NCLH option chain Norwegian Cruise Line Holdings Ltd.
Cboe delayed options data · as of 21:52 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 ±2.0% (15.28–15.88) · ATM IV 45.0% · P/C open interest 0.40
| 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 | |
| 5.30 | 6.40 | 1 | 18 | 701.6% | 1.00 | 0.0010 | 0.000 | 10 | 0 | 0.2500 | 5 | 580.7% | -0.00 | 0.0010 | -0.000 | |
| 4.05 | 4.70 | 1 | 11 | 1.00 | 0.0020 | 0.000 | 11 | 0 | 2.13 | 3 | -0.00 | 0.0020 | -0.001 | |||
| 3.15 | 3.90 | 2 | 13 | 1.00 | 0.0047 | 0.000 | 12 | 0 | 0.9500 | 590.4% | -0.00 | 0.0047 | -0.001 | |||
| 2.23 | 2.74 | 1 | 14 | 0.99 | 0.0136 | -0.001 | 13 | 0 | 0.0100 | 1 | 43 | 154.0% | -0.01 | 0.0136 | -0.002 | |
| 1.44 | 1.64 | 23 | 19 | 0.98 | 0.0541 | -0.004 | 14 | 0 | 0.0100 | 4 | 97.7% | -0.02 | 0.0540 | -0.005 | ||
| 0.3400 | 0.7400 | 225 | 336 | 0.89 | 0.3723 | -0.025 | 15 | 0 | 0.0400 | 1,197 | 555 | 56.0% | -0.11 | 0.3720 | -0.025 | |
| 0.1700 | 0.2200 | 847 | 681 | 43.5% | 0.60 | 0.9784 | -0.113 | 15.5 | 0.0800 | 0.1400 | 956 | 736 | 46.6% | -0.40 | 0.9835 | -0.113 |
| 0.0300 | 0.0400 | 1,273 | 2,116 | 49.1% | 0.18 | 0.6126 | -0.039 | 16 | 0.3700 | 0.5800 | 1,223 | 2,395 | 64.0% | -0.84 | 0.6441 | -0.041 |
| 0 | 0.0200 | 107 | 2,549 | 63.1% | 0.04 | 0.1802 | -0.009 | 16.5 | 0.8700 | 1.14 | 1,470 | 925 | 117.9% | -0.97 | 0.1686 | -0.015 |
| 0 | 0.0200 | 48 | 2,395 | 89.0% | 0.03 | 0.0876 | -0.006 | 17 | 1.37 | 1.60 | 314 | 202 | 143.7% | -0.98 | 0.0776 | -0.013 |
| 0 | 0.0100 | 405 | 101.7% | 0.02 | 0.0568 | -0.006 | 17.5 | 1.86 | 2.48 | 5 | 264.4% | -0.99 | 0.0501 | -0.013 | ||
| 0 | 0.0300 | 5 | 2,196 | 144.7% | 0.02 | 0.0407 | -0.006 | 18 | 2.28 | 2.99 | 110 | 72 | 285.3% | -0.99 | 0.0358 | -0.013 |
| 0 | 0.0500 | 1 | 332 | 182.5% | 0.01 | 0.0310 | -0.006 | 18.5 | 2.85 | 3.15 | 2 | 243.9% | -0.99 | 0.0272 | -0.013 | |
| 0 | 0.0100 | 533 | 161.2% | 0.01 | 0.0247 | -0.006 | 19 | 3.35 | 3.65 | 2 | 3 | 271.0% | -0.99 | 0.0215 | -0.013 | |
| 0 | 0.0500 | 50 | 226.6% | 0.01 | 0.0202 | -0.006 | 19.5 | 3.85 | 4.35 | 4 | 360.1% | -0.99 | 0.0176 | -0.013 | ||
| 0 | 0.0100 | 283 | 196.8% | 0.01 | 0.0170 | -0.005 | 20 | 4.00 | 5.15 | 1 | 1 | 372.7% | -0.99 | 0.0147 | -0.013 | |
| 0 | 2.12 | 5 | 763.7% | 0.01 | 0.0145 | -0.005 | 20.5 | 4.20 | 5.15 | 1 | 4 | -0.99 | 0.0125 | -0.013 | ||
| 0 | 2.12 | 154 | 795.3% | 0.01 | 0.0126 | -0.005 | 21 | 5.35 | 5.55 | 5 | 313.2% | -0.99 | 0.0108 | -0.013 | ||
| 0 | 2.12 | 9 | 825.6% | 0.01 | 0.0111 | -0.005 | 21.5 | 5.85 | 6.25 | 1 | 1 | 428.8% | -0.99 | 0.0094 | -0.013 | |
| 0 | 0.0700 | 84 | 340.1% | 0.01 | 0.0098 | -0.005 | 22 | 5.55 | 7.50 | 431.4% | -0.99 | 0.0083 | -0.013 | |||
| 0 | 2.12 | 0.01 | 0.0088 | -0.005 | 22.5 | 6.85 | 7.20 | 3 | 1 | 452.2% | -1.00 | 0.0074 | -0.013 | |||
| 0 | 2.12 | 1 | 51 | 0.01 | 0.0079 | -0.005 | 23 | 7.30 | 7.80 | 1 | 1 | 492.7% | -1.00 | 0.0066 | -0.012 | |
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 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs