NCLH option chain Norwegian Cruise Line Holdings Ltd.
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 ±12.9% (13.29–17.23) · ATM IV 53.9% · P/C open interest 0.76
| 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 | |
| 6.80 | 8.35 | 173.7% | 0.98 | 0.0099 | -0.004 | 8 | 0 | 0.7500 | 1 | 190.0% | -0.02 | 0.0099 | -0.004 | |||
| 5.80 | 7.25 | 138.9% | 0.97 | 0.0142 | -0.004 | 9 | 0 | 0.7500 | 2 | 162.1% | -0.03 | 0.0142 | -0.005 | |||
| 4.85 | 6.25 | 14 | 119.6% | 0.96 | 0.0210 | -0.004 | 10 | 0 | 0.1300 | 27 | 87.1% | -0.04 | 0.0211 | -0.005 | ||
| 4.00 | 4.50 | 30 | 0.94 | 0.0328 | -0.005 | 11 | 0.0300 | 0.1200 | 177 | 72.7% | -0.06 | 0.0329 | -0.006 | |||
| 3.00 | 4.35 | 57 | 90.7% | 0.91 | 0.0538 | -0.007 | 12 | 0.0900 | 0.1600 | 20 | 1,752 | 64.7% | -0.09 | 0.0540 | -0.007 | |
| 2.58 | 3.90 | 85.9% | 0.88 | 0.0692 | -0.008 | 12.5 | 0.1000 | 0.8300 | 89.5% | -0.12 | 0.0696 | -0.009 | ||||
| 2.38 | 2.79 | 16 | 62.2% | 0.84 | 0.0876 | -0.010 | 13 | 0.2300 | 0.2700 | 245 | 2,491 | 60.8% | -0.16 | 0.0881 | -0.010 | |
| 1.78 | 2.67 | 63.4% | 0.79 | 0.1071 | -0.012 | 13.5 | 0.3200 | 0.4000 | 60.2% | -0.21 | 0.1077 | -0.012 | ||||
| 1.58 | 1.82 | 249 | 51.1% | 0.73 | 0.1255 | -0.013 | 14 | 0.4600 | 0.4900 | 207 | 4,442 | 57.8% | -0.27 | 0.1263 | -0.014 | |
| 1.26 | 1.65 | 56.1% | 0.66 | 0.1410 | -0.015 | 14.5 | 0.6300 | 0.7200 | 58.7% | -0.34 | 0.1421 | -0.015 | ||||
| 1.15 | 1.19 | 195 | 6,384 | 55.7% | 0.58 | 0.1521 | -0.015 | 15 | 0.8300 | 0.9000 | 5 | 6,348 | 56.8% | -0.42 | 0.1535 | -0.016 |
| 0.8600 | 0.9400 | 11 | 54.0% | 0.51 | 0.1575 | -0.016 | 15.5 | 0.9700 | 1.17 | 2 | 53.8% | -0.50 | 0.1592 | -0.016 | ||
| 0.7100 | 0.7200 | 25 | 7,606 | 54.8% | 0.43 | 0.1567 | -0.015 | 16 | 1.38 | 1.44 | 5 | 1,941 | 56.0% | -0.57 | 0.1589 | -0.015 |
| 0.5200 | 0.5500 | 4 | 53.9% | 0.36 | 0.1501 | -0.014 | 16.5 | 1.68 | 1.83 | 56.6% | -0.65 | 0.1526 | -0.014 | |||
| 0.4000 | 0.4200 | 142 | 8,670 | 54.4% | 0.29 | 0.1386 | -0.013 | 17 | 2.07 | 2.20 | 3 | 3,443 | 57.6% | -0.72 | 0.1416 | -0.013 |
| 0.2600 | 0.3100 | 40 | 52.8% | 0.23 | 0.1236 | -0.011 | 17.5 | 2.39 | 3.65 | 88.9% | -0.78 | 0.1271 | -0.011 | |||
| 0.2000 | 0.2300 | 5 | 3,292 | 53.5% | 0.18 | 0.1068 | -0.010 | 18 | 2.90 | 4.00 | 214 | 92.2% | -0.83 | 0.1107 | -0.010 | |
| 0.1400 | 0.1700 | 3 | 53.5% | 0.14 | 0.0900 | -0.008 | 18.5 | 3.15 | 4.50 | 91.2% | -0.87 | 0.0943 | -0.008 | |||
| 0.1000 | 0.1200 | 14 | 423 | 53.5% | 0.11 | 0.0745 | -0.007 | 19 | 3.75 | 4.10 | 1 | 67.5% | -0.91 | 0.0793 | -0.007 | |
| 0.0700 | 0.1000 | 54.6% | 0.08 | 0.0614 | -0.006 | 19.5 | 4.25 | 5.40 | 103.7% | -0.93 | 0.0666 | -0.006 | ||||
| 0.0500 | 0.0700 | 1 | 433 | 54.7% | 0.07 | 0.0509 | -0.005 | 20 | 4.70 | 5.80 | 10 | 104.2% | -0.95 | 0.0560 | -0.005 | |
| 0.0100 | 0.2000 | 1 | 106 | 70.0% | 0.05 | 0.0365 | -0.004 | 21 | 5.70 | 7.15 | 127.3% | -0.97 | 0.0424 | -0.004 | ||
| 0.0100 | 0.1000 | 1 | 40 | 68.3% | 0.04 | 0.0272 | -0.003 | 22 | 6.50 | 8.35 | 137.4% | -0.98 | 0.0306 | -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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.