Celsius Holdings, Inc. (CELH) 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.
Celsius Holdings, Inc. (CELH) operates in the Consumer Defensive sector, specifically the Beverages - Non-Alcoholic industry, with a market capitalization near $7.12B, listed on NASDAQ, employing roughly 1,073 people, carrying a beta of 0.51 to the broader market. Celsius Holdings, Inc. Led by Eric Hanson, public since 2007-01-22.
Snapshot as of May 15, 2026.
- Spot Price
- $30.20
- ATM IV
- 56.8%
- IV Skew 25Δ
- 0.006
- IV Rank
- 38.8%
- IV Percentile
- 54.8%
- Term Structure Slope
- 0.007
As of May 15, 2026, Celsius Holdings, Inc. (CELH) at-the-money implied volatility is 56.8%. IV rank is 38.8% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 54.8%. The 25-delta skew is +0.006: skew is roughly flat across the 25-delta wings. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
CELH Strategy Selection at Current Volatility Levels
For Celsius Holdings, Inc. options at 56.8% ATM IV, mid-range IV rank (38.8%) is the regime where directional conviction matters more than vol-regime positioning; strategy choice should follow the event calendar and the dealer-positioning view rather than IV rank alone. 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 →
CELH highest implied-volatility contracts
| Type | Strike | Expiration | Volume | OI | IV | Bid | Ask |
|---|---|---|---|---|---|---|---|
| CALL | $55.00 | Jan 15, 2027 | 5 | 55.2K | 69.1% | $1.65 | $2.00 |
| CALL | $60.00 | Jan 15, 2027 | 71 | 54.5K | 69.2% | $1.28 | $1.49 |
| CALL | $32.50 | May 22, 2026 | 606 | 105 | 55.9% | $0.22 | $0.26 |
| PUT | $28.00 | Jun 5, 2026 | 1.0K | 186 | 58.2% | $0.60 | $0.70 |
| CALL | $40.00 | Jun 18, 2026 | 1.5K | 24.4K | 62.7% | $0.20 | $0.25 |
| CALL | $60.00 | Jul 17, 2026 | 0 | 24.0K | 77.2% | $0.01 | $0.25 |
| PUT | $30.00 | Jan 15, 2027 | 8 | 21.9K | 69.0% | $5.95 | $6.50 |
| CALL | $40.00 | Jul 17, 2026 | 87 | 20.7K | 61.7% | $0.58 | $0.67 |
| PUT | $25.00 | Jan 15, 2027 | 9 | 20.3K | 69.5% | $3.45 | $3.70 |
| CALL | $31.00 | May 22, 2026 | 844 | 417 | 54.7% | $0.57 | $0.67 |
Top 10 contracts from the ORATS-sourced nightly scan; ranked by iv within the broader S&P 500/400/600 + ETF universe.
Frequently asked CELH volatility skew questions
- What is the current CELH ATM implied volatility?
- As of May 15, 2026, Celsius Holdings, Inc. (CELH) at-the-money implied volatility is 56.8%. IV rank is 38.8% 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 CELH IV high or low historically?
- IV is near its 1-year median, a regime where strategy choice depends on directional conviction and event calendar rather than vol regime.
- What does CELH volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Celsius Holdings, Inc. skew is roughly flat across the 25-delta wings. 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.