NCLH volatilidad Norwegian Cruise Line Holdings Ltd.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.43.6%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.36.9%
HV6050.8%
Diferencial IV − HV20
+6.7pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
72
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 días registrados
Cboe delayed options data · a fecha de Sep 03, 21:52 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 45.0% | +3.3pt | ±2.0% |
| Sep 11, 2026 | 8 | 39.0% | -5.4pt | ±4.7% |
| Sep 18, 2026 | 15 | 38.1% | -7.2pt | ±6.2% |
| Sep 25, 2026 | 22 | 43.0% | -2.1pt | ±8.8% |
| Oct 02, 2026 | 29 | 43.8% | -2.2pt | ±10.2% |
| Oct 09, 2026 | 36 | 42.4% | -6.7pt | ±10.9% |
| Oct 16, 2026 | 43 | 45.3% | +1.6pt | ±12.7% |
| Oct 23, 2026 | 50 | 55.0% | -38.7pt | ±16.5% |
| Dec 18, 2026 | 106 | 49.1% | +3.3pt | ±21.4% |
| Jan 15, 2027 | 134 | 49.8% | +0.1pt | ±24.0% |
| Mar 19, 2027 | 197 | 49.7% | +0.6pt | ±29.3% |
| Jun 17, 2027 | 287 | 50.3% | +4.3pt | ±34.9% |
| Sep 17, 2027 | 379 | 51.0% | +6.1pt | ±40.4% |
| Dec 17, 2027 | 470 | 50.9% | +4.0pt | ±44.7% |
| Jan 21, 2028 | 505 | 50.8% | +5.0pt | ±46.2% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20