Celcuity Inc. (CELC) Volatility Skew
Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.
Celcuity Inc. (CELC) operates in the Healthcare sector, specifically the Biotechnology industry, with a market capitalization near $6.02B, listed on NASDAQ, employing roughly 87 people, carrying a beta of 0.09 to the broader market. Celcuity Inc. Led by Brian F. Sullivan, public since 2017-09-20.
Snapshot as of May 15, 2026.
- Spot Price
- $137.57
- ATM IV
- 80.2%
- IV Skew 25Δ
- 0.104
- IV Rank
- 10.4%
- IV Percentile
- 67.5%
- Term Structure Slope
- -0.061
As of May 15, 2026, Celcuity Inc. (CELC) at-the-money implied volatility is 80.2%. IV rank is 10.4% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 67.5%. The 25-delta skew is +0.104: calls carry premium over puts, indicating upside speculation or squeeze risk. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
CELC Strategy Selection at Current Volatility Levels
For Celcuity Inc. options at 80.2% ATM IV, low IV rank (10.4%) favors premium-buying or long-vol structures: long calls or puts, debit spreads, calendar spreads, long straddles. The risk: low-rank regimes can persist for months while time decay eats premium-buyers alive. The 25-delta skew tilts to calls, so call-credit spreads or covered-call writes harvest more premium than put-credit spreads of the same width. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.
Learn how volatility skew is reported and how to read the data →
Frequently asked CELC volatility skew questions
- What is the current CELC ATM implied volatility?
- As of May 15, 2026, Celcuity Inc. (CELC) at-the-money implied volatility is 80.2%. IV rank is 10.4% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
- Is CELC IV high or low historically?
- IV is subdued relative to its 1-year history, conditions that typically favor premium-buying strategies (long calls, long puts, debit spreads, calendar spreads).
- What does CELC volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Celcuity Inc. shows upside-skewed pricing: 25-delta calls trade richer than 25-delta puts, often reflecting upside speculation or squeeze risk. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.