Consumer Staples Consumer Reference Data Updated 2026-05-31

CELH Gamma Exposure, IV Rank & Implied Volatility

Celsius Holdings (CELH) options data — GEX, IV rank, options chain & Greeks

CELH options trade with implied volatility typically in the 35% - 80% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar.

IV Rank 30.4 /100
IV 33.4%
Simulated data for display · open live CELH on the platform →

An IV rank near 30.4 (the value shown here is illustrative) would mean implied volatility is in roughly the 30.4th percentile of its 1-year range — middle range, neutral on premium selling vs buying. For today's live CELH IV rank from ORATS, open the dashboard.

IV History (Simulated · Illustrative Only) Range 23.35%55.03%

Chart shows simulated data for display purposes. View the real CELH IV history on the live platform →

Comprehensive options market data for Celsius Holdings (CELH).

CELH Options at a Glance

Daily Volume: N/A
Bid-Ask Spread: N/A
Open Interest: N/A
IV Range: 35% - 80%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: See earnings calendar
Liquidity
Good
IV Range
35% - 80%
Market Cap
$8B+
Weeklies
No

1 About Celsius Holdings (CELH)

Celsius Holdings produces fitness energy drinks marketed as health-conscious alternatives. The brand has captured significant market share in the rapidly growing functional beverage category.

Company Profile

Sector Consumer Staples
Industry Beverages - Non-Alcoholic
Market Cap $8B+
Exchange NASDAQ

Key Dates

Next Earnings See earnings calendar
Earnings Frequency Quarterly
Dividend Schedule See company page
Fiscal Year End December

Celsius Holdings operates in the Consumer Staples sector.

2 CELH Options Market Overview

CELH options provide good liquidity for options traders.

Average Daily Volume N/A
Total Open Interest N/A
Put/Call Ratio N/A
Typical ATM Spread N/A
Weekly Options Not Available
LEAPS Available Yes

Liquidity Assessment: Good

CELH options are available for trading across multiple expirations.

3 CELH Implied Volatility & IV Rank

CELH implied volatility reflects consumer spending trends and competitive dynamics. IV patterns are influenced by earnings, sales data, and consumer sentiment.

Low IV Environment
35% - 46%
Below average volatility
Typical IV Range
46% - 68%
Normal conditions
Elevated IV
68% - 80%
Above average volatility

Earnings Impact

IV typically expands before earnings and contracts after the announcement.

The post-earnings volatility drop is known as IV crush. Holders of short CELH options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

CELH IV generally trades near historical volatility, with premiums expanding around earnings.

Term Structure

Typically upward sloping under normal conditions.

View CELH Volatility Lab

CELH Gamma Exposure (GEX)

Gamma Exposure analysis for CELH reveals dealer hedging dynamics at key strike levels.

Typical GEX Profile: CELH tends to operate in a positive gamma environment during normal conditions.

Key Levels:

Dealer Hedging:

View Live CELH GEX

4 Common CELH Options Strategies

These are strategies commonly used by traders on CELH options, based on typical market characteristics. This is not investment advice.

Popular for CELH shareholders seeking additional income.

Vertical Spreads Directional

Defined-risk directional exposure on CELH.

Range-bound strategy for CELH between events.

Key Considerations for CELH Options

  • CELH options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
  • Monitor earnings dates for IV expansion/contraction patterns
  • Consider the stock's beta when sizing positions

Frequently Asked Questions: CELH Options

What is CELH's typical implied volatility?

CELH implied volatility typically ranges from 35% - 80%.

Does CELH have weekly options?

CELH may have limited weekly options.

What is CELH's options trading profile?

CELH (Celsius Holdings) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 35% - 80% range. The position sits in the Consumer Staples category for portfolio diversification and options strategy design.

How does CELH implied volatility behave around earnings?

IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.

What options strategies work well on CELH?

Popular strategies on CELH options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 35% - 80% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.

What is CELH's gamma exposure (GEX)?

Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence CELH's intraday price action. CELH tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live CELH GEX levels and the gamma-flip point on ApexVol.

What is CELH's IV rank?

CELH's IV rank shows where CELH's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. CELH implied volatility typically ranges from 35% - 80%. Check CELH's live IV rank and percentile on ApexVol's IV analytics.

AV
Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-05-31. How we research →

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