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Norwegian Cruise Line Holdings Ltd NCLH

CONSUMER CYCLICAL · TRAVEL SERVICES
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Market dataready · fetched 2026-10-16T01:01:03.374Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:49:37.744000891Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:01:03.007071+00:00

Share price$15.38
1D+3.7%
AH$14.66$14.88$15.10$15.32$15.555:30 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$0.00$1.10$2.20$3.30$4.40$14.03$14.56$15.08$15.61$16.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NCLH spot · $15.38NCLH PRICE$0.05$0.06$0.08$0.09$0.11$0.15$0.18$0.22$0.25$0.28$0.32$0.35$0.39$0.13$0.09$0.11$0.13$0.14$0.16$0.18$0.20$0.22$1.23$2.55$3.87$4.07
PutsExpensive3.29×
CallsCheap0.63×
SkewBearish+111.99 pp
Implied moveBalanced±$0.36
TiltBearish67.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.8050.5%3.1%14.19185.9%8.6%
25Δ15.7249.6%2.6%15.0171.1%3.0%
30Δ15.6448.7%2.2%15.0868.1%2.7%
35Δ15.5547.7%1.7%15.1465.1%2.4%
40Δ15.4847.2%1.4%15.2162.1%2.0%
45Δ15.4347.4%1.3%15.2859.0%1.7%
50Δ15.3747.6%1.1%15.3556.0%1.4%
55Δ15.3247.7%1.0%15.4253.0%1.1%
60Δ15.2647.9%0.9%15.4850.0%0.8%
65Δ15.2148.1%0.7%16.44161.8%1.1%
70Δ15.1548.3%0.6%17.67309.6%1.7%
75Δ15.1048.5%0.5%18.90457.3%2.3%
80Δ15.0448.7%0.3%19.11484.8%2.3%

20Δ

Calls
Pseudo strike
15.80
IV
50.5%
B/E move
3.1%
Puts
Pseudo strike
14.19
IV
185.9%
B/E move
8.6%

25Δ

Calls
Pseudo strike
15.72
IV
49.6%
B/E move
2.6%
Puts
Pseudo strike
15.01
IV
71.1%
B/E move
3.0%

30Δ

Calls
Pseudo strike
15.64
IV
48.7%
B/E move
2.2%
Puts
Pseudo strike
15.08
IV
68.1%
B/E move
2.7%

35Δ

Calls
Pseudo strike
15.55
IV
47.7%
B/E move
1.7%
Puts
Pseudo strike
15.14
IV
65.1%
B/E move
2.4%

40Δ

Calls
Pseudo strike
15.48
IV
47.2%
B/E move
1.4%
Puts
Pseudo strike
15.21
IV
62.1%
B/E move
2.0%

45Δ

Calls
Pseudo strike
15.43
IV
47.4%
B/E move
1.3%
Puts
Pseudo strike
15.28
IV
59.0%
B/E move
1.7%

50Δ

Calls
Pseudo strike
15.37
IV
47.6%
B/E move
1.1%
Puts
Pseudo strike
15.35
IV
56.0%
B/E move
1.4%

55Δ

Calls
Pseudo strike
15.32
IV
47.7%
B/E move
1.0%
Puts
Pseudo strike
15.42
IV
53.0%
B/E move
1.1%

60Δ

Calls
Pseudo strike
15.26
IV
47.9%
B/E move
0.9%
Puts
Pseudo strike
15.48
IV
50.0%
B/E move
0.8%

65Δ

Calls
Pseudo strike
15.21
IV
48.1%
B/E move
0.7%
Puts
Pseudo strike
16.44
IV
161.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
15.15
IV
48.3%
B/E move
0.6%
Puts
Pseudo strike
17.67
IV
309.6%
B/E move
1.7%

75Δ

Calls
Pseudo strike
15.10
IV
48.5%
B/E move
0.5%
Puts
Pseudo strike
18.90
IV
457.3%
B/E move
2.3%

80Δ

Calls
Pseudo strike
15.04
IV
48.7%
B/E move
0.3%
Puts
Pseudo strike
19.11
IV
484.8%
B/E move
2.3%