CELH option chain Celsius Holdings, Inc.
Cboe delayed options data · as of 21:53 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 ±14.3% (25.48–34.01) · ATM IV 60.9% · 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 | |
| 12.95 | 16.00 | 0.98 | 0.0040 | -0.005 | 15 | 0 | 0.1000 | 57 | 112.7% | -0.02 | 0.0040 | -0.007 | ||||
| 10.45 | 13.50 | 2 | 0.97 | 0.0068 | -0.006 | 17.5 | 0 | 0.8200 | 30 | 166 | 137.6% | -0.03 | 0.0068 | -0.008 | ||
| 9.00 | 12.05 | 0.97 | 0.0093 | -0.007 | 19 | 0 | 0.3700 | 98.9% | -0.03 | 0.0094 | -0.009 | |||||
| 8.00 | 10.75 | 47 | 0.96 | 0.0118 | -0.008 | 20 | 0 | 0.1000 | 5 | 285 | 69.7% | -0.04 | 0.0118 | -0.009 | ||
| 7.60 | 9.70 | 0.95 | 0.0151 | -0.009 | 21 | 0 | 0.4000 | 81.9% | -0.05 | 0.0152 | -0.011 | |||||
| 6.10 | 9.00 | 0.93 | 0.0198 | -0.011 | 22 | 0.0900 | 0.2600 | 1 | 70.7% | -0.07 | 0.0198 | -0.012 | ||||
| 5.65 | 8.30 | 11 | 0.92 | 0.0226 | -0.013 | 22.5 | 0.1300 | 0.2600 | 100 | 766 | 68.3% | -0.08 | 0.0227 | -0.014 | ||
| 5.60 | 8.15 | 54.8% | 0.91 | 0.0259 | -0.014 | 23 | 0.0100 | 0.3200 | 2 | 61.5% | -0.09 | 0.0260 | -0.015 | |||
| 4.35 | 7.00 | 0.88 | 0.0334 | -0.018 | 24 | 0.1000 | 0.4200 | 1 | 60.3% | -0.12 | 0.0335 | -0.019 | ||||
| 3.90 | 6.40 | 0.86 | 0.0375 | -0.020 | 24.5 | 0.2000 | 0.7000 | 26 | 66.7% | -0.14 | 0.0376 | -0.021 | ||||
| 4.85 | 5.90 | 3 | 97 | 68.6% | 0.84 | 0.0416 | -0.022 | 25 | 0.5000 | 0.6700 | 208 | 1,279 | 68.3% | -0.16 | 0.0418 | -0.023 |
| 3.35 | 5.60 | 43.1% | 0.81 | 0.0457 | -0.024 | 25.5 | 0.4300 | 0.8800 | 9 | 66.3% | -0.19 | 0.0459 | -0.025 | |||
| 3.00 | 5.90 | 61.4% | 0.78 | 0.0497 | -0.026 | 26 | 0.4500 | 1.06 | 5 | 65.1% | -0.22 | 0.0499 | -0.027 | |||
| 3.25 | 4.85 | 60.0% | 0.76 | 0.0536 | -0.028 | 26.5 | 0.3700 | 1.35 | 6 | 63.7% | -0.24 | 0.0538 | -0.029 | |||
| 2.94 | 5.10 | 70.9% | 0.73 | 0.0571 | -0.030 | 27 | 0.7100 | 1.32 | 2 | 63.6% | -0.27 | 0.0574 | -0.030 | |||
| 3.25 | 3.75 | 30 | 710 | 64.1% | 0.69 | 0.0604 | -0.031 | 27.5 | 1.00 | 1.62 | 81 | 1,063 | 67.5% | -0.31 | 0.0607 | -0.032 |
| 2.59 | 3.70 | 4 | 62.6% | 0.66 | 0.0632 | -0.033 | 28 | 1.22 | 1.85 | 12 | 68.3% | -0.34 | 0.0636 | -0.033 | ||
| 2.71 | 3.45 | 5 | 69.2% | 0.63 | 0.0656 | -0.034 | 28.5 | 1.14 | 1.90 | 9 | 61.3% | -0.37 | 0.0660 | -0.034 | ||
| 1.61 | 3.15 | 1 | 56.4% | 0.59 | 0.0676 | -0.034 | 29 | 1.66 | 2.08 | 11 | 64.8% | -0.41 | 0.0680 | -0.035 | ||
| 1.72 | 2.77 | 59.9% | 0.56 | 0.0690 | -0.035 | 29.5 | 1.73 | 2.31 | 24 | 62.0% | -0.44 | 0.0695 | -0.035 | |||
| 2.15 | 2.30 | 447 | 2,484 | 66.0% | 0.52 | 0.0698 | -0.035 | 30 | 1.76 | 2.70 | 42 | 783 | 60.4% | -0.48 | 0.0704 | -0.035 |
| 1.62 | 2.00 | 7 | 60.3% | 0.49 | 0.0702 | -0.035 | 30.5 | 2.16 | 2.96 | 19 | 61.7% | -0.51 | 0.0707 | -0.035 | ||
| 1.50 | 2.07 | 24 | 65.2% | 0.46 | 0.0699 | -0.035 | 31 | 2.56 | 3.35 | 1 | 64.4% | -0.55 | 0.0705 | -0.035 | ||
| 1.52 | 1.89 | 12 | 68.2% | 0.42 | 0.0691 | -0.034 | 31.5 | 2.99 | 3.95 | 70.1% | -0.58 | 0.0698 | -0.035 | |||
| 0.9100 | 1.72 | 48 | 61.7% | 0.39 | 0.0679 | -0.034 | 32 | 2.88 | 4.10 | 60.9% | -0.61 | 0.0686 | -0.034 | |||
| 1.05 | 1.35 | 156 | 1,342 | 62.7% | 0.36 | 0.0662 | -0.033 | 32.5 | 3.30 | 4.65 | 214 | 65.0% | -0.64 | 0.0670 | -0.033 | |
| 0.9600 | 1.25 | 87 | 64.0% | 0.33 | 0.0642 | -0.032 | 33 | 3.40 | 4.90 | 59.1% | -0.67 | 0.0650 | -0.032 | |||
| 0.7000 | 1.00 | 66 | 63.5% | 0.27 | 0.0592 | -0.029 | 34 | 4.00 | 6.05 | 62.6% | -0.73 | 0.0602 | -0.029 | |||
| 0.5400 | 0.7500 | 477 | 1,897 | 62.9% | 0.22 | 0.0535 | -0.026 | 35 | 5.50 | 6.15 | 94 | 62.1% | -0.78 | 0.0546 | -0.026 | |
| 0.2000 | 0.5800 | 59 | 58.3% | 0.18 | 0.0472 | -0.023 | 36 | 5.75 | 8.00 | 70.5% | -0.82 | 0.0485 | -0.022 | |||
| 0.1900 | 0.4000 | 13 | 58.8% | 0.15 | 0.0409 | -0.020 | 37 | 6.70 | 8.85 | 72.2% | -0.86 | 0.0423 | -0.019 | |||
| 0.1700 | 0.3800 | 54 | 419 | 60.1% | 0.13 | 0.0379 | -0.018 | 37.5 | 7.50 | 9.30 | 11 | 80.4% | -0.88 | 0.0393 | -0.018 | |
| 0.0100 | 0.7900 | 69.4% | 0.12 | 0.0351 | -0.017 | 38 | 7.85 | 9.75 | 78.9% | -0.89 | 0.0366 | -0.017 | ||||
| 0.0400 | 0.2500 | 100 | 1,494 | 62.0% | 0.08 | 0.0258 | -0.013 | 40 | 9.80 | 11.60 | 38 | 84.4% | -0.93 | 0.0274 | -0.013 | |
| 0 | 0.3400 | 1 | 144 | 73.9% | 0.06 | 0.0183 | -0.011 | 42.5 | 12.20 | 14.05 | 91.7% | -0.95 | 0.0200 | -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