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Norwegian Cruise Line Holdings Ltd NCLH

CONSUMER CYCLICAL · TRAVEL SERVICES
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Market dataready · fetched 2026-10-16T00:17:21.289Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:18.148945+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$0.16$1.30$2.44$3.58$4.72$12.09$13.74$15.39$17.03$18.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NCLH spot · $15.38NCLH PRICE$0.28$0.37$0.46$0.55$0.65$0.77$0.94$1.12$1.30$1.49$1.69$1.88$2.00$0.33$0.43$0.53$0.62$0.72$0.92$1.12$1.32$1.64$1.95$2.30$2.67$4.39
PutsExpensive1.13×
CallsFair0.97×
SkewBearish+1.50 pp
Implied moveBearish±$2.07
TiltBearish16.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.1955.8%20.1%13.5055.6%14.4%
25Δ17.6755.6%17.3%13.9554.8%12.1%
30Δ17.1454.1%14.4%14.3252.4%10.3%
35Δ16.7252.8%12.3%14.6849.8%8.6%
40Δ16.3351.7%10.4%15.0447.7%6.9%
45Δ15.9551.0%8.7%15.3549.3%6.2%
50Δ15.6352.6%7.8%15.6751.0%5.4%
55Δ15.3254.3%6.9%15.9852.6%4.7%
60Δ15.0056.0%5.9%16.4054.5%4.0%
65Δ14.6555.3%5.0%16.8156.4%3.4%
70Δ14.3154.7%4.0%17.2657.2%2.7%
75Δ13.9853.6%3.1%17.7457.2%2.0%
80Δ13.7648.0%2.4%19.4876.5%1.9%

20Δ

Calls
Pseudo strike
18.19
IV
55.8%
B/E move
20.1%
Puts
Pseudo strike
13.50
IV
55.6%
B/E move
14.4%

25Δ

Calls
Pseudo strike
17.67
IV
55.6%
B/E move
17.3%
Puts
Pseudo strike
13.95
IV
54.8%
B/E move
12.1%

30Δ

Calls
Pseudo strike
17.14
IV
54.1%
B/E move
14.4%
Puts
Pseudo strike
14.32
IV
52.4%
B/E move
10.3%

35Δ

Calls
Pseudo strike
16.72
IV
52.8%
B/E move
12.3%
Puts
Pseudo strike
14.68
IV
49.8%
B/E move
8.6%

40Δ

Calls
Pseudo strike
16.33
IV
51.7%
B/E move
10.4%
Puts
Pseudo strike
15.04
IV
47.7%
B/E move
6.9%

45Δ

Calls
Pseudo strike
15.95
IV
51.0%
B/E move
8.7%
Puts
Pseudo strike
15.35
IV
49.3%
B/E move
6.2%

50Δ

Calls
Pseudo strike
15.63
IV
52.6%
B/E move
7.8%
Puts
Pseudo strike
15.67
IV
51.0%
B/E move
5.4%

55Δ

Calls
Pseudo strike
15.32
IV
54.3%
B/E move
6.9%
Puts
Pseudo strike
15.98
IV
52.6%
B/E move
4.7%

60Δ

Calls
Pseudo strike
15.00
IV
56.0%
B/E move
5.9%
Puts
Pseudo strike
16.40
IV
54.5%
B/E move
4.0%

65Δ

Calls
Pseudo strike
14.65
IV
55.3%
B/E move
5.0%
Puts
Pseudo strike
16.81
IV
56.4%
B/E move
3.4%

70Δ

Calls
Pseudo strike
14.31
IV
54.7%
B/E move
4.0%
Puts
Pseudo strike
17.26
IV
57.2%
B/E move
2.7%

75Δ

Calls
Pseudo strike
13.98
IV
53.6%
B/E move
3.1%
Puts
Pseudo strike
17.74
IV
57.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
13.76
IV
48.0%
B/E move
2.4%
Puts
Pseudo strike
19.48
IV
76.5%
B/E move
1.9%