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Royal Caribbean Cruises Ltd RCL

CONSUMER CYCLICAL · TRAVEL SERVICES
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Market dataready · fetched 2026-10-16T21:47:44.095Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T20:23:53.062624293Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:47:43.503594+00:00

Share price$277.05
1D-1.5%
AH$276$279$281$284$2875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRCL
Sold putSold callAH

Royal Caribbean Cruises Ltd options

Live interpolated RCL call and put midpoint premiums by absolute delta.Royal Caribbean Cruises Ltd$1.51$5.66$9.80$13.94$18.09$256.73$267.28$277.82$288.37$298.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RCL spot · $277.05RCL PRICE$1.96$2.44$3.30$3.83$4.85$5.62$6.66$8.13$9.54$10.96$12.75$14.67$16.89$2.08$2.82$3.25$4.01$4.94$5.87$6.96$7.85$9.01$10.03$11.42$13.33$14.68
PutsExpensive1.09×
CallsExpensive1.11×
SkewBullish-4.08 pp
Implied moveBearish±$13.62
TiltBullish2.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ293.4846.9%6.6%262.9746.7%5.8%
25Δ289.0442.9%5.2%265.8247.4%5.1%
30Δ287.4446.8%4.9%269.1343.2%4.0%
35Δ284.2343.4%4.0%271.5542.5%3.4%
40Δ282.3446.0%3.7%273.5343.5%3.1%
45Δ279.9644.8%3.1%275.6843.3%2.6%
50Δ277.7945.2%2.7%277.7543.8%2.3%
55Δ275.5447.4%2.4%279.7842.3%1.8%
60Δ273.2048.2%2.1%281.8341.8%1.5%
65Δ270.8148.1%1.7%283.7240.4%1.2%
70Δ268.1948.8%1.4%285.8639.8%0.9%
75Δ265.4848.9%1.1%288.3340.3%0.7%
80Δ262.5148.8%0.9%290.3438.3%0.5%

20Δ

Calls
Pseudo strike
293.48
IV
46.9%
B/E move
6.6%
Puts
Pseudo strike
262.97
IV
46.7%
B/E move
5.8%

25Δ

Calls
Pseudo strike
289.04
IV
42.9%
B/E move
5.2%
Puts
Pseudo strike
265.82
IV
47.4%
B/E move
5.1%

30Δ

Calls
Pseudo strike
287.44
IV
46.8%
B/E move
4.9%
Puts
Pseudo strike
269.13
IV
43.2%
B/E move
4.0%

35Δ

Calls
Pseudo strike
284.23
IV
43.4%
B/E move
4.0%
Puts
Pseudo strike
271.55
IV
42.5%
B/E move
3.4%

40Δ

Calls
Pseudo strike
282.34
IV
46.0%
B/E move
3.7%
Puts
Pseudo strike
273.53
IV
43.5%
B/E move
3.1%

45Δ

Calls
Pseudo strike
279.96
IV
44.8%
B/E move
3.1%
Puts
Pseudo strike
275.68
IV
43.3%
B/E move
2.6%

50Δ

Calls
Pseudo strike
277.79
IV
45.2%
B/E move
2.7%
Puts
Pseudo strike
277.75
IV
43.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
275.54
IV
47.4%
B/E move
2.4%
Puts
Pseudo strike
279.78
IV
42.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
273.20
IV
48.2%
B/E move
2.1%
Puts
Pseudo strike
281.83
IV
41.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
270.81
IV
48.1%
B/E move
1.7%
Puts
Pseudo strike
283.72
IV
40.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
268.19
IV
48.8%
B/E move
1.4%
Puts
Pseudo strike
285.86
IV
39.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
265.48
IV
48.9%
B/E move
1.1%
Puts
Pseudo strike
288.33
IV
40.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
262.51
IV
48.8%
B/E move
0.9%
Puts
Pseudo strike
290.34
IV
38.3%
B/E move
0.5%