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Celsius Holdings Inc CELH

CONSUMER DEFENSIVE · BEVERAGES - NON-ALCOHOLIC
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Market dataready · fetched 2026-10-16T21:48:30.724Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:42:41.835673838Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:48:30.261531+00:00

Share price$28.05
1D-0.5%
AH$28.02$28.33$28.63$28.94$29.245:30 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$0.11$1.02$1.93$2.84$3.75$25.44$26.79$28.13$29.48$30.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CELH spot · $28.05CELH PRICE$0.21$0.28$0.34$0.42$0.52$0.64$0.77$0.90$1.01$1.19$1.48$2.85$3.49$0.20$0.28$0.36$0.44$0.51$0.57$0.68$0.82$0.97$1.11$1.26$1.63$2.00
PutsCheap0.83×
CallsExpensive1.27×
SkewBullish-13.58 pp
Implied moveBullish±$1.45
TiltBullish13.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.7848.5%6.9%26.7144.1%5.5%
25Δ29.4950.3%6.2%26.9346.3%5.0%
30Δ29.1347.9%5.1%27.1846.8%4.4%
35Δ28.8547.5%4.4%27.4346.5%3.8%
40Δ28.6148.4%3.9%27.6744.5%3.2%
45Δ28.3749.8%3.4%27.9041.7%2.6%
50Δ28.1351.7%3.1%28.1241.5%2.1%
55Δ27.8952.0%2.7%28.3443.1%1.9%
60Δ27.6550.4%2.2%28.5644.2%1.6%
65Δ27.3651.4%1.8%28.7843.6%1.3%
70Δ27.0256.2%1.6%29.0243.3%1.0%
75Δ25.8197.8%2.2%29.4446.7%0.8%
80Δ25.07106.8%1.8%29.8650.1%0.7%

20Δ

Calls
Pseudo strike
29.78
IV
48.5%
B/E move
6.9%
Puts
Pseudo strike
26.71
IV
44.1%
B/E move
5.5%

25Δ

Calls
Pseudo strike
29.49
IV
50.3%
B/E move
6.2%
Puts
Pseudo strike
26.93
IV
46.3%
B/E move
5.0%

30Δ

Calls
Pseudo strike
29.13
IV
47.9%
B/E move
5.1%
Puts
Pseudo strike
27.18
IV
46.8%
B/E move
4.4%

35Δ

Calls
Pseudo strike
28.85
IV
47.5%
B/E move
4.4%
Puts
Pseudo strike
27.43
IV
46.5%
B/E move
3.8%

40Δ

Calls
Pseudo strike
28.61
IV
48.4%
B/E move
3.9%
Puts
Pseudo strike
27.67
IV
44.5%
B/E move
3.2%

45Δ

Calls
Pseudo strike
28.37
IV
49.8%
B/E move
3.4%
Puts
Pseudo strike
27.90
IV
41.7%
B/E move
2.6%

50Δ

Calls
Pseudo strike
28.13
IV
51.7%
B/E move
3.1%
Puts
Pseudo strike
28.12
IV
41.5%
B/E move
2.1%

55Δ

Calls
Pseudo strike
27.89
IV
52.0%
B/E move
2.7%
Puts
Pseudo strike
28.34
IV
43.1%
B/E move
1.9%

60Δ

Calls
Pseudo strike
27.65
IV
50.4%
B/E move
2.2%
Puts
Pseudo strike
28.56
IV
44.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
27.36
IV
51.4%
B/E move
1.8%
Puts
Pseudo strike
28.78
IV
43.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
27.02
IV
56.2%
B/E move
1.6%
Puts
Pseudo strike
29.02
IV
43.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
25.81
IV
97.8%
B/E move
2.2%
Puts
Pseudo strike
29.44
IV
46.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
25.07
IV
106.8%
B/E move
1.8%
Puts
Pseudo strike
29.86
IV
50.1%
B/E move
0.7%