Celsius Holdings Inc (CELH) Historical Volatility

Tracking CELH historical volatility helps you see how much Celsius Holdings Inc's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Celsius Holdings Inc's HV tells you what really happened. Use our scanner to monitor CELH 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The CELH 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Celsius Holdings Inc's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Celsius Holdings, Inc. develops, processes, markets, distributes, and sells functional drinks and liquid supplements in North America, Europe, Asia, and internationally. It offers various carbonated and non-carbonated functional energy drinks under the CELSIUS Originals name; dietary supplement in carbonated flavors, including apple jack'd, orangesicle, inferno punch, cherry lime, blueberry pomegranate, strawberry dragon fruit, tangerine grapefruit, and jackfruit under the CELSIUS HEAT name; and branched-chain amino acids functional energy drink that fuels muscle recovery under the CELSIUS BCCA+ENERGY name.

The company also provides CELSIUS On-the-Go, a powdered form of the active ingredients in functional energy drinks in individual On-The-Go packets and canisters; and sparkling grapefruit, cucumber lime, and orange pomegranate, as well as pineapple coconut, watermelon berry, and strawberries and cream non-carbonated functional energy drinks under the CELSIUS Sweetened. It distributes its products through direct-to-store delivery distributors and direct to retailers, including supermarkets, convenience stores, drug stores, nutritional stores, and mass merchants, as well as health clubs, spas, gyms, the military, and e-commerce websites. The company was formerly known as Vector Ventures, Inc. and changed its name to Celsius Holdings, Inc. in January 2007. Celsius Holdings, Inc. was founded in 2004 and is headquartered in Boca Raton, Florida.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Celsius Holdings Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where CELH HV is running hot, cold, or in line. Make the CELH 30 day historical volatility — and every other window — work for your edge instead of against it.