Ticker Options Intelligence

CELC options intelligence

Celcuity LLC options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 53 Market data through 31 Jul 2026 Checked 2 Aug 2026 13:06 · complete available chain

Volatility expansion watch

Volatility pressure

CELC currently carries volatility options pressure with a 53/100 conviction score. The nearest-chain expected move is 13.8%, with volume/open-interest participation at 0.00.

Options Intelligence Opportunities Bullish confirmation Risks Unusual flow Vol expansion Repeated pressure Compare Chart Weekly report
Primary read Volatility

Volatility expansion watch

Expected move 13.8%

Wider near-term move priced

Activity / OI 0.00

Current volume is quieter versus prior open interest

Put-call 0.00

Call-side skew

Trend fit 0

Options are not fully confirming trend

Weekly backdrop +4.6%

RS -14.9

Expected move 13.8%
Put-call volume -
Volume / OI 0.00
Reference IV 0.74
Max pain 90.00
Underlying 86.38
Nearest expiry 21 Aug 2026
Contracts 498

Research Brief

CELC has a volatility chain read with 53/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 74.43–98.33; The largest call open-interest concentration is 90.00; the largest put concentration is 90.00. The most active strike by current volume is 100.00.

Priced range74.43–98.33
Call concentration90.00
Put concentration90.00
Max pain reference90.00
What would confirm it
  • A clear directional pressure reading develops and price begins to agree.
What would weaken it
  • Volatility falls and the chain remains directionally mixed.
  • Options and the weekly trend are not yet giving the same message.

Priced Move

Where the chain says movement becomes exceptional

Size, not direction · through 21 Aug

Options imply 74.43 to 98.33. Max pain at 90.00 sits inside that range, 4.2% above spot.

Spot Max pain
74.4386.38 ± 11.9598.33
Confirmation level

A close beyond 98.33 or below 74.43 at the 21 Aug expiry would exceed the move currently priced by this chain.

Important limitation

The range is a pricing reference, not a forecast; volatility can reprice sharply after news or as expiry approaches.

Score Construction

Why conviction is 53/100

Evidence alignment, not probability

Pressure is 100/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure100 × 42%
+42.0

How strongly activity leans toward calls or puts.

Participation8 × 22%
+1.8

Volume relative to existing open interest and contract-level activity.

Trend agreement0 × 26%
+0.0

How closely the chain read agrees with the underlying trend backdrop.

Volatility92 × 10%
+9.2

The intensity of implied volatility and the priced move.

Reconstructed score53.0Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 90.00; the largest put concentration is 90.00. The most active strike by current volume is 100.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
393
65.00-24.8%
1
175
70.00-19.0%
0
517
75.00-13.2%
15
520
80.00-7.4%
0
753
85.00-1.6%
122
1640
90.004.2%
804
396
95.0010.0%
197
97
100.0015.8%
423
31
105.0021.6%
97
118
110.0027.3%
318
5
115.0033.1%
139
1
120.0038.9%
335
0
125.0044.7%
19
0
130.0050.5%
45
0
140.0062.1%
26
0
150.0073.7%
37
0
160.0085.2%
23
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Balanced volatility curve

1.00× front/back

Near- and longer-dated implied volatility are broadly aligned; no exceptional front-expiry premium is visible.

0.74 21 Aug 21d
0.73 18 Sep 49d
0.73 16 Oct 77d
0.76 20 Nov 112d
0.76 18 Dec 140d
0.75 15 Jan 168d
0.74 19 Mar 231d
0.75 21 Jan 539d

Volatility by Strike

Upside optionality premium

Nearest expiry, within 20% of spot

Out-of-the-money calls carry higher implied volatility than comparable puts, indicating richer upside optionality.

70
75
80
85
90
95
100
Put IV Call IV

Historical Replay

How matured reads behaved through expiry

0 directional observations

Forward validation is building. The earliest eligible stored read expires 21 Aug 2026; its result will appear after the matched closing reference is stored.

Directional follow-through-
Moves contained by pricing-
Average expiry move-
Validation readiness
  • Versioned calculationv2 observations only
  • Independent entryone read per market session
  • Point-in-time referencerequired at entry
  • Matched expiry closereported only after maturity

Only v2 snapshots with a point-in-time market reference are eligible. Each observation uses one read per market session and the first weekly close on or immediately after expiry. It is an evidence audit, not an executable strategy or evidence of future performance.

Evidence Quality

High

A100/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
31 Jul 2026
Calculation
v2.0
Contracts
498 / 498
  • No material coverage gap was detected in the retained chain.

Aggregate chain data supports concentration, participation and pricing analysis. It does not identify trade aggressor, opening versus closing activity, multi-leg intent or dealer inventory.

Options Intent Radar

Earnings/event positioning

87/100
Primary intent Earnings/event positioning

Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.

Flow vs price divergence Volatility flow versus price

Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.

Why this matters

Earnings/event positioning matters because it connects the options headline to the actual evidence: $24282 of estimated gross traded notional, calls · 91+ days · atm, and a volatility flow versus price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+100
1W price+4.6%
Call premium100%
Put premium0%
Notional split C 100% / P 0% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.00 Volume divided by open interest across the visible chain.
Trend fit 0/100 Agreement between options pressure and Sharemaestro market context.
Event window 13 Aug Matched earnings event is 11 days away.
Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction.
Conviction clusters Calls · 91+ days · ATM
Calls · 91+ days · ATM calls cluster with 6 contracts traded, $10620 estimated gross traded notional, and 44% of visible notional.
$10620
Calls · 91+ days · OTM calls cluster with 6 contracts traded, $7140 estimated gross traded notional, and 29% of visible notional.
$7140
Calls · 46-90 days · OTM calls cluster with 12 contracts traded, $3365 estimated gross traded notional, and 14% of visible notional.
$3365
Calls · 8-21 days · OTM calls cluster with 13 contracts traded, $2132 estimated gross traded notional, and 9% of visible notional.
$2132
Calls · 46-90 days · ATM calls cluster with 1 contracts traded, $1025 estimated gross traded notional, and 4% of visible notional.
$1025

Setup Classification

Opportunity and risk frame

Context, not advice
Warning Volatility expansion

The tape is pricing or displaying unusually elevated activity.

Warning Event-risk setup

Expected move or upcoming earnings makes the setup more event-sensitive.

Negative Options disagreement

Options positioning is not confirming the underlying trend context.

Activity Anomaly

Warming up

-

3 of 10 completed market sessions are available. More session history is needed before activity can be compared with a reliable normal.

Baseline: 3 completed sessions

Volume rank-
Volume/OI rank-
IV rank-

Market Context

Underlying confirmation

Sharemaestro weekly
Close86.38
1W+4.6%
RS-14.9
Fair value+113.3%
Options pressure100
Speculation8
Volatility92
Trend fit0

Today Versus Normal

Stored-options context

View history
Expected move 13.8% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 0.74 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call 0.00 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Volume/OI 0.00 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 10:35 Mixed
Pressure 9
Move 15.4%
30 Jul 10:32 Bullish
Pressure 21
Move 15.6%
31 Jul 10:22 Volatility
Pressure 94
Move 15.3%
2 Aug 12:06 Volatility
Pressure 100
Move 13.8%

Strike Map

Where activity is clustering

Full strike map
Strike45.00
Calls · V 0 · OI 0
Puts · V 0 · OI 2
Strike50.00
Calls · V 0 · OI 1
Puts · V 0 · OI 11
Strike55.00
Calls · V 0 · OI 0
Puts · V 0 · OI 2
Strike60.00
Calls · V 0 · OI 7
Puts · V 0 · OI 5
Strike65.00
Calls · V 0 · OI 1
Puts · V 0 · OI 393
Strike70.00
Calls · V 0 · OI 0
Puts · V 0 · OI 175
Strike75.00
Calls · V 0 · OI 15
Puts · V 0 · OI 517
Strike80.00
Calls · V 0 · OI 0
Puts · V 0 · OI 520

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts50
Avg IV0.74
Put-call-
Expiry18 Sep 2026
Contracts68
Avg IV0.73
Put-call-
Expiry16 Oct 2026
Contracts62
Avg IV0.73
Put-call-
Expiry20 Nov 2026
Contracts62
Avg IV0.76
Put-call-
Expiry18 Dec 2026
Contracts68
Avg IV0.76
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Call IV premium
Call IV0.81
Put IV0.73
Skew-0.09
18 Sep 2026Balanced skew
Call IV0.75
Put IV0.75
Skew-
16 Oct 2026Balanced skew
Call IV0.74
Put IV0.73
Skew-0.01
20 Nov 2026Balanced skew
Call IV0.75
Put IV0.77
Skew0.02
18 Dec 2026Balanced skew
Call IV0.74
Put IV0.74
Skew-

Contract Tape

Most active contracts

Full contract tape
ContractCELC260821C00100000
SideCall
Expiry21 Aug 2026
Strike100.00
Volume7
OI423
IV0.81
ContractCELC260918C00120000
SideCall
Expiry18 Sep 2026
Strike120.00
Volume6
OI775
IV0.72
ContractCELC260821C00110000
SideCall
Expiry21 Aug 2026
Strike110.00
Volume6
OI318
IV0.75
ContractCELC261218C00085000
SideCall
Expiry18 Dec 2026
Strike85.00
Volume6
OI6
IV0.79
ContractCELC261218C00100000
SideCall
Expiry18 Dec 2026
Strike100.00
Volume5
OI26
IV0.77
ContractCELC260918C00095000
SideCall
Expiry18 Sep 2026
Strike95.00
Volume2
OI791
IV0.72
ContractCELC260918C00125000
SideCall
Expiry18 Sep 2026
Strike125.00
Volume2
OI11
IV0.79
ContractCELC260918C00090000
SideCall
Expiry18 Sep 2026
Strike90.00
Volume1
OI773
IV0.75