RCL option chain Royal Caribbean Cruises Ltd.
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 ±11.0% (235.62–294.12) · ATM IV 37.4% · P/C open interest —
| 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 | |
| 68.30 | 72.40 | 41.8% | 0.98 | 0.0012 | 0.000 | 195 | 0 | 2.50 | 54.3% | -0.03 | 0.0014 | -0.024 | ||||
| 63.40 | 67.40 | 40.1% | 0.98 | 0.0016 | 0.000 | 200 | 0 | 2.65 | 51.3% | -0.03 | 0.0017 | -0.029 | ||||
| 58.50 | 62.10 | 32.7% | 0.97 | 0.0022 | 0.000 | 205 | 0 | 2.90 | 48.7% | -0.04 | 0.0022 | -0.035 | ||||
| 53.70 | 57.30 | 35.7% | 0.95 | 0.0028 | -0.011 | 210 | 0 | 3.20 | 46.2% | -0.05 | 0.0027 | -0.042 | ||||
| 49.10 | 52.70 | 37.6% | 0.94 | 0.0036 | -0.024 | 215 | 0 | 3.50 | 43.5% | -0.07 | 0.0034 | -0.051 | ||||
| 44.30 | 48.50 | 38.2% | 0.91 | 0.0044 | -0.038 | 220 | 0.0500 | 4.00 | 41.5% | -0.09 | 0.0042 | -0.062 | ||||
| 40.60 | 43.70 | 39.1% | 0.89 | 0.0053 | -0.052 | 225 | 0.6000 | 4.50 | 40.5% | -0.12 | 0.0051 | -0.074 | ||||
| 36.50 | 39.60 | 39.4% | 0.85 | 0.0062 | -0.067 | 230 | 1.40 | 5.20 | 40.0% | -0.15 | 0.0061 | -0.086 | ||||
| 32.40 | 35.50 | 38.9% | 0.82 | 0.0071 | -0.081 | 235 | 2.20 | 6.10 | 39.2% | -0.18 | 0.0070 | -0.099 | ||||
| 28.30 | 31.60 | 38.0% | 0.78 | 0.0079 | -0.095 | 240 | 3.50 | 5.50 | 36.1% | -0.23 | 0.0080 | -0.110 | ||||
| 24.30 | 28.10 | 37.4% | 0.73 | 0.0088 | -0.107 | 245 | 5.20 | 8.40 | 1 | 39.0% | -0.27 | 0.0089 | -0.121 | |||
| 21.40 | 24.80 | 38.0% | 0.69 | 0.0095 | -0.118 | 250 | 6.80 | 10.00 | 1 | 38.7% | -0.32 | 0.0096 | -0.129 | |||
| 18.90 | 21.50 | 38.3% | 0.64 | 0.0101 | -0.127 | 255 | 8.60 | 11.80 | 1 | 38.2% | -0.37 | 0.0103 | -0.135 | |||
| 15.90 | 18.90 | 38.2% | 0.58 | 0.0106 | -0.133 | 260 | 10.40 | 13.90 | 37.5% | -0.42 | 0.0108 | -0.139 | ||||
| 13.00 | 16.30 | 37.5% | 0.53 | 0.0109 | -0.137 | 265 | 12.90 | 16.30 | 37.3% | -0.48 | 0.0111 | -0.140 | ||||
| 10.70 | 14.00 | 37.3% | 0.48 | 0.0109 | -0.138 | 270 | 15.60 | 19.20 | 37.3% | -0.53 | 0.0112 | -0.138 | ||||
| 8.60 | 12.00 | 37.1% | 0.42 | 0.0108 | -0.136 | 275 | 18.60 | 22.10 | 37.1% | -0.59 | 0.0111 | -0.133 | ||||
| 6.80 | 10.20 | 36.8% | 0.37 | 0.0104 | -0.131 | 280 | 21.80 | 24.90 | 36.2% | -0.64 | 0.0107 | -0.126 | ||||
| 5.30 | 8.80 | 36.9% | 0.32 | 0.0099 | -0.125 | 285 | 25.30 | 29.00 | 36.9% | -0.69 | 0.0103 | -0.117 | ||||
| 3.90 | 7.50 | 36.6% | 0.28 | 0.0093 | -0.117 | 290 | 29.20 | 32.70 | 37.0% | -0.73 | 0.0097 | -0.106 | ||||
| 2.75 | 6.50 | 36.7% | 0.24 | 0.0086 | -0.108 | 295 | 33.20 | 36.70 | 37.1% | -0.78 | 0.0089 | -0.094 | ||||
| 1.85 | 5.40 | 36.3% | 0.20 | 0.0078 | -0.098 | 300 | 37.30 | 40.80 | 37.0% | -0.81 | 0.0081 | -0.081 | ||||
| 2.05 | 4.90 | 1 | 38.6% | 0.17 | 0.0070 | -0.088 | 305 | 41.60 | 45.20 | 37.2% | -0.85 | 0.0073 | -0.068 | |||
| 0.4500 | 4.40 | 36.9% | 0.14 | 0.0062 | -0.078 | 310 | 46.20 | 49.70 | 37.9% | -0.88 | 0.0064 | -0.054 | ||||
| 0.0500 | 3.90 | 37.2% | 0.12 | 0.0054 | -0.069 | 315 | 50.80 | 54.30 | 38.3% | -0.90 | 0.0056 | -0.041 | ||||
| 0 | 3.70 | 38.8% | 0.10 | 0.0048 | -0.061 | 320 | 55.00 | 58.90 | 36.8% | -0.92 | 0.0048 | -0.028 | ||||
| 0 | 3.40 | 40.2% | 0.08 | 0.0041 | -0.053 | 325 | 60.20 | 63.70 | 39.1% | -0.94 | 0.0040 | -0.016 | ||||
| 0 | 3.20 | 41.8% | 0.07 | 0.0036 | -0.047 | 330 | 65.00 | 68.50 | 39.6% | -0.95 | 0.0034 | -0.005 | ||||
| 0 | 2.95 | 43.0% | 0.06 | 0.0031 | -0.041 | 335 | 69.90 | 73.50 | 41.2% | -0.96 | 0.0028 | 0.000 | ||||
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 — Oct 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.