Carnival Corporation & plc (CCL) Options History
Historical options analytics archive for CCL with monthly max pain, implied volatility, gamma exposure, and put/call data.
237 months of complete options data available.
CCL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CCL. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 46.4% | 38.4% | $24.00 | $3.5M | -$40.4M | 0.81 |
| 2026-08 | 21 | 40.1% | 22.2% | $28.00 | -$16.0M | $484.3M | 0.93 |
| 2026-07 | 19 | 45.8% | 36.8% | $27.00 | $2.9M | -$38.3M | 1.21 |
| 2026-06 | 18 | 54.8% | 59.9% | $30.00 | $1.1M | -$142.6M | 0.97 |
| 2026-05 | 20 | 54.8% | 59.9% | $30.00 | $11.6M | -$267.5M | 1.11 |
| 2026-04 | 21 | 54.3% | 49.7% | $27.00 | $745.1K | $25.7M | 1.00 |
This archive aggregates CCL's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-09. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how CCL option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-09) shows an average ATM implied volatility near 46.4%, a month-end max-pain strike around $24.00, an average put/call ratio of 0.81.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
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2009
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2008
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2007
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Frequently asked CCL history questions
- How much options history is available for CCL?
- This archive holds 237 months of CCL options analytics, spanning 2007-01 through 2026-09. Each entry is a monthly rollup of CCL's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the CCL archive.
- What data does each monthly CCL aggregate contain?
- Every monthly row summarizes that month of CCL option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-09 recorded an average ATM implied volatility near 46.4%, an average IV rank of 38.4%, a month-end max-pain strike around $24.00, an average put/call ratio of 0.81.
- How is the CCL options-history archive built and how often does it update?
- The archive is derived from CCL's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how CCL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.