CELH cadena de opciones Celsius Holdings, Inc.
Cboe delayed options data · a fecha de 21:51 UTC
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±14.5% (25.57–34.24) · ATM IV 62.2% · P/C interés abierto 0.52
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | 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 | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 13.95 | 16.15 | 111.4% | 0.99 | 0.0031 | -0.003 | 15 | 0 | 0.1000 | 57 | 115.7% | -0.01 | 0.0031 | -0.005 | |||
| 11.45 | 13.70 | 2 | 93.3% | 0.98 | 0.0056 | -0.005 | 17.5 | 0 | 0.3000 | 158 | 112.1% | -0.02 | 0.0056 | -0.006 | ||
| 10.00 | 12.20 | 84.8% | 0.97 | 0.0081 | -0.006 | 19 | 0 | 0.3300 | 99.4% | -0.03 | 0.0081 | -0.007 | ||||
| 9.10 | 10.75 | 47 | 0.97 | 0.0105 | -0.007 | 20 | 0 | 0.2000 | 3 | 285 | 81.3% | -0.03 | 0.0105 | -0.008 | ||
| 8.20 | 9.90 | 53.3% | 0.96 | 0.0137 | -0.009 | 21 | 0 | 0.5900 | 93.3% | -0.04 | 0.0138 | -0.010 | ||||
| 7.25 | 9.25 | 76.6% | 0.94 | 0.0182 | -0.011 | 22 | 0 | 0.4400 | 1 | 1 | 77.6% | -0.06 | 0.0183 | -0.012 | ||
| 6.25 | 8.90 | 11 | 49.9% | 0.93 | 0.0210 | -0.012 | 22.5 | 0.1800 | 0.2400 | 167 | 747 | 72.3% | -0.07 | 0.0211 | -0.013 | |
| 6.35 | 8.30 | 73.4% | 0.92 | 0.0241 | -0.014 | 23 | 0.0100 | 0.5500 | 13 | 2 | 73.3% | -0.08 | 0.0242 | -0.015 | ||
| 5.30 | 7.20 | 58.8% | 0.89 | 0.0314 | -0.017 | 24 | 0.1100 | 0.5700 | 13 | 1 | 68.2% | -0.11 | 0.0315 | -0.018 | ||
| 5.05 | 6.75 | 64.1% | 0.87 | 0.0354 | -0.019 | 24.5 | 0.1200 | 0.5200 | 1 | 26 | 62.4% | -0.13 | 0.0355 | -0.020 | ||
| 5.10 | 5.70 | 6 | 97 | 59.5% | 0.85 | 0.0395 | -0.021 | 25 | 0.4800 | 0.5400 | 68 | 1,298 | 67.9% | -0.15 | 0.0397 | -0.022 |
| 4.05 | 6.45 | 71.2% | 0.83 | 0.0437 | -0.023 | 25.5 | 0.1600 | 0.8900 | 46 | 7 | 63.6% | -0.17 | 0.0439 | -0.024 | ||
| 4.20 | 5.20 | 63.8% | 0.80 | 0.0479 | -0.025 | 26 | 0.6800 | 0.9100 | 35 | 2 | 70.0% | -0.20 | 0.0481 | -0.026 | ||
| 3.90 | 4.90 | 66.4% | 0.77 | 0.0520 | -0.027 | 26.5 | 0.6000 | 1.11 | 1 | 5 | 66.9% | -0.23 | 0.0522 | -0.028 | ||
| 3.85 | 4.15 | 64.5% | 0.74 | 0.0559 | -0.029 | 27 | 0.6400 | 1.25 | 19 | 2 | 64.6% | -0.26 | 0.0561 | -0.030 | ||
| 3.25 | 3.80 | 17 | 695 | 59.6% | 0.71 | 0.0594 | -0.031 | 27.5 | 1.00 | 1.52 | 37 | 1,044 | 69.7% | -0.29 | 0.0598 | -0.031 |
| 3.20 | 3.45 | 5 | 4 | 63.5% | 0.68 | 0.0627 | -0.032 | 28 | 0.8900 | 1.49 | 40 | 12 | 61.2% | -0.32 | 0.0630 | -0.033 |
| 2.88 | 3.15 | 23 | 5 | 63.1% | 0.65 | 0.0655 | -0.034 | 28.5 | 1.09 | 1.63 | 16 | 9 | 60.3% | -0.35 | 0.0659 | -0.034 |
| 2.52 | 2.90 | 1 | 62.4% | 0.61 | 0.0678 | -0.035 | 29 | 1.33 | 1.84 | 154 | 11 | 60.5% | -0.39 | 0.0683 | -0.035 | |
| 2.03 | 2.58 | 22 | 58.1% | 0.58 | 0.0696 | -0.035 | 29.5 | 1.73 | 2.08 | 165 | 18 | 63.0% | -0.42 | 0.0701 | -0.035 | |
| 2.09 | 2.35 | 248 | 2,374 | 62.8% | 0.54 | 0.0708 | -0.035 | 30 | 1.94 | 2.29 | 372 | 790 | 61.6% | -0.46 | 0.0714 | -0.036 |
| 1.83 | 2.12 | 55 | 6 | 62.2% | 0.51 | 0.0714 | -0.036 | 30.5 | 2.28 | 2.58 | 55 | 19 | 62.8% | -0.49 | 0.0720 | -0.036 |
| 1.64 | 1.90 | 745 | 16 | 62.2% | 0.47 | 0.0714 | -0.035 | 31 | 2.41 | 2.88 | 126 | 1 | 60.6% | -0.53 | 0.0720 | -0.036 |
| 1.34 | 1.70 | 2 | 12 | 60.5% | 0.44 | 0.0708 | -0.035 | 31.5 | 2.70 | 3.15 | 43 | 59.7% | -0.56 | 0.0715 | -0.035 | |
| 1.08 | 1.50 | 29 | 39 | 58.8% | 0.41 | 0.0697 | -0.035 | 32 | 3.00 | 3.50 | 43 | 59.6% | -0.60 | 0.0704 | -0.035 | |
| 1.27 | 1.34 | 507 | 1,352 | 63.9% | 0.37 | 0.0681 | -0.034 | 32.5 | 3.20 | 3.85 | 17 | 214 | 57.4% | -0.63 | 0.0689 | -0.034 |
| 0.7000 | 1.26 | 25 | 71 | 58.3% | 0.34 | 0.0661 | -0.033 | 33 | 3.25 | 4.60 | 58.7% | -0.66 | 0.0669 | -0.033 | ||
| 0.7400 | 0.9500 | 17 | 64 | 61.8% | 0.29 | 0.0611 | -0.030 | 34 | 4.00 | 5.40 | 59.0% | -0.72 | 0.0621 | -0.030 | ||
| 0.4500 | 0.7800 | 171 | 2,291 | 60.5% | 0.23 | 0.0552 | -0.027 | 35 | 5.50 | 6.45 | 18 | 94 | 75.9% | -0.77 | 0.0564 | -0.027 |
| 0.1700 | 0.5800 | 109 | 59 | 56.5% | 0.19 | 0.0489 | -0.024 | 36 | 5.65 | 7.40 | 65.9% | -0.82 | 0.0502 | -0.024 | ||
| 0.1600 | 0.4900 | 38 | 12 | 59.4% | 0.15 | 0.0424 | -0.021 | 37 | 6.60 | 8.70 | 77.1% | -0.86 | 0.0439 | -0.020 | ||
| 0.1600 | 0.4000 | 72 | 442 | 59.5% | 0.13 | 0.0392 | -0.019 | 37.5 | 7.05 | 9.10 | 11 | 77.0% | -0.87 | 0.0408 | -0.019 | |
| 0.0100 | 0.8000 | 68.8% | 0.12 | 0.0361 | -0.017 | 38 | 7.70 | 9.20 | 74.2% | -0.89 | 0.0376 | -0.017 | ||||
| 0.1400 | 0.2000 | 44 | 1,567 | 63.5% | 0.07 | 0.0250 | -0.012 | 40 | 9.40 | 11.10 | 38 | 73.2% | -0.94 | 0.0269 | -0.012 | |
| 0.0500 | 0.1100 | 3 | 145 | 63.7% | 0.04 | 0.0154 | -0.007 | 42.5 | 11.80 | 13.90 | 90.7% | -0.97 | 0.0181 | -0.007 | ||
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Nov 20, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.
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