 57.4% | 0.93 | 0.0351 | -0.007 | 21.5 | 0.0700 | 0.2100 | 50.2% | -0.07 | 0.0349 | -0.007 | ||||
| 3.80 | 5.45 | 57.3% | 0.91 | 0.0429 | -0.008 | 22 | 0.1000 | 0.2500 | 2 | 48.6% | -0.09 | 0.0428 | -0.009 | |||
| 3.60 | 4.30 | 2,080 | 40.1% | 0.89 | 0.0523 | -0.010 | 22.5 | 0.1600 | 0.2300 | 291 | 4,046 | 45.5% | -0.11 | 0.0523 | -0.010 | |
| 2.99 | 3.85 | 0.86 | 0.0631 | -0.011 | 23 | 0.2000 | 0.2800 | 200 | 43.6% | -0.14 | 0.0632 | -0.012 | ||||
| 2.79 | 3.30 | 37.4% | 0.83 | 0.0748 | -0.013 | 23.5 | 0.3000 | 0.3700 | 1 | 43.7% | -0.17 | 0.0748 | -0.013 | |||
| 2.68 | 2.92 | 126 | 7,551 | 44.5% | 0.78 | 0.0866 | -0.015 | 24 | 0.4200 | 0.4700 | 522 | 6,094 | 43.5% | -0.21 | 0.0867 | -0.015 |
| 2.17 | 2.59 | 2 | 42.0% | 0.74 | 0.0979 | -0.016 | 24.5 | 0.5400 | 0.6100 | 8 | 43.0% | -0.26 | 0.0982 | -0.017 | ||
| 1.92 | 2.13 | 27 | 2,022 | 41.2% | 0.68 | 0.1083 | -0.018 | 25 | 0.6800 | 0.7500 | 74 | 19.2K | 42.0% | -0.31 | 0.1086 | -0.018 |
| 1.42 | 1.80 | 2 | 36.7% | 0.63 | 0.1168 | -0.019 | 25.5 | 0.8200 | 1.04 | 42.7% | -0.37 | 0.1172 | -0.019 | |||
| 1.42 | 1.49 | 768 | 2,937 | 41.4% | 0.57 | 0.1228 | -0.019 | 26 | 1.07 | 1.16 | 260 | 3,429 | 41.4% | -0.43 | 0.1233 | -0.019 |
| 1.08 | 1.25 | 43 | 39.9% | 0.50 | 0.1258 | -0.019 | 26.5 | 1.31 | 1.47 | 85 | 42.0% | -0.50 | 0.1264 | -0.020 | ||
| 0.9400 | 0.9600 | 278 | 4,245 | 39.8% | 0.44 | 0.1254 | -0.019 | 27 | 1.59 | 1.66 | 334 | 19.5K | 40.3% | -0.56 | 0.1260 | -0.019 |
| 0.7100 | 0.8200 | 716 | 39.7% | 0.38 | 0.1217 | -0.018 | 27.5 | 1.85 | 3.00 | 56.3% | -0.62 | 0.1225 | -0.018 | |||
| 0.5900 | 0.6200 | 776 | 5,018 | 39.5% | 0.32 | 0.1152 | -0.017 | 28 | 2.24 | 2.47 | 10 | 550 | 42.7% | -0.68 | 0.1162 | -0.017 |
| 0.3400 | 0.3900 | 157 | 5,787 | 39.1% | 0.22 | 0.0965 | -0.014 | 29 | 2.92 | 3.30 | 385 | 42.9% | -0.78 | 0.0978 | -0.014 | |
| 0.2100 | 0.2200 | 330 | 3,015 | 39.2% | 0.15 | 0.0744 | -0.011 | 30 | 3.80 | 4.85 | 4 | 399 | 59.9% | -0.85 | 0.0760 | -0.011 |
| 0.1100 | 0.1300 | 376 | 674 | 39.1% | 0.09 | 0.0537 | -0.008 | 31 | 4.55 | 5.45 | 69 | 53.0% | -0.91 | 0.0556 | -0.008 | |
| 0.0600 | 0.0900 | 80 | 1,431 | 40.3% | 0.06 | 0.0378 | -0.006 | 32 | 5.25 | 6.85 | 36 | 62.3% | -0.94 | 0.0401 | -0.005 | |
| 0 | 0.1100 | 532 | 42.6% | 0.04 | 0.0273 | -0.005 | 33 | 6.30 | 7.85 | 70.0% | -0.96 | 0.0297 | -0.004 | |||
| 0 | 0.0400 | 2,009 | 40.2% | 0.03 | 0.0209 | -0.004 | 34 | 7.30 | 8.90 | 77.3% | -0.97 | 0.0231 | -0.003 | |||
| 0 | 0.5200 | 630 | 71.1% | 0.03 | 0.0167 | -0.004 | 35 | 8.20 | 9.90 | 80.3% | -0.98 | 0.0186 | -0.003 | |||
| 0 | 0.0600 | 75 | 1,074 | 50.4% | 0.02 | 0.0139 | -0.003 | 36 | 9.20 | 10.90 | 85.7% | -0.98 | 0.0162 | -0.003 | ||
| 0 | 0.0400 | 75 | 271 | 51.1% | 0.02 | 0.0117 | -0.003 | 37 | 10.20 | 11.85 | 89.3% | -0.99 | 0.0142 | -0.002 | ||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs