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Carnival Corporation Ltd. CCL

CONSUMER CYCLICAL · TRAVEL SERVICES
i

Market dataready · fetched 2026-11-06T22:43:57.366Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T21:55:32.174696491Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-06T22:43:55.888715+00:00

Share price$29.55
1D+0.2%
AH$29.10$29.32$29.53$29.75$29.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCCL
Sold putSold callAH

Carnival Corporation Ltd. options

Live interpolated CCL call and put midpoint premiums by absolute delta.Carnival Corporation Ltd.$0.12$0.73$1.34$1.94$2.55$27.26$28.42$29.58$30.73$31.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CCL spot · $29.55CCL PRICE$0.19$0.25$0.32$0.42$0.52$0.62$0.72$0.83$0.96$1.15$1.47$1.71$1.96$0.24$0.32$0.38$0.39$0.53$0.66$0.79$0.92$1.02$1.09$1.17$2.37
Puts——
CallsFair1.02×
Skew——
Implied moveBearish±$1.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.1442.4%6.0%27.9650.1%6.2%
25Δ30.8141.8%5.1%28.2949.8%5.4%
30Δ30.5441.7%4.4%28.6247.1%4.4%
35Δ30.3243.6%4.0%29.0039.7%3.2%
40Δ30.1145.7%3.6%29.2042.3%3.0%
45Δ29.8846.4%3.2%29.4144.9%2.7%
50Δ29.6445.7%2.7%29.6346.0%2.4%
55Δ29.4045.3%2.3%29.8745.8%2.0%
60Δ29.1645.3%1.9%30.0844.4%1.6%
65Δ28.8947.2%1.7%30.2641.4%1.3%
70Δ28.5352.8%1.5%30.4438.3%0.9%
75Δ28.2053.3%1.2%
80Δ27.8753.0%0.9%31.6757.0%0.9%

20Δ

Calls
Pseudo strike
31.14
IV
42.4%
B/E move
6.0%
Puts
Pseudo strike
27.96
IV
50.1%
B/E move
6.2%

25Δ

Calls
Pseudo strike
30.81
IV
41.8%
B/E move
5.1%
Puts
Pseudo strike
28.29
IV
49.8%
B/E move
5.4%

30Δ

Calls
Pseudo strike
30.54
IV
41.7%
B/E move
4.4%
Puts
Pseudo strike
28.62
IV
47.1%
B/E move
4.4%

35Δ

Calls
Pseudo strike
30.32
IV
43.6%
B/E move
4.0%
Puts
Pseudo strike
29.00
IV
39.7%
B/E move
3.2%

40Δ

Calls
Pseudo strike
30.11
IV
45.7%
B/E move
3.6%
Puts
Pseudo strike
29.20
IV
42.3%
B/E move
3.0%

45Δ

Calls
Pseudo strike
29.88
IV
46.4%
B/E move
3.2%
Puts
Pseudo strike
29.41
IV
44.9%
B/E move
2.7%

50Δ

Calls
Pseudo strike
29.64
IV
45.7%
B/E move
2.7%
Puts
Pseudo strike
29.63
IV
46.0%
B/E move
2.4%

55Δ

Calls
Pseudo strike
29.40
IV
45.3%
B/E move
2.3%
Puts
Pseudo strike
29.87
IV
45.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
29.16
IV
45.3%
B/E move
1.9%
Puts
Pseudo strike
30.08
IV
44.4%
B/E move
1.6%

65Δ

Calls
Pseudo strike
28.89
IV
47.2%
B/E move
1.7%
Puts
Pseudo strike
30.26
IV
41.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
28.53
IV
52.8%
B/E move
1.5%
Puts
Pseudo strike
30.44
IV
38.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
28.20
IV
53.3%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
27.87
IV
53.0%
B/E move
0.9%
Puts
Pseudo strike
31.67
IV
57.0%
B/E move
0.9%

Options history

IV · four-Friday blend41.34%
Daily close
CCL30.8%54.9%78.9%2026-08-10: 39.92%2026-08-11: 39.37%2026-08-12: 38.87%2026-08-13: 39.46%2026-08-14: 34.08%2026-08-17: 37.86%2026-08-18: 40.48%2026-08-19: 39.14%2026-08-20: 41.46%2026-08-21: 38.99%2026-08-24: 40.60%2026-08-25: 42.44%2026-08-26: 39.75%2026-08-27: 41.44%2026-08-28: 35.06%2026-08-31: 37.89%2026-09-01: 40.55%2026-09-02: 37.42%2026-09-03: 48.01%2026-09-04: 38.51%2026-09-08: 43.61%2026-09-09: 75.63%2026-09-10: 57.31%2026-09-11: 41.23%2026-09-14: 45.27%2026-09-15: 49.86%2026-09-16: 50.20%2026-09-17: 48.01%2026-09-18: 45.60%2026-09-21: 50.45%2026-09-22: 53.48%2026-09-23: 52.84%2026-09-24: 55.06%2026-09-25: 54.57%2026-09-28: 62.88%2026-09-29: 47.46%2026-09-30: 41.16%2026-10-01: 48.96%2026-10-02: 35.32%2026-10-05: 37.71%2026-10-06: 38.11%2026-10-07: 37.64%2026-10-08: 38.85%2026-10-09: 34.60%2026-10-12: 37.92%2026-10-13: 37.67%2026-10-14: 40.28%2026-10-15: 38.70%2026-10-16: 42.15%2026-10-19: 44.61%2026-10-20: 43.30%2026-10-21: 44.40%2026-10-22: 45.77%2026-10-23: 44.96%2026-10-26: 45.42%2026-10-27: 44.00%2026-10-28: 44.93%2026-10-29: 40.68%2026-10-30: 41.34%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
39.92%
39.37%
38.87%
39.46%
34.08%
37.86%
40.48%
39.14%
41.46%
38.99%
40.60%
42.44%
39.75%
41.44%
35.06%
37.89%
40.55%
37.42%
48.01%
38.51%
43.61%
75.63%
57.31%
41.23%
45.27%
49.86%
50.20%
48.01%
45.60%
50.45%
53.48%
52.84%
55.06%
54.57%
62.88%
47.46%
41.16%
48.96%
35.32%
37.71%
38.11%
37.64%
38.85%
34.60%
37.92%
37.67%
40.28%
38.70%
42.15%
44.61%
43.30%
44.40%
45.77%
44.96%
45.42%
44.00%
44.93%
40.68%
41.34%