Company research workspace
CELHCelsius Holdings, Inc.
Next verified event unavailable · Earnings history
Past events · reconstructed
Historical reconstruction for CELH
Observed outcomes from 5 earnings events (Nov 6, 2024 – Aug 6, 2026). These events have already been reported · modeled strategy results.
Realized move versus what was implied
Implied move is the pre-event ATM straddle estimate; realized move is the observed post-earnings move.
Updated Oct 7, 2026
Loading graph — the exact table is available below.
2024-11-06Realized move 5.3262%Implied move 13.7409%Signed actual -5.3262% · Reconstructed · 7 IV checkpointsUpdated Oct 7, 2026
Exact data table
| Observation | Realized move (%) | Implied move (%) | Context | Updated |
|---|---|---|---|---|
| 5.3262% | 13.7409% | Signed actual -5.3262% · Reconstructed · 7 IV checkpoints | Updated Oct 7, 2026 | |
| 4.8097% | 12.6438% | Signed actual 4.8097% · Reconstructed · 7 IV checkpoints | Updated Oct 7, 2026 | |
| 17.2672% | 12.7983% | Signed actual 17.2672% · Reconstructed · 8 IV checkpoints | Updated Oct 7, 2026 | |
| 4.4512% | 13.3079% | Signed actual 4.4512% · Reconstructed · 8 IV checkpoints | Updated Oct 7, 2026 | |
| 18.4563% | 11.235% | Signed actual -18.4563% · Reconstructed · 8 IV checkpoints | Updated Oct 7, 2026 |
Exact-contract strategy reconstruction
| Structure | Reconstructed runs | Profitable | Average return on max loss | Best | Worst |
|---|---|---|---|---|---|
| Bear Call Spread | 5 | 2 / 5 | -7.2% | 17.7% | -27.3% |
| Bull Put Spread | 5 | 1 / 5 | -24.0% | 1.0% | -48.1% |
| Iron Condor | 5 | 0 / 5 | -40.2% | -17.7% | -75.1% |
| Long Straddle | 5 | 1 / 5 | -18.8% | 3.0% | -42.3% |
| Long Strangle | 5 | 0 / 5 | -28.7% | -8.1% | -53.5% |
| Calendar | 4 | 3 / 4 | 6.9% | 38.9% | -28.7% |
Historical examples
Example trades, payoff and risk
Past structural simulations · modeled fills · not historical recommendations.
Bear Call Spread
Did not clear entry filters- Modeled entry credit
- $17.25
- Payoff max loss
- -$132.75
- Payoff max profit
- $17.25
- Modeled exit P&L
- -$26.10-22.6% on stored risk basis $115.50
Entry Jul 23, 2026 → Exit Aug 5, 2026. Payoff is a scenario; exit P&L uses the stored exit fills. Payoff uses modeled entry premiums before commissions.
Update time unavailable
Loading graph — the exact table is available below.
$13.585Expiration P/L $17.25Update time unavailable
Event / reference markers
- Entry spot: $27.17
- Expiry breakeven $31.6725: $31.6725
- sell call strike $31.50: $31.50
- buy call strike $33.00: $33.00
Exact data table
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| $17.25 | Update time unavailable | ||
| $17.25 | Update time unavailable | ||
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| $17.25 | Entry spot reference | Update time unavailable | |
| $17.25 | Update time unavailable | ||
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| $15.53 | Update time unavailable | ||
| $0.00 | Update time unavailable | ||
| -$11.64 | Update time unavailable | ||
| -$38.81 | Update time unavailable | ||
| -$65.98 | Update time unavailable | ||
| -$93.15 | Update time unavailable | ||
| -$120.32 | Update time unavailable | ||
| -$132.75 | Update time unavailable | ||
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| -$132.75 | Update time unavailable |
| Side / quantity | Contract | Strike / expiry | Entry fill | Exit fill |
|---|---|---|---|---|
| SELL × 1 | CELH260807C00031500 | $31.50 call · 2026-08-07 | $0.57 | $0.95 |
| BUY × 1 | CELH260807C00033000 | $33.00 call · 2026-08-07 | $0.39 | $0.54 |
Breakevens: $31.67. Short legs may carry assignment risk; expiry payoff excludes early exercise.
Stored costs: $0.65 / contract / side · slippage 25.0% of spread / fillExample methodology and limitations
4 quote gaps · Record hist_CELH_0286aef52ab57f1f · Historical methodology