IntraAlpha
Create free account Start free

Norwegian Cruise Line Holdings Ltd NCLH

CONSUMER CYCLICAL · TRAVEL SERVICES
i

Market dataready · fetched 2026-10-16T22:41:38.501Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:30:00.002000924Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:41:38.021557+00:00

Share price$15.05
1D-2.3%
AH$14.93$15.14$15.35$15.57$15.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNCLH
Sold putSold callAH

Norwegian Cruise Line Holdings Ltd options

Live interpolated NCLH call and put midpoint premiums by absolute delta.Norwegian Cruise Line Holdings Ltd$0.02$0.82$1.63$2.43$3.23$13.50$14.30$15.11$15.91$16.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NCLH spot · $15.05NCLH PRICE$0.11$0.14$0.18$0.22$0.28$0.33$0.38$0.45$0.58$0.71$0.96$1.98$3.00$0.29$0.23$0.21$0.26$0.30$0.35$0.43$0.51$0.60$0.69$0.79$0.89$0.99
PutsExpensive1.33×
CallsExpensive1.52×
SkewBullish-5.52 pp
Implied moveBearish±$0.81
TiltBullish17.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.9446.0%6.6%12.59153.3%18.3%
25Δ15.7846.4%5.8%13.7392.2%10.3%
30Δ15.6346.7%5.1%14.5550.7%4.7%
35Δ15.4847.0%4.3%14.6949.6%4.1%
40Δ15.3546.9%3.8%14.8348.4%3.5%
45Δ15.2246.9%3.3%14.9747.3%2.9%
50Δ15.1046.9%2.8%15.1047.7%2.5%
55Δ14.9647.8%2.4%15.2448.6%2.2%
60Δ14.8051.8%2.2%15.3749.6%1.8%
65Δ14.6455.9%2.0%15.5150.3%1.5%
70Δ14.3667.5%1.8%15.6549.1%1.2%
75Δ13.42123.6%2.4%15.8047.9%0.9%
80Δ12.48179.8%2.9%15.9446.7%0.6%

20Δ

Calls
Pseudo strike
15.94
IV
46.0%
B/E move
6.6%
Puts
Pseudo strike
12.59
IV
153.3%
B/E move
18.3%

25Δ

Calls
Pseudo strike
15.78
IV
46.4%
B/E move
5.8%
Puts
Pseudo strike
13.73
IV
92.2%
B/E move
10.3%

30Δ

Calls
Pseudo strike
15.63
IV
46.7%
B/E move
5.1%
Puts
Pseudo strike
14.55
IV
50.7%
B/E move
4.7%

35Δ

Calls
Pseudo strike
15.48
IV
47.0%
B/E move
4.3%
Puts
Pseudo strike
14.69
IV
49.6%
B/E move
4.1%

40Δ

Calls
Pseudo strike
15.35
IV
46.9%
B/E move
3.8%
Puts
Pseudo strike
14.83
IV
48.4%
B/E move
3.5%

45Δ

Calls
Pseudo strike
15.22
IV
46.9%
B/E move
3.3%
Puts
Pseudo strike
14.97
IV
47.3%
B/E move
2.9%

50Δ

Calls
Pseudo strike
15.10
IV
46.9%
B/E move
2.8%
Puts
Pseudo strike
15.10
IV
47.7%
B/E move
2.5%

55Δ

Calls
Pseudo strike
14.96
IV
47.8%
B/E move
2.4%
Puts
Pseudo strike
15.24
IV
48.6%
B/E move
2.2%

60Δ

Calls
Pseudo strike
14.80
IV
51.8%
B/E move
2.2%
Puts
Pseudo strike
15.37
IV
49.6%
B/E move
1.8%

65Δ

Calls
Pseudo strike
14.64
IV
55.9%
B/E move
2.0%
Puts
Pseudo strike
15.51
IV
50.3%
B/E move
1.5%

70Δ

Calls
Pseudo strike
14.36
IV
67.5%
B/E move
1.8%
Puts
Pseudo strike
15.65
IV
49.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
13.42
IV
123.6%
B/E move
2.4%
Puts
Pseudo strike
15.80
IV
47.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
12.48
IV
179.8%
B/E move
2.9%
Puts
Pseudo strike
15.94
IV
46.7%
B/E move
0.6%