CELH option chain Celsius Holdings, Inc.
Cboe delayed options data · as of 15:35 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 ±7.2% (27.05–31.25) · ATM IV 51.4% · P/C open interest 0.75
| 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 | |
| 12.50 | 15.50 | 0.99 | 0.0020 | -0.003 | 15 | 0 | 0.0200 | 150.7% | -0.01 | 0.0020 | -0.005 | |||||
| 10.50 | 13.75 | 0.99 | 0.0032 | -0.005 | 17 | 0 | 0.7500 | 231.1% | -0.01 | 0.0032 | -0.006 | |||||
| 9.50 | 12.70 | 10 | 0.99 | 0.0041 | -0.005 | 18 | 0 | 0.9500 | 225.2% | -0.01 | 0.0042 | -0.007 | ||||
| 8.50 | 11.50 | 0.99 | 0.0054 | -0.006 | 19 | 0 | 1.20 | 220.2% | -0.01 | 0.0054 | -0.007 | |||||
| 7.55 | 10.30 | 14 | 0.98 | 0.0071 | -0.007 | 20 | 0 | 1.15 | 4 | 197.3% | -0.01 | 0.0071 | -0.008 | |||
| 6.55 | 9.30 | 3 | 0.98 | 0.0095 | -0.008 | 21 | 0 | 1.20 | 68 | 180.7% | -0.02 | 0.0095 | -0.009 | |||
| 5.90 | 7.70 | 9 | 0.98 | 0.0130 | -0.009 | 22 | 0 | 0.0900 | 4 | 62 | 86.2% | -0.02 | 0.0130 | -0.010 | ||
| 4.55 | 6.70 | 0.97 | 0.0185 | -0.011 | 23 | 0 | 0.1700 | 69 | 84.2% | -0.03 | 0.0186 | -0.012 | ||||
| 3.55 | 5.85 | 17 | 0.95 | 0.0276 | -0.014 | 24 | 0.0100 | 0.1400 | 1 | 138 | 69.8% | -0.05 | 0.0277 | -0.014 | ||
| 3.10 | 5.15 | 0.94 | 0.0341 | -0.016 | 24.5 | 0 | 0.8900 | 51 | 104.7% | -0.06 | 0.0342 | -0.016 | ||||
| 2.63 | 5.00 | 14 | 0.93 | 0.0425 | -0.018 | 25 | 0.0500 | 0.1700 | 5 | 1,358 | 63.2% | -0.07 | 0.0426 | -0.019 | ||
| 2.17 | 4.45 | 0.91 | 0.0531 | -0.021 | 25.5 | 0.0200 | 0.9500 | 43 | 91.3% | -0.09 | 0.0533 | -0.021 | ||||
| 1.96 | 3.40 | 110 | 0.88 | 0.0663 | -0.025 | 26 | 0.1100 | 0.1600 | 7 | 240 | 53.5% | -0.12 | 0.0666 | -0.025 | ||
| 1.59 | 3.05 | 28 | 0.85 | 0.0818 | -0.029 | 26.5 | 0.0700 | 0.2800 | 41 | 48 | 50.8% | -0.15 | 0.0822 | -0.029 | ||
| 2.08 | 2.62 | 1 | 404 | 42.9% | 0.81 | 0.0989 | -0.034 | 27 | 0.2500 | 0.4300 | 13 | 268 | 56.3% | -0.19 | 0.0994 | -0.034 |
| 1.96 | 2.16 | 136 | 50.4% | 0.75 | 0.1162 | -0.038 | 27.5 | 0.3600 | 0.5200 | 3 | 26 | 54.5% | -0.25 | 0.1168 | -0.039 | |
| 1.58 | 1.80 | 29 | 590 | 49.3% | 0.69 | 0.1320 | -0.042 | 28 | 0.5000 | 0.6800 | 2 | 205 | 54.1% | -0.31 | 0.1328 | -0.043 |
| 1.29 | 1.47 | 13 | 43 | 49.5% | 0.62 | 0.1448 | -0.045 | 28.5 | 0.6900 | 0.8700 | 2 | 31 | 53.9% | -0.38 | 0.1457 | -0.045 |
| 1.02 | 1.18 | 22 | 304 | 49.3% | 0.55 | 0.1528 | -0.046 | 29 | 0.9000 | 1.10 | 10 | 127 | 53.5% | -0.46 | 0.1538 | -0.047 |
| 0.7900 | 1.02 | 13 | 46 | 51.3% | 0.47 | 0.1551 | -0.046 | 29.5 | 1.00 | 1.36 | 4 | 49.4% | -0.53 | 0.1561 | -0.046 | |
| 0.6000 | 0.7000 | 152 | 736 | 48.5% | 0.39 | 0.1514 | -0.044 | 30 | 1.44 | 1.66 | 5 | 143 | 52.8% | -0.61 | 0.1524 | -0.044 |
| 0.4400 | 0.6500 | 88 | 54 | 51.6% | 0.32 | 0.1422 | -0.041 | 30.5 | 1.75 | 1.99 | 1 | 52.0% | -0.68 | 0.1433 | -0.041 | |
| 0.3200 | 0.3800 | 24 | 309 | 47.9% | 0.26 | 0.1286 | -0.036 | 31 | 2.10 | 2.42 | 15 | 53.4% | -0.75 | 0.1297 | -0.036 | |
| 0.1500 | 0.2900 | 14 | 47 | 45.6% | 0.20 | 0.1119 | -0.031 | 31.5 | 2.25 | 4.65 | 98.7% | -0.81 | 0.1131 | -0.031 | ||
| 0.1500 | 0.2200 | 21 | 391 | 48.5% | 0.15 | 0.0942 | -0.026 | 32 | 2.86 | 3.55 | 7 | 21 | 63.2% | -0.85 | 0.0957 | -0.026 |
| 0 | 0.9500 | 9 | 75.2% | 0.12 | 0.0778 | -0.022 | 32.5 | 2.66 | 5.60 | 1 | 95.7% | -0.89 | 0.0795 | -0.022 | ||
| 0.0600 | 0.1300 | 60 | 195 | 49.5% | 0.10 | 0.0642 | -0.019 | 33 | 3.35 | 5.35 | 12 | 85.0% | -0.91 | 0.0658 | -0.019 | |
| 0 | 0.1700 | 196 | 56.8% | 0.07 | 0.0449 | -0.015 | 34 | 3.80 | 7.05 | 1 | 101.7% | -0.94 | 0.0465 | -0.016 | ||
| 0 | 0.0500 | 1 | 155 | 52.1% | 0.05 | 0.0330 | -0.013 | 35 | 4.80 | 8.00 | 110.9% | -0.96 | 0.0346 | -0.013 | ||
| 0 | 0.5500 | 44 | 95.8% | 0.04 | 0.0254 | -0.012 | 36 | 5.60 | 8.35 | 82.4% | -0.97 | 0.0268 | -0.012 | |||
| 0 | 0.8000 | 5 | 116.1% | 0.03 | 0.0202 | -0.011 | 37 | 7.00 | 9.55 | 121.0% | -0.97 | 0.0215 | -0.011 | |||
| 0 | 2.13 | 48 | 173.1% | 0.03 | 0.0164 | -0.010 | 38 | 8.00 | 11.00 | 147.6% | -0.98 | 0.0176 | -0.010 | |||
| 0 | 2.13 | 182.7% | 0.02 | 0.0137 | -0.009 | 39 | 8.80 | 12.00 | 148.8% | -0.98 | 0.0148 | -0.009 | ||||
| 0 | 0.0700 | 11 | 86.6% | 0.02 | 0.0116 | -0.009 | 40 | 9.65 | 13.00 | 150.8% | -0.99 | 0.0124 | -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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs