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Celsius Holdings CELH 30.75 0.77 2.57%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $30.67
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±10.1% ±$3.11 $27.56 – $33.78 $26.77 – $34.57 $23.89 – $37.45
2 sessions Earnings ±10.8% ±$3.32 $27.35 – $33.99 $26.54 – $34.80 $23.48 – $37.86
3 sessions Earnings ±11.4% ±$3.51 $27.17 – $34.18 $26.36 – $34.99 $23.15 – $38.19
1 week Earnings ±11.9% ±$3.66 $27.01 – $34.33 $26.12 – $35.22 $22.97 – $38.37
2 weeks Earnings ±12.8% ±$3.94 $26.73 – $34.61 $25.81 – $35.54 $22.37 – $38.97
3 weeks Earnings ±13.6% ±$4.17 $26.50 – $34.84 $25.50 – $35.84 $21.90 – $39.45
1 month Earnings ±14.5% ±$4.44 $26.24 – $35.11 $25.17 – $36.18 $21.34 – $40.00
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. CELH reports in 1 session; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±12.90%
Average actual move
12.15%
Beyond the implied move
3 / 7
Median IV change
-35.52%
Reaction session Implied Actual Used ATM IV before → after
August 06, 2026 ±11.23% -18.46% 1.64× —
May 07, 2026 ±13.37% +4.45% 0.33× —
February 26, 2026 ±12.25% +6.94% 0.57× —
August 07, 2025 ±12.45% +17.27% 1.39× —
May 06, 2025 ±12.70% +4.81% 0.38× 101.2% → 64.4%
February 21, 2025 ±14.18% +27.77% 1.96× 109.6% → 105.4%
November 06, 2024 ±14.09% -5.33% 0.38× 105.4% → 67.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →