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Carnival Corporation CCL

CONSUMER CYCLICAL · TRAVEL SERVICES
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Market dataready · fetched 2026-10-15T20:03:10.942Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:02:53.643929623Z

FundamentalsAlpha Vantage · quarter 2026-08-31 · fetched 2026-10-15T20:03:10.275325+00:00

Share price$26.48
1D+1.7%
AH$25.82$26.04$26.27$26.50$26.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCCL
Sold putSold callAH

Carnival Corporation options

Live interpolated CCL call and put midpoint premiums by absolute delta.Carnival Corporation$0.00$0.92$1.83$2.75$3.67$25.19$25.72$26.25$26.78$27.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $26.48OPTION PRICELive CCL spot · $26.48CCL PRICE$0.06$0.08$0.10$0.12$0.14$0.16$0.19$0.24$0.29$0.34$0.39$0.44$0.49$0.11$0.10$0.13$0.16$0.19$0.22$0.25$0.48$0.75$1.01$1.27$1.18$3.40
PutsExpensive2.31×
CallsCheap0.80×
SkewBearish+41.89 pp
Implied moveBearish±$0.44
TiltBearish50.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.9841.4%2.1%25.3691.5%4.7%
25Δ26.9040.2%1.9%26.0644.6%1.9%
30Δ26.8238.9%1.7%26.1544.6%1.7%
35Δ26.7337.6%1.4%26.2344.5%1.5%
40Δ26.6536.3%1.2%26.3244.5%1.3%
45Δ26.5735.1%0.9%26.4044.5%1.1%
50Δ26.4834.1%0.7%26.4944.5%0.9%
55Δ26.4134.4%0.7%26.7261.6%0.9%
60Δ26.3434.6%0.6%26.9681.1%1.0%
65Δ26.2734.8%0.5%27.21100.6%1.1%
70Δ26.2035.1%0.4%27.46120.2%1.1%
75Δ26.1335.3%0.3%27.5186.4%0.6%
80Δ26.0635.6%0.2%29.62209.3%1.0%

20Δ

Calls
Pseudo strike
26.98
IV
41.4%
B/E move
2.1%
Puts
Pseudo strike
25.36
IV
91.5%
B/E move
4.7%

25Δ

Calls
Pseudo strike
26.90
IV
40.2%
B/E move
1.9%
Puts
Pseudo strike
26.06
IV
44.6%
B/E move
1.9%

30Δ

Calls
Pseudo strike
26.82
IV
38.9%
B/E move
1.7%
Puts
Pseudo strike
26.15
IV
44.6%
B/E move
1.7%

35Δ

Calls
Pseudo strike
26.73
IV
37.6%
B/E move
1.4%
Puts
Pseudo strike
26.23
IV
44.5%
B/E move
1.5%

40Δ

Calls
Pseudo strike
26.65
IV
36.3%
B/E move
1.2%
Puts
Pseudo strike
26.32
IV
44.5%
B/E move
1.3%

45Δ

Calls
Pseudo strike
26.57
IV
35.1%
B/E move
0.9%
Puts
Pseudo strike
26.40
IV
44.5%
B/E move
1.1%

50Δ

Calls
Pseudo strike
26.48
IV
34.1%
B/E move
0.7%
Puts
Pseudo strike
26.49
IV
44.5%
B/E move
0.9%

55Δ

Calls
Pseudo strike
26.41
IV
34.4%
B/E move
0.7%
Puts
Pseudo strike
26.72
IV
61.6%
B/E move
0.9%

60Δ

Calls
Pseudo strike
26.34
IV
34.6%
B/E move
0.6%
Puts
Pseudo strike
26.96
IV
81.1%
B/E move
1.0%

65Δ

Calls
Pseudo strike
26.27
IV
34.8%
B/E move
0.5%
Puts
Pseudo strike
27.21
IV
100.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
26.20
IV
35.1%
B/E move
0.4%
Puts
Pseudo strike
27.46
IV
120.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
26.13
IV
35.3%
B/E move
0.3%
Puts
Pseudo strike
27.51
IV
86.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
26.06
IV
35.6%
B/E move
0.2%
Puts
Pseudo strike
29.62
IV
209.3%
B/E move
1.0%