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 ±14.1% (13.12–17.41) · ATM IV 54.0% · P/C open interest 1.15
| 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 | 8.15 | 160.7% | 0.97 | 0.0145 | -0.003 | 9 | 0 | 0.7500 | 147.3% | -0.03 | 0.0145 | -0.004 | ||||
| 4.60 | 5.80 | 0.96 | 0.0215 | -0.004 | 10 | 0 | 0.7500 | 124.5% | -0.04 | 0.0216 | -0.004 | |||||
| 3.65 | 4.85 | 0.94 | 0.0334 | -0.005 | 11 | 0 | 0.7600 | 104.0% | -0.06 | 0.0336 | -0.005 | |||||
| 2.70 | 3.90 | 0.91 | 0.0544 | -0.006 | 12 | 0.0700 | 0.2500 | 40 | 63.2% | -0.09 | 0.0547 | -0.007 | ||||
| 2.00 | 2.95 | 45.7% | 0.83 | 0.0862 | -0.009 | 13 | 0.2200 | 0.3200 | 51 | 57.1% | -0.17 | 0.0868 | -0.009 | |||
| 1.67 | 2.02 | 5 | 54.7% | 0.72 | 0.1194 | -0.012 | 14 | 0.4200 | 0.5800 | 16 | 54.2% | -0.28 | 0.1204 | -0.012 | ||
| 1.08 | 1.40 | 6 | 53.8% | 0.59 | 0.1423 | -0.014 | 15 | 0.8200 | 1.00 | 1 | 25 | 54.2% | -0.42 | 0.1438 | -0.014 | |
| 0.6100 | 1.00 | 9 | 54.1% | 0.44 | 0.1470 | -0.013 | 16 | 1.41 | 1.56 | 5 | 55.0% | -0.56 | 0.1493 | -0.014 | ||
| 0.3300 | 0.5000 | 64 | 49.4% | 0.31 | 0.1328 | -0.012 | 17 | 1.92 | 2.26 | 42 | 50.1% | -0.70 | 0.1360 | -0.012 | ||
| 0.1800 | 0.3000 | 13 | 50.3% | 0.20 | 0.1067 | -0.009 | 18 | 2.45 | 3.65 | 2 | 60.4% | -0.81 | 0.1110 | -0.009 | ||
| 0.0800 | 0.1800 | 2 | 11 | 50.6% | 0.13 | 0.0784 | -0.007 | 19 | 3.35 | 4.55 | 64.1% | -0.89 | 0.0836 | -0.007 | ||
| 0.0400 | 0.1300 | 1 | 50 | 53.3% | 0.08 | 0.0551 | -0.005 | 20 | 4.30 | 5.50 | 69.2% | -0.94 | 0.0613 | -0.005 | ||
| 0.0100 | 0.7500 | 89.7% | 0.05 | 0.0391 | -0.004 | 21 | 5.15 | 6.65 | 77.6% | -0.97 | 0.0448 | -0.004 | ||||
| 0.0100 | 0.7500 | 97.9% | 0.04 | 0.0287 | -0.003 | 22 | 5.55 | 8.40 | 92.7% | -0.98 | 0.0336 | -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 27, 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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