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 ±9.8% (28.27–34.38) · ATM IV 58.1% · P/C open interest 0.48
| 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 | |
| 13.30 | 14.85 | 9 | 192.0% | 0.99 | 0.0021 | -0.002 | 17.5 | 0 | 0.0100 | 931 | 102.6% | -0.01 | 0.0021 | -0.003 | ||
| 10.85 | 11.70 | 244 | 63.2% | 0.99 | 0.0041 | -0.003 | 20 | 0 | 0.4000 | 6 | 1,164 | 140.1% | -0.01 | 0.0041 | -0.004 | |
| 8.35 | 9.20 | 761 | 0.98 | 0.0086 | -0.006 | 22.5 | 0.0100 | 0.0600 | 3 | 2,694 | 78.3% | -0.02 | 0.0087 | -0.007 | ||
| 7.15 | 8.85 | 0.98 | 0.0102 | -0.006 | 23 | 0.0100 | 0.3100 | 1 | 5 | 98.0% | -0.02 | 0.0102 | -0.007 | |||
| 6.20 | 7.90 | 0.97 | 0.0145 | -0.008 | 24 | 0 | 0.3400 | 88.2% | -0.03 | 0.0146 | -0.009 | |||||
| 5.65 | 6.90 | 10 | 617 | 0.96 | 0.0211 | -0.010 | 25 | 0.0300 | 0.0800 | 9 | 6,782 | 60.8% | -0.04 | 0.0212 | -0.011 | |
| 4.40 | 5.90 | 0.94 | 0.0313 | -0.014 | 26 | 0 | 0.1700 | 1 | 102 | 56.6% | -0.06 | 0.0314 | -0.015 | |||
| 3.50 | 5.65 | 1 | 65.5% | 0.90 | 0.0463 | -0.019 | 27 | 0.0400 | 0.3000 | 147 | 56.1% | -0.10 | 0.0465 | -0.020 | ||
| 3.45 | 4.90 | 32 | 2,016 | 66.3% | 0.88 | 0.0556 | -0.023 | 27.5 | 0.1500 | 0.3700 | 14 | 5,721 | 57.9% | -0.12 | 0.0558 | -0.023 |
| 2.88 | 4.10 | 47.8% | 0.84 | 0.0656 | -0.026 | 28 | 0.2000 | 0.5400 | 7 | 126 | 59.2% | -0.16 | 0.0660 | -0.027 | ||
| 2.74 | 3.55 | 3 | 52.1% | 0.81 | 0.0759 | -0.030 | 28.5 | 0.2100 | 0.6300 | 9 | 55 | 55.9% | -0.19 | 0.0763 | -0.031 | |
| 2.54 | 3.75 | 3 | 70.3% | 0.76 | 0.0857 | -0.034 | 29 | 0.2300 | 0.7000 | 7 | 69 | 51.8% | -0.24 | 0.0861 | -0.035 | |
| 2.25 | 2.65 | 2 | 54.0% | 0.72 | 0.0942 | -0.038 | 29.5 | 0.2700 | 0.8500 | 14 | 33 | 49.6% | -0.29 | 0.0947 | -0.038 | |
| 2.04 | 2.28 | 1,262 | 3,308 | 55.5% | 0.66 | 0.1011 | -0.041 | 30 | 0.7200 | 0.9500 | 511 | 4,010 | 54.2% | -0.34 | 0.1016 | -0.042 |
| 1.67 | 2.31 | 1 | 2 | 60.5% | 0.61 | 0.1060 | -0.043 | 30.5 | 0.6500 | 1.55 | 202 | 25 | 56.7% | -0.39 | 0.1066 | -0.044 |
| 1.31 | 1.73 | 62 | 23 | 52.6% | 0.56 | 0.1089 | -0.045 | 31 | 0.8200 | 1.46 | 72 | 220 | 49.2% | -0.45 | 0.1096 | -0.045 |
| 0.9900 | 1.68 | 106 | 84 | 54.7% | 0.50 | 0.1097 | -0.046 | 31.5 | 1.40 | 2.04 | 110 | 49 | 61.5% | -0.50 | 0.1105 | -0.046 |
| 0.9000 | 1.30 | 134 | 122 | 53.9% | 0.45 | 0.1087 | -0.045 | 32 | 1.55 | 2.17 | 132 | 784 | 55.9% | -0.55 | 0.1095 | -0.045 |
| 0.6300 | 1.15 | 130 | 6,514 | 53.0% | 0.40 | 0.1059 | -0.044 | 32.5 | 1.89 | 2.65 | 48 | 1,382 | 59.8% | -0.61 | 0.1068 | -0.044 |
| 0.4500 | 0.9100 | 40 | 174 | 50.9% | 0.35 | 0.1014 | -0.042 | 33 | 2.34 | 3.05 | 471 | 63.5% | -0.66 | 0.1024 | -0.042 | |
| 0.2800 | 0.8800 | 157 | 212 | 52.4% | 0.30 | 0.0956 | -0.040 | 33.5 | 2.22 | 3.55 | 3 | 145 | 56.6% | -0.70 | 0.0966 | -0.040 |
| 0.2900 | 0.6800 | 204 | 194 | 53.4% | 0.26 | 0.0886 | -0.037 | 34 | 3.10 | 3.70 | 137 | 62.9% | -0.75 | 0.0896 | -0.037 | |
| 0.2300 | 0.5000 | 6 | 376 | 52.1% | 0.22 | 0.0810 | -0.034 | 34.5 | 2.18 | 4.95 | 2 | 154 | 51.4% | -0.78 | 0.0820 | -0.034 |
| 0.3100 | 0.4000 | 456 | 5,514 | 56.1% | 0.19 | 0.0731 | -0.031 | 35 | 3.80 | 4.95 | 2 | 2,288 | 72.1% | -0.82 | 0.0740 | -0.031 |
| 0.0100 | 0.5400 | 2 | 86 | 55.6% | 0.16 | 0.0653 | -0.028 | 35.5 | 4.05 | 5.10 | 238 | 60.9% | -0.85 | 0.0662 | -0.028 | |
| 0.1600 | 0.2800 | 7 | 745 | 55.8% | 0.14 | 0.0579 | -0.025 | 36 | 4.45 | 5.90 | 294 | 71.0% | -0.87 | 0.0588 | -0.025 | |
| 0 | 0.5200 | 1 | 26 | 62.5% | 0.12 | 0.0511 | -0.023 | 36.5 | 4.85 | 6.50 | 50 | 75.3% | -0.89 | 0.0522 | -0.022 | |
| 0 | 0.2000 | 50 | 1,073 | 52.1% | 0.10 | 0.0451 | -0.021 | 37 | 5.50 | 6.30 | 60.0% | -0.91 | 0.0462 | -0.020 | ||
| 0.0900 | 0.1500 | 66 | 2,835 | 57.5% | 0.09 | 0.0397 | -0.019 | 37.5 | 6.00 | 7.00 | 746 | 71.7% | -0.92 | 0.0411 | -0.018 | |
| 0.0400 | 0.1400 | 32 | 355 | 57.1% | 0.07 | 0.0351 | -0.017 | 38 | 6.35 | 7.95 | 85.7% | -0.93 | 0.0367 | -0.017 | ||
| 0 | 0.3100 | 3 | 51 | 67.5% | 0.07 | 0.0311 | -0.016 | 38.5 | 6.80 | 8.40 | 86.1% | -0.94 | 0.0328 | -0.015 | ||
| 0 | 0.2700 | 40 | 68.5% | 0.06 | 0.0276 | -0.014 | 39 | 7.20 | 8.30 | 1 | -0.95 | 0.0295 | -0.015 | |||
| 0.0400 | 0.1000 | 23 | 6,085 | 65.4% | 0.05 | 0.0222 | -0.013 | 40 | 7.50 | 10.40 | 3 | 176 | 84.5% | -0.96 | 0.0241 | -0.013 |
| 0 | 0.2600 | 7 | 55 | 79.4% | 0.04 | 0.0181 | -0.011 | 41 | 9.25 | 10.90 | 101.3% | -0.97 | 0.0206 | -0.012 | ||
| 0.0100 | 0.3000 | 66 | 88.0% | 0.03 | 0.0151 | -0.010 | 42 | 10.05 | 11.90 | 98.9% | -0.98 | 0.0177 | -0.011 | |||
| 0 | 0.2800 | 4 | 803 | 88.8% | 0.03 | 0.0139 | -0.010 | 42.5 | 10.50 | 12.40 | 64 | 99.4% | -0.98 | 0.0164 | -0.010 | |
| 0.0100 | 0.2900 | 1 | 56 | 92.7% | 0.03 | 0.0128 | -0.009 | 43 | 11.00 | 12.90 | 102.2% | -0.98 | 0.0153 | -0.010 | ||
| 0.0100 | 0.3100 | 1 | 1 | 99.0% | 0.02 | 0.0110 | -0.009 | 44 | 10.90 | 13.90 | -0.99 | 0.0131 | -0.009 | |||
| 0 | 0.0400 | 8 | 3,433 | 74.9% | 0.02 | 0.0096 | -0.008 | 45 | 13.05 | 14.90 | 115.6% | -0.99 | 0.0112 | -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 — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs