Information Technology

Celestica Inc. (CLS) options and signal

Figures as of 28 Sep 2026

CLS is Celestica Inc., an Information Technology name the model ranks every trading day. The options figures are from the close on 28 Sep 2026. The model's figures are from 25 Sep 2026, one trading day behind the latest, as the Free plan shows them. Every model figure is paper trading.

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At a glance

FigureValueDate
IV rank41 of 10028 Sep
At the money IV72.2%28 Sep
Priced move to 30 Oct21.1% down, 22.3% up28 Sep
Call wall and put wall360 and 35528 Sep
Signal and the desk's viewNo signal, view neutral25 Sep
Last close356.5328 Sep
Next report26 Oct 202628 Sep

Options Snapshot

CLS's IV rank is 41 of 100 on 28 Sep 2026.

FigureValue
IV rank41 of 100
At the money IV72.2%, near month, 32 days
Put/call ratio, open interest0.46
Call open interest, strikes captured near the price53,000 contracts
Put open interest, strikes captured near the price24,400 contracts
Cost to trade at the moneyFair, 20.4% of the option's mid price

IV rank is where the at the money IV sits among CLS's own weekly readings, 0 the lowest and 100 the highest.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Priced Range

On 28 Sep 2026, CLS options priced a move of 21.1 percent down and 22.3 percent up by 30 Oct 2026.

ExpiryDaysDownUpRange
2 Oct 202646.3%6.7%334.03 to 380.33
9 Oct 20261110.0%10.0%320.83 to 392.33
23 Oct 20262514.9%16.1%303.53 to 413.93
30 Oct 20263221.1%22.3%281.33 to 436.03
20 Nov 20265325.6%27.1%265.23 to 453.03
18 Dec 20268130.6%31.7%247.53 to 469.53
19 Feb 202714440.7%44.0%211.53 to 513.53

The range is one standard deviation either side of the close of 356.53, as the option prices imply it.

A priced move restates option prices at the close and says nothing certain about where the price goes.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Gamma Map

On 28 Sep 2026, CLS's call wall is the 360 strike and its put wall is the 355 strike.

FigureValue
Call wall, most open call gamma360
Put wall, most open put gamma355
Net dollar gamma, calls minus puts$18.77 million
Total dollar gamma, both sides$43.59 million
Close356.53

Dollar gamma is stated for a one percent move in the price.

Net is calls minus puts under the standard convention, not a record of who holds the contracts.

Net gamma changes sign at 7 strikes, so no single flip strike is named.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility History

On 28 Sep 2026, CLS's at the money IV is 72.2 percent against 20 day realized volatility of 68.7 percent.

FigureValue
At the money IV72.2%
Realized volatility, 20 trading days68.7%
Realized volatility, 60 trading days80.5%
IV against its own weekly recordIn the middle
Weekly readings on record758, from 8 Jan 2010
Weeks the price moved more than the one week priced move20.7% of 222 weeks

Realized volatility is worked out from the daily closes the desk holds, not from the option chain.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Weather

On 28 Sep 2026, CLS's at the money IV runs from 62.6 percent at 4 days to 66.7 percent at 144 days.

Days to expiryAt the money IV
462.6%
1161.6%
1860.0%
2560.4%
3971.5%
5368.7%
8166.6%
14466.7%

Far expiries price more volatility than near ones, an upward sloping term structure.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Smile

On 28 Sep 2026, at the 32 day expiry, CLS's IV ten percent below the price sits 2.2 points above at the money IV.

Strike areaImplied volatilityAgainst at the money
10% below the price74.4%+2.2 points
At the money72.2%0.0 points
10% above the price72.9%+0.8 points

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Surface

On 28 Sep 2026, CLS's surface spans 10 expiries out to 144 days, with IV from 56.3 to 75.3 percent near the price.

FigureValue
Expiries captured10
Nearest expiry2 Oct 2026, 4 days
Farthest expiry19 Feb 2027, 144 days
Points within 10% of the price, 7 days out or more120
Lowest IV among them56.3%
Highest IV among them75.3%

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Expiry Ladder

On 28 Sep 2026, CLS has 10 captured expiries, from 2 Oct 2026 to 19 Feb 2027.

ExpiryDaysAt the money IVCall open interestPut open interest
2 Oct 2026462.6%3,3931,544
9 Oct 20261161.6%2,4432,976
16 Oct 20261860.0%11,2092,419
23 Oct 20262560.4%9871,597
30 Oct 20263272.2%590705
6 Nov 20263971.5%39119
20 Nov 20265368.7%15,2323,686
18 Dec 20268166.6%6,8992,778
15 Jan 202710964.9%11,2996,103
19 Feb 202714466.7%8862,474

Open interest is summed over the strikes captured near the price on each expiry.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Strike Table

On 28 Sep 2026, CLS's largest open interest sits at the 400 strike, with 7,611 contracts across the captured expiries.

StrikeCall open interestPut open interestTotal
4007,3862257,611
3606,4577327,189
3804,9133625,275
4303,953423,995
3502,5611,1593,720
3201,0711,9403,011

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Since Yesterday

From 25 Sep 2026 to 28 Sep 2026, CLS's at the money IV moved from 57.1 percent to 72.2 percent.

Figure25 Sep28 SepChange
At the money IV57.1%72.2%+15.0 points
Open interest, strikes captured near the price83,12477,378-5,746
Put/call ratio, open interest0.440.46+0.02

Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Changed Hands

On 28 Sep 2026, 13,117 CLS option contracts traded, 0.9 times its own recent average.

FigureValue
Calls traded7,688
Puts traded5,429
Against its recent average0.9 times
Busier than4 of its last 20 trading days
Open interest, whole chain105,906 contracts
Volume to open interest0.12
Unusual volume flagNo

Traded volume and open interest are shown side by side and never combined. Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Positioning Replay

The replay holds 33 trading days of CLS's option positioning, from 11 Aug 2026 to 28 Sep 2026.

DateCloseNet dollar gammaTop call strikeTop put strike
11 Aug 2026310.38minus $1.12 million350300
21 Sep 2026344.40$16.74 million360315
28 Sep 2026356.53$18.77 million360355

Each frame restates one nightly capture. Net is calls minus puts, a convention, not who holds the contracts.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Read-out

On 25 Sep 2026 the desk's view of CLS was neutral, paper trading.

FigureValue
SideNeutral at 45 trading days, no signal
Level above the close381.30, the swing high of 25 Sep 2026
Level below the close353.96, the swing low of 17 Sep 2026
Strategy familyLong straddle (buy a call and a put at the same strike)
Price targetNone. The desk has no price model.

The levels are prices the shares turned at on the chart, with the date of each.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Rank by Timeframe

On 25 Sep 2026 CLS sat at the 29th percentile of the model's 45 trading day ranking, paper trading.

TimeframePercentileSide
10 trading days23 of 100Neutral
20 trading days76 of 100Neutral
45 trading days29 of 100Neutral

100 is the top of the ranking. A name in the middle three fifths is neutral.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Timeframe Agreement

On 25 Sep 2026 CLS's near timeframes were neutral and its long timeframe was neutral, paper trading.

GroupTimeframesSideOn that side
Near10 day, 20 dayNeutral0 of 2
Long45 dayNeutral0 of 1

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Signal History

On 25 Sep 2026 CLS had carried no signal for 11 trading days, paper trading.

Trading daySignal45 day percentile
25 Sep 2026None29 of 100
24 Sep 2026None46 of 100
23 Sep 2026None11 of 100
22 Sep 2026None6 of 100
21 Sep 2026None75 of 100
18 Sep 2026None63 of 100
17 Sep 2026None67 of 100
16 Sep 2026None37 of 100

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Sector Split

On 25 Sep 2026, 80 of 187 Information Technology names were bullish and 61 were bearish, paper trading.

SectorNamesBullishBearishNeutral
Information Technology187806146

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Price Chart

CLS closed at 356.53 on 28 Sep 2026.

FigureValue
Last close356.53
Change over 5 trading days+3.5%
Change over 21 trading days+12.3%
Change over 63 trading days+3.9%
Change over 252 trading days+45.7%
52 week high474.03
52 week low230.24
20 day moving average330.22
50 day moving average326.78
200 day moving average329.80
RSI, 14 days58

Worked out from the desk's own daily bars, adjusted for share splits.

From the daily bars through 28 Sep 2026. Current on every plan.

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Earnings Radar

CLS reports next on 26 Oct 2026, a date confirmed by the company.

FigureValue
Next report26 Oct 2026, after the close
DateConfirmed by the company
Move after the report of 27 Jul 2026+10.0%
Move after the report of 27 Apr 2026-14.4%
Move after the report of 28 Jan 2026-13.1%
Move after the report of 27 Oct 2025+8.2%

Earnings calendar as of 28 Sep 2026. Current on every plan.

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Public Filings

Company insiders reported 0 purchases and 9 sales of CLS in the filings the desk holds.

FiledWhoTradeSize
23 Sep 2026Mionis Robert, director, Chief Executive OfficerSold1,920 shares, $691,891
23 Sep 2026Mionis Robert, director, Chief Executive OfficerSold2,294 shares, $828,639
23 Sep 2026Mionis Robert, director, Chief Executive OfficerSold2,480 shares, $898,950
23 Sep 2026Mionis Robert, director, Chief Executive OfficerSold2,590 shares, $941,361
23 Sep 2026Mionis Robert, director, Chief Executive OfficerSold3,403 shares, $1.24 million
23 Sep 2026Mionis Robert, director, Chief Executive OfficerSold6,749 shares, $2.47 million

Every filing is reproduced as filed, and each one reaches the public days or weeks after the trade.

Filings as of 28 Sep 2026. Current on every plan.

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Seasonality

In the 28 Septembers on record, CLS's average change was minus 3.6 percent, and it rose in 46.4 percent of them.

MonthAverage changeMiddle changeShare of years upYears
September-3.6%-5.8%46.4%28
October+5.0%+2.7%57.1%28
November+5.5%+3.3%67.9%28

Each figure is a month end to month end change in past years. A past month says nothing certain about the next one.

Monthly history through 28 Sep 2026. Current on every plan.

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Headlines

The desk's news feeds carried 3 headlines naming CLS in the 3 days to 28 Sep 2026.

FigureValue
Headlines in the window3
Latest28 Sep 2026

The titles are in the Headlines window, with the time each was published.

Headlines as of 28 Sep 2026. Current on every plan.

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Questions

What is CLS's IV rank?
CLS's IV rank is 41 of 100 on 28 Sep 2026.
What move are CLS options pricing?
On 28 Sep 2026, CLS options priced a move of 21.1 percent down and 22.3 percent up by 30 Oct 2026.
Where are CLS's call wall and put wall?
On 28 Sep 2026, CLS's call wall is the 360 strike and its put wall is the 355 strike.
What was the desk's latest view of CLS on the Free plan?
On 25 Sep 2026 the desk's view of CLS was neutral, paper trading.
When does CLS report earnings next?
CLS reports next on 26 Oct 2026, a date confirmed by the company.

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