Celsius Holdings, Inc. (CELH)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 06:34 UTC · Figures derived from the full chain (776 contracts, 15 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±15.7% (range 23.64–32.42) by Nov 20, 2026. ATM straddle: 4.39 @ strike 27.5 · ATM IV: 63.1%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 25.23 | -10% | 68.1% | 31.9% |
| 26.63 | -5% | 57.2% | 42.8% |
| 28.03 | -0% | 46.3% | 53.7% |
| 29.43 | +5% | 36.2% | 63.8% |
| 30.84 | +10% | 27.3% | 72.7% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±5.2% | 46.1% | 9,086 |
| Oct 30, 2026 | 11 | ±8.5% | 53.7% | 6,637 |
| Nov 06, 2026 | 18 | ±13.4% | 69.7% | 9,018 |
| Nov 13, 2026 | 25 | ±14.0% | 63.1% | 1,899 |
| Nov 20, 2026 | 32 | ±15.7% | 63.1% | 12.8K |
| Nov 27, 2026 | 39 | ±16.5% | 60.8% | 538 |
| Dec 18, 2026 | 60 | ±19.0% | 57.4% | 53.3K |
| Jan 15, 2027 | 88 | ±22.4% | 56.4% | 258.0K |
| Mar 19, 2027 | 151 | ±30.0% | 58.3% | 18.6K |
| Apr 16, 2027 | 179 | ±30.2% | 54.1% | 6,195 |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 25 P · 11.9K30 C · 11.4K35 C · 6,57440 C · 5,03832.5 C · 4,131
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 93 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 68.8% of the time.
Past earnings reactions
Avg |reaction| 10.1% · median 5.9% (21 reports). Two-session close-to-close window; definition
About Celsius Holdings, Inc.
Celsius Holdings, Inc. is a global enterprise specializing in the development, production, promotion, and distribution of functional beverages and liquid nutritional supplements. Its extensive reach covers North America, Europe, Asia, and other international markets. The company's diverse product lineup includes CELSIUS Originals, offering both sparkling and still functional energy drinks. For a dietary supplement with an energy boost, they provide CELSIUS HEAT, available in carbonated varieties like apple jack'd, orangesicle, and inferno punch, as well as cherry lime, blueberry pomegranate, strawberry dragon fruit, tangerine grapefruit, and jackfruit. Muscle recovery is addressed with CELSIUS BCCA+ENERGY, a functional energy drink rich in branched-chain amino acids. Consumers seeking on-the-go options can find CELSIUS On-the-Go, which packages the active ingredients of their energy drinks as a powder in individual packets and canisters. Additionally, their CELSIUS Sweetened line features non-carbonated functional energy drinks in flavors such as sparkling grapefruit, cucumber lime, orange pomegranate, pineapple coconut, watermelon berry, and strawberries and cream. Celsius Holding
Consumer Defensive · Beverages - Non-Alcoholic · NASDAQ · Profile: Financial Modeling Prep
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