NCLH option chain Norwegian Cruise Line Holdings Ltd.
Cboe delayed options data · as of 00:36 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 ±4.7% (14.86–16.30) · ATM IV 39.0% · P/C open interest 0.80
| 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 | |
| 5.05 | 5.65 | 0.99 | 0.0093 | -0.002 | 10 | 0 | 0.9500 | 2 | 304.8% | -0.01 | 0.0093 | -0.005 | ||||
| 4.20 | 4.65 | 2 | 0.99 | 0.0142 | -0.003 | 11 | 0 | 0.9500 | 256.3% | -0.01 | 0.0142 | -0.005 | ||||
| 3.35 | 3.65 | 1 | 4 | 0.98 | 0.0234 | -0.004 | 12 | 0 | 0.6300 | 1 | 180.9% | -0.02 | 0.0234 | -0.005 | ||
| 2.29 | 2.78 | 20 | 0.97 | 0.0438 | -0.005 | 13 | 0 | 0.0500 | 1 | 4 | 71.1% | -0.03 | 0.0440 | -0.006 | ||
| 1.46 | 1.72 | 58 | 36 | 0.94 | 0.1046 | -0.007 | 14 | 0 | 0.0500 | 36 | 76 | 42.1% | -0.06 | 0.1051 | -0.007 | |
| 0.6800 | 0.7700 | 34 | 931 | 37.2% | 0.77 | 0.3442 | -0.017 | 15 | 0.0100 | 0.1600 | 337 | 554 | 32.5% | -0.24 | 0.3472 | -0.017 |
| 0.3700 | 0.4400 | 150 | 56 | 37.8% | 0.56 | 0.4369 | -0.023 | 15.5 | 0.2800 | 0.3600 | 151 | 301 | 40.3% | -0.44 | 0.4412 | -0.023 |
| 0.2000 | 0.2100 | 652 | 527 | 39.4% | 0.35 | 0.4092 | -0.021 | 16 | 0.5700 | 0.7500 | 22 | 683 | 46.4% | -0.66 | 0.4129 | -0.021 |
| 0.0100 | 0.1400 | 15 | 230 | 37.6% | 0.18 | 0.2873 | -0.015 | 16.5 | 0.9500 | 1.12 | 17 | 101 | 47.6% | -0.83 | 0.2879 | -0.014 |
| 0.0300 | 0.0400 | 101 | 288 | 40.8% | 0.09 | 0.1684 | -0.009 | 17 | 1.37 | 1.54 | 40 | 3,410 | 46.2% | -0.92 | 0.1755 | -0.009 |
| 0.0100 | 0.0500 | 14 | 452 | 49.2% | 0.06 | 0.1067 | -0.008 | 17.5 | 1.83 | 2.10 | 2 | 17 | 59.6% | -0.95 | 0.1231 | -0.007 |
| 0.0100 | 0.0700 | 551 | 62.0% | 0.05 | 0.0772 | -0.007 | 18 | 2.36 | 2.58 | 30 | 253 | 71.2% | -0.96 | 0.0924 | -0.007 | |
| 0 | 0.0300 | 32 | 59.3% | 0.04 | 0.0595 | -0.007 | 18.5 | 2.33 | 3.30 | 8 | -0.97 | 0.0729 | -0.007 | |||
| 0.0100 | 0.0500 | 1 | 869 | 75.3% | 0.04 | 0.0477 | -0.007 | 19 | 3.25 | 3.75 | 137 | 91 | 98.5% | -0.97 | 0.0596 | -0.006 |
| 0 | 0.0400 | 39 | 77.6% | 0.03 | 0.0392 | -0.007 | 19.5 | 3.85 | 4.10 | 2 | 100.7% | -0.98 | 0.0499 | -0.006 | ||
| 0.0100 | 0.0400 | 1 | 1,122 | 87.9% | 0.03 | 0.0330 | -0.007 | 20 | 3.70 | 4.90 | 2 | -0.98 | 0.0415 | -0.006 | ||
| 0 | 0.0100 | 1 | 76.0% | 0.03 | 0.0282 | -0.007 | 20.5 | 4.20 | 5.25 | 1 | -0.98 | 0.0353 | -0.006 | |||
| 0 | 0.0300 | 10 | 1,819 | 94.2% | 0.02 | 0.0245 | -0.007 | 21 | 5.05 | 5.70 | 240 | 73 | -0.98 | 0.0304 | -0.006 | |
| 0 | 0.2000 | 1 | 140.0% | 0.02 | 0.0215 | -0.006 | 21.5 | 5.35 | 6.60 | 5 | 132.9% | -0.99 | 0.0265 | -0.006 | ||
| 0 | 0.7500 | 24 | 207.5% | 0.02 | 0.0191 | -0.006 | 22 | 5.65 | 7.15 | -0.99 | 0.0233 | -0.006 | ||||
| 0 | 0.7500 | 216.1% | 0.02 | 0.0170 | -0.006 | 22.5 | 6.25 | 7.00 | 8 | -0.99 | 0.0207 | -0.006 | ||||
| 0 | 0.7500 | 14 | 224.4% | 0.02 | 0.0153 | -0.006 | 23 | 7.25 | 7.75 | 2 | 163.1% | -0.99 | 0.0185 | -0.006 | ||
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 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs