CELH cadeia de opções Celsius Holdings, Inc.
Cboe delayed options data · em 18:35 UTC
Cada linha corresponde a um strike. A metade esquerda é a call, a metade direita é a put. Bid/ask são as cotações atuais de compradores e vendedores; volume é o número de contratos negociados na sessão; open interest são os contratos em aberto. A linha destacada é a mais próxima do preço da ação.
Este vencimento precifica um movimento de aproximadamente ±15.2% (25.43–34.52) · IV ATM 64.1% · P/C open interest 0.55
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Perguntar | 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 | Perguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 12.95 | 16.70 | 0.98 | 0.0040 | -0.005 | 15 | 0 | 0.1000 | 57 | 113.8% | -0.02 | 0.0040 | -0.007 | ||||
| 10.45 | 13.80 | 2 | 0.97 | 0.0065 | -0.006 | 17.5 | 0 | 0.8200 | 30 | 166 | 139.0% | -0.03 | 0.0066 | -0.008 | ||
| 9.00 | 12.00 | 0.97 | 0.0089 | -0.007 | 19 | 0 | 0.3700 | 100.2% | -0.03 | 0.0089 | -0.009 | |||||
| 8.00 | 10.75 | 47 | 0.96 | 0.0111 | -0.008 | 20 | 0.0300 | 0.1000 | 5 | 285 | 74.0% | -0.04 | 0.0111 | -0.009 | ||
| 7.60 | 9.70 | 0.95 | 0.0142 | -0.009 | 21 | 0 | 0.5000 | 87.9% | -0.05 | 0.0142 | -0.010 | |||||
| 6.10 | 9.00 | 0.94 | 0.0184 | -0.011 | 22 | 0.0700 | 0.6100 | 85.6% | -0.06 | 0.0185 | -0.012 | |||||
| 5.65 | 8.30 | 11 | 0.93 | 0.0211 | -0.012 | 22.5 | 0.1700 | 0.2200 | 98 | 766 | 69.8% | -0.07 | 0.0212 | -0.013 | ||
| 5.60 | 8.15 | 0.92 | 0.0242 | -0.013 | 23 | 0.2100 | 0.3200 | 1 | 71.0% | -0.08 | 0.0243 | -0.014 | ||||
| 4.35 | 7.00 | 0.89 | 0.0314 | -0.017 | 24 | 0.3000 | 0.5700 | 72.5% | -0.11 | 0.0315 | -0.018 | |||||
| 3.90 | 6.40 | 0.87 | 0.0353 | -0.019 | 24.5 | 0.4000 | 0.5000 | 26 | 68.5% | -0.13 | 0.0354 | -0.020 | ||||
| 5.00 | 5.75 | 3 | 97 | 57.0% | 0.85 | 0.0394 | -0.021 | 25 | 0.4400 | 0.5600 | 173 | 1,279 | 66.3% | -0.15 | 0.0395 | -0.022 |
| 3.35 | 5.60 | 0.82 | 0.0434 | -0.023 | 25.5 | 0.4300 | 0.6700 | 9 | 63.7% | -0.18 | 0.0436 | -0.024 | ||||
| 3.00 | 5.90 | 51.7% | 0.80 | 0.0474 | -0.025 | 26 | 0.6900 | 0.8000 | 5 | 66.9% | -0.20 | 0.0476 | -0.026 | |||
| 3.45 | 4.65 | 51.4% | 0.77 | 0.0512 | -0.027 | 26.5 | 0.7900 | 0.9200 | 6 | 65.8% | -0.23 | 0.0514 | -0.028 | |||
| 3.70 | 4.35 | 64.2% | 0.74 | 0.0549 | -0.029 | 27 | 0.9600 | 1.07 | 2 | 66.0% | -0.26 | 0.0551 | -0.030 | |||
| 3.60 | 3.90 | 27 | 710 | 66.1% | 0.71 | 0.0583 | -0.031 | 27.5 | 1.13 | 1.24 | 81 | 1,063 | 66.0% | -0.29 | 0.0586 | -0.031 |
| 3.15 | 3.60 | 4 | 64.0% | 0.68 | 0.0614 | -0.032 | 28 | 1.25 | 1.42 | 6 | 64.8% | -0.32 | 0.0617 | -0.033 | ||
| 2.99 | 3.20 | 5 | 64.5% | 0.65 | 0.0641 | -0.033 | 28.5 | 1.33 | 1.62 | 9 | 62.8% | -0.35 | 0.0644 | -0.034 | ||
| 2.70 | 2.90 | 1 | 63.9% | 0.61 | 0.0664 | -0.034 | 29 | 1.70 | 1.85 | 65.1% | -0.39 | 0.0668 | -0.034 | |||
| 2.28 | 2.67 | 62.0% | 0.58 | 0.0681 | -0.035 | 29.5 | 1.95 | 2.07 | 17 | 65.0% | -0.42 | 0.0685 | -0.035 | |||
| 2.24 | 2.41 | 415 | 2,484 | 64.7% | 0.54 | 0.0693 | -0.035 | 30 | 2.12 | 2.32 | 30 | 783 | 63.6% | -0.46 | 0.0698 | -0.035 |
| 1.81 | 2.15 | 7 | 61.3% | 0.51 | 0.0699 | -0.035 | 30.5 | 2.32 | 2.58 | 8 | 62.5% | -0.49 | 0.0704 | -0.035 | ||
| 1.74 | 1.94 | 23 | 63.1% | 0.47 | 0.0699 | -0.035 | 31 | 2.72 | 2.87 | 63.9% | -0.53 | 0.0704 | -0.035 | |||
| 1.53 | 1.73 | 11 | 62.6% | 0.44 | 0.0693 | -0.035 | 31.5 | 3.05 | 3.20 | 64.5% | -0.56 | 0.0699 | -0.035 | |||
| 1.36 | 1.56 | 48 | 62.7% | 0.41 | 0.0682 | -0.034 | 32 | 3.30 | 3.55 | 63.8% | -0.59 | 0.0689 | -0.034 | |||
| 1.25 | 1.39 | 142 | 1,342 | 63.3% | 0.38 | 0.0667 | -0.033 | 32.5 | 3.65 | 3.90 | 214 | 64.1% | -0.63 | 0.0674 | -0.034 | |
| 1.11 | 1.23 | 71 | 63.2% | 0.35 | 0.0648 | -0.033 | 33 | 4.00 | 4.55 | 68.6% | -0.66 | 0.0656 | -0.033 | |||
| 0.8700 | 0.9800 | 46 | 63.4% | 0.29 | 0.0602 | -0.030 | 34 | 4.75 | 5.25 | 68.2% | -0.71 | 0.0611 | -0.030 | |||
| 0.6700 | 0.7800 | 375 | 1,897 | 63.5% | 0.24 | 0.0548 | -0.027 | 35 | 5.50 | 6.15 | 94 | 69.7% | -0.76 | 0.0558 | -0.027 | |
| 0.4900 | 0.6000 | 59 | 62.9% | 0.20 | 0.0488 | -0.024 | 36 | 6.30 | 8.00 | 87.6% | -0.81 | 0.0499 | -0.024 | |||
| 0.3800 | 0.4600 | 10 | 63.1% | 0.16 | 0.0426 | -0.021 | 37 | 7.05 | 8.85 | 87.3% | -0.85 | 0.0438 | -0.021 | |||
| 0.3400 | 0.5000 | 46 | 419 | 65.8% | 0.14 | 0.0395 | -0.019 | 37.5 | 7.60 | 9.30 | 11 | 90.4% | -0.87 | 0.0409 | -0.019 | |
| 0 | 0.6800 | 64.3% | 0.13 | 0.0366 | -0.018 | 38 | 8.05 | 9.75 | 91.5% | -0.88 | 0.0380 | -0.018 | ||||
| 0.1700 | 0.2200 | 91 | 1,494 | 64.4% | 0.09 | 0.0269 | -0.014 | 40 | 9.85 | 11.65 | 38 | 96.8% | -0.92 | 0.0284 | -0.014 | |
| 0 | 0.3400 | 144 | 72.2% | 0.06 | 0.0191 | -0.011 | 42.5 | 12.20 | 14.05 | 103.7% | -0.95 | 0.0207 | -0.011 | |||
Strikes exibidos: dentro de ±50% do preço do ativo subjacente. Valor intrínseco = max(0, preço − strike) para calls, max(0, strike − preço) para puts; extrínseco = preço da opção − intrínseco. Greeks e IV conforme calculados pelo feed da bolsa.
Sorriso de volatilidade — Nov 20, 2026
Página de volatilidade →Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.
callsputs