Consumer Staples · Consumer
CELH Implied Volatility, IV Rank & Options Chain
Celsius Holdings (CELH) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Celsius Holdings (CELH).
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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.
CELH implied volatility
As of 2026-10-26As of 2026-10-26, CELH's 30-day implied volatility is 64.7%, placing its 1-year IV percentile at 69.0 — above 69.0% of the past year's daily IV readings, a middle range, neutral between selling and buying premium.
CELH live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live CELH chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
CELH options at a glance
- Daily volume
- N/A
- IV range
- 35% - 80%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
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.
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Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
- Live chains and Greeks
- IV rank and percentile
- Expected move and GEX
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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.
CELH implied volatility and IV rank
CELH implied volatility reflects consumer spending trends and competitive dynamics. IV patterns are influenced by earnings, sales data, and consumer sentiment.
Earnings impact
IV typically expands before earnings and contracts after the announcement.
The move options are pricing for the next report, and how the last 12 went: CELH earnings expected move.
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.
The smile, the term structure and the cone for CELH, on today's chain.
Open CELH in IV IntelligenceCELH 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.
Where the gamma sits on CELH right now, strike by strike.
See live CELH GEXCommon CELH options strategies
These are strategies commonly used by traders on CELH options, based on typical market characteristics. This is not investment advice.
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
CELH key events
Earnings months. January, April, July, October
CELH options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns CELH's IV rank and percentile, the gamma exposure API its dealer positioning by strike, and the chain API every strike with Greeks. Connected to the ApexVol MCP server, Claude, Cursor or ChatGPT can ask for them in plain English.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/iv-rank/CELH"What is CELH's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on CELH in the console, more prompts for CELH, or set the server up in Claude Desktop, Claude Code, Cursor or ChatGPT.
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-10-26. How we research →
Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.
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Questions
Frequently asked
about 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.
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