CELH catena di opzioni Celsius Holdings, Inc.
Cboe delayed options data · aggiornato al 00:33 UTC
Ogni riga corrisponde a uno strike. La metà sinistra è la call, la metà destra è la put. Bid/ask sono le quotazioni attuali di acquirenti e venditori; il volume indica i contratti scambiati in questa sessione; l'open interest indica i contratti aperti. La riga evidenziata è quella più vicina al prezzo del titolo.
Questa scadenza prezza una mossa di circa ±9.0% (28.32–33.95) · ATM IV 54.0% · P/C open interest 0.48
| CALL | Strike | PUT | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Chiedi | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Chiedi | Vol | OI | IV | Δ | Γ | Θ | |
| 13.30 | 14.30 | 9 | 158.5% | 1.00 | 0.0013 | 0.000 | 17.5 | 0 | 0.0100 | 931 | 102.1% | -0.00 | 0.0013 | -0.002 | ||
| 10.85 | 11.70 | 244 | 120.0% | 0.99 | 0.0029 | -0.001 | 20 | 0 | 0.2000 | 6 | 1,164 | 121.0% | -0.01 | 0.0029 | -0.003 | |
| 8.35 | 9.20 | 761 | 91.4% | 0.99 | 0.0073 | -0.004 | 22.5 | 0.0100 | 0.0600 | 3 | 2,694 | 77.6% | -0.01 | 0.0073 | -0.005 | |
| 7.15 | 8.85 | 0.98 | 0.0089 | -0.005 | 23 | 0.0100 | 0.1100 | 1 | 5 | 79.9% | -0.02 | 0.0090 | -0.005 | |||
| 6.20 | 7.90 | 0.98 | 0.0134 | -0.006 | 24 | 0 | 0.3400 | 87.4% | -0.02 | 0.0135 | -0.007 | |||||
| 5.90 | 6.90 | 10 | 617 | 80.8% | 0.96 | 0.0204 | -0.009 | 25 | 0.0300 | 0.0800 | 9 | 6,782 | 60.1% | -0.04 | 0.0204 | -0.010 |
| 4.40 | 5.90 | 0.94 | 0.0310 | -0.013 | 26 | 0 | 0.1700 | 1 | 102 | 55.8% | -0.06 | 0.0312 | -0.013 | |||
| 3.50 | 4.60 | 1 | 0.91 | 0.0469 | -0.018 | 27 | 0.0400 | 0.3000 | 147 | 55.3% | -0.09 | 0.0471 | -0.018 | |||
| 3.65 | 4.45 | 32 | 2,016 | 63.4% | 0.88 | 0.0569 | -0.021 | 27.5 | 0.1600 | 0.2800 | 14 | 5,721 | 54.0% | -0.12 | 0.0572 | -0.022 |
| 2.88 | 4.10 | 53.5% | 0.85 | 0.0679 | -0.025 | 28 | 0.2600 | 0.3300 | 7 | 126 | 53.5% | -0.15 | 0.0682 | -0.025 | ||
| 2.74 | 3.55 | 3 | 56.4% | 0.81 | 0.0790 | -0.029 | 28.5 | 0.3400 | 0.4300 | 9 | 55 | 52.9% | -0.19 | 0.0794 | -0.029 | |
| 2.54 | 2.80 | 3 | 51.1% | 0.76 | 0.0894 | -0.033 | 29 | 0.4300 | 0.5500 | 7 | 69 | 51.9% | -0.24 | 0.0899 | -0.034 | |
| 2.21 | 2.50 | 2 | 52.8% | 0.71 | 0.0984 | -0.037 | 29.5 | 0.6400 | 0.7000 | 14 | 33 | 53.3% | -0.29 | 0.0989 | -0.037 | |
| 1.98 | 2.11 | 912 | 3,308 | 53.3% | 0.66 | 0.1054 | -0.040 | 30 | 0.8200 | 0.8900 | 511 | 4,010 | 53.6% | -0.34 | 0.1060 | -0.040 |
| 1.71 | 1.79 | 1 | 2 | 53.2% | 0.60 | 0.1101 | -0.042 | 30.5 | 1.01 | 1.10 | 202 | 25 | 53.3% | -0.40 | 0.1108 | -0.043 |
| 1.48 | 1.52 | 61 | 23 | 53.8% | 0.55 | 0.1126 | -0.044 | 31 | 1.29 | 1.34 | 70 | 220 | 54.3% | -0.46 | 0.1134 | -0.044 |
| 1.21 | 1.29 | 106 | 84 | 53.2% | 0.49 | 0.1130 | -0.044 | 31.5 | 1.43 | 1.61 | 110 | 49 | 52.0% | -0.51 | 0.1139 | -0.044 |
| 1.04 | 1.09 | 103 | 122 | 54.1% | 0.43 | 0.1114 | -0.044 | 32 | 1.82 | 1.90 | 131 | 784 | 53.8% | -0.57 | 0.1123 | -0.044 |
| 0.8300 | 0.9100 | 127 | 6,514 | 53.6% | 0.38 | 0.1079 | -0.042 | 32.5 | 2.09 | 2.23 | 48 | 1,382 | 53.0% | -0.62 | 0.1089 | -0.043 |
| 0.6600 | 0.7600 | 35 | 174 | 53.5% | 0.33 | 0.1027 | -0.040 | 33 | 2.46 | 2.60 | 471 | 54.1% | -0.67 | 0.1038 | -0.040 | |
| 0.5000 | 0.6200 | 157 | 212 | 52.7% | 0.29 | 0.0961 | -0.037 | 33.5 | 2.82 | 2.97 | 3 | 145 | 54.0% | -0.72 | 0.0972 | -0.038 |
| 0.4000 | 0.5000 | 200 | 194 | 52.8% | 0.24 | 0.0884 | -0.035 | 34 | 3.10 | 3.70 | 137 | 59.7% | -0.76 | 0.0895 | -0.035 | |
| 0.3300 | 0.4200 | 6 | 376 | 53.7% | 0.21 | 0.0801 | -0.031 | 34.5 | 3.20 | 4.10 | 2 | 154 | 51.8% | -0.80 | 0.0812 | -0.031 |
| 0.2900 | 0.3500 | 435 | 5,514 | 55.1% | 0.17 | 0.0717 | -0.028 | 35 | 3.85 | 4.55 | 2 | 2,288 | 59.2% | -0.83 | 0.0727 | -0.028 |
| 0.1700 | 0.3400 | 2 | 86 | 55.2% | 0.15 | 0.0635 | -0.025 | 35.5 | 4.05 | 5.10 | 238 | 55.7% | -0.86 | 0.0645 | -0.025 | |
| 0.1600 | 0.2800 | 7 | 745 | 56.6% | 0.12 | 0.0558 | -0.023 | 36 | 4.45 | 5.90 | 294 | 66.3% | -0.88 | 0.0569 | -0.022 | |
| 0.0500 | 0.3200 | 1 | 26 | 57.6% | 0.10 | 0.0488 | -0.020 | 36.5 | 4.85 | 6.50 | 50 | 70.4% | -0.90 | 0.0501 | -0.020 | |
| 0 | 0.2000 | 50 | 1,073 | 52.9% | 0.09 | 0.0426 | -0.018 | 37 | 5.50 | 6.30 | 49.8% | -0.92 | 0.0441 | -0.018 | ||
| 0.0900 | 0.1400 | 66 | 2,835 | 57.7% | 0.08 | 0.0372 | -0.016 | 37.5 | 6.00 | 7.00 | 746 | 64.6% | -0.93 | 0.0390 | -0.016 | |
| 0.0500 | 0.1300 | 31 | 355 | 57.8% | 0.07 | 0.0326 | -0.015 | 38 | 6.35 | 7.95 | 80.2% | -0.94 | 0.0346 | -0.015 | ||
| 0 | 0.1100 | 3 | 51 | 55.3% | 0.06 | 0.0286 | -0.013 | 38.5 | 6.80 | 8.40 | 80.0% | -0.95 | 0.0310 | -0.014 | ||
| 0 | 0.0900 | 40 | 56.1% | 0.05 | 0.0253 | -0.012 | 39 | 7.20 | 8.30 | 1 | -0.96 | 0.0281 | -0.013 | |||
| 0.0400 | 0.0700 | 23 | 6,085 | 63.3% | 0.04 | 0.0200 | -0.010 | 40 | 8.45 | 9.25 | 3 | 176 | -0.97 | 0.0228 | -0.011 | |
| 0.0100 | 0.1000 | 7 | 55 | 68.4% | 0.03 | 0.0161 | -0.009 | 41 | 9.25 | 10.90 | 94.1% | -0.98 | 0.0190 | -0.010 | ||
| 0.0100 | 0.1000 | 66 | 73.2% | 0.03 | 0.0132 | -0.008 | 42 | 10.05 | 11.90 | 89.4% | -0.98 | 0.0157 | -0.009 | |||
| 0 | 0.0400 | 4 | 803 | 65.2% | 0.02 | 0.0120 | -0.008 | 42.5 | 10.50 | 12.40 | 64 | 88.7% | -0.99 | 0.0138 | -0.008 | |
| 0.0100 | 0.1000 | 1 | 56 | 77.9% | 0.02 | 0.0110 | -0.007 | 43 | 11.00 | 12.90 | 91.4% | -0.99 | 0.0122 | -0.007 | ||
| 0.0100 | 0.1100 | 1 | 1 | 83.6% | 0.02 | 0.0093 | -0.007 | 44 | 12.00 | 13.90 | 96.5% | -0.99 | 0.0097 | -0.007 | ||
| 0 | 0.0400 | 8 | 3,433 | 75.4% | 0.02 | 0.0080 | -0.006 | 45 | 13.05 | 14.90 | 105.1% | -0.99 | 0.0078 | -0.006 | ||
Strike mostrati: entro ±50% del prezzo del sottostante. Valore intrinseco = max(0, prezzo − strike) per le call, max(0, strike − prezzo) per le put; estrinseco = prezzo dell'opzione − intrinseco. Greche e IV calcolate dal feed della borsa.
Volatility smile — Sep 18, 2026
Pagina della volatilità →Volatilità implicita per strike per questa scadenza. I put out-of-the-money prezzano solitamente una IV più alta rispetto alle call — lo skew.
callput