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Celsius Holdings Inc CELH

CONSUMER DEFENSIVE · BEVERAGES - NON-ALCOHOLIC
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Market dataready · fetched 2026-10-15T20:05:00.628Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:00.715516771Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:59.985065+00:00

Share price$28.16
1D+4.0%
AH$26.99$27.34$27.68$28.03$28.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCELH
Sold putSold callAH

Celsius Holdings Inc options

Live interpolated CELH call and put midpoint premiums by absolute delta.Celsius Holdings Inc$0.02$1.26$2.50$3.74$4.98$26.16$27.04$27.92$28.80$29.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $28.16OPTION PRICELive CELH spot · $28.16CELH PRICE$0.24$0.22$0.21$0.19$0.24$0.29$0.33$0.38$0.45$0.58$0.71$0.86$1.30$0.27$0.15$0.22$0.28$0.34$0.40$0.42$0.44$0.47$0.49$2.01$3.15$4.63
PutsExpensive2.18×
CallsExpensive1.28×
SkewBearish+32.40 pp
Implied moveBearish±$0.75
TiltBearish37.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.92179.0%10.7%26.23167.3%7.8%
25Δ30.11137.5%7.7%27.5663.7%2.7%
30Δ29.2995.9%4.7%27.6868.0%2.5%
35Δ28.5056.1%1.9%27.8072.3%2.3%
40Δ28.3956.0%1.7%27.9176.5%2.1%
45Δ28.2855.9%1.5%28.0378.0%1.9%
50Δ28.1855.9%1.3%28.1471.8%1.6%
55Δ28.0755.8%1.0%28.2565.6%1.3%
60Δ27.9557.2%0.9%28.3559.4%1.0%
65Δ27.8061.9%0.8%28.4653.2%0.7%
70Δ27.6466.5%0.7%29.73171.6%1.6%
75Δ27.4672.8%0.6%30.83234.5%1.7%
80Δ27.0296.5%0.6%32.35286.3%1.5%

20Δ

Calls
Pseudo strike
30.92
IV
179.0%
B/E move
10.7%
Puts
Pseudo strike
26.23
IV
167.3%
B/E move
7.8%

25Δ

Calls
Pseudo strike
30.11
IV
137.5%
B/E move
7.7%
Puts
Pseudo strike
27.56
IV
63.7%
B/E move
2.7%

30Δ

Calls
Pseudo strike
29.29
IV
95.9%
B/E move
4.7%
Puts
Pseudo strike
27.68
IV
68.0%
B/E move
2.5%

35Δ

Calls
Pseudo strike
28.50
IV
56.1%
B/E move
1.9%
Puts
Pseudo strike
27.80
IV
72.3%
B/E move
2.3%

40Δ

Calls
Pseudo strike
28.39
IV
56.0%
B/E move
1.7%
Puts
Pseudo strike
27.91
IV
76.5%
B/E move
2.1%

45Δ

Calls
Pseudo strike
28.28
IV
55.9%
B/E move
1.5%
Puts
Pseudo strike
28.03
IV
78.0%
B/E move
1.9%

50Δ

Calls
Pseudo strike
28.18
IV
55.9%
B/E move
1.3%
Puts
Pseudo strike
28.14
IV
71.8%
B/E move
1.6%

55Δ

Calls
Pseudo strike
28.07
IV
55.8%
B/E move
1.0%
Puts
Pseudo strike
28.25
IV
65.6%
B/E move
1.3%

60Δ

Calls
Pseudo strike
27.95
IV
57.2%
B/E move
0.9%
Puts
Pseudo strike
28.35
IV
59.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
27.80
IV
61.9%
B/E move
0.8%
Puts
Pseudo strike
28.46
IV
53.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
27.64
IV
66.5%
B/E move
0.7%
Puts
Pseudo strike
29.73
IV
171.6%
B/E move
1.6%

75Δ

Calls
Pseudo strike
27.46
IV
72.8%
B/E move
0.6%
Puts
Pseudo strike
30.83
IV
234.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
27.02
IV
96.5%
B/E move
0.6%
Puts
Pseudo strike
32.35
IV
286.3%
B/E move
1.5%