NCLH option chain Norwegian Cruise Line Holdings Ltd.
Cboe delayed options data · as of 15:36 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 ±45.9% (8.36–22.53) · ATM IV 50.2% · P/C open interest 0.39
| 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 | |
| 8.40 | 8.90 | 173 | 60.8% | 0.93 | 0.0140 | -0.000 | 8 | 0.4700 | 0.5700 | 313 | 57.7% | -0.08 | 0.0146 | -0.002 | ||
| 7.00 | 7.10 | 1 | 1,047 | 53.2% | 0.87 | 0.0217 | -0.001 | 10 | 0.9400 | 1.03 | 80 | 1,193 | 55.5% | -0.14 | 0.0229 | -0.002 |
| 5.15 | 5.40 | 308 | 52.0% | 0.77 | 0.0331 | -0.002 | 13 | 1.88 | 2.19 | 3,115 | 53.2% | -0.25 | 0.0357 | -0.003 | ||
| 4.15 | 4.25 | 12 | 982 | 49.6% | 0.69 | 0.0391 | -0.003 | 15 | 2.77 | 3.00 | 3,142 | 50.7% | -0.34 | 0.0432 | -0.003 | |
| 2.81 | 3.10 | 66 | 2,404 | 47.6% | 0.56 | 0.0445 | -0.003 | 18 | 4.55 | 4.75 | 2,893 | 49.9% | -0.48 | 0.0515 | -0.003 | |
| 2.34 | 2.52 | 9 | 4,153 | 48.1% | 0.49 | 0.0456 | -0.003 | 20 | 5.80 | 6.05 | 2,533 | 48.0% | -0.57 | 0.0550 | -0.003 | |
| 1.60 | 1.87 | 855 | 47.5% | 0.39 | 0.0443 | -0.003 | 23 | 8.15 | 8.50 | 684 | 48.8% | -0.70 | 0.0577 | -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 — 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.
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