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.
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.
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
What's Covered in This Guide
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
Key Dates
Celsius Holdings operates in the Consumer Staples sector.
2 CELH Options Market Overview
CELH options provide good liquidity for options traders.
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.
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.
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:
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.
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.
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