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 ±11.0% (13.45–16.79) · ATM IV 58.0% · P/C open interest 0.36
| 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 | |
| 5.80 | 7.30 | 6 | 216.0% | 0.97 | 0.0152 | -0.007 | 9 | 0 | 1.15 | 227.5% | -0.03 | 0.0153 | -0.007 | |||
| 4.65 | 6.30 | 28 | 171.7% | 0.96 | 0.0225 | -0.007 | 10 | 0 | 1.55 | 29 | 217.5% | -0.04 | 0.0225 | -0.007 | ||
| 3.95 | 5.35 | 12 | 162.8% | 0.95 | 0.0350 | -0.008 | 11 | 0 | 0.1000 | 12 | 79.4% | -0.05 | 0.0351 | -0.008 | ||
| 2.95 | 4.40 | 2 | 135.0% | 0.92 | 0.0584 | -0.010 | 12 | 0 | 0.7500 | 93 | 109.4% | -0.09 | 0.0586 | -0.010 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 12.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.05 | 3.25 | 2 | 103.3% | 0.84 | 0.1006 | -0.013 | 13 | 0.1300 | 0.2800 | 52 | 234 | 65.4% | -0.16 | 0.1010 | -0.014 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 13.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.31 | 1.76 | 5 | 36 | 65.1% | 0.71 | 0.1464 | -0.019 | 14 | 0.4000 | 0.5100 | 53 | 467 | 63.9% | -0.29 | 0.1473 | -0.019 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 14.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.7100 | 1.03 | 20 | 99 | 58.1% | 0.54 | 0.1721 | -0.022 | 15 | 0.6700 | 0.9300 | 2 | 156 | 57.8% | -0.46 | 0.1734 | -0.022 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 15.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.5000 | 0.5500 | 28 | 1,597 | 61.7% | 0.37 | 0.1669 | -0.021 | 16 | 1.26 | 1.53 | 121 | 79 | 56.8% | -0.63 | 0.1688 | -0.021 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 16.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2500 | 0.3000 | 65 | 688 | 61.5% | 0.23 | 0.1362 | -0.016 | 17 | 1.71 | 2.67 | 26 | 29 | 59.3% | -0.77 | 0.1386 | -0.016 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 17.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1000 | 0.1900 | 24 | 634 | 62.8% | 0.13 | 0.0946 | -0.011 | 18 | 2.03 | 3.25 | 32 | 145 | -0.88 | 0.0978 | -0.011 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 18.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0300 | 0.1500 | 2 | 136 | 66.9% | 0.07 | 0.0579 | -0.006 | 19 | 2.95 | 5.30 | 80.7% | -0.95 | 0.0606 | -0.007 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 19.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0100 | 0.0800 | 88 | 62.7% | 0.04 | 0.0380 | -0.005 | 20 | 3.95 | 5.35 | -0.97 | 0.0387 | -0.005 | ||||
| 0 | 0.0500 | 58 | 69.3% | 0.03 | 0.0286 | -0.004 | 21 | 4.95 | 8.00 | 143.7% | -0.98 | 0.0283 | -0.004 | |||
| 0 | 0.6500 | 29 | 132.1% | 0.03 | 0.0226 | -0.004 | 22 | 5.75 | 8.45 | 109.7% | -0.98 | 0.0218 | -0.004 | |||
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 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs