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Royal Caribbean Group RCL

i

Market dataready · fetched 2026-11-06T13:56:10.436Z

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 · 2026-11-06T13:18:57.179950458Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T13:56:09.946000+00:00

Share price$322.71
1D
Price history unavailable.

Royal Caribbean Group options

Live interpolated RCL call and put midpoint premiums by absolute delta.Royal Caribbean Group$1.94$7.70$13.47$19.23$25.00$291.86$307.22$322.59$337.95$353.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RCL spot · $322.71RCL PRICE$2.56$3.28$4.25$5.25$6.49$7.79$9.20$10.72$12.70$14.29$16.78$19.67$23.34$3.06$4.10$5.17$6.42$7.53$8.67$10.08$11.48$13.74$15.19$17.21$19.84$22.73
PutsExpensive1.27×
CallsExpensive1.27×
SkewBearish+0.53 pp
Implied moveBearish±$19.28
TiltBearish3.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ344.5053.1%7.5%302.5258.9%7.2%
25Δ339.5250.9%6.2%306.6459.0%6.2%
30Δ336.2051.8%5.5%310.6058.1%5.4%
35Δ332.8751.8%4.8%314.0858.2%4.7%
40Δ329.9253.1%4.2%317.5856.5%3.9%
45Δ326.8953.7%3.7%320.8054.6%3.3%
50Δ323.8453.9%3.2%323.8553.8%2.8%
55Δ320.8354.1%2.7%326.7852.6%2.3%
60Δ317.6555.6%2.4%330.0854.2%2.0%
65Δ314.6154.2%1.9%332.8851.9%1.6%
70Δ311.0955.5%1.6%335.9851.0%1.2%
75Δ307.2156.8%1.3%339.5250.9%0.9%
80Δ302.6358.5%1.0%343.2750.2%0.7%

20Δ

Calls
Pseudo strike
344.50
IV
53.1%
B/E move
7.5%
Puts
Pseudo strike
302.52
IV
58.9%
B/E move
7.2%

25Δ

Calls
Pseudo strike
339.52
IV
50.9%
B/E move
6.2%
Puts
Pseudo strike
306.64
IV
59.0%
B/E move
6.2%

30Δ

Calls
Pseudo strike
336.20
IV
51.8%
B/E move
5.5%
Puts
Pseudo strike
310.60
IV
58.1%
B/E move
5.4%

35Δ

Calls
Pseudo strike
332.87
IV
51.8%
B/E move
4.8%
Puts
Pseudo strike
314.08
IV
58.2%
B/E move
4.7%

40Δ

Calls
Pseudo strike
329.92
IV
53.1%
B/E move
4.2%
Puts
Pseudo strike
317.58
IV
56.5%
B/E move
3.9%

45Δ

Calls
Pseudo strike
326.89
IV
53.7%
B/E move
3.7%
Puts
Pseudo strike
320.80
IV
54.6%
B/E move
3.3%

50Δ

Calls
Pseudo strike
323.84
IV
53.9%
B/E move
3.2%
Puts
Pseudo strike
323.85
IV
53.8%
B/E move
2.8%

55Δ

Calls
Pseudo strike
320.83
IV
54.1%
B/E move
2.7%
Puts
Pseudo strike
326.78
IV
52.6%
B/E move
2.3%

60Δ

Calls
Pseudo strike
317.65
IV
55.6%
B/E move
2.4%
Puts
Pseudo strike
330.08
IV
54.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
314.61
IV
54.2%
B/E move
1.9%
Puts
Pseudo strike
332.88
IV
51.9%
B/E move
1.6%

70Δ

Calls
Pseudo strike
311.09
IV
55.5%
B/E move
1.6%
Puts
Pseudo strike
335.98
IV
51.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
307.21
IV
56.8%
B/E move
1.3%
Puts
Pseudo strike
339.52
IV
50.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
302.63
IV
58.5%
B/E move
1.0%
Puts
Pseudo strike
343.27
IV
50.2%
B/E move
0.7%

Options history

IV · four-Friday blend40.04%
Daily close
RCL32.5%48.8%65.0%2026-08-10: 40.14%2026-08-11: 38.79%2026-08-12: 38.00%2026-08-13: 36.89%2026-08-14: 36.02%2026-08-17: 39.14%2026-08-18: 39.29%2026-08-19: 38.06%2026-08-20: 39.13%2026-08-21: 35.52%2026-08-24: 37.68%2026-08-25: 37.91%2026-08-26: 38.09%2026-08-27: 38.33%2026-08-28: 34.85%2026-08-31: 37.70%2026-09-01: 38.70%2026-09-02: 38.03%2026-09-03: 37.11%2026-09-04: 34.75%2026-09-08: 40.36%2026-09-09: 40.06%2026-09-10: 41.11%2026-09-11: 37.17%2026-09-14: 39.64%2026-09-15: 41.55%2026-09-16: 40.76%2026-09-17: 40.63%2026-09-18: 36.22%2026-09-21: 39.21%2026-09-22: 48.43%2026-09-23: 47.62%2026-09-24: 46.50%2026-09-25: 43.63%2026-09-28: 50.27%2026-09-29: 47.03%2026-09-30: 46.09%2026-10-01: 44.14%2026-10-02: 43.04%2026-10-05: 44.28%2026-10-06: 43.52%2026-10-07: 44.93%2026-10-08: 45.67%2026-10-09: 42.54%2026-10-12: 46.42%2026-10-13: 47.42%2026-10-14: 49.54%2026-10-15: 47.44%2026-10-16: 53.82%2026-10-19: 54.76%2026-10-20: 53.56%2026-10-21: 55.52%2026-10-22: 60.17%2026-10-23: 58.33%2026-10-26: 62.76%2026-10-27: 48.60%2026-10-28: 46.68%2026-10-29: 43.21%2026-10-30: 40.04%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
40.14%
38.79%
38.00%
36.89%
36.02%
39.14%
39.29%
38.06%
39.13%
35.52%
37.68%
37.91%
38.09%
38.33%
34.85%
37.70%
38.70%
38.03%
37.11%
34.75%
40.36%
40.06%
41.11%
37.17%
39.64%
41.55%
40.76%
40.63%
36.22%
39.21%
48.43%
47.62%
46.50%
43.63%
50.27%
47.03%
46.09%
44.14%
43.04%
44.28%
43.52%
44.93%
45.67%
42.54%
46.42%
47.42%
49.54%
47.44%
53.82%
54.76%
53.56%
55.52%
60.17%
58.33%
62.76%
48.60%
46.68%
43.21%
40.04%