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 ±12.1% (25.62–32.68) · ATM IV 68.0% · P/C open interest 0.73
| 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 | 16.00 | 156.7% | 0.99 | 0.0038 | -0.007 | 15 | 0 | 2.13 | 292.9% | -0.01 | 0.0038 | -0.009 | ||||
| 10.50 | 14.00 | 128.9% | 0.98 | 0.0059 | -0.009 | 17 | 0 | 1.15 | 1 | 204.0% | -0.02 | 0.0059 | -0.010 | |||
| 9.55 | 13.00 | 122.6% | 0.98 | 0.0074 | -0.010 | 18 | 0 | 1.15 | 4 | 186.8% | -0.02 | 0.0074 | -0.011 | |||
| 8.55 | 12.05 | 115.3% | 0.97 | 0.0093 | -0.011 | 19 | 0 | 0.9500 | 161.0% | -0.03 | 0.0093 | -0.012 | ||||
| 7.55 | 11.10 | 107.4% | 0.97 | 0.0118 | -0.011 | 20 | 0 | 0.9500 | 24 | 146.0% | -0.03 | 0.0118 | -0.013 | |||
| 6.60 | 9.45 | 0.96 | 0.0151 | -0.013 | 21 | 0 | 1.04 | 135.4% | -0.04 | 0.0152 | -0.014 | |||||
| 5.65 | 7.65 | 0.95 | 0.0200 | -0.015 | 22 | 0 | 1.12 | 28 | 124.2% | -0.05 | 0.0200 | -0.016 | ||||
| 4.75 | 7.50 | 0.93 | 0.0273 | -0.018 | 23 | 0.0200 | 0.8300 | 455 | 100.3% | -0.07 | 0.0274 | -0.019 | ||||
| 3.90 | 5.75 | 2 | 0.89 | 0.0373 | -0.024 | 24 | 0.1000 | 0.3300 | 7 | 477 | 70.8% | -0.11 | 0.0375 | -0.025 | ||
| 3.45 | 6.15 | 54.0% | 0.87 | 0.0431 | -0.027 | 24.5 | 0 | 1.10 | 89.0% | -0.13 | 0.0432 | -0.028 | ||||
| 3.25 | 4.90 | 3 | 0.84 | 0.0490 | -0.031 | 25 | 0.3100 | 0.6000 | 587 | 76.5% | -0.16 | 0.0491 | -0.032 | |||
| 2.70 | 4.45 | 0.81 | 0.0548 | -0.035 | 25.5 | 0.4400 | 0.8800 | 81.7% | -0.19 | 0.0550 | -0.036 | |||||
| 3.20 | 4.00 | 4 | 38 | 60.5% | 0.78 | 0.0605 | -0.039 | 26 | 0.3900 | 0.7400 | 22 | 466 | 69.6% | -0.22 | 0.0607 | -0.039 |
| 3.05 | 3.70 | 68.4% | 0.75 | 0.0659 | -0.042 | 26.5 | 0.4800 | 1.28 | 78.2% | -0.25 | 0.0662 | -0.042 | ||||
| 1.98 | 3.30 | 101 | 49.6% | 0.71 | 0.0709 | -0.045 | 27 | 0.7200 | 1.61 | 1 | 156 | 83.3% | -0.29 | 0.0712 | -0.045 | |
| 2.18 | 2.85 | 60.0% | 0.67 | 0.0756 | -0.047 | 27.5 | 1.00 | 1.28 | 74.0% | -0.33 | 0.0759 | -0.047 | ||||
| 2.15 | 2.50 | 10 | 193 | 65.0% | 0.63 | 0.0796 | -0.049 | 28 | 1.20 | 1.81 | 1 | 649 | 80.5% | -0.37 | 0.0800 | -0.049 |
| 1.75 | 2.38 | 65.8% | 0.59 | 0.0829 | -0.050 | 28.5 | 1.41 | 1.89 | 1 | 77.1% | -0.41 | 0.0833 | -0.050 | |||
| 1.54 | 2.01 | 36 | 557 | 64.5% | 0.55 | 0.0853 | -0.050 | 29 | 1.55 | 1.96 | 7 | 439 | 71.5% | -0.45 | 0.0858 | -0.051 |
| 1.43 | 1.84 | 68.0% | 0.51 | 0.0866 | -0.050 | 29.5 | 1.78 | 3.30 | 91.4% | -0.49 | 0.0871 | -0.051 | ||||
| 1.36 | 1.50 | 126 | 744 | 68.3% | 0.46 | 0.0868 | -0.050 | 30 | 2.16 | 2.87 | 22 | 237 | 79.4% | -0.54 | 0.0873 | -0.050 |
| 1.07 | 1.51 | 14 | 70.2% | 0.42 | 0.0858 | -0.049 | 30.5 | 2.35 | 3.95 | 92.1% | -0.58 | 0.0864 | -0.049 | |||
| 0.9200 | 1.12 | 4 | 242 | 66.2% | 0.38 | 0.0837 | -0.048 | 31 | 2.70 | 3.60 | 131 | 79.5% | -0.62 | 0.0844 | -0.048 | |
| 0.6300 | 1.09 | 1 | 65.7% | 0.34 | 0.0808 | -0.046 | 31.5 | 3.10 | 4.75 | 97.0% | -0.66 | 0.0815 | -0.046 | |||
| 0.8000 | 0.8500 | 181 | 1,980 | 69.9% | 0.31 | 0.0772 | -0.044 | 32 | 3.45 | 4.30 | 45 | 80.7% | -0.70 | 0.0779 | -0.044 | |
| 0.5600 | 0.7000 | 3 | 66.4% | 0.27 | 0.0731 | -0.041 | 32.5 | 3.70 | 5.45 | 94.8% | -0.73 | 0.0738 | -0.041 | |||
| 0.4800 | 0.6000 | 21 | 572 | 66.9% | 0.24 | 0.0686 | -0.038 | 33 | 4.15 | 6.35 | 11 | 107.7% | -0.76 | 0.0694 | -0.038 | |
| 0.3600 | 0.4600 | 60 | 336 | 68.7% | 0.18 | 0.0588 | -0.033 | 34 | 5.05 | 7.35 | 2 | 116.2% | -0.82 | 0.0597 | -0.032 | |
| 0 | 0.3900 | 11 | 157 | 61.7% | 0.14 | 0.0489 | -0.027 | 35 | 5.90 | 7.55 | 85 | 104.3% | -0.87 | 0.0499 | -0.027 | |
| 0.0100 | 0.2700 | 1 | 169 | 63.2% | 0.11 | 0.0399 | -0.022 | 36 | 5.90 | 9.20 | 104.0% | -0.90 | 0.0410 | -0.022 | ||
| 0 | 0.9500 | 95.7% | 0.08 | 0.0326 | -0.019 | 37 | 7.55 | 10.15 | 127.4% | -0.92 | 0.0337 | -0.019 | ||||
| 0 | 1.04 | 40 | 105.6% | 0.07 | 0.0270 | -0.017 | 38 | 8.55 | 11.10 | 134.0% | -0.94 | 0.0281 | -0.016 | |||
| 0 | 0.9500 | 3 | 109.3% | 0.06 | 0.0226 | -0.015 | 39 | 8.75 | 12.05 | 6 | 117.7% | -0.95 | 0.0237 | -0.015 | ||
| 0 | 0.9500 | 72 | 115.6% | 0.05 | 0.0193 | -0.014 | 40 | 9.70 | 13.05 | 122.6% | -0.96 | 0.0203 | -0.013 | |||
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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs