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 ±34.0% (20.55–41.70) · ATM IV 59.3% · P/C open interest 0.41
| 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 | |
| 13.75 | 15.20 | 24 | 59.3% | 0.94 | 0.0086 | -0.005 | 17.5 | 0.3500 | 0.6100 | 240 | 63.1% | -0.07 | 0.0088 | -0.005 | ||
| 11.80 | 13.10 | 108 | 60.1% | 0.90 | 0.0128 | -0.006 | 20 | 0.7300 | 0.9900 | 742 | 61.6% | -0.11 | 0.0130 | -0.006 | ||
| 10.00 | 11.20 | 139 | 60.1% | 0.85 | 0.0174 | -0.008 | 22.5 | 1.39 | 1.66 | 381 | 62.5% | -0.16 | 0.0177 | -0.009 | ||
| 8.35 | 9.35 | 1 | 458 | 58.6% | 0.78 | 0.0216 | -0.010 | 25 | 2.13 | 2.25 | 2 | 405 | 60.0% | -0.22 | 0.0221 | -0.011 |
| 6.95 | 7.80 | 3 | 185 | 58.3% | 0.71 | 0.0251 | -0.012 | 27.5 | 3.10 | 3.30 | 150 | 59.9% | -0.29 | 0.0258 | -0.012 | |
| 5.80 | 6.50 | 982 | 58.6% | 0.64 | 0.0277 | -0.013 | 30 | 4.25 | 4.60 | 7 | 976 | 59.9% | -0.37 | 0.0287 | -0.013 | |
| 4.50 | 5.45 | 263 | 57.4% | 0.57 | 0.0292 | -0.013 | 32.5 | 5.50 | 6.00 | 187 | 58.9% | -0.44 | 0.0305 | -0.014 | ||
| 4.00 | 4.35 | 3,227 | 58.4% | 0.50 | 0.0298 | -0.014 | 35 | 7.05 | 7.60 | 261 | 58.8% | -0.51 | 0.0314 | -0.014 | ||
| 3.05 | 3.80 | 505 | 58.4% | 0.44 | 0.0295 | -0.013 | 37.5 | 8.60 | 9.45 | 134 | 58.4% | -0.58 | 0.0315 | -0.014 | ||
| 2.50 | 3.15 | 1,114 | 58.6% | 0.38 | 0.0285 | -0.013 | 40 | 10.35 | 11.40 | 13 | 58.1% | -0.64 | 0.0308 | -0.014 | ||
| 1.96 | 2.48 | 1,665 | 57.5% | 0.33 | 0.0270 | -0.012 | 42.5 | 12.45 | 13.35 | 13 | 58.6% | -0.70 | 0.0298 | -0.013 | ||
| 1.63 | 1.98 | 1 | 275 | 57.4% | 0.28 | 0.0252 | -0.011 | 45 | 14.15 | 15.55 | 12 | 56.5% | -0.75 | 0.0283 | -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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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