NCLH volatilità 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.43.8%
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.38.7%
HV6051.1%
Spread IV − HV20
+5.1pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
71
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 18:36 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 47.4% | -3.5pt | ±2.1% |
| Sep 11, 2026 | 8 | 39.5% | -0.9pt | ±4.7% |
| Sep 18, 2026 | 15 | 40.5% | -0.7pt | ±6.6% |
| Sep 25, 2026 | 22 | 41.3% | -0.3pt | ±8.4% |
| Oct 02, 2026 | 29 | 43.7% | +1.2pt | ±10.0% |
| Oct 09, 2026 | 36 | 44.5% | +0.9pt | ±11.3% |
| Oct 16, 2026 | 43 | 43.6% | -0.1pt | ±12.1% |
| Oct 23, 2026 | 50 | 47.3% | -31.8pt | ±14.1% |
| Dec 18, 2026 | 106 | 50.1% | +2.6pt | ±21.5% |
| Jan 15, 2027 | 134 | 49.4% | +2.9pt | ±23.7% |
| Mar 19, 2027 | 197 | 49.6% | +3.7pt | ±28.8% |
| Jun 17, 2027 | 287 | 50.3% | +4.2pt | ±35.0% |
| Sep 17, 2027 | 379 | 50.2% | +5.4pt | ±40.0% |
| Dec 17, 2027 | 470 | 50.2% | +6.0pt | ±44.4% |
| Jan 21, 2028 | 505 | 51.1% | +5.5pt | ±46.6% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20