IntraAlpha
Create free account Start free

Celsius Holdings Inc CELH

CONSUMER DEFENSIVE · BEVERAGES - NON-ALCOHOLIC
i

Market dataready · fetched 2026-10-15T23:46:00.074Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:37:05.049576197Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T23:45:57.073009+00:00

Share price$28.03
1D+3.8%
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$0.39$2.07$3.74$5.41$7.08$21.37$24.86$28.34$31.82$35.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CELH spot · $28.03CELH PRICE$0.58$0.76$0.98$1.21$1.43$1.72$2.03$2.33$2.74$3.40$4.06$4.80$5.67$0.67$0.86$1.10$1.34$1.58$1.98$2.43$2.88$3.37$4.05$4.73$5.55$6.60
PutsExpensive1.27×
CallsExpensive1.44×
SkewBullish-7.08 pp
Implied moveBearish±$4.46
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.9962.8%23.3%24.1863.1%16.1%
25Δ32.8863.4%20.0%25.2359.0%13.0%
30Δ31.9363.5%17.4%25.9358.1%11.4%
35Δ31.0763.5%15.2%26.6257.3%9.8%
40Δ30.2163.5%12.9%27.3156.5%8.2%
45Δ29.4563.6%11.2%28.0157.3%7.1%
50Δ28.7363.7%9.7%28.7058.8%6.3%
55Δ28.0163.8%8.2%29.4060.2%5.4%
60Δ27.2465.3%7.0%30.1261.6%4.5%
65Δ26.3670.1%6.2%31.0262.4%3.8%
70Δ25.4974.9%5.4%31.9263.2%3.0%
75Δ24.5078.7%4.6%32.9463.9%2.3%
80Δ23.3781.3%3.6%34.1864.6%1.6%

20Δ

Calls
Pseudo strike
33.99
IV
62.8%
B/E move
23.3%
Puts
Pseudo strike
24.18
IV
63.1%
B/E move
16.1%

25Δ

Calls
Pseudo strike
32.88
IV
63.4%
B/E move
20.0%
Puts
Pseudo strike
25.23
IV
59.0%
B/E move
13.0%

30Δ

Calls
Pseudo strike
31.93
IV
63.5%
B/E move
17.4%
Puts
Pseudo strike
25.93
IV
58.1%
B/E move
11.4%

35Δ

Calls
Pseudo strike
31.07
IV
63.5%
B/E move
15.2%
Puts
Pseudo strike
26.62
IV
57.3%
B/E move
9.8%

40Δ

Calls
Pseudo strike
30.21
IV
63.5%
B/E move
12.9%
Puts
Pseudo strike
27.31
IV
56.5%
B/E move
8.2%

45Δ

Calls
Pseudo strike
29.45
IV
63.6%
B/E move
11.2%
Puts
Pseudo strike
28.01
IV
57.3%
B/E move
7.1%

50Δ

Calls
Pseudo strike
28.73
IV
63.7%
B/E move
9.7%
Puts
Pseudo strike
28.70
IV
58.8%
B/E move
6.3%

55Δ

Calls
Pseudo strike
28.01
IV
63.8%
B/E move
8.2%
Puts
Pseudo strike
29.40
IV
60.2%
B/E move
5.4%

60Δ

Calls
Pseudo strike
27.24
IV
65.3%
B/E move
7.0%
Puts
Pseudo strike
30.12
IV
61.6%
B/E move
4.5%

65Δ

Calls
Pseudo strike
26.36
IV
70.1%
B/E move
6.2%
Puts
Pseudo strike
31.02
IV
62.4%
B/E move
3.8%

70Δ

Calls
Pseudo strike
25.49
IV
74.9%
B/E move
5.4%
Puts
Pseudo strike
31.92
IV
63.2%
B/E move
3.0%

75Δ

Calls
Pseudo strike
24.50
IV
78.7%
B/E move
4.6%
Puts
Pseudo strike
32.94
IV
63.9%
B/E move
2.3%

80Δ

Calls
Pseudo strike
23.37
IV
81.3%
B/E move
3.6%
Puts
Pseudo strike
34.18
IV
64.6%
B/E move
1.6%