CELH · Expected Move
Celsius Holdings, Inc. Common Stock
The expected move for CELH is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
CELH straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current CELH Expected Move
30-Day Straddle
$4.27
7-Day Straddle
$1.38
30-Day ATM IV
62.7%
IV Rank
47%
Implied one-standard-deviation move through the next 30 days. Compare to CELH's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
CELH Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $4.27 | $1.38 | 62.7% | 47% |
| 20261016 | $3.92 | $1.44 | 63.2% | 48% |
| 20261015 | $4.06 | $1.48 | 63.5% | 49% |
| 20261014 | $4.04 | $1.57 | 64.8% | 53% |
| 20261013 | $4.14 | $1.70 | 64.0% | 51% |
| 20261012 | $4.15 | $1.23 | 62.8% | 47% |
| 20261009 | $3.71 | $1.40 | 59.2% | 37% |
| 20261008 | $3.88 | $1.37 | 64.6% | 52% |
| 20261007 | $3.74 | $1.58 | 60.7% | 41% |
| 20261006 | $3.81 | $1.75 | 57.4% | 32% |
| 20261005 | $4.19 | $1.13 | 58.8% | 36% |
| 20261002 | $2.79 | $1.30 | 52.4% | 18% |
| 20261001 | $2.81 | $1.62 | 48.0% | 6% |
| 20260930 | $2.97 | $1.52 | 48.4% | 7% |
| 20260929 | $3.23 | $1.77 | 49.2% | 9% |
| 20260928 | $3.22 | $1.53 | 49.2% | 9% |
| 20260925 | $2.73 | $1.46 | 45.9% | 0% |
| 20260924 | $3.12 | $1.70 | 48.1% | 2% |
| 20260923 | $3.44 | $1.58 | 50.1% | 8% |
| 20260922 | $3.57 | $2.06 | 51.2% | 11% |
| 20260921 | $3.23 | $1.23 | 49.5% | 6% |
| 20260918 | $3.00 | $1.54 | 47.4% | 0% |
| 20260917 | $3.29 | $1.62 | 50.7% | 9% |
| 20260916 | $3.29 | $1.70 | 50.8% | 10% |
| 20260915 | $3.35 | $1.88 | 51.9% | 12% |
| 20260914 | $3.69 | $1.28 | 53.8% | 18% |
| 20260911 | $3.06 | $1.42 | 51.1% | 10% |
| 20260910 | $3.17 | $1.63 | 51.9% | 12% |
| 20260909 | $3.33 | $1.88 | 53.3% | 16% |
| 20260908 | $3.75 | $2.22 | 53.8% | 17% |
| 20260904 | $4.02 | $2.00 | 55.7% | 23% |
| 20260903 | $3.69 | $2.23 | 51.4% | 11% |
| 20260902 | $3.29 | $2.10 | 47.6% | 0% |
| 20260901 | $3.75 | $2.21 | 52.5% | 9% |
| 20260831 | $3.66 | $1.49 | 51.7% | 7% |
| 20260828 | $3.98 | $2.08 | 55.0% | 17% |
| 20260827 | $4.05 | $2.04 | 54.3% | 15% |
| 20260826 | $4.34 | $2.50 | 52.9% | 11% |
| 20260825 | $4.29 | $2.40 | 52.7% | 10% |
| 20260824 | $4.48 | $1.80 | 55.3% | 18% |
| 20260821 | $4.17 | $2.32 | 56.2% | 20% |
| 20260820 | $4.00 | $2.33 | 55.0% | 17% |
| 20260819 | $4.14 | $2.33 | 55.7% | 19% |
| 20260818 | $3.84 | $2.40 | 55.7% | 19% |
| 20260817 | $3.90 | $1.63 | 55.4% | 18% |
| 20260814 | $3.49 | $1.79 | 53.2% | 12% |
| 20260813 | $3.48 | $1.83 | 52.8% | 10% |
| 20260812 | $3.25 | $1.66 | 49.3% | 0% |
| 20260811 | $3.44 | $2.02 | 52.3% | 4% |
| 20260810 | $3.28 | $1.35 | 50.9% | 0% |
| 20260807 | — | — | 57.0% | 5% |
| 20260806 | $3.68 | $2.08 | 68.1% | 45% |
| 20260805 | $5.17 | $3.81 | 77.6% | 80% |
| 20260804 | $5.11 | $3.82 | 74.5% | 68% |
| 20260803 | $4.96 | $3.44 | 74.9% | 70% |
| 20260731 | $4.71 | $3.38 | 72.0% | 60% |
| 20260730 | $4.75 | $3.37 | 72.6% | 63% |
| 20260729 | $4.97 | $3.53 | 75.1% | 72% |
| 20260728 | $4.66 | $3.56 | 71.0% | 58% |
| 20260727 | $5.12 | $1.66 | 76.5% | 79% |
More on CELH
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.