CELH option chain Celsius Holdings, Inc.
Cboe delayed options data · as of 06:33 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 ±28.1% (22.75–40.55) · ATM IV 57.8% · P/C open interest 0.40
| 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 | |
| 13.10 | 15.95 | 94 | 58.4% | 0.96 | 0.0069 | -0.001 | 17.5 | 0.1000 | 0.2400 | 10 | 2,671 | 60.4% | -0.04 | 0.0070 | -0.004 | |
| 11.75 | 13.80 | 2 | 1,195 | 74.9% | 0.93 | 0.0117 | -0.003 | 20 | 0.4100 | 0.6500 | 3 | 2,290 | 64.6% | -0.07 | 0.0118 | -0.006 |
| 9.60 | 11.10 | 265 | 61.5% | 0.88 | 0.0177 | -0.006 | 22.5 | 0.6500 | 0.9200 | 2,197 | 58.9% | -0.12 | 0.0179 | -0.009 | ||
| 7.60 | 9.15 | 15 | 915 | 58.2% | 0.81 | 0.0240 | -0.009 | 25 | 1.27 | 1.62 | 160 | 21.9K | 59.5% | -0.19 | 0.0244 | -0.011 |
| 6.60 | 6.95 | 6 | 1,374 | 58.3% | 0.73 | 0.0297 | -0.012 | 27.5 | 1.93 | 2.27 | 9 | 1,145 | 56.0% | -0.27 | 0.0303 | -0.013 |
| 5.20 | 5.55 | 36 | 3,235 | 57.8% | 0.65 | 0.0339 | -0.014 | 30 | 2.96 | 3.55 | 16 | 22.4K | 56.9% | -0.36 | 0.0347 | -0.015 |
| 4.10 | 4.75 | 8 | 1,657 | 60.3% | 0.56 | 0.0362 | -0.015 | 32.5 | 4.10 | 4.85 | 30 | 1,187 | 55.4% | -0.45 | 0.0373 | -0.015 |
| 3.20 | 3.45 | 569 | 11.4K | 58.0% | 0.47 | 0.0365 | -0.015 | 35 | 5.50 | 6.55 | 62 | 6,266 | 55.3% | -0.54 | 0.0379 | -0.015 |
| 2.12 | 3.10 | 8 | 552 | 58.4% | 0.39 | 0.0352 | -0.015 | 37.5 | 7.65 | 8.10 | 1,019 | 56.6% | -0.62 | 0.0370 | -0.015 | |
| 1.60 | 2.20 | 30 | 6,812 | 56.6% | 0.32 | 0.0328 | -0.014 | 40 | 8.90 | 9.95 | 11 | 1,500 | 50.8% | -0.69 | 0.0349 | -0.013 |
| 1.27 | 1.84 | 855 | 58.4% | 0.27 | 0.0298 | -0.013 | 42.5 | 11.55 | 12.00 | 1 | 356 | 55.3% | -0.76 | 0.0322 | -0.012 | |
| 0.9000 | 1.39 | 18 | 8,975 | 57.5% | 0.22 | 0.0265 | -0.012 | 45 | 12.75 | 14.35 | 192 | 45.2% | -0.81 | 0.0292 | -0.010 | |
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs