CELH catena di opzioni Celsius Holdings, Inc.
Cboe delayed options data · aggiornato al 15:35 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 ±17.0% (24.19–34.11) · ATM IV 72.1% · P/C open interest 0.55
| 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 | |
| 12.55 | 15.90 | 114.8% | 0.98 | 0.0050 | -0.007 | 15 | 0 | 0.1000 | 57 | 109.7% | -0.02 | 0.0050 | -0.008 | |||
| 10.10 | 13.55 | 2 | 106.5% | 0.97 | 0.0082 | -0.008 | 17.5 | 0 | 0.3200 | 166 | 107.1% | -0.03 | 0.0082 | -0.010 | ||
| 8.60 | 11.80 | 66.8% | 0.96 | 0.0113 | -0.009 | 19 | 0 | 0.3700 | 95.4% | -0.04 | 0.0113 | -0.010 | ||||
| 7.65 | 10.70 | 47 | 0.95 | 0.0141 | -0.010 | 20 | 0 | 0.1300 | 285 | 69.7% | -0.05 | 0.0141 | -0.011 | |||
| 6.70 | 9.50 | 0.94 | 0.0179 | -0.011 | 21 | 0 | 0.5000 | 82.7% | -0.06 | 0.0179 | -0.012 | |||||
| 5.80 | 7.70 | 0.92 | 0.0231 | -0.013 | 22 | 0.0700 | 0.6100 | 80.0% | -0.08 | 0.0232 | -0.014 | |||||
| 5.35 | 8.10 | 11 | 45.4% | 0.91 | 0.0264 | -0.014 | 22.5 | 0.2200 | 0.2900 | 1 | 766 | 69.3% | -0.09 | 0.0264 | -0.015 | |
| 4.90 | 6.85 | 0.90 | 0.0300 | -0.016 | 23 | 0.2100 | 0.4000 | 1 | 68.2% | -0.10 | 0.0300 | -0.017 | ||||
| 4.10 | 5.90 | 0.86 | 0.0381 | -0.020 | 24 | 0.4100 | 0.9100 | 77.4% | -0.14 | 0.0382 | -0.020 | |||||
| 3.80 | 6.40 | 59.8% | 0.84 | 0.0423 | -0.022 | 24.5 | 0.4800 | 0.6100 | 25 | 66.9% | -0.16 | 0.0425 | -0.022 | |||
| 4.20 | 5.00 | 97 | 55.0% | 0.81 | 0.0465 | -0.024 | 25 | 0.6000 | 0.7300 | 70 | 1,279 | 67.1% | -0.19 | 0.0467 | -0.024 | |
| 3.35 | 5.60 | 66.1% | 0.78 | 0.0506 | -0.026 | 25.5 | 0.7100 | 1.06 | 7 | 70.5% | -0.22 | 0.0508 | -0.026 | |||
| 3.00 | 4.25 | 46.4% | 0.75 | 0.0544 | -0.028 | 26 | 0.8400 | 1.18 | 1 | 69.4% | -0.25 | 0.0547 | -0.028 | |||
| 3.65 | 3.95 | 66.5% | 0.72 | 0.0580 | -0.029 | 26.5 | 1.01 | 1.37 | 69.8% | -0.28 | 0.0582 | -0.030 | ||||
| 2.46 | 3.60 | 51.3% | 0.69 | 0.0612 | -0.031 | 27 | 1.20 | 1.53 | 69.4% | -0.31 | 0.0615 | -0.032 | ||||
| 3.00 | 3.20 | 1 | 710 | 63.9% | 0.66 | 0.0640 | -0.032 | 27.5 | 1.32 | 1.59 | 32 | 1,063 | 65.8% | -0.34 | 0.0643 | -0.033 |
| 2.79 | 2.96 | 4 | 65.6% | 0.62 | 0.0663 | -0.033 | 28 | 1.59 | 1.80 | 1 | 66.5% | -0.38 | 0.0667 | -0.034 | ||
| 2.19 | 2.70 | 5 | 60.7% | 0.59 | 0.0682 | -0.034 | 28.5 | 1.78 | 2.24 | 9 | 68.9% | -0.41 | 0.0686 | -0.034 | ||
| 2.26 | 2.55 | 1 | 66.8% | 0.55 | 0.0695 | -0.035 | 29 | 2.06 | 3.05 | 77.3% | -0.45 | 0.0700 | -0.035 | |||
| 1.77 | 2.24 | 61.8% | 0.52 | 0.0704 | -0.035 | 29.5 | 2.32 | 3.35 | 77.5% | -0.48 | 0.0709 | -0.035 | ||||
| 1.81 | 2.00 | 267 | 2,484 | 65.1% | 0.48 | 0.0706 | -0.035 | 30 | 2.58 | 2.89 | 9 | 783 | 66.3% | -0.52 | 0.0712 | -0.035 |
| 1.41 | 1.85 | 3 | 62.7% | 0.45 | 0.0704 | -0.034 | 30.5 | 2.90 | 4.05 | 79.0% | -0.55 | 0.0710 | -0.035 | |||
| 1.31 | 1.64 | 19 | 63.4% | 0.42 | 0.0696 | -0.034 | 31 | 3.20 | 3.70 | 69.0% | -0.59 | 0.0703 | -0.034 | |||
| 1.28 | 1.37 | 10 | 63.8% | 0.38 | 0.0683 | -0.033 | 31.5 | 3.55 | 4.75 | 79.9% | -0.62 | 0.0691 | -0.033 | |||
| 1.03 | 1.32 | 31 | 63.7% | 0.35 | 0.0665 | -0.032 | 32 | 3.75 | 5.20 | 79.4% | -0.65 | 0.0674 | -0.032 | |||
| 1.01 | 1.10 | 44 | 1,342 | 64.2% | 0.32 | 0.0644 | -0.031 | 32.5 | 4.25 | 5.40 | 214 | 79.4% | -0.68 | 0.0654 | -0.031 | |
| 0.8500 | 1.10 | 54 | 65.5% | 0.30 | 0.0620 | -0.029 | 33 | 4.65 | 6.00 | 83.7% | -0.71 | 0.0630 | -0.030 | |||
| 0.6700 | 0.7500 | 31 | 63.6% | 0.24 | 0.0563 | -0.027 | 34 | 5.35 | 7.50 | 94.9% | -0.76 | 0.0575 | -0.027 | |||
| 0.4900 | 0.5800 | 141 | 1,897 | 63.2% | 0.20 | 0.0501 | -0.024 | 35 | 6.20 | 8.45 | 94 | 99.2% | -0.81 | 0.0513 | -0.024 | |
| 0.3700 | 0.5300 | 65.3% | 0.16 | 0.0438 | -0.021 | 36 | 7.05 | 9.30 | 101.3% | -0.84 | 0.0451 | -0.021 | ||||
| 0.2700 | 0.4300 | 65.6% | 0.14 | 0.0380 | -0.019 | 37 | 7.90 | 9.80 | 96.3% | -0.87 | 0.0394 | -0.019 | ||||
| 0.1700 | 0.5000 | 2 | 419 | 67.3% | 0.13 | 0.0355 | -0.018 | 37.5 | 8.20 | 10.05 | 11 | 90.6% | -0.88 | 0.0369 | -0.018 | |
| 0 | 0.4800 | 64.0% | 0.12 | 0.0331 | -0.017 | 38 | 8.55 | 11.20 | 103.2% | -0.89 | 0.0345 | -0.017 | ||||
| 0 | 0.2500 | 1,494 | 63.3% | 0.09 | 0.0256 | -0.015 | 40 | 10.75 | 12.65 | 38 | 107.3% | -0.92 | 0.0271 | -0.015 | ||
| 0 | 0.3400 | 144 | 77.0% | 0.07 | 0.0196 | -0.014 | 42.5 | 12.25 | 15.55 | 105.7% | -0.94 | 0.0210 | -0.013 | |||
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