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 ±8.8% (14.21–16.95) · ATM IV 43.0% · P/C open interest 1.53
| 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 | |
| 4.20 | 5.60 | 127.1% | 0.98 | 0.0196 | -0.002 | 11 | 0 | 0.1100 | 86.3% | -0.02 | 0.0197 | -0.004 | ||||
| 3.20 | 3.90 | 2 | 6 | 0.97 | 0.0321 | -0.002 | 12 | 0 | 0.2400 | 54.0% | -0.03 | 0.0322 | -0.004 | |||
| 2.20 | 3.40 | 30 | 67.6% | 0.94 | 0.0598 | -0.004 | 13 | 0.0200 | 0.0600 | 2 | 29 | 47.7% | -0.06 | 0.0602 | -0.005 | |
| 1.49 | 1.89 | 4 | 32.5% | 0.87 | 0.1313 | -0.007 | 14 | 0.0100 | 0.1600 | 73 | 83 | 38.9% | -0.14 | 0.1324 | -0.008 | |
| 0.7500 | 1.24 | 5 | 41.2% | 0.68 | 0.2197 | -0.013 | 15 | 0.2000 | 0.4200 | 27 | 419 | 38.4% | -0.33 | 0.2219 | -0.013 | |
| 0.4600 | 0.5300 | 439 | 103 | 42.3% | 0.44 | 0.2440 | -0.014 | 16 | 0.8000 | 0.9400 | 84 | 1,556 | 43.7% | -0.57 | 0.2478 | -0.014 |
| 0.1300 | 0.2400 | 346 | 303 | 40.6% | 0.24 | 0.1847 | -0.012 | 17 | 1.36 | 1.91 | 11 | 269 | 48.3% | -0.77 | 0.1897 | -0.011 |
| 0.0700 | 0.1300 | 1 | 163 | 46.3% | 0.12 | 0.1136 | -0.008 | 18 | 2.34 | 2.73 | 210 | 54.8% | -0.89 | 0.1177 | -0.007 | |
| 0.0200 | 0.0700 | 3 | 545 | 48.7% | 0.07 | 0.0687 | -0.006 | 19 | 3.35 | 3.70 | 4 | 12 | 66.8% | -0.94 | 0.0752 | -0.004 |
| 0 | 0.1100 | 324 | 55.8% | 0.05 | 0.0464 | -0.005 | 20 | 3.65 | 5.20 | 2 | 6 | 60.5% | -0.96 | 0.0567 | -0.003 | |
| 0 | 0.1900 | 149 | 78.4% | 0.04 | 0.0344 | -0.005 | 21 | 4.70 | 6.75 | 113.1% | -0.98 | 0.0442 | -0.003 | |||
| 0 | 0.1000 | 12 | 77.2% | 0.03 | 0.0269 | -0.004 | 22 | 5.55 | 7.75 | 116.0% | -0.98 | 0.0358 | -0.003 | |||
| 0 | 0.2700 | 1 | 103.5% | 0.03 | 0.0217 | -0.004 | 23 | 6.55 | 8.75 | 126.0% | -0.99 | 0.0287 | -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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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