Celsius Holdings Inc (CELH) Historical Volatility

Tracking CELH historical volatility helps you see how much Celsius Holdings Inc's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, CELH's HV, also known as realized volatility, shows what actually 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 a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. CELH's 30 day historical volatility, or CELH HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing CELH's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.

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.