Carnival Ltd. Common Shares (CCL)'s 30-day implied volatility (IV30) was 40.8% at the close on October 16, 2026, up from 37.7% the day before, against a 52-week range of 33.2% to 70.0%. Its 20-day historical volatility was 35.7%.

Key numbers

30-day implied volatility (IV30): 40.8%
IV30 52-week range: 33.2% to 70.0% (median 45.3%)
Historical volatility: 20-day 35.7%, 1-year 47.9%
Implied move by the nearest expiration: ±2.1%

Data as of October 16, 2026.

CCL Implied Volatility (IV) vs Historical Volatility (HV)

Name: CCL Implied Volatility
Creator: Market Chameleon