CELH option chain Celsius Holdings, Inc.
Cboe delayed options data · as of 18:33 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 ±46.8% (16.80–46.40) · ATM IV 58.0% · P/C open interest 0.02
| 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 | |
| 14.70 | 17.70 | 49 | 61.6% | 0.91 | 0.0082 | -0.003 | 17.5 | 0.8600 | 1.41 | 150 | 61.7% | -0.09 | 0.0085 | -0.004 | ||
| 12.95 | 15.50 | 79 | 58.0% | 0.88 | 0.0107 | -0.004 | 20 | 1.59 | 2.12 | 158 | 62.5% | -0.13 | 0.0111 | -0.005 | ||
| 11.30 | 13.00 | 40 | 52.2% | 0.83 | 0.0132 | -0.005 | 22.5 | 2.36 | 2.70 | 72 | 60.4% | -0.18 | 0.0137 | -0.006 | ||
| 10.90 | 11.50 | 13 | 172 | 58.4% | 0.79 | 0.0154 | -0.006 | 25 | 2.75 | 3.75 | 156 | 57.6% | -0.23 | 0.0162 | -0.007 | |
| 9.25 | 10.15 | 387 | 56.5% | 0.74 | 0.0174 | -0.007 | 27.5 | 4.35 | 4.95 | 5 | 223 | 60.3% | -0.28 | 0.0184 | -0.008 | |
| 8.65 | 9.00 | 5 | 475 | 59.0% | 0.69 | 0.0190 | -0.008 | 30 | 5.10 | 6.20 | 155 | 57.7% | -0.33 | 0.0202 | -0.009 | |
| 7.45 | 7.95 | 155 | 58.0% | 0.64 | 0.0202 | -0.008 | 32.5 | 6.50 | 7.70 | 33 | 58.0% | -0.38 | 0.0217 | -0.009 | ||
| 6.50 | 8.80 | 8 | 266 | 64.7% | 0.59 | 0.0210 | -0.009 | 35 | 8.00 | 9.10 | 54 | 57.2% | -0.44 | 0.0229 | -0.009 | |
| 5.10 | 6.20 | 179 | 55.2% | 0.54 | 0.0215 | -0.009 | 37.5 | 9.65 | 10.75 | 51 | 57.1% | -0.49 | 0.0238 | -0.010 | ||
| 4.40 | 5.50 | 347 | 55.1% | 0.50 | 0.0216 | -0.009 | 40 | 11.85 | 12.55 | 48 | 59.0% | -0.54 | 0.0243 | -0.010 | ||
| 4.15 | 4.90 | 2 | 202 | 56.6% | 0.46 | 0.0215 | -0.009 | 42.5 | 13.35 | 14.40 | 27 | 57.5% | -0.59 | 0.0246 | -0.009 | |
| 3.35 | 4.90 | 348 | 57.6% | 0.42 | 0.0212 | -0.009 | 45 | 15.55 | 16.40 | 39 | 58.8% | -0.63 | 0.0247 | -0.009 | ||
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 — Sep 17, 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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