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Celcuity Inc. Common Stock CELC

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Market datapartial · fetched 2026-10-22T10:48:27.710Z

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 · 2026-10-22T10:33:47.662062866Z

FundamentalsAlpha Vantage · unavailable

Share price$61.12
1D
Price history unavailable.

Celcuity Inc. Common Stock options

Live interpolated CELC call and put midpoint premiums by absolute delta.Celcuity Inc. Common Stock$1.35$4.90$8.44$11.99$15.54$43.18$54.51$65.83$77.16$88.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CELC spot · $61.12CELC PRICE$1.73$2.20$2.71$3.25$4.07$4.90$5.56$6.09$7.01$8.69$10.35$11.88$13.41$1.94$2.56$3.24$4.01$4.79$5.38$5.88$6.38$7.24$9.11$10.97$12.74$14.52
PutsExpensive1.05×
CallsExpensive1.57×
SkewBullish-18.16 pp
Implied moveBearish±$11.44
TiltBearish4.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ82.04102.5%37.1%51.2088.0%19.4%
25Δ77.0697.8%29.7%53.4486.8%16.8%
30Δ73.1694.3%24.1%55.5885.8%14.4%
35Δ70.0291.6%19.9%57.4784.9%12.5%
40Δ67.9494.3%17.8%59.3684.0%10.7%
45Δ65.8797.1%15.8%60.9780.3%9.0%
50Δ63.7194.9%13.3%62.4475.2%7.5%
55Δ61.4889.0%10.6%63.9170.1%5.9%
60Δ59.2787.7%8.4%65.5967.3%4.5%
65Δ57.1095.5%7.6%67.8471.4%3.9%
70Δ54.91103.1%6.8%70.0975.2%3.3%
75Δ52.53102.6%5.4%72.3374.2%2.5%
80Δ50.14102.1%4.0%74.5873.2%1.7%

20Δ

Calls
Pseudo strike
82.04
IV
102.5%
B/E move
37.1%
Puts
Pseudo strike
51.20
IV
88.0%
B/E move
19.4%

25Δ

Calls
Pseudo strike
77.06
IV
97.8%
B/E move
29.7%
Puts
Pseudo strike
53.44
IV
86.8%
B/E move
16.8%

30Δ

Calls
Pseudo strike
73.16
IV
94.3%
B/E move
24.1%
Puts
Pseudo strike
55.58
IV
85.8%
B/E move
14.4%

35Δ

Calls
Pseudo strike
70.02
IV
91.6%
B/E move
19.9%
Puts
Pseudo strike
57.47
IV
84.9%
B/E move
12.5%

40Δ

Calls
Pseudo strike
67.94
IV
94.3%
B/E move
17.8%
Puts
Pseudo strike
59.36
IV
84.0%
B/E move
10.7%

45Δ

Calls
Pseudo strike
65.87
IV
97.1%
B/E move
15.8%
Puts
Pseudo strike
60.97
IV
80.3%
B/E move
9.0%

50Δ

Calls
Pseudo strike
63.71
IV
94.9%
B/E move
13.3%
Puts
Pseudo strike
62.44
IV
75.2%
B/E move
7.5%

55Δ

Calls
Pseudo strike
61.48
IV
89.0%
B/E move
10.6%
Puts
Pseudo strike
63.91
IV
70.1%
B/E move
5.9%

60Δ

Calls
Pseudo strike
59.27
IV
87.7%
B/E move
8.4%
Puts
Pseudo strike
65.59
IV
67.3%
B/E move
4.5%

65Δ

Calls
Pseudo strike
57.10
IV
95.5%
B/E move
7.6%
Puts
Pseudo strike
67.84
IV
71.4%
B/E move
3.9%

70Δ

Calls
Pseudo strike
54.91
IV
103.1%
B/E move
6.8%
Puts
Pseudo strike
70.09
IV
75.2%
B/E move
3.3%

75Δ

Calls
Pseudo strike
52.53
IV
102.6%
B/E move
5.4%
Puts
Pseudo strike
72.33
IV
74.2%
B/E move
2.5%

80Δ

Calls
Pseudo strike
50.14
IV
102.1%
B/E move
4.0%
Puts
Pseudo strike
74.58
IV
73.2%
B/E move
1.7%

Options history

No recorded observations