NCLH option chain Norwegian Cruise Line Holdings Ltd.
Cboe delayed options data · as of 15:41 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 ±12.6% (13.34–17.19) · ATM IV 60.1% · P/C open interest 0.61
| 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 | |
| 5.45 | 7.15 | 1 | 70.8% | 0.97 | 0.0146 | -0.005 | 9 | 0 | 0.7500 | 182.9% | -0.03 | 0.0147 | -0.006 | |||
| 4.60 | 5.80 | 3 | 0.96 | 0.0212 | -0.006 | 10 | 0 | 0.7500 | 154.5% | -0.04 | 0.0213 | -0.006 | ||||
| 3.60 | 5.00 | 5 | 0.95 | 0.0324 | -0.006 | 11 | 0 | 0.7500 | 128.5% | -0.05 | 0.0325 | -0.007 | ||||
| 2.65 | 3.85 | 0.92 | 0.0527 | -0.008 | 12 | 0.0400 | 0.1400 | 32 | 67.0% | -0.08 | 0.0529 | -0.008 | ||||
| 2.32 | 2.68 | 1 | 62.0% | 0.85 | 0.0886 | -0.011 | 13 | 0.1400 | 0.2500 | 38 | 62.7% | -0.15 | 0.0891 | -0.012 | ||
| 1.25 | 1.75 | 5 | 41.6% | 0.74 | 0.1315 | -0.016 | 14 | 0.4100 | 0.4400 | 1 | 142 | 61.3% | -0.26 | 0.1322 | -0.016 | |
| 1.08 | 1.13 | 2 | 49 | 59.1% | 0.58 | 0.1613 | -0.019 | 15 | 0.7800 | 0.8600 | 206 | 61.1% | -0.42 | 0.1626 | -0.019 | |
| 0.6300 | 0.6700 | 260 | 58.1% | 0.42 | 0.1651 | -0.018 | 16 | 1.33 | 1.41 | 141 | 60.4% | -0.58 | 0.1670 | -0.018 | ||
| 0.3400 | 0.3700 | 55 | 161 | 57.6% | 0.27 | 0.1426 | -0.015 | 17 | 1.85 | 2.16 | 22 | 54.8% | -0.73 | 0.1453 | -0.015 | |
| 0.1500 | 0.2200 | 50 | 356 | 57.7% | 0.16 | 0.1060 | -0.011 | 18 | 2.80 | 3.60 | 85.6% | -0.85 | 0.1094 | -0.011 | ||
| 0.0700 | 0.1200 | 3 | 42 | 58.4% | 0.10 | 0.0718 | -0.008 | 19 | 3.35 | 4.55 | 78.0% | -0.92 | 0.0757 | -0.008 | ||
| 0.0200 | 0.1100 | 10 | 27 | 62.9% | 0.07 | 0.0501 | -0.006 | 20 | 4.30 | 5.50 | 84.0% | -0.95 | 0.0539 | -0.006 | ||
| 0.0100 | 0.0800 | 1 | 39 | 66.8% | 0.05 | 0.0378 | -0.006 | 21 | 5.15 | 6.85 | 105.8% | -0.96 | 0.0411 | -0.005 | ||
| 0 | 0.7500 | 121.7% | 0.04 | 0.0296 | -0.005 | 22 | 6.15 | 7.65 | 104.0% | -0.97 | 0.0333 | -0.005 | ||||
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 13, 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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