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 ±13.2% (13.21–17.23) · ATM IV 55.9% · P/C open interest 0.76
| 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 | |
| 6.80 | 8.85 | 218.1% | 0.98 | 0.0096 | -0.003 | 8 | 0 | 0.7500 | 1 | 189.8% | -0.02 | 0.0097 | -0.004 | |||
| 5.80 | 7.85 | 186.4% | 0.97 | 0.0137 | -0.003 | 9 | 0 | 0.7500 | 2 | 161.8% | -0.03 | 0.0137 | -0.004 | |||
| 4.85 | 6.25 | 14 | 125.8% | 0.97 | 0.0201 | -0.004 | 10 | 0 | 0.1300 | 27 | 86.7% | -0.03 | 0.0201 | -0.004 | ||
| 4.00 | 4.50 | 30 | 0.95 | 0.0313 | -0.004 | 11 | 0.0400 | 0.1200 | 10 | 177 | 73.4% | -0.05 | 0.0314 | -0.005 | ||
| 3.00 | 4.35 | 57 | 94.7% | 0.92 | 0.0528 | -0.006 | 12 | 0.0900 | 0.1100 | 21 | 1,752 | 60.6% | -0.08 | 0.0531 | -0.006 | |
| 2.58 | 3.90 | 89.3% | 0.89 | 0.0699 | -0.007 | 12.5 | 0.1000 | 0.7200 | 84.3% | -0.11 | 0.0703 | -0.008 | ||||
| 2.38 | 2.72 | 1 | 16 | 62.7% | 0.85 | 0.0901 | -0.009 | 13 | 0.2200 | 0.2400 | 305 | 2,491 | 58.4% | -0.15 | 0.0906 | -0.010 |
| 1.78 | 2.67 | 66.3% | 0.79 | 0.1103 | -0.011 | 13.5 | 0.3100 | 0.3600 | 57.6% | -0.21 | 0.1110 | -0.012 | ||||
| 1.58 | 1.79 | 249 | 52.6% | 0.73 | 0.1289 | -0.013 | 14 | 0.4600 | 0.5000 | 217 | 4,442 | 57.3% | -0.28 | 0.1298 | -0.013 | |
| 1.26 | 1.45 | 52.0% | 0.65 | 0.1446 | -0.015 | 14.5 | 0.6300 | 0.6800 | 3 | 56.6% | -0.35 | 0.1458 | -0.015 | |||
| 1.11 | 1.17 | 237 | 6,384 | 55.7% | 0.58 | 0.1556 | -0.015 | 15 | 0.8600 | 0.8800 | 18 | 6,348 | 56.1% | -0.42 | 0.1571 | -0.015 |
| 0.8800 | 0.9000 | 29 | 54.9% | 0.50 | 0.1604 | -0.015 | 15.5 | 0.9700 | 1.17 | 2 | 52.5% | -0.51 | 0.1623 | -0.015 | ||
| 0.6600 | 0.6900 | 47 | 7,606 | 53.8% | 0.42 | 0.1585 | -0.015 | 16 | 1.39 | 1.44 | 50 | 1,941 | 54.8% | -0.58 | 0.1608 | -0.015 |
| 0.5000 | 0.5300 | 9 | 53.8% | 0.35 | 0.1506 | -0.014 | 16.5 | 1.66 | 1.81 | 53.6% | -0.66 | 0.1533 | -0.014 | |||
| 0.3700 | 0.3900 | 174 | 8,670 | 53.4% | 0.28 | 0.1381 | -0.013 | 17 | 2.05 | 2.18 | 105 | 3,443 | 54.1% | -0.73 | 0.1413 | -0.013 |
| 0.2600 | 0.2900 | 80 | 53.0% | 0.22 | 0.1224 | -0.011 | 17.5 | 2.38 | 3.65 | 86.9% | -0.79 | 0.1262 | -0.011 | |||
| 0.1900 | 0.2200 | 1,181 | 3,292 | 53.5% | 0.17 | 0.1052 | -0.009 | 18 | 2.80 | 4.00 | 214 | 87.2% | -0.84 | 0.1094 | -0.009 | |
| 0.1300 | 0.1500 | 3 | 52.7% | 0.13 | 0.0880 | -0.008 | 18.5 | 3.25 | 4.50 | 92.4% | -0.88 | 0.0926 | -0.008 | |||
| 0.0900 | 0.1200 | 23 | 423 | 53.6% | 0.10 | 0.0723 | -0.006 | 19 | 3.70 | 4.10 | 1 | 60.9% | -0.91 | 0.0775 | -0.007 | |
| 0.0700 | 0.0900 | 54.6% | 0.08 | 0.0594 | -0.005 | 19.5 | 4.05 | 5.40 | 94.3% | -0.94 | 0.0648 | -0.006 | ||||
| 0.0500 | 0.0700 | 13 | 433 | 55.3% | 0.06 | 0.0494 | -0.005 | 20 | 4.65 | 5.80 | 10 | 99.8% | -0.95 | 0.0545 | -0.005 | |
| 0.0100 | 0.2000 | 1 | 106 | 70.7% | 0.05 | 0.0362 | -0.004 | 21 | 5.65 | 7.00 | 117.8% | -0.97 | 0.0414 | -0.004 | ||
| 0.0100 | 0.1000 | 1 | 40 | 68.9% | 0.04 | 0.0277 | -0.004 | 22 | 6.30 | 8.00 | 113.6% | -0.98 | 0.0335 | -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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs