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Celcuity Inc. Common Stock CELC

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Market datapartial · fetched 2026-10-22T05:16:22.864Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:36:17.23545332Z

FundamentalsAlpha Vantage · unavailable

Share price$61.56
1D+1.9%
AH$60.13$60.78$61.43$62.08$62.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCELC
Sold putSold callAH

Celcuity Inc. Common Stock options

Live interpolated CELC call and put midpoint premiums by absolute delta.Celcuity Inc. Common Stock$1.28$5.31$9.34$13.36$17.39$42.80$54.31$65.82$77.33$88.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CELC spot · $61.56CELC PRICE$1.72$2.18$2.68$3.20$3.99$4.80$5.48$5.99$6.62$8.27$9.92$11.41$12.84$2.00$2.64$3.36$4.16$4.97$5.53$6.06$6.60$8.15$10.09$12.03$13.96$16.23
PutsExpensive1.10×
CallsExpensive1.51×
SkewBullish-10.84 pp
Implied moveBearish±$11.55
TiltBearish9.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.18100.8%36.3%51.4289.7%19.7%
25Δ77.2896.0%29.1%53.7388.7%17.0%
30Δ73.3592.2%23.5%55.8887.9%14.7%
35Δ70.2889.4%19.4%57.8487.2%12.8%
40Δ68.1591.4%17.2%59.8086.5%10.9%
45Δ66.1193.9%15.2%61.4181.8%9.2%
50Δ64.0492.6%12.9%62.9876.6%7.5%
55Δ61.9186.6%10.3%64.5671.4%5.8%
60Δ59.7882.0%7.9%66.6973.4%4.9%
65Δ57.6489.1%7.1%69.0378.2%4.3%
70Δ55.4996.2%6.3%71.4380.1%3.5%
75Δ53.2796.7%5.1%73.8880.1%2.7%
80Δ51.0295.1%3.8%76.6279.5%1.9%

20Δ

Calls
Pseudo strike
82.18
IV
100.8%
B/E move
36.3%
Puts
Pseudo strike
51.42
IV
89.7%
B/E move
19.7%

25Δ

Calls
Pseudo strike
77.28
IV
96.0%
B/E move
29.1%
Puts
Pseudo strike
53.73
IV
88.7%
B/E move
17.0%

30Δ

Calls
Pseudo strike
73.35
IV
92.2%
B/E move
23.5%
Puts
Pseudo strike
55.88
IV
87.9%
B/E move
14.7%

35Δ

Calls
Pseudo strike
70.28
IV
89.4%
B/E move
19.4%
Puts
Pseudo strike
57.84
IV
87.2%
B/E move
12.8%

40Δ

Calls
Pseudo strike
68.15
IV
91.4%
B/E move
17.2%
Puts
Pseudo strike
59.80
IV
86.5%
B/E move
10.9%

45Δ

Calls
Pseudo strike
66.11
IV
93.9%
B/E move
15.2%
Puts
Pseudo strike
61.41
IV
81.8%
B/E move
9.2%

50Δ

Calls
Pseudo strike
64.04
IV
92.6%
B/E move
12.9%
Puts
Pseudo strike
62.98
IV
76.6%
B/E move
7.5%

55Δ

Calls
Pseudo strike
61.91
IV
86.6%
B/E move
10.3%
Puts
Pseudo strike
64.56
IV
71.4%
B/E move
5.8%

60Δ

Calls
Pseudo strike
59.78
IV
82.0%
B/E move
7.9%
Puts
Pseudo strike
66.69
IV
73.4%
B/E move
4.9%

65Δ

Calls
Pseudo strike
57.64
IV
89.1%
B/E move
7.1%
Puts
Pseudo strike
69.03
IV
78.2%
B/E move
4.3%

70Δ

Calls
Pseudo strike
55.49
IV
96.2%
B/E move
6.3%
Puts
Pseudo strike
71.43
IV
80.1%
B/E move
3.5%

75Δ

Calls
Pseudo strike
53.27
IV
96.7%
B/E move
5.1%
Puts
Pseudo strike
73.88
IV
80.1%
B/E move
2.7%

80Δ

Calls
Pseudo strike
51.02
IV
95.1%
B/E move
3.8%
Puts
Pseudo strike
76.62
IV
79.5%
B/E move
1.9%

Options history

No recorded observations