CELH option chain Celsius Holdings, Inc.
Cboe delayed options data · as of 21:49 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 ±18.7% (25.73–37.58) · ATM IV 63.2% · P/C open interest —
| 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 | |
| 9.40 | 12.80 | 85.5% | 0.95 | 0.0114 | -0.002 | 21 | 0 | 1.13 | 97.3% | -0.05 | 0.0114 | -0.008 | ||||
| 8.40 | 11.85 | 78.9% | 0.94 | 0.0142 | -0.003 | 22 | 0 | 2.22 | 112.2% | -0.06 | 0.0142 | -0.009 | ||||
| 7.45 | 10.90 | 73.8% | 0.93 | 0.0177 | -0.004 | 23 | 0 | 2.26 | 103.5% | -0.07 | 0.0178 | -0.010 | ||||
| 6.05 | 10.05 | 59.6% | 0.91 | 0.0221 | -0.006 | 24 | 0 | 2.33 | 95.5% | -0.09 | 0.0222 | -0.011 | ||||
| 5.15 | 9.15 | 57.5% | 0.89 | 0.0276 | -0.008 | 25 | 0 | 2.42 | 87.9% | -0.11 | 0.0278 | -0.012 | ||||
| 4.30 | 8.00 | 50.3% | 0.86 | 0.0341 | -0.011 | 26 | 0 | 2.56 | 81.0% | -0.14 | 0.0344 | -0.014 | ||||
| 3.50 | 7.40 | 53.9% | 0.82 | 0.0413 | -0.013 | 27 | 0 | 2.73 | 74.5% | -0.18 | 0.0416 | -0.016 | ||||
| 2.69 | 6.70 | 53.2% | 0.77 | 0.0485 | -0.016 | 28 | 0 | 2.95 | 68.3% | -0.23 | 0.0489 | -0.018 | ||||
| 2.04 | 5.85 | 51.2% | 0.72 | 0.0549 | -0.018 | 29 | 0 | 3.30 | 63.4% | -0.29 | 0.0555 | -0.020 | ||||
| 1.42 | 5.25 | 51.3% | 0.66 | 0.0600 | -0.021 | 30 | 1.45 | 1.71 | 11 | 52.2% | -0.35 | 0.0606 | -0.022 | |||
| 0.8600 | 4.90 | 53.3% | 0.59 | 0.0632 | -0.022 | 31 | 0.9600 | 2.86 | 49.5% | -0.41 | 0.0640 | -0.023 | ||||
| 2.10 | 3.55 | 2 | 62.4% | 0.53 | 0.0646 | -0.023 | 32 | 2.30 | 3.90 | 21 | 63.9% | -0.48 | 0.0656 | -0.023 | ||
| 0.6800 | 2.91 | 1 | 49.2% | 0.46 | 0.0644 | -0.023 | 33 | 1.10 | 5.20 | 52.5% | -0.54 | 0.0654 | -0.023 | |||
| 0.0500 | 3.75 | 59.3% | 0.41 | 0.0625 | -0.023 | 34 | 1.74 | 5.85 | 52.5% | -0.60 | 0.0638 | -0.022 | ||||
| 0.3600 | 2.15 | 51.7% | 0.35 | 0.0595 | -0.022 | 35 | 2.48 | 6.50 | 52.4% | -0.66 | 0.0608 | -0.021 | ||||
| 0 | 1.95 | 51.0% | 0.30 | 0.0555 | -0.021 | 36 | 3.20 | 7.30 | 52.7% | -0.71 | 0.0571 | -0.019 | ||||
| 0.0600 | 1.24 | 1 | 47.6% | 0.26 | 0.0510 | -0.020 | 37 | 4.00 | 8.10 | 52.9% | -0.75 | 0.0528 | -0.017 | |||
| 0 | 2.57 | 69.5% | 0.22 | 0.0463 | -0.018 | 38 | 4.85 | 8.90 | 52.7% | -0.80 | 0.0481 | -0.015 | ||||
| 0 | 2.32 | 71.3% | 0.18 | 0.0414 | -0.016 | 39 | 6.05 | 9.80 | 58.9% | -0.83 | 0.0434 | -0.013 | ||||
| 0.1500 | 0.9800 | 10 | 58.4% | 0.15 | 0.0366 | -0.014 | 40 | 6.75 | 10.65 | 55.4% | -0.86 | 0.0388 | -0.010 | |||
| 0 | 2.03 | 76.3% | 0.13 | 0.0321 | -0.013 | 41 | 7.70 | 11.60 | 57.2% | -0.89 | 0.0344 | -0.008 | ||||
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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs