CELH option chain Celsius Holdings, Inc.
Cboe delayed options data · as of 12:34 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 ±15.5% (23.87–32.65) · ATM IV 63.1% · P/C open interest 0.55
| 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 | |
| 11.85 | 15.00 | 123.3% | 0.99 | 0.0034 | -0.003 | 15 | 0 | 0.1000 | 5 | 57 | 101.3% | -0.01 | 0.0034 | -0.003 | ||
| 10.25 | 12.35 | 2 | 131.5% | 0.98 | 0.0065 | -0.004 | 17.5 | 0 | 0.2800 | 28 | 166 | 95.4% | -0.02 | 0.0065 | -0.004 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 19 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 7.20 | 9.15 | 47 | 0.96 | 0.0144 | -0.007 | 20 | 0 | 0.2400 | 5 | 285 | 70.3% | -0.04 | 0.0145 | -0.007 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 21 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 22 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.10 | 6.80 | 11 | 52.6% | 0.89 | 0.0325 | -0.015 | 22.5 | 0.2000 | 0.4000 | 177 | 766 | 63.9% | -0.11 | 0.0327 | -0.015 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 23 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 24 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 24.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.80 | 5.00 | 1 | 97 | 72.9% | 0.76 | 0.0538 | -0.025 | 25 | 0.6800 | 0.9500 | 97 | 1,279 | 62.9% | -0.24 | 0.0541 | -0.025 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 25.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 26 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 26.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 27 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.32 | 2.87 | 176 | 710 | 62.8% | 0.60 | 0.0685 | -0.031 | 27.5 | 1.59 | 2.00 | 179 | 1,063 | 63.4% | -0.40 | 0.0691 | -0.031 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 28 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 28.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 29 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 29.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.45 | 1.62 | 497 | 2,484 | 63.3% | 0.42 | 0.0703 | -0.031 | 30 | 2.97 | 3.50 | 47 | 783 | 63.9% | -0.58 | 0.0712 | -0.032 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 30.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 31 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 31.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 32 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.8100 | 0.9000 | 206 | 1,342 | 63.6% | 0.28 | 0.0601 | -0.026 | 32.5 | 4.45 | 6.10 | 4 | 214 | 71.7% | -0.73 | 0.0614 | -0.027 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 33 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 34 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.3200 | 0.5000 | 156 | 1,897 | 61.9% | 0.16 | 0.0447 | -0.019 | 35 | 6.10 | 7.50 | 94 | 36.7% | -0.85 | 0.0464 | -0.020 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 36 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 37 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1000 | 0.2600 | 14 | 419 | 60.6% | 0.09 | 0.0300 | -0.013 | 37.5 | 8.20 | 10.05 | 11 | -0.92 | 0.0320 | -0.014 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 38 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0900 | 0.2500 | 36 | 1,494 | 69.9% | 0.06 | 0.0198 | -0.009 | 40 | 10.65 | 12.10 | 38 | -0.96 | 0.0213 | -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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs