CELH cadena de opciones Celsius Holdings, Inc.
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±10.7% (28.20–34.99) · ATM IV 54.2% · P/C interés abierto 0.78
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | 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 | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 14.50 | 17.35 | 183.4% | 0.99 | 0.0023 | 0.000 | 16 | 0 | 0.7500 | 196.1% | -0.01 | 0.0023 | -0.004 | ||||
| 13.25 | 16.35 | 149.1% | 0.99 | 0.0029 | 0.000 | 17 | 0 | 0.7500 | 3 | 181.3% | -0.01 | 0.0029 | -0.005 | |||
| 12.50 | 15.35 | 155.4% | 0.99 | 0.0036 | 0.000 | 18 | 0 | 0.7500 | 2 | 167.3% | -0.01 | 0.0037 | -0.005 | |||
| 11.30 | 14.35 | 128.9% | 0.99 | 0.0046 | -0.000 | 19 | 0 | 0.7500 | 30 | 154.1% | -0.01 | 0.0046 | -0.006 | |||
| 10.50 | 13.35 | 18 | 130.3% | 0.98 | 0.0058 | -0.001 | 20 | 0 | 0.7500 | 7 | 141.4% | -0.02 | 0.0058 | -0.006 | ||
| 9.35 | 12.35 | 1 | 109.8% | 0.98 | 0.0073 | -0.002 | 21 | 0 | 0.7500 | 2 | 129.3% | -0.02 | 0.0074 | -0.007 | ||
| 8.55 | 11.40 | 1 | 112.2% | 0.98 | 0.0094 | -0.003 | 22 | 0 | 0.7500 | 43 | 117.7% | -0.02 | 0.0094 | -0.008 | ||
| 7.85 | 9.95 | 94.2% | 0.97 | 0.0121 | -0.004 | 23 | 0 | 0.7500 | 111 | 106.4% | -0.03 | 0.0122 | -0.008 | |||
| 6.35 | 8.70 | 94 | 0.96 | 0.0161 | -0.006 | 24 | 0 | 0.7500 | 29 | 95.5% | -0.04 | 0.0161 | -0.009 | |||
| 5.85 | 7.65 | 30 | 58.0% | 0.95 | 0.0219 | -0.008 | 25 | 0.0200 | 0.1900 | 4 | 575 | 61.3% | -0.05 | 0.0220 | -0.011 | |
| 4.45 | 5.95 | 70 | 0.93 | 0.0306 | -0.011 | 26 | 0.0900 | 0.2800 | 65 | 60.7% | -0.07 | 0.0307 | -0.014 | |||
| 4.15 | 5.75 | 51 | 58.1% | 0.89 | 0.0428 | -0.015 | 27 | 0.1600 | 0.2800 | 3 | 58 | 54.3% | -0.11 | 0.0430 | -0.018 | |
| 2.71 | 4.40 | 70 | 0.84 | 0.0578 | -0.021 | 28 | 0.3200 | 0.4400 | 3 | 169 | 54.2% | -0.16 | 0.0581 | -0.023 | ||
| 3.10 | 3.35 | 65 | 51.3% | 0.77 | 0.0729 | -0.027 | 29 | 0.5400 | 0.6200 | 7 | 97 | 52.8% | -0.23 | 0.0733 | -0.029 | |
| 2.50 | 2.65 | 4 | 211 | 52.8% | 0.68 | 0.0850 | -0.033 | 30 | 0.8700 | 0.9900 | 3 | 299 | 54.0% | -0.32 | 0.0855 | -0.034 |
| 1.99 | 2.06 | 6 | 270 | 54.1% | 0.59 | 0.0922 | -0.036 | 31 | 1.29 | 1.40 | 9 | 133 | 54.1% | -0.41 | 0.0929 | -0.037 |
| 1.50 | 1.58 | 15 | 213 | 54.2% | 0.50 | 0.0942 | -0.038 | 32 | 1.80 | 1.91 | 22 | 163 | 54.1% | -0.51 | 0.0950 | -0.038 |
| 1.11 | 1.19 | 1 | 458 | 54.5% | 0.41 | 0.0914 | -0.037 | 33 | 2.32 | 2.53 | 77 | 53.0% | -0.60 | 0.0924 | -0.037 | |
| 0.8000 | 0.8900 | 6 | 237 | 54.9% | 0.33 | 0.0846 | -0.034 | 34 | 3.00 | 3.25 | 1 | 32 | 53.4% | -0.68 | 0.0857 | -0.034 |
| 0.5800 | 0.6500 | 15 | 167 | 55.4% | 0.25 | 0.0749 | -0.030 | 35 | 3.80 | 4.00 | 57 | 53.8% | -0.75 | 0.0762 | -0.029 | |
| 0.4000 | 0.4800 | 11 | 120 | 55.8% | 0.19 | 0.0637 | -0.026 | 36 | 4.60 | 4.95 | 1 | 2 | 56.2% | -0.81 | 0.0651 | -0.025 |
| 0.2000 | 0.3500 | 67 | 54.2% | 0.15 | 0.0526 | -0.022 | 37 | 4.65 | 6.30 | 1 | 44.4% | -0.86 | 0.0540 | -0.021 | ||
| 0.1600 | 0.2300 | 2 | 108 | 55.0% | 0.11 | 0.0429 | -0.019 | 38 | 5.40 | 7.35 | -0.90 | 0.0441 | -0.017 | |||
| 0 | 0.3700 | 38 | 59.9% | 0.09 | 0.0349 | -0.016 | 39 | 6.50 | 8.25 | 3 | -0.92 | 0.0359 | -0.014 | |||
| 0.0100 | 0.2400 | 1 | 174 | 59.7% | 0.07 | 0.0287 | -0.014 | 40 | 8.15 | 9.15 | 14 | 15 | 75.0% | -0.94 | 0.0294 | -0.011 |
| 0 | 0.3000 | 5 | 67.1% | 0.06 | 0.0239 | -0.013 | 41 | 8.75 | 10.10 | 58.0% | -0.95 | 0.0246 | -0.009 | |||
| 0.0500 | 0.2000 | 45 | 69.1% | 0.05 | 0.0202 | -0.012 | 42 | 9.40 | 11.30 | -0.96 | 0.0222 | -0.007 | ||||
| 0 | 0.7500 | 94.4% | 0.04 | 0.0173 | -0.011 | 43 | 10.25 | 12.50 | -0.97 | 0.0200 | -0.006 | |||||
| 0 | 0.7500 | 99.3% | 0.04 | 0.0150 | -0.010 | 44 | 11.30 | 13.90 | 91.8% | -0.97 | 0.0180 | -0.005 | ||||
| 0 | 0.7500 | 1 | 104.1% | 0.03 | 0.0131 | -0.009 | 45 | 12.25 | 14.75 | 86.4% | -0.98 | 0.0163 | -0.004 | |||
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Sep 25, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.