NCLH option chain Norwegian Cruise Line Holdings Ltd.
Cboe delayed options data · as of 21:59 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 ±17.0% (12.66–17.84) · ATM IV 52.6% · P/C open interest 0.86
| 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 | |
| 6.85 | 8.60 | 24 | 144.9% | 0.99 | 0.0075 | -0.001 | 8 | 0 | 0.0400 | 4,586 | 75.7% | -0.01 | 0.0076 | -0.002 | ||
| 4.95 | 5.50 | 304 | 0.97 | 0.0189 | -0.002 | 10 | 0.0100 | 0.1100 | 25 | 1,950 | 63.0% | -0.03 | 0.0190 | -0.002 | ||
| 2.36 | 2.83 | 505 | 45.2% | 0.81 | 0.0819 | -0.007 | 13 | 0.3000 | 0.4400 | 26 | 9,566 | 52.5% | -0.19 | 0.0826 | -0.008 | |
| 1.88 | 2.30 | 1 | 1,216 | 55.5% | 0.70 | 0.1051 | -0.009 | 14 | 0.6200 | 0.7400 | 12 | 13.8K | 52.5% | -0.30 | 0.1064 | -0.009 |
| 1.42 | 1.56 | 43 | 3,734 | 53.6% | 0.59 | 0.1211 | -0.010 | 15 | 1.08 | 1.11 | 41 | 12.4K | 51.6% | -0.42 | 0.1230 | -0.010 |
| 0.9700 | 1.02 | 29 | 4,737 | 51.2% | 0.46 | 0.1255 | -0.010 | 16 | 1.40 | 1.73 | 82 | 23.8K | 48.0% | -0.54 | 0.1283 | -0.011 |
| 0.6400 | 0.6700 | 179 | 4,205 | 50.6% | 0.35 | 0.1179 | -0.010 | 17 | 2.21 | 2.36 | 5 | 9,218 | 49.7% | -0.66 | 0.1216 | -0.010 |
| 0.3700 | 0.4600 | 39 | 6,686 | 50.0% | 0.25 | 0.1020 | -0.008 | 18 | 2.99 | 3.15 | 1,352 | 50.1% | -0.76 | 0.1069 | -0.008 | |
| 0.2500 | 0.2900 | 23 | 1,037 | 50.6% | 0.18 | 0.0826 | -0.007 | 19 | 3.80 | 4.30 | 1,478 | 58.1% | -0.84 | 0.0887 | -0.007 | |
| 0.1500 | 0.1900 | 9 | 17.9K | 50.9% | 0.12 | 0.0636 | -0.005 | 20 | 4.20 | 5.00 | 5 | 6,569 | -0.90 | 0.0708 | -0.005 | |
| 0.0900 | 0.3000 | 1 | 8,238 | 59.4% | 0.08 | 0.0473 | -0.004 | 21 | 5.20 | 6.10 | 17 | 370 | -0.95 | 0.0553 | -0.004 | |
| 0.0400 | 0.1100 | 1 | 15.5K | 52.9% | 0.06 | 0.0346 | -0.003 | 22 | 6.65 | 7.20 | 1,418 | 71.4% | -0.98 | 0.0434 | -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 — Dec 18, 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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