NCLH option chain Norwegian Cruise Line Holdings Ltd.
Cboe delayed options data · as of 18:40 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 ±44.3% (8.48–21.95) · ATM IV 50.7% · 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 | |
| 7.95 | 8.40 | 229 | 57.1% | 0.92 | 0.0149 | -0.001 | 8 | 0.4500 | 0.5700 | 325 | 59.1% | -0.08 | 0.0154 | -0.002 | ||
| 6.40 | 6.95 | 1,192 | 53.4% | 0.86 | 0.0232 | -0.002 | 10 | 0.9000 | 0.9600 | 2,196 | 55.6% | -0.14 | 0.0244 | -0.002 | ||
| 4.85 | 5.00 | 1 | 327 | 52.8% | 0.75 | 0.0353 | -0.003 | 13 | 1.82 | 1.97 | 1 | 3,311 | 51.7% | -0.26 | 0.0381 | -0.003 |
| 3.85 | 4.00 | 1 | 2,470 | 51.2% | 0.67 | 0.0415 | -0.003 | 15 | 2.72 | 2.90 | 1 | 3,233 | 50.2% | -0.35 | 0.0458 | -0.004 |
| 2.70 | 2.81 | 11 | 3,825 | 49.7% | 0.54 | 0.0467 | -0.003 | 18 | 4.60 | 4.65 | 2 | 2,903 | 49.6% | -0.50 | 0.0540 | -0.004 |
| 1.97 | 2.22 | 2 | 5,276 | 47.9% | 0.46 | 0.0474 | -0.003 | 20 | 5.95 | 6.05 | 2,517 | 48.7% | -0.59 | 0.0571 | -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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs