# CELH: options-positioning snapshot

Canonical: https://halfonadouble.com/stock/CELH
Data through: 2026-10-02 close
Publisher: Half on a Double

| Published field | Value |
| --- | --- |
| Close (USD/share) | 26.75 |
| Delta neutral (USD/share) | 26.76 |
| Gamma neutral (USD/share) | 25.90 |
| Gamma max (USD/share) | 37.58 |
| Open interest (contracts) | 613,350 |
| Nearest-expiration max pain (USD/share) | 28.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 30.00 |
| Net gamma exposure | 2,662,474 |
| Confirmed GEX flip (USD/share) | 25.90 |
| Call wall (USD/share) | 35.00 |
| Put wall (USD/share) | 25.00 |
| Put/call open-interest ratio | 0.39 |
| Options catalyst-intensity score (0–100) | 37.2 |
| Options directional score (-100 to +100) | 19.3 |
| IV rank | 58.4 |
| Front ATM IV | +46.7% |
| Front-minus-back IV | -15.5 pp |
| Front expected move | +6.5% |
| Front ATM straddle / spot | +4.8% |
| Front 25-delta risk reversal | -2.8 pp |
| Call OI change, 1 session | -6,245 contracts · -1.4% |
| Put OI change, 1 session | -6,205 contracts · -3.5% |
| Call minus put OI growth, 1 session | +2.1 pp |
| Call OI change, 5 sessions | +13,173 contracts · +3.1% |
| Put OI change, 5 sessions | +7,769 contracts · +4.7% |
| Call minus put OI growth, 5 sessions | -1.7 pp |
| Daily call OI change surprise | -0.34σ (252 prior changes) |
| Daily put OI change surprise | -0.66σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.52σ (252 prior changes) |
| Daily open interest change (contracts) | -12,450 |
| Daily open interest change z-score (prior 252) | -0.46σ (252 prior changes) |
| Gamma max distance from close | +40.5% |
| Delta neutral distance from close | +0.1% |
| Prior-year sessions closer to gamma max | 99.2% of 252 |
| Prior-year sessions closer to delta neutral | 0.0% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 43 | +0.0% | -2.2% to +2.5% | 51% | -1.2% to +1.5% | 0.0% |
| above | Day +3 | 43 | +1.6% | -3.0% to +4.1% | 63% | -0.3% to +2.1% | 0.0% |
| above | Day +5 | 43 | +2.5% | -2.0% to +6.0% | 60% | -1.0% to +4.0% | 0.0% |
| above | Day +10 | 43 | +2.8% | -2.3% to +8.9% | 70% | +0.3% to +5.8% | +0.3% |
| below | Day +1 | 43 | +0.7% | -1.4% to +2.3% | 56% | -0.5% to +1.8% | 0.0% |
| below | Day +3 | 43 | +2.0% | -2.4% to +4.7% | 56% | -1.7% to +3.0% | 0.0% |
| below | Day +5 | 43 | +2.7% | -3.0% to +5.5% | 60% | -1.5% to +3.4% | 0.0% |
| below | Day +10 | 43 | +2.8% | -1.1% to +8.3% | 67% | +0.8% to +6.1% | +0.8% |

Returns are close-to-close after the labelled number of subsequent trading sessions. Cohorts require gamma max to be within 10% of the close on both crossing sessions. Historical windows can overlap and are not independent observations, so interval coverage is not guaranteed.

- [Machine-readable snapshot](https://halfonadouble.com/api/v1/tickers/CELH.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/CELH.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/CELH.json?date=2026-10-02)

An em dash means unavailable, not zero. Values use the same display rounding as the HTML page. This is a current snapshot; full history and individual event paths are on the canonical page.

[Definitions and limitations](https://halfonadouble.com/methodology.md).