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Carnival Corporation Ltd. CCL

CONSUMER CYCLICAL · TRAVEL SERVICES
i

Market dataready · fetched 2026-11-04T02:33:56.873Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T00:57:27.266298521Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-04T02:33:56.376963+00:00

Share price$29.17
1D-4.2%
AH$28.95$29.35$29.74$30.13$30.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCCL
Sold putSold callAH

Carnival Corporation Ltd. options

Live interpolated CCL call and put midpoint premiums by absolute delta.Carnival Corporation Ltd.$0.10$0.50$0.90$1.31$1.71$27.42$28.25$29.08$29.91$30.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CCL spot · $29.17CCL PRICE$0.14$0.19$0.24$0.30$0.35$0.43$0.50$0.58$0.68$0.79$0.91$1.10$1.31$0.17$0.23$0.30$0.37$0.45$0.53$0.63$0.72$0.82$0.93$1.05$1.30$1.59
PutsExpensive1.60×
CallsExpensive1.24×
SkewBearish+7.52 pp
Implied moveBearish±$1.13
TiltBearish9.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.2646.7%4.2%28.0155.3%4.6%
25Δ30.0848.1%3.8%28.2256.2%4.1%
30Δ29.9048.5%3.3%28.4357.2%3.6%
35Δ29.7248.3%2.9%28.6357.5%3.1%
40Δ29.5348.1%2.5%28.8357.5%2.7%
45Δ29.3748.0%2.1%29.0357.5%2.3%
50Δ29.2148.0%1.9%29.2256.8%2.0%
55Δ29.0548.0%1.6%29.4056.1%1.7%
60Δ28.8848.4%1.3%29.5955.2%1.4%
65Δ28.7048.9%1.1%29.7854.3%1.1%
70Δ28.5349.4%0.9%29.9653.3%0.9%
75Δ28.2951.4%0.7%30.2656.3%0.7%
80Δ28.0453.7%0.6%30.6060.0%0.6%

20Δ

Calls
Pseudo strike
30.26
IV
46.7%
B/E move
4.2%
Puts
Pseudo strike
28.01
IV
55.3%
B/E move
4.6%

25Δ

Calls
Pseudo strike
30.08
IV
48.1%
B/E move
3.8%
Puts
Pseudo strike
28.22
IV
56.2%
B/E move
4.1%

30Δ

Calls
Pseudo strike
29.90
IV
48.5%
B/E move
3.3%
Puts
Pseudo strike
28.43
IV
57.2%
B/E move
3.6%

35Δ

Calls
Pseudo strike
29.72
IV
48.3%
B/E move
2.9%
Puts
Pseudo strike
28.63
IV
57.5%
B/E move
3.1%

40Δ

Calls
Pseudo strike
29.53
IV
48.1%
B/E move
2.5%
Puts
Pseudo strike
28.83
IV
57.5%
B/E move
2.7%

45Δ

Calls
Pseudo strike
29.37
IV
48.0%
B/E move
2.1%
Puts
Pseudo strike
29.03
IV
57.5%
B/E move
2.3%

50Δ

Calls
Pseudo strike
29.21
IV
48.0%
B/E move
1.9%
Puts
Pseudo strike
29.22
IV
56.8%
B/E move
2.0%

55Δ

Calls
Pseudo strike
29.05
IV
48.0%
B/E move
1.6%
Puts
Pseudo strike
29.40
IV
56.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
28.88
IV
48.4%
B/E move
1.3%
Puts
Pseudo strike
29.59
IV
55.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
28.70
IV
48.9%
B/E move
1.1%
Puts
Pseudo strike
29.78
IV
54.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
28.53
IV
49.4%
B/E move
0.9%
Puts
Pseudo strike
29.96
IV
53.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
28.29
IV
51.4%
B/E move
0.7%
Puts
Pseudo strike
30.26
IV
56.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
28.04
IV
53.7%
B/E move
0.6%
Puts
Pseudo strike
30.60
IV
60.0%
B/E move
0.6%

Options history

IV · four-Friday blend41.34%
Daily close
CCL30.8%54.9%78.9%2026-08-05: 45.17%2026-08-06: 43.09%2026-08-07: 38.45%2026-08-10: 39.92%2026-08-11: 39.37%2026-08-12: 38.87%2026-08-13: 39.46%2026-08-14: 34.08%2026-08-17: 37.86%2026-08-18: 40.48%2026-08-19: 39.14%2026-08-20: 41.46%2026-08-21: 38.99%2026-08-24: 40.60%2026-08-25: 42.44%2026-08-26: 39.75%2026-08-27: 41.44%2026-08-28: 35.06%2026-08-31: 37.89%2026-09-01: 40.55%2026-09-02: 37.42%2026-09-03: 48.01%2026-09-04: 38.51%2026-09-08: 43.61%2026-09-09: 75.63%2026-09-10: 57.31%2026-09-11: 41.23%2026-09-14: 45.27%2026-09-15: 49.86%2026-09-16: 50.20%2026-09-17: 48.01%2026-09-18: 45.60%2026-09-21: 50.45%2026-09-22: 53.48%2026-09-23: 52.84%2026-09-24: 55.06%2026-09-25: 54.57%2026-09-28: 62.88%2026-09-29: 47.46%2026-09-30: 41.16%2026-10-01: 48.96%2026-10-02: 35.32%2026-10-05: 37.71%2026-10-06: 38.11%2026-10-07: 37.64%2026-10-08: 38.85%2026-10-09: 34.60%2026-10-12: 37.92%2026-10-13: 37.67%2026-10-14: 40.28%2026-10-15: 38.70%2026-10-16: 42.15%2026-10-19: 44.61%2026-10-20: 43.30%2026-10-21: 44.40%2026-10-22: 45.77%2026-10-23: 44.96%2026-10-26: 45.42%2026-10-27: 44.00%2026-10-28: 44.93%2026-10-29: 40.68%2026-10-30: 41.34%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
45.17%
43.09%
38.45%
39.92%
39.37%
38.87%
39.46%
34.08%
37.86%
40.48%
39.14%
41.46%
38.99%
40.60%
42.44%
39.75%
41.44%
35.06%
37.89%
40.55%
37.42%
48.01%
38.51%
43.61%
75.63%
57.31%
41.23%
45.27%
49.86%
50.20%
48.01%
45.60%
50.45%
53.48%
52.84%
55.06%
54.57%
62.88%
47.46%
41.16%
48.96%
35.32%
37.71%
38.11%
37.64%
38.85%
34.60%
37.92%
37.67%
40.28%
38.70%
42.15%
44.61%
43.30%
44.40%
45.77%
44.96%
45.42%
44.00%
44.93%
40.68%
41.34%