CELH cadeia de opções Celsius Holdings, Inc.
Cboe delayed options data · em 18:33 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 ±9.0% (28.77–34.43) · IV ATM 55.1% · P/C open interest 0.49
| 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 | |
| 13.25 | 14.60 | 9 | 0.99 | 0.0024 | 0.000 | 17.5 | 0 | 0.0100 | 1 | 931 | 107.5% | -0.01 | 0.0024 | -0.005 | ||
| 11.00 | 12.00 | 244 | 0.99 | 0.0045 | -0.000 | 20 | 0 | 0.4600 | 1,163 | 151.6% | -0.01 | 0.0045 | -0.006 | |||
| 8.30 | 9.85 | 761 | 0.98 | 0.0088 | -0.004 | 22.5 | 0 | 0.0900 | 4 | 2,694 | 86.2% | -0.02 | 0.0088 | -0.008 | ||
| 7.90 | 9.70 | 103.3% | 0.98 | 0.0101 | -0.004 | 23 | 0 | 0.3700 | 6 | 107.2% | -0.02 | 0.0102 | -0.009 | |||
| 6.30 | 8.70 | 0.97 | 0.0138 | -0.006 | 24 | 0 | 0.7500 | 115.3% | -0.03 | 0.0138 | -0.010 | |||||
| 6.10 | 7.30 | 617 | 64.7% | 0.96 | 0.0192 | -0.009 | 25 | 0.0500 | 0.0900 | 41 | 6,774 | 68.1% | -0.04 | 0.0193 | -0.012 | |
| 5.10 | 6.05 | 1 | 0.94 | 0.0277 | -0.012 | 26 | 0.0300 | 0.1300 | 102 | 60.3% | -0.06 | 0.0278 | -0.015 | |||
| 3.40 | 5.65 | 1 | 1 | 0.91 | 0.0406 | -0.017 | 27 | 0.1200 | 0.1900 | 40 | 147 | 59.4% | -0.09 | 0.0408 | -0.019 | |
| 4.05 | 4.45 | 2 | 2,002 | 48.3% | 0.89 | 0.0490 | -0.020 | 27.5 | 0.1700 | 0.2300 | 9 | 5,718 | 58.2% | -0.11 | 0.0492 | -0.022 |
| 3.10 | 4.70 | 56.4% | 0.87 | 0.0584 | -0.024 | 28 | 0.2300 | 0.2800 | 17 | 127 | 56.9% | -0.13 | 0.0587 | -0.026 | ||
| 2.60 | 3.80 | 3 | 32.3% | 0.83 | 0.0686 | -0.028 | 28.5 | 0.3100 | 0.3600 | 9 | 64 | 56.3% | -0.17 | 0.0689 | -0.029 | |
| 2.54 | 3.25 | 2 | 3 | 44.4% | 0.80 | 0.0789 | -0.032 | 29 | 0.4000 | 0.4800 | 102 | 76 | 56.1% | -0.20 | 0.0793 | -0.033 |
| 2.32 | 2.84 | 2 | 48.8% | 0.75 | 0.0887 | -0.036 | 29.5 | 0.5200 | 0.5900 | 2 | 45 | 55.3% | -0.25 | 0.0891 | -0.037 | |
| 2.31 | 2.40 | 44 | 3,339 | 54.9% | 0.70 | 0.0973 | -0.040 | 30 | 0.6700 | 0.7400 | 119 | 4,363 | 55.1% | -0.30 | 0.0978 | -0.041 |
| 1.90 | 2.08 | 15 | 1 | 52.9% | 0.65 | 0.1042 | -0.043 | 30.5 | 0.8500 | 0.9200 | 2 | 209 | 55.0% | -0.35 | 0.1048 | -0.044 |
| 1.73 | 1.79 | 52 | 55.4% | 0.60 | 0.1090 | -0.045 | 31 | 1.03 | 1.13 | 3 | 281 | 54.4% | -0.41 | 0.1096 | -0.046 | |
| 1.47 | 1.53 | 34 | 168 | 55.5% | 0.54 | 0.1115 | -0.046 | 31.5 | 1.29 | 1.37 | 10 | 156 | 54.8% | -0.46 | 0.1122 | -0.047 |
| 1.19 | 1.29 | 8 | 220 | 53.6% | 0.49 | 0.1118 | -0.047 | 32 | 1.57 | 1.64 | 45 | 757 | 55.2% | -0.52 | 0.1125 | -0.047 |
| 1.03 | 1.09 | 517 | 6,491 | 55.4% | 0.43 | 0.1099 | -0.046 | 32.5 | 1.86 | 2.02 | 1,408 | 56.8% | -0.57 | 0.1107 | -0.046 | |
| 0.8600 | 0.9100 | 15 | 209 | 55.6% | 0.38 | 0.1062 | -0.045 | 33 | 2.19 | 2.27 | 471 | 55.6% | -0.62 | 0.1071 | -0.045 | |
| 0.7100 | 0.7500 | 1 | 312 | 55.5% | 0.33 | 0.1009 | -0.043 | 33.5 | 2.51 | 2.62 | 50 | 145 | 55.1% | -0.67 | 0.1018 | -0.042 |
| 0.5800 | 0.6400 | 64 | 384 | 56.3% | 0.29 | 0.0943 | -0.040 | 34 | 2.92 | 2.99 | 13 | 137 | 56.1% | -0.72 | 0.0952 | -0.040 |
| 0.4700 | 0.5200 | 192 | 382 | 56.3% | 0.25 | 0.0868 | -0.037 | 34.5 | 3.25 | 3.65 | 156 | 61.4% | -0.76 | 0.0878 | -0.036 | |
| 0.3900 | 0.4300 | 168 | 5,585 | 56.9% | 0.21 | 0.0788 | -0.034 | 35 | 3.65 | 3.90 | 1 | 2,288 | 57.6% | -0.80 | 0.0798 | -0.033 |
| 0.3200 | 0.3600 | 2 | 86 | 57.5% | 0.18 | 0.0708 | -0.031 | 35.5 | 3.85 | 4.70 | 238 | 62.4% | -0.83 | 0.0718 | -0.030 | |
| 0.2600 | 0.3200 | 16 | 747 | 58.7% | 0.15 | 0.0630 | -0.028 | 36 | 3.85 | 5.25 | 294 | 51.9% | -0.85 | 0.0640 | -0.027 | |
| 0 | 0.3200 | 27 | 53.0% | 0.13 | 0.0558 | -0.026 | 36.5 | 4.30 | 5.70 | 50 | 51.3% | -0.88 | 0.0567 | -0.024 | ||
| 0.1700 | 0.2000 | 17 | 1,123 | 58.9% | 0.11 | 0.0492 | -0.023 | 37 | 5.40 | 6.05 | 72.4% | -0.90 | 0.0499 | -0.021 | ||
| 0.1300 | 0.1700 | 16 | 2,830 | 59.2% | 0.09 | 0.0433 | -0.021 | 37.5 | 5.75 | 6.45 | 746 | 67.4% | -0.91 | 0.0439 | -0.018 | |
| 0.1000 | 0.1900 | 335 | 62.1% | 0.08 | 0.0382 | -0.019 | 38 | 5.50 | 7.25 | -0.92 | 0.0386 | -0.016 | ||||
| 0 | 0.3200 | 4 | 54 | 67.0% | 0.07 | 0.0337 | -0.017 | 38.5 | 6.05 | 7.75 | -0.94 | 0.0340 | -0.014 | |||
| 0.0300 | 0.1400 | 4 | 40 | 61.3% | 0.06 | 0.0298 | -0.016 | 39 | 7.00 | 8.15 | 1 | 75.9% | -0.94 | 0.0305 | -0.012 | |
| 0.0500 | 0.0900 | 27 | 6,085 | 64.7% | 0.05 | 0.0237 | -0.014 | 40 | 7.60 | 9.05 | 175 | -0.96 | 0.0254 | -0.009 | ||
| 0 | 0.4800 | 55 | 90.6% | 0.04 | 0.0192 | -0.012 | 41 | 8.85 | 10.05 | 72.9% | -0.97 | 0.0220 | -0.008 | |||
| 0.0100 | 0.1100 | 66 | 73.3% | 0.03 | 0.0158 | -0.011 | 42 | 9.50 | 11.20 | -0.98 | 0.0195 | -0.006 | ||||
| 0 | 0.0500 | 11 | 800 | 66.4% | 0.03 | 0.0144 | -0.010 | 42.5 | 9.95 | 12.35 | 64 | 105.1% | -0.98 | 0.0184 | -0.006 | |
| 0 | 0.1100 | 57 | 77.1% | 0.03 | 0.0133 | -0.010 | 43 | 10.40 | 12.60 | 91.6% | -0.98 | 0.0172 | -0.005 | |||
| 0 | 0.1000 | 2 | 80.6% | 0.02 | 0.0113 | -0.009 | 44 | 11.40 | 13.60 | 96.9% | -0.98 | 0.0143 | -0.006 | |||
| 0 | 0.0900 | 1 | 3,428 | 83.7% | 0.02 | 0.0098 | -0.008 | 45 | 12.40 | 14.60 | 102.1% | -0.99 | 0.0120 | -0.006 | ||
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 — Sep 18, 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