CELH volatilità Celsius Holdings, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.51.8%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.73.7%
HV6072.9%
Spread IV − HV20
-21.9pt
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
83
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 giorni registrati
Cboe delayed options data · aggiornato al 21:49 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Movimento implicito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 58.6% | -0.9pt | ±2.5% |
| Sep 11, 2026 | 8 | 59.5% | -7.3pt | ±7.0% |
| Sep 18, 2026 | 15 | 53.6% | -3.1pt | ±8.7% |
| Sep 25, 2026 | 22 | 54.0% | -3.6pt | ±10.7% |
| Oct 02, 2026 | 29 | 51.4% | -4.9pt | ±11.6% |
| Oct 09, 2026 | 36 | 54.0% | -3.3pt | ±13.6% |
| Oct 16, 2026 | 43 | 52.5% | -3.1pt | ±14.7% |
| Oct 23, 2026 | 50 | 63.2% | +15.9pt | ±18.7% |
| Dec 18, 2026 | 106 | 56.8% | +1.6pt | ±24.6% |
| Jan 15, 2027 | 134 | 57.8% | -1.2pt | ±28.1% |
| Mar 19, 2027 | 197 | 57.0% | -0.6pt | ±33.5% |
| Apr 16, 2027 | 225 | 59.4% | -0.3pt | ±37.2% |
| Jun 17, 2027 | 287 | 61.5% | — | ±43.2% |
| Sep 17, 2027 | 379 | 58.0% | -0.2pt | ±46.7% |
| Dec 17, 2027 | 470 | 60.2% | -3.2pt | ±53.6% |
| Jan 21, 2028 | 505 | 59.8% | -1.1pt | ±55.1% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20