CELH option chain Celsius Holdings, Inc.
Cboe delayed options data · as of 00:33 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±13.0% (27.09–35.18) · ATM IV 51.1% · P/C open interest 3.91
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | 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 | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 9.85 | 13.25 | 102.6% | 0.98 | 0.0066 | -0.003 | 20 | 0 | 0.7700 | 108.0% | -0.02 | 0.0066 | -0.004 | ||||
| 6.45 | 9.30 | 84.3% | 0.94 | 0.0209 | -0.008 | 24 | 0 | 0.7000 | 1 | 70.1% | -0.06 | 0.0210 | -0.009 | |||
| 5.45 | 7.35 | 48.7% | 0.92 | 0.0285 | -0.010 | 25 | 0.0300 | 0.3900 | 78 | 53.6% | -0.08 | 0.0286 | -0.011 | |||
| 4.75 | 6.55 | 55.8% | 0.88 | 0.0378 | -0.013 | 26 | 0.2500 | 0.3700 | 3 | 1 | 51.9% | -0.12 | 0.0380 | -0.014 | ||
| 4.20 | 5.60 | 57.6% | 0.83 | 0.0482 | -0.017 | 27 | 0.4200 | 0.6300 | 3 | 179 | 53.3% | -0.17 | 0.0486 | -0.017 | ||
| 3.80 | 4.15 | 1 | 51.0% | 0.78 | 0.0585 | -0.020 | 28 | 0.6300 | 0.8800 | 3 | 18 | 52.6% | -0.23 | 0.0589 | -0.021 | |
| 3.10 | 3.55 | 2 | 52.0% | 0.71 | 0.0674 | -0.023 | 29 | 0.9600 | 1.11 | 5 | 60 | 51.5% | -0.29 | 0.0679 | -0.024 | |
| 2.49 | 2.81 | 1 | 29 | 50.1% | 0.63 | 0.0738 | -0.026 | 30 | 1.34 | 1.60 | 2 | 289 | 52.7% | -0.37 | 0.0745 | -0.026 |
| 1.94 | 2.29 | 3 | 16 | 50.0% | 0.56 | 0.0773 | -0.027 | 31 | 1.79 | 2.07 | 11 | 27 | 52.3% | -0.45 | 0.0782 | -0.027 |
| 1.55 | 1.97 | 25 | 52.4% | 0.48 | 0.0778 | -0.027 | 32 | 2.36 | 2.62 | 78 | 52.5% | -0.53 | 0.0789 | -0.028 | ||
| 1.19 | 1.47 | 1 | 22 | 51.0% | 0.41 | 0.0756 | -0.027 | 33 | 3.00 | 3.25 | 8 | 65 | 52.8% | -0.60 | 0.0768 | -0.027 |
| 0.8500 | 1.16 | 50.5% | 0.34 | 0.0710 | -0.025 | 34 | 3.70 | 3.95 | 6 | 53.1% | -0.67 | 0.0724 | -0.025 | |||
| 0.6600 | 0.9200 | 1 | 6 | 51.4% | 0.28 | 0.0648 | -0.023 | 35 | 4.35 | 4.70 | 1 | 51.6% | -0.73 | 0.0664 | -0.023 | |
| 0.4700 | 0.7200 | 4 | 2 | 51.5% | 0.23 | 0.0577 | -0.021 | 36 | 5.15 | 6.00 | 59.7% | -0.78 | 0.0594 | -0.021 | ||
| 0.1900 | 0.5600 | 5 | 31 | 48.8% | 0.18 | 0.0503 | -0.018 | 37 | 5.35 | 7.65 | 63.3% | -0.83 | 0.0521 | -0.019 | ||
| 0.2600 | 0.4800 | 4 | 32 | 53.5% | 0.15 | 0.0432 | -0.016 | 38 | 6.45 | 8.35 | 65.3% | -0.86 | 0.0451 | -0.016 | ||
| 0.1800 | 0.4200 | 6 | 2 | 54.9% | 0.12 | 0.0368 | -0.014 | 39 | 7.30 | 9.15 | 63.5% | -0.89 | 0.0386 | -0.014 | ||
| 0 | 0.5700 | 2 | 58.5% | 0.10 | 0.0314 | -0.013 | 40 | 8.30 | 10.00 | 64.8% | -0.91 | 0.0333 | -0.013 | |||
| 0 | 0.5700 | 35 | 62.6% | 0.08 | 0.0268 | -0.011 | 41 | 9.10 | 11.20 | 69.2% | -0.93 | 0.0288 | -0.011 | |||
| 0 | 0.8400 | 73.6% | 0.07 | 0.0231 | -0.010 | 42 | 10.05 | 12.30 | 74.7% | -0.94 | 0.0254 | -0.010 | ||||
| 0 | 0.8300 | 77.4% | 0.06 | 0.0200 | -0.009 | 43 | 10.95 | 13.85 | 89.2% | -0.95 | 0.0226 | -0.009 | ||||
| 0 | 0.9600 | 84.4% | 0.05 | 0.0175 | -0.009 | 44 | 11.55 | 14.80 | 82.8% | -0.96 | 0.0208 | -0.008 | ||||
| 0 | 1.20 | 93.8% | 0.05 | 0.0154 | -0.008 | 45 | 12.20 | 15.95 | 80.7% | -0.97 | 0.0190 | -0.009 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs