NCLH Volatility Skew

The Implied Volatility Skew Chart offers a visual representation of the implied volatility (IV). The chart displays the strikes on the x-axis and the IV on the y-axis, making it easy to see the level of volatility for each option.

Implied volatility is a measure of the expected volatility of a security's price. Volatility skew refers to the difference in implied volatility between different options for the same security. Understanding the volatility skew can be helpful for option traders, as it provides insight into the market's expectations for the security's future price movements.

You can filter the chart by calls or puts and can click on a point on the chart to navigate to the option's page.

Sources:

"What Is Volatility Skew in Trading? Reverse and Forward Skews". Investopedia. https://www.investopedia.com/terms/v/volatility-skew.asp.

Implied Volatility Stats

NCLH Volatility Skew FAQ

What is volatility skew?

Volatility skew is the difference in implied volatility between options at different strike prices. A steeper skew means traders are paying more for options on one side, usually downside puts used as protection.

What is NCLH's one-year implied volatility range?

Over the past year, Norwegian Cruise Line 30-day implied volatility ranged from 35.4% on Dec 22, 2025 to 72.8% on Mar 30, 2026.

How has NCLH implied volatility changed recently?

Norwegian Cruise Line 30-day implied volatility went from 54.2% on Oct 7, 2026 to 45.8% on Nov 4, 2026. See the NCLH implied volatility history for a longer view.

What is Norwegian Cruise Line Holdings Ltd?

Norwegian Cruise Line is the world's third-largest publicly traded cruise company by berths (around 72,000, excluding two ships under long-term charters to third parties).