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Royal Caribbean Cruises Ltd RCL

CONSUMER CYCLICAL · TRAVEL SERVICES
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Market dataready · fetched 2026-10-16T01:00:33.420Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:34:26.038414623Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:00:32.994762+00:00

Share price$280.06
1D+1.6%
AH$273$275$277$280$2825:30 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$0.56$2.27$3.98$5.69$7.40$267.36$274.19$281.02$287.85$294.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RCL spot · $280.06RCL PRICE$0.74$0.98$1.25$1.52$1.87$2.25$2.62$3.08$3.55$4.02$4.88$5.82$6.83$0.97$1.34$1.63$1.83$2.14$2.46$2.82$3.27$3.72$4.24$4.91$5.58$6.91
PutsExpensive1.19×
CallsCheap0.50×
SkewBearish+3.87 pp
Implied moveBearish±$5.44
TiltBearish3.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ285.9245.4%2.4%273.6453.9%2.6%
25Δ284.7045.1%2.0%274.5458.2%2.4%
30Δ283.7044.8%1.7%275.7357.7%2.1%
35Δ282.7144.4%1.5%277.2052.5%1.7%
40Δ281.8444.6%1.3%278.2750.2%1.4%
45Δ281.0045.0%1.1%279.2348.6%1.2%
50Δ280.1745.3%1.0%280.1747.2%1.0%
55Δ279.3345.2%0.8%281.0346.6%0.8%
60Δ278.4945.0%0.7%281.8946.0%0.7%
65Δ277.6444.8%0.6%282.7745.5%0.5%
70Δ276.5346.6%0.5%283.7345.3%0.4%
75Δ275.3548.8%0.4%284.6945.0%0.3%
80Δ274.0949.2%0.3%286.2347.7%0.3%

20Δ

Calls
Pseudo strike
285.92
IV
45.4%
B/E move
2.4%
Puts
Pseudo strike
273.64
IV
53.9%
B/E move
2.6%

25Δ

Calls
Pseudo strike
284.70
IV
45.1%
B/E move
2.0%
Puts
Pseudo strike
274.54
IV
58.2%
B/E move
2.4%

30Δ

Calls
Pseudo strike
283.70
IV
44.8%
B/E move
1.7%
Puts
Pseudo strike
275.73
IV
57.7%
B/E move
2.1%

35Δ

Calls
Pseudo strike
282.71
IV
44.4%
B/E move
1.5%
Puts
Pseudo strike
277.20
IV
52.5%
B/E move
1.7%

40Δ

Calls
Pseudo strike
281.84
IV
44.6%
B/E move
1.3%
Puts
Pseudo strike
278.27
IV
50.2%
B/E move
1.4%

45Δ

Calls
Pseudo strike
281.00
IV
45.0%
B/E move
1.1%
Puts
Pseudo strike
279.23
IV
48.6%
B/E move
1.2%

50Δ

Calls
Pseudo strike
280.17
IV
45.3%
B/E move
1.0%
Puts
Pseudo strike
280.17
IV
47.2%
B/E move
1.0%

55Δ

Calls
Pseudo strike
279.33
IV
45.2%
B/E move
0.8%
Puts
Pseudo strike
281.03
IV
46.6%
B/E move
0.8%

60Δ

Calls
Pseudo strike
278.49
IV
45.0%
B/E move
0.7%
Puts
Pseudo strike
281.89
IV
46.0%
B/E move
0.7%

65Δ

Calls
Pseudo strike
277.64
IV
44.8%
B/E move
0.6%
Puts
Pseudo strike
282.77
IV
45.5%
B/E move
0.5%

70Δ

Calls
Pseudo strike
276.53
IV
46.6%
B/E move
0.5%
Puts
Pseudo strike
283.73
IV
45.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
275.35
IV
48.8%
B/E move
0.4%
Puts
Pseudo strike
284.69
IV
45.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
274.09
IV
49.2%
B/E move
0.3%
Puts
Pseudo strike
286.23
IV
47.7%
B/E move
0.3%