NCLH option chain Norwegian Cruise Line Holdings Ltd.
Cboe delayed options data · as of 12:39 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% (13.65–16.59) · ATM IV 62.5% · P/C open interest 0.57
| 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 | |
| 5.90 | 7.30 | 3 | 274.8% | 0.98 | 0.0114 | -0.006 | 9 | 0 | 0.7500 | 240.5% | -0.02 | 0.0114 | -0.006 | |||
| 4.95 | 6.05 | 1 | 215.8% | 0.98 | 0.0170 | -0.006 | 10 | 0 | 0.9500 | 5 | 219.6% | -0.02 | 0.0170 | -0.006 | ||
| 3.95 | 5.30 | 30 | 196.9% | 0.97 | 0.0273 | -0.007 | 11 | 0 | 1.35 | 66 | 210.6% | -0.03 | 0.0274 | -0.007 | ||
| 2.99 | 3.95 | 10 | 139.9% | 0.95 | 0.0488 | -0.008 | 12 | 0 | 0.0600 | 10 | 627 | 67.0% | -0.05 | 0.0491 | -0.008 | |
| 2.50 | 3.70 | 139.2% | 0.93 | 0.0694 | -0.010 | 12.5 | 0 | 0.3500 | 16 | 89.0% | -0.07 | 0.0697 | -0.010 | |||
| 2.09 | 3.60 | 1 | 14 | 148.2% | 0.88 | 0.1003 | -0.014 | 13 | 0.0800 | 0.2000 | 2 | 244 | 70.1% | -0.12 | 0.1009 | -0.014 |
| 1.66 | 2.59 | 1 | 107.0% | 0.81 | 0.1351 | -0.019 | 13.5 | 0.1800 | 0.4400 | 8 | 194 | 78.7% | -0.19 | 0.1358 | -0.019 | |
| 1.28 | 1.48 | 2 | 71 | 64.9% | 0.73 | 0.1655 | -0.024 | 14 | 0.3200 | 0.5000 | 169 | 669 | 73.4% | -0.27 | 0.1664 | -0.024 |
| 1.01 | 1.13 | 2 | 3 | 65.9% | 0.64 | 0.1889 | -0.027 | 14.5 | 0.3000 | 0.5500 | 11 | 79 | 57.6% | -0.36 | 0.1900 | -0.027 |
| 0.7500 | 0.8800 | 12 | 433 | 67.0% | 0.54 | 0.2016 | -0.028 | 15 | 0.5300 | 0.7800 | 62 | 466 | 57.9% | -0.46 | 0.2029 | -0.028 |
| 0.5400 | 0.6700 | 62 | 104 | 67.7% | 0.44 | 0.2011 | -0.028 | 15.5 | 0.9900 | 1.18 | 61 | 110 | 70.5% | -0.57 | 0.2025 | -0.028 |
| 0.3600 | 0.5000 | 147 | 1,497 | 67.3% | 0.34 | 0.1884 | -0.026 | 16 | 1.27 | 1.60 | 107 | 319 | 72.6% | -0.66 | 0.1899 | -0.026 |
| 0.2300 | 0.3100 | 24 | 78 | 64.2% | 0.26 | 0.1669 | -0.023 | 16.5 | 1.66 | 1.98 | 74.6% | -0.74 | 0.1686 | -0.023 | ||
| 0.1600 | 0.2200 | 122 | 1,696 | 65.6% | 0.19 | 0.1404 | -0.019 | 17 | 2.08 | 2.59 | 3 | 13 | 87.6% | -0.81 | 0.1424 | -0.019 |
| 0.0700 | 0.1500 | 61 | 261 | 63.3% | 0.14 | 0.1125 | -0.015 | 17.5 | 1.70 | 3.45 | 65.2% | -0.87 | 0.1147 | -0.015 | ||
| 0.0300 | 0.1300 | 36 | 582 | 65.8% | 0.10 | 0.0874 | -0.012 | 18 | 2.22 | 3.95 | 2 | 8 | 75.1% | -0.91 | 0.0896 | -0.012 |
| 0 | 0.1400 | 70.8% | 0.07 | 0.0686 | -0.010 | 18.5 | 2.50 | 3.70 | -0.93 | 0.0704 | -0.010 | |||||
| 0.0100 | 0.1600 | 8 | 75 | 81.1% | 0.06 | 0.0561 | -0.009 | 19 | 2.95 | 4.15 | -0.95 | 0.0573 | -0.009 | |||
| 0 | 0.1100 | 2 | 2 | 80.0% | 0.05 | 0.0476 | -0.009 | 19.5 | 3.45 | 4.85 | -0.95 | 0.0486 | -0.009 | |||
| 0 | 0.0900 | 2 | 19 | 82.8% | 0.05 | 0.0414 | -0.009 | 20 | 3.95 | 5.15 | -0.96 | 0.0422 | -0.009 | |||
| 0 | 0.0900 | 2 | 28 | 93.8% | 0.04 | 0.0325 | -0.008 | 21 | 4.95 | 6.15 | -0.96 | 0.0329 | -0.008 | |||
| 0 | 0.2000 | 2 | 121.2% | 0.04 | 0.0263 | -0.008 | 22 | 5.80 | 7.85 | -0.97 | 0.0265 | -0.008 | ||||
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 — Oct 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs