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Royal Caribbean Cruises Ltd RCL

CONSUMER CYCLICAL · TRAVEL SERVICES
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Market dataready · fetched 2026-10-16T00:15:46.572Z

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

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:15:45.783427+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$2.94$14.12$25.29$36.47$47.64$210.25$242.59$274.93$307.27$339.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RCL spot · $280.06RCL PRICE$4.15$5.58$7.14$8.78$10.91$13.04$14.99$17.17$20.22$23.38$26.79$30.79$35.44$5.01$6.84$8.65$10.45$12.69$15.08$17.64$20.25$24.01$28.08$32.60$37.87$44.42
PutsCheap0.88×
CallsCheap0.87×
SkewNeutral-0.23 pp
Implied moveBearish±$32.64
TiltBearish9.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ319.9945.2%15.7%250.8547.2%12.2%
25Δ312.8445.4%13.7%256.8447.8%10.7%
30Δ306.3445.6%11.9%262.7447.5%9.3%
35Δ300.2645.8%10.3%268.5546.4%7.8%
40Δ294.9846.8%9.2%273.8546.1%6.7%
45Δ289.7447.7%8.1%278.9846.1%5.8%
50Δ284.3246.6%6.9%284.0245.6%4.9%
55Δ278.9445.8%5.7%289.0444.9%4.0%
60Δ273.7246.7%5.0%294.6545.4%3.4%
65Δ268.4247.3%4.2%300.4546.1%2.7%
70Δ262.9247.2%3.4%306.6446.0%2.1%
75Δ257.0147.3%2.8%313.4846.1%1.6%
80Δ250.6447.6%2.1%321.4546.5%1.1%

20Δ

Calls
Pseudo strike
319.99
IV
45.2%
B/E move
15.7%
Puts
Pseudo strike
250.85
IV
47.2%
B/E move
12.2%

25Δ

Calls
Pseudo strike
312.84
IV
45.4%
B/E move
13.7%
Puts
Pseudo strike
256.84
IV
47.8%
B/E move
10.7%

30Δ

Calls
Pseudo strike
306.34
IV
45.6%
B/E move
11.9%
Puts
Pseudo strike
262.74
IV
47.5%
B/E move
9.3%

35Δ

Calls
Pseudo strike
300.26
IV
45.8%
B/E move
10.3%
Puts
Pseudo strike
268.55
IV
46.4%
B/E move
7.8%

40Δ

Calls
Pseudo strike
294.98
IV
46.8%
B/E move
9.2%
Puts
Pseudo strike
273.85
IV
46.1%
B/E move
6.7%

45Δ

Calls
Pseudo strike
289.74
IV
47.7%
B/E move
8.1%
Puts
Pseudo strike
278.98
IV
46.1%
B/E move
5.8%

50Δ

Calls
Pseudo strike
284.32
IV
46.6%
B/E move
6.9%
Puts
Pseudo strike
284.02
IV
45.6%
B/E move
4.9%

55Δ

Calls
Pseudo strike
278.94
IV
45.8%
B/E move
5.7%
Puts
Pseudo strike
289.04
IV
44.9%
B/E move
4.0%

60Δ

Calls
Pseudo strike
273.72
IV
46.7%
B/E move
5.0%
Puts
Pseudo strike
294.65
IV
45.4%
B/E move
3.4%

65Δ

Calls
Pseudo strike
268.42
IV
47.3%
B/E move
4.2%
Puts
Pseudo strike
300.45
IV
46.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
262.92
IV
47.2%
B/E move
3.4%
Puts
Pseudo strike
306.64
IV
46.0%
B/E move
2.1%

75Δ

Calls
Pseudo strike
257.01
IV
47.3%
B/E move
2.8%
Puts
Pseudo strike
313.48
IV
46.1%
B/E move
1.6%

80Δ

Calls
Pseudo strike
250.64
IV
47.6%
B/E move
2.1%
Puts
Pseudo strike
321.45
IV
46.5%
B/E move
1.1%