CELH · Options

Celsius Holdings, Inc. (CELH) options chain & liquidity

Term structure, skew and the liquidity of the published chain.

$28.16

Volatility term structureATM IV by stored expiration. Earnings-containing expirations are marked; missing IV stays unavailable. Expiry spacing reflects DTE, not equal calendar spacing.

Update time unavailable

Select observationRange startRange end

Loading graph — the exact table is available below.

2026-10-30: ATM IV: 51.665% 1 DTE · ATM strike $28.00 · No stored earnings marker Update time unavailable

Event / reference markers

Earnings expiry 2026-11-06: 8

Exact data table

Volatility term structure · full stored dataset, independent of graph range/toggles

ATM IV (%)	Context	Updated
51.665%	1 DTE · ATM strike $28.00 · No stored earnings marker	Update time unavailable
85.71%	8 DTE · ATM strike $28.00 · Contains earnings	Update time unavailable
76.835%	15 DTE · ATM strike $28.00 · No stored earnings marker	Update time unavailable
66.815%	22 DTE · ATM strike $28.00 · No stored earnings marker	Update time unavailable

Liquidity classification: POOR
Median bid-ask width: 45.1%
25-delta put IV: 86.0%
25-delta call IV: 84.0%
Downside skew: 0.3%

Next steps

Calculator

Run the numbers

Open the calculator that uses the same formulas as this page.

Open tool →Guide

Understand the strategy

Learn the risk, the payoff and the common mistakes.

Read guide →

Data provenance

Figures are from published, reviewed research as of Oct 29, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.