CELH chaîne d'options Celsius Holdings, Inc.
Cboe delayed options data · au 15:33 UTC
Chaque ligne correspond à un strike. La moitié gauche concerne le call, la moitié droite le put. Le bid/ask correspond aux cotations actuelles des acheteurs et vendeurs ; le volume indique les contrats échangés lors de cette séance ; l'open interest représente les contrats en cours. La ligne mise en évidence est la plus proche du cours de l'action.
Cette échéance intègre un mouvement d'environ ±8.8% (28.75–34.33) · ATM IV 54.1% · P/C open interest 0.49
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Offre | Demander | 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 | Offre | Demander | Vol | OI | IV | Δ | Γ | Θ | |
| 13.35 | 14.90 | 9 | 151.6% | 0.99 | 0.0022 | 0.000 | 17.5 | 0 | 0.0100 | 1 | 931 | 106.6% | -0.01 | 0.0022 | -0.004 | |
| 11.25 | 12.20 | 244 | 141.1% | 0.99 | 0.0043 | 0.000 | 20 | 0 | 0.4600 | 1,163 | 150.3% | -0.01 | 0.0043 | -0.005 | ||
| 8.50 | 9.85 | 761 | 101.5% | 0.98 | 0.0086 | -0.003 | 22.5 | 0.0100 | 0.1000 | 2,694 | 88.1% | -0.02 | 0.0086 | -0.008 | ||
| 7.90 | 9.70 | 113.1% | 0.98 | 0.0100 | -0.004 | 23 | 0 | 0.7500 | 6 | 127.2% | -0.02 | 0.0101 | -0.008 | |||
| 6.95 | 8.70 | 103.5% | 0.97 | 0.0139 | -0.006 | 24 | 0 | 0.7500 | 114.0% | -0.03 | 0.0139 | -0.010 | ||||
| 6.20 | 7.30 | 617 | 83.5% | 0.96 | 0.0196 | -0.008 | 25 | 0.0300 | 0.0900 | 41 | 6,774 | 65.3% | -0.04 | 0.0196 | -0.012 | |
| 5.05 | 6.80 | 87.6% | 0.94 | 0.0283 | -0.012 | 26 | 0 | 0.1400 | 102 | 57.8% | -0.06 | 0.0284 | -0.015 | |||
| 4.25 | 5.65 | 1 | 1 | 76.9% | 0.91 | 0.0416 | -0.017 | 27 | 0.1200 | 0.1800 | 28 | 147 | 58.0% | -0.09 | 0.0417 | -0.019 |
| 4.05 | 4.35 | 1 | 2,002 | 51.1% | 0.89 | 0.0502 | -0.020 | 27.5 | 0.1700 | 0.3400 | 2 | 5,718 | 61.6% | -0.11 | 0.0504 | -0.022 |
| 3.30 | 4.70 | 67.4% | 0.87 | 0.0600 | -0.023 | 28 | 0.1900 | 0.2900 | 127 | 54.7% | -0.13 | 0.0602 | -0.025 | |||
| 3.10 | 3.90 | 3 | 60.9% | 0.83 | 0.0706 | -0.027 | 28.5 | 0.2300 | 0.4000 | 64 | 53.9% | -0.17 | 0.0709 | -0.029 | ||
| 2.55 | 3.20 | 3 | 47.3% | 0.79 | 0.0812 | -0.032 | 29 | 0.1400 | 0.7500 | 40 | 76 | 55.2% | -0.21 | 0.0816 | -0.033 | |
| 2.05 | 3.45 | 2 | 60.0% | 0.75 | 0.0911 | -0.036 | 29.5 | 0.5200 | 0.6700 | 45 | 56.0% | -0.25 | 0.0916 | -0.037 | ||
| 2.10 | 2.41 | 4 | 3,339 | 52.8% | 0.70 | 0.0995 | -0.039 | 30 | 0.6700 | 0.8600 | 71 | 4,363 | 56.3% | -0.30 | 0.1000 | -0.040 |
| 1.75 | 2.35 | 1 | 1 | 57.4% | 0.64 | 0.1058 | -0.043 | 30.5 | 0.6900 | 1.11 | 209 | 54.1% | -0.36 | 0.1064 | -0.043 | |
| 1.37 | 1.87 | 52 | 51.5% | 0.59 | 0.1099 | -0.045 | 31 | 0.9000 | 1.38 | 281 | 55.1% | -0.41 | 0.1106 | -0.045 | ||
| 1.38 | 1.51 | 11 | 168 | 54.6% | 0.53 | 0.1118 | -0.046 | 31.5 | 1.02 | 1.67 | 1 | 156 | 53.6% | -0.47 | 0.1125 | -0.046 |
| 1.16 | 1.28 | 220 | 54.8% | 0.48 | 0.1115 | -0.047 | 32 | 1.28 | 1.81 | 40 | 757 | 50.8% | -0.53 | 0.1122 | -0.047 | |
| 1.00 | 1.08 | 39 | 6,491 | 55.4% | 0.42 | 0.1092 | -0.046 | 32.5 | 1.77 | 2.24 | 1,408 | 57.2% | -0.58 | 0.1100 | -0.046 | |
| 0.7900 | 0.9500 | 2 | 209 | 55.6% | 0.37 | 0.1052 | -0.044 | 33 | 1.77 | 2.50 | 471 | 49.1% | -0.63 | 0.1061 | -0.044 | |
| 0.4700 | 1.12 | 312 | 59.4% | 0.32 | 0.0997 | -0.042 | 33.5 | 2.05 | 3.20 | 145 | 55.0% | -0.68 | 0.1006 | -0.042 | ||
| 0.5300 | 0.6400 | 3 | 384 | 56.0% | 0.28 | 0.0930 | -0.040 | 34 | 2.30 | 3.50 | 137 | 50.3% | -0.73 | 0.0940 | -0.039 | |
| 0.4400 | 0.5000 | 2 | 382 | 55.8% | 0.24 | 0.0854 | -0.037 | 34.5 | 2.55 | 3.95 | 156 | 47.4% | -0.77 | 0.0864 | -0.036 | |
| 0.3700 | 0.4200 | 119 | 5,585 | 56.5% | 0.20 | 0.0775 | -0.034 | 35 | 3.20 | 4.70 | 2,288 | 63.1% | -0.80 | 0.0785 | -0.032 | |
| 0.2800 | 0.4500 | 2 | 86 | 59.6% | 0.17 | 0.0695 | -0.031 | 35.5 | 3.65 | 4.65 | 238 | 49.7% | -0.83 | 0.0705 | -0.029 | |
| 0.1100 | 0.3900 | 14 | 747 | 56.6% | 0.15 | 0.0618 | -0.028 | 36 | 3.85 | 5.25 | 294 | 44.5% | -0.86 | 0.0627 | -0.026 | |
| 0.1000 | 0.7500 | 27 | 71.9% | 0.13 | 0.0547 | -0.025 | 36.5 | 4.30 | 5.70 | 50 | 39.8% | -0.88 | 0.0555 | -0.023 | ||
| 0.1100 | 0.4700 | 1,123 | 67.3% | 0.11 | 0.0483 | -0.023 | 37 | 4.55 | 6.20 | -0.90 | 0.0490 | -0.021 | ||||
| 0.1200 | 0.1800 | 4 | 2,830 | 59.7% | 0.09 | 0.0426 | -0.021 | 37.5 | 5.45 | 6.60 | 746 | 51.1% | -0.91 | 0.0433 | -0.018 | |
| 0.0900 | 0.4900 | 335 | 74.9% | 0.08 | 0.0377 | -0.019 | 38 | 5.45 | 7.25 | -0.93 | 0.0384 | -0.016 | ||||
| 0 | 0.6500 | 54 | 81.1% | 0.07 | 0.0334 | -0.017 | 38.5 | 6.05 | 7.75 | -0.94 | 0.0342 | -0.014 | ||||
| 0.0200 | 0.2800 | 40 | 69.5% | 0.06 | 0.0297 | -0.016 | 39 | 7.00 | 7.95 | 1 | -0.94 | 0.0311 | -0.013 | |||
| 0.0400 | 0.1000 | 10 | 6,085 | 65.0% | 0.05 | 0.0238 | -0.014 | 40 | 7.95 | 8.90 | 175 | -0.96 | 0.0259 | -0.010 | ||
| 0 | 0.5800 | 55 | 95.3% | 0.04 | 0.0195 | -0.013 | 41 | 8.50 | 10.20 | -0.97 | 0.0220 | -0.009 | ||||
| 0.0100 | 0.5600 | 66 | 101.0% | 0.04 | 0.0162 | -0.011 | 42 | 9.50 | 11.20 | -0.97 | 0.0190 | -0.008 | ||||
| 0 | 0.3300 | 800 | 91.9% | 0.03 | 0.0149 | -0.011 | 42.5 | 9.65 | 12.35 | 64 | 71.6% | -0.98 | 0.0177 | -0.007 | ||
| 0 | 0.7500 | 57 | 114.6% | 0.03 | 0.0137 | -0.010 | 43 | 10.25 | 12.60 | -0.98 | 0.0165 | -0.007 | ||||
| 0 | 0.7500 | 2 | 120.6% | 0.03 | 0.0118 | -0.010 | 44 | 11.25 | 13.60 | -0.98 | 0.0139 | -0.007 | ||||
| 0 | 0.0900 | 3,428 | 83.9% | 0.02 | 0.0102 | -0.009 | 45 | 12.25 | 14.60 | -0.99 | 0.0118 | -0.007 | ||||
Strikes affichés : dans une fourchette de ±50 % par rapport au prix du sous-jacent. Valeur intrinsèque = max(0, prix − strike) pour les calls, max(0, strike − prix) pour les puts ; valeur extrinsèque = prix de l'option − valeur intrinsèque. Greeks et IV tels que calculés par le flux de la bourse.
Smile de volatilité — Sep 18, 2026
Page volatilité →Volatilité implicite par strike pour cette échéance. Les puts hors de la monnaie affichent généralement une IV plus élevée que les calls — c'est le skew.
callsputs