CELH option chain Celsius Holdings, Inc.
Cboe delayed options data · as of 09:33 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 ±56.5% (13.63–49.03) · ATM IV 61.1% · P/C open interest 0.53
| 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 | |
| 15.60 | 17.30 | 10 | 525 | 59.4% | 0.90 | 0.0079 | -0.002 | 17.5 | 1.48 | 2.09 | 741 | 63.7% | -0.11 | 0.0082 | -0.004 | |
| 14.50 | 16.15 | 12 | 713 | 65.1% | 0.86 | 0.0098 | -0.003 | 20 | 2.15 | 3.30 | 5 | 5,160 | 65.0% | -0.15 | 0.0103 | -0.005 |
| 13.05 | 13.95 | 1 | 240 | 60.4% | 0.82 | 0.0117 | -0.004 | 22.5 | 2.75 | 3.60 | 64 | 59.4% | -0.19 | 0.0124 | -0.006 | |
| 11.80 | 13.10 | 19 | 760 | 62.6% | 0.78 | 0.0133 | -0.005 | 25 | 3.20 | 4.90 | 3 | 1,428 | 57.6% | -0.23 | 0.0142 | -0.006 |
| 8.50 | 13.50 | 2 | 528 | 60.0% | 0.74 | 0.0147 | -0.006 | 27.5 | 3.00 | 8.00 | 180 | 728 | 59.6% | -0.28 | 0.0159 | -0.007 |
| 9.30 | 10.95 | 43 | 3,376 | 61.3% | 0.70 | 0.0159 | -0.006 | 30 | 6.40 | 7.30 | 2 | 1,290 | 59.6% | -0.32 | 0.0174 | -0.007 |
| 8.50 | 9.40 | 52 | 537 | 59.5% | 0.66 | 0.0169 | -0.007 | 32.5 | 6.90 | 10.60 | 1 | 427 | 62.8% | -0.37 | 0.0186 | -0.008 |
| 7.80 | 8.55 | 5 | 2,237 | 59.8% | 0.62 | 0.0176 | -0.007 | 35 | 8.30 | 10.15 | 218 | 54.9% | -0.41 | 0.0197 | -0.008 | |
| 5.65 | 8.05 | 411 | 56.0% | 0.58 | 0.0181 | -0.008 | 37.5 | 9.10 | 14.00 | 476 | 59.5% | -0.46 | 0.0205 | -0.008 | ||
| 6.45 | 6.90 | 28 | 1,774 | 59.5% | 0.54 | 0.0184 | -0.008 | 40 | 12.90 | 13.70 | 514 | 59.4% | -0.50 | 0.0212 | -0.008 | |
| 4.80 | 8.50 | 294 | 63.4% | 0.50 | 0.0185 | -0.008 | 42.5 | 13.85 | 16.45 | 515 | 59.5% | -0.54 | 0.0217 | -0.008 | ||
| 4.85 | 5.75 | 14 | 876 | 58.0% | 0.47 | 0.0185 | -0.008 | 45 | 15.95 | 19.50 | 158 | 64.2% | -0.58 | 0.0221 | -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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs