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Carnival Corporation CCL

CONSUMER CYCLICAL · TRAVEL SERVICES
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Market dataready · fetched 2026-10-15T20:36:57.926Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:34:19.402162422Z

FundamentalsAlpha Vantage · quarter 2026-08-31 · fetched 2026-10-15T20:36:57.359880+00:00

Share price$26.43
1D+1.5%
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$0.74$1.49$2.23$2.97$25.39$25.89$26.38$26.88$27.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $26.43OPTION PRICELive CCL spot · $26.43CCL PRICE$0.07$0.09$0.11$0.13$0.16$0.18$0.23$0.29$0.35$0.40$0.46$0.52$2.76$0.14$0.09$0.12$0.15$0.17$0.20$0.23$0.29$0.57$0.85$1.13$1.15$0.68
PutsExpensive1.79×
CallsExpensive1.20×
SkewBearish+6.96 pp
Implied moveBalanced±$0.46
TiltBalanced0.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.9743.8%2.3%24.88125.0%6.4%
25Δ26.8842.7%2.0%26.0441.7%1.8%
30Δ26.7841.7%1.8%26.1241.4%1.6%
35Δ26.6940.6%1.5%26.2041.1%1.4%
40Δ26.6039.5%1.2%26.2840.7%1.2%
45Δ26.5138.4%1.0%26.3540.4%1.1%
50Δ26.4239.5%0.9%26.4340.1%0.9%
55Δ26.3440.8%0.8%26.5342.0%0.7%
60Δ26.2642.0%0.7%26.7962.2%0.8%
65Δ26.1843.3%0.6%27.0682.4%0.8%
70Δ26.0944.5%0.5%27.32102.5%0.9%
75Δ26.0145.8%0.4%27.3798.5%0.8%
80Δ23.92214.9%0.9%27.0450.0%0.3%

20Δ

Calls
Pseudo strike
26.97
IV
43.8%
B/E move
2.3%
Puts
Pseudo strike
24.88
IV
125.0%
B/E move
6.4%

25Δ

Calls
Pseudo strike
26.88
IV
42.7%
B/E move
2.0%
Puts
Pseudo strike
26.04
IV
41.7%
B/E move
1.8%

30Δ

Calls
Pseudo strike
26.78
IV
41.7%
B/E move
1.8%
Puts
Pseudo strike
26.12
IV
41.4%
B/E move
1.6%

35Δ

Calls
Pseudo strike
26.69
IV
40.6%
B/E move
1.5%
Puts
Pseudo strike
26.20
IV
41.1%
B/E move
1.4%

40Δ

Calls
Pseudo strike
26.60
IV
39.5%
B/E move
1.2%
Puts
Pseudo strike
26.28
IV
40.7%
B/E move
1.2%

45Δ

Calls
Pseudo strike
26.51
IV
38.4%
B/E move
1.0%
Puts
Pseudo strike
26.35
IV
40.4%
B/E move
1.1%

50Δ

Calls
Pseudo strike
26.42
IV
39.5%
B/E move
0.9%
Puts
Pseudo strike
26.43
IV
40.1%
B/E move
0.9%

55Δ

Calls
Pseudo strike
26.34
IV
40.8%
B/E move
0.8%
Puts
Pseudo strike
26.53
IV
42.0%
B/E move
0.7%

60Δ

Calls
Pseudo strike
26.26
IV
42.0%
B/E move
0.7%
Puts
Pseudo strike
26.79
IV
62.2%
B/E move
0.8%

65Δ

Calls
Pseudo strike
26.18
IV
43.3%
B/E move
0.6%
Puts
Pseudo strike
27.06
IV
82.4%
B/E move
0.8%

70Δ

Calls
Pseudo strike
26.09
IV
44.5%
B/E move
0.5%
Puts
Pseudo strike
27.32
IV
102.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
26.01
IV
45.8%
B/E move
0.4%
Puts
Pseudo strike
27.37
IV
98.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
23.92
IV
214.9%
B/E move
0.9%
Puts
Pseudo strike
27.04
IV
50.0%
B/E move
0.3%