NCLH option chain Norwegian Cruise Line Holdings Ltd.

Expiration Cboe delayed options data · as of 18:41 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 ±13.5% (13.60–17.83) · ATM IV 57.9% · P/C open interest 0.73

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	9.40			198.6%	0.98	0.0088	-0.004	8	0	0.7500		1	198.6%	-0.02	0.0088	-0.004
6.00	7.60			104.4%	0.97	0.0122	-0.004	9	0	0.7500		2	170.4%	-0.03	0.0123	-0.005
5.05	6.50		14	73.8%	0.97	0.0176	-0.004	10	0	0.1100		27	90.2%	-0.03	0.0177	-0.005
4.35	5.00		30		0.95	0.0266	-0.005	11	0.0200	0.1000	1	187	75.2%	-0.05	0.0267	-0.005
3.40	4.20		57	53.2%	0.93	0.0426	-0.006	12	0.0500	0.1300	1	1,772	65.7%	-0.07	0.0428	-0.006
2.64	4.15			63.1%	0.91	0.0551	-0.007	12.5	0.1000	0.1400	52		62.3%	-0.09	0.0554	-0.007
2.33	3.50		17	57.1%	0.88	0.0712	-0.008	13	0.1700	0.1900	26	2,595	61.2%	-0.12	0.0716	-0.009
1.94	3.05			56.6%	0.84	0.0900	-0.010	13.5	0.1900	0.2900		10	58.2%	-0.16	0.0905	-0.011
1.59	2.54		269	53.1%	0.78	0.1088	-0.012	14	0.3400	0.3900	201	4,438	58.8%	-0.22	0.1095	-0.013
1.74	1.83			58.2%	0.72	0.1254	-0.014	14.5	0.3900	0.5300		3	55.0%	-0.28	0.1262	-0.015
1.42	1.51	106	6,447	57.6%	0.65	0.1385	-0.016	15	0.6800	0.7100	39	6,343	58.0%	-0.35	0.1396	-0.016
1.15	1.23	6	85	57.5%	0.58	0.1475	-0.017	15.5	0.9000	0.9500	5	2	58.2%	-0.43	0.1488	-0.017
0.9300	0.9900	152	7,731	57.8%	0.50	0.1517	-0.017	16	1.15	1.22	1,072	1,941	57.9%	-0.50	0.1533	-0.017
0.7100	0.7800	117	19	56.9%	0.43	0.1508	-0.016	16.5	1.31	1.51			53.7%	-0.58	0.1526	-0.016
0.5500	0.5700	845	8,676	55.7%	0.36	0.1448	-0.015	17	1.72	1.83	11	3,440	55.2%	-0.65	0.1472	-0.015
0.4000	0.4500	42	253	55.5%	0.29	0.1343	-0.014	17.5	2.03	2.20			53.3%	-0.72	0.1371	-0.014
0.3000	0.3200	376	4,259	54.8%	0.23	0.1205	-0.012	18	2.06	2.63		214	38.1%	-0.78	0.1238	-0.012
0.2100	0.2400	8	7	54.4%	0.18	0.1047	-0.011	18.5	2.53	4.00			77.3%	-0.83	0.1084	-0.011
0.1500	0.1800	33	446	54.5%	0.14	0.0889	-0.009	19	2.95	4.45		1	79.4%	-0.87	0.0929	-0.009
0.0400	0.7500			79.3%	0.11	0.0745	-0.008	19.5	3.40	4.90			81.8%	-0.90	0.0788	-0.008
0.0500	0.1500	8	446	56.7%	0.09	0.0626	-0.007	20	3.90	5.35		10	85.5%	-0.92	0.0669	-0.007
0.0200	0.1400	1	108	62.0%	0.07	0.0456	-0.006	21	4.90	6.30			93.9%	-0.95	0.0503	-0.006
0.0100	0.1900		41	72.9%	0.05	0.0352	-0.005	22	5.80	7.30			98.9%	-0.96	0.0390	-0.005
0	0.7500			111.5%	0.04	0.0279	-0.004	23	6.80	8.30			107.5%	-0.97	0.0328	-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 — 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.

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NCLH option chain Norwegian Cruise Line Holdings Ltd.

Volatility smile — Nov 20, 2026

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