CELH catena di opzioni Celsius Holdings, Inc.
Cboe delayed options data · aggiornato al 18:35 UTC
Ogni riga corrisponde a uno strike. La metà sinistra è la call, la metà destra è la put. Bid/ask sono le quotazioni attuali di acquirenti e venditori; il volume indica i contratti scambiati in questa sessione; l'open interest indica i contratti aperti. La riga evidenziata è quella più vicina al prezzo del titolo.
Questa scadenza prezza una mossa di circa ±15.2% (25.19–34.23) · ATM IV 65.5% · P/C open interest 0.52
| CALL | Strike | PUT | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Chiedi | 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 | Chiedi | Vol | OI | IV | Δ | Γ | Θ | |
| 13.95 | 16.15 | 158.4% | 0.99 | 0.0033 | -0.003 | 15 | 0 | 0.1000 | 57 | 114.4% | -0.01 | 0.0033 | -0.005 | |||
| 11.45 | 13.70 | 2 | 129.4% | 0.98 | 0.0059 | -0.005 | 17.5 | 0 | 0.3000 | 158 | 110.7% | -0.02 | 0.0059 | -0.006 | ||
| 10.00 | 12.20 | 114.6% | 0.97 | 0.0085 | -0.006 | 19 | 0 | 0.3300 | 98.0% | -0.03 | 0.0085 | -0.007 | ||||
| 9.10 | 10.75 | 47 | 85.9% | 0.96 | 0.0110 | -0.007 | 20 | 0.0100 | 0.1300 | 3 | 285 | 74.9% | -0.04 | 0.0110 | -0.008 | |
| 8.20 | 9.90 | 89.1% | 0.95 | 0.0146 | -0.009 | 21 | 0 | 0.1500 | 67.8% | -0.05 | 0.0146 | -0.010 | ||||
| 7.25 | 9.25 | 93.4% | 0.94 | 0.0194 | -0.011 | 22 | 0 | 0.2500 | 1 | 1 | 66.6% | -0.06 | 0.0195 | -0.012 | ||
| 6.25 | 8.90 | 11 | 76.4% | 0.93 | 0.0224 | -0.013 | 22.5 | 0.1800 | 0.2700 | 163 | 747 | 71.9% | -0.07 | 0.0225 | -0.014 | |
| 6.35 | 8.30 | 87.2% | 0.91 | 0.0257 | -0.014 | 23 | 0.1700 | 0.3100 | 13 | 2 | 68.7% | -0.09 | 0.0259 | -0.015 | ||
| 5.30 | 7.20 | 72.8% | 0.88 | 0.0333 | -0.018 | 24 | 0.3500 | 0.4800 | 13 | 1 | 70.7% | -0.12 | 0.0334 | -0.019 | ||
| 5.05 | 6.75 | 75.3% | 0.86 | 0.0374 | -0.020 | 24.5 | 0.3700 | 0.6500 | 1 | 26 | 70.9% | -0.14 | 0.0375 | -0.021 | ||
| 5.20 | 5.95 | 5 | 97 | 77.8% | 0.84 | 0.0415 | -0.022 | 25 | 0.5100 | 0.6500 | 57 | 1,298 | 69.2% | -0.16 | 0.0417 | -0.023 |
| 4.05 | 6.25 | 75.4% | 0.81 | 0.0457 | -0.025 | 25.5 | 0.5900 | 0.8700 | 7 | 70.5% | -0.19 | 0.0459 | -0.025 | |||
| 3.70 | 5.40 | 65.8% | 0.79 | 0.0497 | -0.027 | 26 | 0.6700 | 0.8700 | 1 | 2 | 66.8% | -0.21 | 0.0500 | -0.027 | ||
| 3.90 | 4.90 | 73.3% | 0.76 | 0.0536 | -0.029 | 26.5 | 0.8700 | 0.9600 | 1 | 5 | 66.8% | -0.24 | 0.0539 | -0.029 | ||
| 3.60 | 4.35 | 70.0% | 0.73 | 0.0572 | -0.030 | 27 | 0.9700 | 1.11 | 1 | 2 | 65.6% | -0.27 | 0.0575 | -0.031 | ||
| 3.40 | 3.65 | 16 | 695 | 65.5% | 0.70 | 0.0605 | -0.032 | 27.5 | 1.19 | 1.35 | 37 | 1,044 | 67.3% | -0.30 | 0.0608 | -0.033 |
| 3.15 | 3.30 | 4 | 4 | 65.6% | 0.66 | 0.0634 | -0.033 | 28 | 1.38 | 1.49 | 40 | 12 | 66.3% | -0.34 | 0.0638 | -0.034 |
| 2.79 | 2.97 | 5 | 63.8% | 0.63 | 0.0659 | -0.034 | 28.5 | 1.57 | 1.68 | 16 | 9 | 65.6% | -0.37 | 0.0663 | -0.035 | |
| 2.58 | 2.71 | 1 | 64.9% | 0.60 | 0.0679 | -0.035 | 29 | 1.84 | 1.88 | 154 | 11 | 65.7% | -0.41 | 0.0683 | -0.036 | |
| 2.39 | 2.46 | 11 | 65.8% | 0.56 | 0.0693 | -0.036 | 29.5 | 2.08 | 2.11 | 116 | 18 | 65.3% | -0.44 | 0.0698 | -0.036 | |
| 2.17 | 2.22 | 169 | 2,374 | 65.7% | 0.53 | 0.0702 | -0.036 | 30 | 2.35 | 2.42 | 307 | 790 | 65.2% | -0.48 | 0.0707 | -0.036 |
| 1.92 | 1.98 | 55 | 6 | 65.0% | 0.49 | 0.0704 | -0.036 | 30.5 | 2.49 | 2.68 | 19 | 63.5% | -0.51 | 0.0710 | -0.036 | |
| 1.67 | 1.77 | 745 | 16 | 64.0% | 0.46 | 0.0702 | -0.036 | 31 | 2.82 | 2.96 | 89 | 1 | 63.6% | -0.55 | 0.0708 | -0.036 |
| 1.51 | 1.60 | 1 | 12 | 64.6% | 0.42 | 0.0694 | -0.035 | 31.5 | 3.15 | 3.25 | 31 | 63.4% | -0.58 | 0.0700 | -0.035 | |
| 1.35 | 1.42 | 24 | 39 | 64.5% | 0.39 | 0.0680 | -0.035 | 32 | 3.40 | 3.60 | 39 | 62.4% | -0.61 | 0.0688 | -0.035 | |
| 1.21 | 1.26 | 469 | 1,352 | 64.5% | 0.36 | 0.0663 | -0.034 | 32.5 | 3.85 | 4.00 | 7 | 214 | 64.7% | -0.64 | 0.0671 | -0.034 |
| 1.06 | 1.14 | 20 | 71 | 64.6% | 0.33 | 0.0642 | -0.033 | 33 | 3.45 | 4.60 | 56.2% | -0.67 | 0.0651 | -0.033 | ||
| 0.8200 | 0.9100 | 15 | 64 | 64.8% | 0.28 | 0.0592 | -0.030 | 34 | 4.90 | 5.25 | 65.6% | -0.73 | 0.0602 | -0.030 | ||
| 0.6300 | 0.7100 | 155 | 2,291 | 64.7% | 0.23 | 0.0535 | -0.027 | 35 | 4.70 | 6.55 | 6 | 94 | 55.0% | -0.78 | 0.0546 | -0.027 |
| 0.4800 | 0.5900 | 107 | 59 | 65.6% | 0.18 | 0.0473 | -0.024 | 36 | 5.65 | 7.40 | 56.0% | -0.82 | 0.0486 | -0.024 | ||
| 0.3600 | 0.4500 | 38 | 12 | 65.3% | 0.15 | 0.0411 | -0.020 | 37 | 6.60 | 8.70 | 68.0% | -0.86 | 0.0424 | -0.020 | ||
| 0.3100 | 0.4000 | 17 | 442 | 65.4% | 0.13 | 0.0380 | -0.019 | 37.5 | 7.05 | 9.10 | 11 | 66.9% | -0.88 | 0.0395 | -0.019 | |
| 0.0100 | 0.6100 | 65.4% | 0.12 | 0.0350 | -0.017 | 38 | 7.70 | 9.20 | 61.9% | -0.89 | 0.0365 | -0.017 | ||||
| 0.1500 | 0.1900 | 29 | 1,567 | 65.0% | 0.07 | 0.0247 | -0.012 | 40 | 9.40 | 11.10 | 38 | -0.94 | 0.0265 | -0.012 | ||
| 0.0700 | 0.1100 | 3 | 145 | 66.4% | 0.04 | 0.0160 | -0.008 | 42.5 | 11.80 | 13.90 | 72.3% | -0.97 | 0.0178 | -0.008 | ||
Strike mostrati: entro ±50% del prezzo del sottostante. Valore intrinseco = max(0, prezzo − strike) per le call, max(0, strike − prezzo) per le put; estrinseco = prezzo dell'opzione − intrinseco. Greche e IV calcolate dal feed della borsa.
Volatility smile — Nov 20, 2026
Pagina della volatilità →Volatilità implicita per strike per questa scadenza. I put out-of-the-money prezzano solitamente una IV più alta rispetto alle call — lo skew.
callput