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Celsius Holdings, Inc. Common Stock CELH

CONSUMER DEFENSIVE · BEVERAGES - NON-ALCOHOLIC
i

Market dataready · fetched 2026-11-07T12:27:09.097Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:58:46.93869515Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T12:22:47.378355+00:00

Share price$32.11
1D+8.7%
AH$28.84$29.81$30.77$31.73$32.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCELH
Sold putSold callAH

Celsius Holdings, Inc. Common Stock options

Live interpolated CELH call and put midpoint premiums by absolute delta.Celsius Holdings, Inc. Common Stock$0.21$1.05$1.89$2.73$3.58$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICECELH PRICE$0.35$0.45$0.57$0.70$0.82$0.95$1.60$1.68$1.90$2.18$2.32$0.30$0.38$0.49$0.62$0.75$0.88$1.52$1.55$1.75$2.63$2.88$3.33
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.1362.3%7.1%
25Δ33.8757.8%6.6%30.6358.5%5.8%
30Δ33.5459.7%5.9%30.9560.0%5.1%
35Δ33.2261.3%5.2%31.2760.9%4.5%
40Δ32.8962.2%4.6%31.5961.1%4.0%
45Δ32.5661.8%4.0%31.9160.0%3.4%
50Δ32.2360.8%3.4%
55Δ32.6574.8%3.1%
60Δ31.4977.3%3.1%32.9366.2%2.3%
65Δ31.1870.4%2.3%33.2864.2%1.8%
70Δ30.7968.4%1.8%34.1582.4%1.8%
75Δ30.4069.0%1.5%34.5578.2%1.4%
80Δ30.1263.0%1.0%35.1377.8%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.13
IV
62.3%
B/E move
7.1%

25Δ

Calls
Pseudo strike
33.87
IV
57.8%
B/E move
6.6%
Puts
Pseudo strike
30.63
IV
58.5%
B/E move
5.8%

30Δ

Calls
Pseudo strike
33.54
IV
59.7%
B/E move
5.9%
Puts
Pseudo strike
30.95
IV
60.0%
B/E move
5.1%

35Δ

Calls
Pseudo strike
33.22
IV
61.3%
B/E move
5.2%
Puts
Pseudo strike
31.27
IV
60.9%
B/E move
4.5%

40Δ

Calls
Pseudo strike
32.89
IV
62.2%
B/E move
4.6%
Puts
Pseudo strike
31.59
IV
61.1%
B/E move
4.0%

45Δ

Calls
Pseudo strike
32.56
IV
61.8%
B/E move
4.0%
Puts
Pseudo strike
31.91
IV
60.0%
B/E move
3.4%

50Δ

Calls
Pseudo strike
32.23
IV
60.8%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.65
IV
74.8%
B/E move
3.1%

60Δ

Calls
Pseudo strike
31.49
IV
77.3%
B/E move
3.1%
Puts
Pseudo strike
32.93
IV
66.2%
B/E move
2.3%

65Δ

Calls
Pseudo strike
31.18
IV
70.4%
B/E move
2.3%
Puts
Pseudo strike
33.28
IV
64.2%
B/E move
1.8%

70Δ

Calls
Pseudo strike
30.79
IV
68.4%
B/E move
1.8%
Puts
Pseudo strike
34.15
IV
82.4%
B/E move
1.8%

75Δ

Calls
Pseudo strike
30.40
IV
69.0%
B/E move
1.5%
Puts
Pseudo strike
34.55
IV
78.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
30.12
IV
63.0%
B/E move
1.0%
Puts
Pseudo strike
35.13
IV
77.8%
B/E move
1.0%

Options history

IV · four-Friday blend85.54%
Daily close
CELH43.4%66.0%88.7%2026-08-10: 55.70%2026-08-11: 57.17%2026-08-12: 51.21%2026-08-13: 54.72%2026-08-14: 54.73%2026-08-17: 60.67%2026-08-18: 60.96%2026-08-19: 64.43%2026-08-20: 62.09%2026-08-21: 58.26%2026-08-24: 60.86%2026-08-25: 53.14%2026-08-26: 55.42%2026-08-27: 55.11%2026-08-28: 53.33%2026-08-31: 54.18%2026-09-01: 57.48%2026-09-02: 57.23%2026-09-03: 56.70%2026-09-04: 57.90%2026-09-08: 54.09%2026-09-09: 51.38%2026-09-11: 50.29%2026-09-14: 53.73%2026-09-15: 54.04%2026-09-16: 54.69%2026-09-17: 50.70%2026-09-18: 46.99%2026-09-21: 52.28%2026-09-22: 52.95%2026-09-23: 50.99%2026-09-24: 50.48%2026-09-25: 47.39%2026-09-28: 55.23%2026-09-29: 52.99%2026-09-30: 46.74%2026-10-01: 49.81%2026-10-02: 46.52%2026-10-05: 48.60%2026-10-06: 46.77%2026-10-07: 47.89%2026-10-08: 46.66%2026-10-09: 48.50%2026-10-12: 50.34%2026-10-13: 51.99%2026-10-14: 53.86%2026-10-15: 54.83%2026-10-16: 59.36%2026-10-19: 59.77%2026-10-20: 60.40%2026-10-21: 63.62%2026-10-22: 65.21%2026-10-23: 65.32%2026-10-26: 67.81%2026-10-27: 70.66%2026-10-28: 75.15%2026-10-29: 68.44%2026-10-30: 85.54%Aug 10Sep 21Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
55.70%
57.17%
51.21%
54.72%
54.73%
60.67%
60.96%
64.43%
62.09%
58.26%
60.86%
53.14%
55.42%
55.11%
53.33%
54.18%
57.48%
57.23%
56.70%
57.90%
54.09%
51.38%
50.29%
53.73%
54.04%
54.69%
50.70%
46.99%
52.28%
52.95%
50.99%
50.48%
47.39%
55.23%
52.99%
46.74%
49.81%
46.52%
48.60%
46.77%
47.89%
46.66%
48.50%
50.34%
51.99%
53.86%
54.83%
59.36%
59.77%
60.40%
63.62%
65.21%
65.32%
67.81%
70.66%
75.15%
68.44%
85.54%