AInvestOption Pilot Program
Options/CELH
CELH logo

CELHCelsius Holdings, Inc. Common Stock

Options Analysis Report•BOTTLED & CANNED SOFT DRINKS & CARBONATED WATERS
Market Cap $8.3B|NASDAQ
● 2026-08-28$32.99
BULLISH
Analysis: 2026-08-27 EOD data
1Y -44.7%YTD -30.9%7D -1.1%
24,355
30D
±15.3%
13%

CELH Options Overview

IV is elevated. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

5.3VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
Loading score history...

CELH Gamma Walls

Loading gamma walls...

Value

Is IV priced right?

5.8
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks5/9 checks passed
≤35%

IV Rank 78.6% — elevated vs history

<1.05x

IV/HV 0.53x — IV ≤ HV

Sector Relative≤50%

Sector percentile 90% — above sector median

<1.1x

Front/Back 0.86x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 56.2% — normal range

<80%

Effective IV 78.5% (ATM 56.2% + spread 11.2% + bias) — fair

<3.0%

Total drag 17.62% (spread 11.15% + slippage 6.47%) — high friction

≥5.0

Vega efficiency 0.56 (vega 0.626 / spread 11.15%) — spread drag

Sentiment

Bullish or bearish?

6.5
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBullish - Moderate signal (Conviction: +14%, Raw: +7%)
|net sentiment| ≥25%

Conviction-weighted: +14% (bullish) — Raw: +7%

≥15%

|OI skew| 44.4% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +18.1%, OI skew +44.4% — aligned

≥2/3 conditions

0-DTE 16%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +11%, ATM: -6%, OTM: +12% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 42% — bullish vs sector

Activity

Unusual activity?

2.9
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed
≥1.5x

Volume 0.5x avg — normal

≥15%

Vol/OI 3.8% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change -5.8% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 71% — active vs sector

≥30%

Large trade volume 17% — mixed

≥60%

Aggressive execution 37% — patient

≥30

Conviction +14 (bullish) — mixed

Liquidity

Can I trade efficiently?

4.3
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks3/8 checks passed
≤5.0%

Spread 11.2% — wide

≥10,000

OI 641,884 — deep

≥500

Volume 24,355/day — active

≤$0.50

$0.56 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 95% — much wider than sector

≥100 contracts

Depth 276.5 contracts (bid:124.0 ask:152.5) — adequate

<1.0%

Avg slippage 6.47% — poor

Timing

Is now a good time?

7.2
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed
|slope| ≥5%

Slope -14.5% — contango

<30 or >70

IV percentile 79% — seller opportunity

≥10pts kink

IV kink -4.7pts — no clear event

<0.5 or >2.0

θ/ν ratio 2.90 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +14% @ 57% consistency — unclear

≥40 composite score

Score 47 (ITM 20% + inst 17%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls6.0
bullishIV fair, bullish flow
Long Puts5.0
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.1
bullishIV fair, bullish flow
Covered Call4.5
bearishIV fair, bullish flow

For educational purposes only. Not investment advice.