Ticker Options Intelligence

BETA options intelligence

Beta Technologies, Inc. options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 64 Market data through 10 Aug 2026 Checked 11 Aug 2026 12:42 · complete available chain

Volatility expansion watch

Volatility pressure

BETA currently carries volatility options pressure with a 64/100 conviction score. The nearest-chain expected move is 14.6%, with volume/open-interest participation at 0.85.

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

Volatility expansion watch

Expected move 14.6%

Wider near-term move priced

Activity / OI 0.85

Current volume is elevated versus prior open interest

Put-call 0.05

Call-side skew

Trend fit 0

Options are not fully confirming trend

Weekly backdrop +24.2%

Sharemaestro weekly context

Expected move 14.6%
Put-call volume 0.05
Volume / OI 0.85
Reference IV 1.10
Max pain 17.50
Underlying 23.51
Nearest expiry 21 Aug 2026
Contracts 94

Research Brief

BETA has a volatility chain read with 64/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 20.09–26.93; The largest call open-interest concentration is 22.50; the largest put concentration is 15.00. The most active strike by current volume is 22.50.

Priced range20.09–26.93
Call concentration22.50
Put concentration15.00
Max pain reference17.50
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.
  • Front-expiry volatility is rich, so the signal may be event-driven and vulnerable to volatility compression.

Priced Move

Where the chain says movement becomes exceptional

Size, not direction · through 21 Aug

Options imply 20.09 to 26.93. Max pain at 17.50 lies outside the priced range, so it is a weak near-term anchor.

Spot Max pain
20.0923.51 ± 3.4226.93
Confirmation level

A close beyond 26.93 or below 20.09 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 64/100

Evidence alignment, not probability

Pressure is 99/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure99 × 42%
+41.7

How strongly activity leans toward calls or puts.

Participation60 × 22%
+13.1

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.

Volatility96 × 10%
+9.6

The intensity of implied volatility and the priced move.

Reconstructed score64.4Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 22.50; the largest put concentration is 15.00. The most active strike by current volume is 22.50. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
1
2.50-89.4%
0
0
5.00-78.7%
0
1
7.50-68.1%
0
3
10.00-57.5%
0
142
12.50-46.8%
0
600
15.00-36.2%
25
363
17.50-25.6%
2953
79
20.00-14.9%
1970
42
22.50-4.3%
9524
2
25.006.3%
217
0
30.0027.6%
45
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Gamma Profile by Strike

Positive gamma proxy

Reported Greeks · 100% coverage

Call-side gamma sensitivity outweighs the put-side proxy across the retained chain. The largest bars mark levels where delta-hedging sensitivity may be most concentrated.

Net profile+$699,615Delta change / 1% move
Positive peak22.50+$478,712
Negative peak15.00-$2,079
Nearest balance15.12Interpolated sign change
StrikeNegativePositiveNet / 1% move
2.50-89.4%
+$7
5.00-78.7%
+$23
7.50-68.1%
+$792
10.00-57.5%
+$490
12.50-46.8%
-$665
15.00-36.2%
-$2,079
17.50-25.6%
+$40,862
20.00-14.9%
+$76,211
22.50-4.3%
+$478,712
25.006.3%
+$68,299
30.0027.6%
+$19,612
35.0048.9%
+$17,348
Positive call-side proxy Negative put-side proxyHighlighted row is nearest spot strike

Scenario proxy = gamma × open interest × 100 shares × spot² × 1%. Calls are positive and puts negative by convention. Missing Greeks use a Black-Scholes estimate from stored IV with zero rate and dividend assumptions. Open interest does not reveal who is long or short, so this is not observed dealer positioning or a forecast.

Volatility Curve

Front-loaded volatility

1.28× front/back

Near-term options are materially richer than later expirations, consistent with concentrated event or immediate-risk pricing.

1.10 21 Aug 11d
0.91 18 Sep 39d
0.87 16 Oct 67d
0.86 15 Jan 158d

Volatility by Strike

Downside protection premium

Nearest expiry, within 20% of spot

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

20
23
25
Put IV Call IV

Historical Replay

How matured reads behaved through expiry

0 matured · 0 directional

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
  • Auditable calculationoriginal version retained
  • Independent entryone read per market session
  • Point-in-time referencerequired at entry
  • Matched expiry closereported only after maturity

Eligible snapshots must have a dated market session, stored signal, and point-in-time market reference. Each observation uses one read per market session and the first stored weekly close on or immediately after expiry; its original calculation version is retained. It is an evidence audit, not an executable strategy or evidence of future performance.

Evidence Quality

Usable with limits

C69/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
10 Aug 2026
Calculation
v2.0
Contracts
94 / 94
  • 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

92/100
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: $8.7M of estimated gross traded notional, calls · 8-21 days · itm, 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+99
1W price+24.2%
Call premium96%
Put premium4%
Notional split C 96% / P 4% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.85 Volume divided by open interest across the visible chain.
Trend fit 0/100 Agreement between options pressure and Sharemaestro market context.
Event window 12 Aug Matched earnings event is 0 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 · 8-21 days · ITM
Calls · 8-21 days · ITM calls cluster with 9994 contracts traded, $3.9M estimated gross traded notional, and 45% of visible notional.
$3.9M
Calls · 22-45 days · ITM calls cluster with 2869 contracts traded, $2.0M estimated gross traded notional, and 23% of visible notional.
$2.0M
Calls · 22-45 days · OTM calls cluster with 8592 contracts traded, $1.9M estimated gross traded notional, and 22% of visible notional.
$1.9M
Calls · 91+ days · OTM calls cluster with 506 contracts traded, $238,735 estimated gross traded notional, and 3% of visible notional.
$238,735
Calls · 46-90 days · ITM calls cluster with 333 contracts traded, $154,500 estimated gross traded notional, and 2% of visible notional.
$154,500

Setup Classification

Opportunity and risk frame

Context, not advice
Warning Speculative chase

Participation is active enough to treat follow-through risk carefully.

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

-

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

Baseline: 9 completed sessions

Volume rank-
Volume/OI rank-
IV rank-

Market Context

Underlying confirmation

Sharemaestro weekly
Close23.51
1W+24.2%
RS-
Fair value+13.0%
Options pressure99
Speculation60
Volatility96
Trend fit0

Today Versus Normal

Stored-options context

View history
Expected move 14.6% history building
30d avg - · 9/10 sessions -
90d avg - · 9/30 sessions -
180d avg - · 9/60 sessions -
IV 1.10 history building
30d avg - · 9/10 sessions -
90d avg - · 9/30 sessions -
180d avg - · 9/60 sessions -
Put-call 0.05 history building
30d avg - · 9/10 sessions -
90d avg - · 9/30 sessions -
180d avg - · 9/60 sessions -
Volume/OI 0.85 history building
30d avg - · 9/10 sessions -
90d avg - · 9/30 sessions -
180d avg - · 9/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 10:42 Volatility
Pressure 72
Move 19.1%
30 Jul 10:39 Volatility
Pressure 23
Move 19.8%
31 Jul 10:24 Volatility
Pressure 100
Move 16.3%
2 Aug 11:25 Volatility
Pressure 97
Move 18.2%
4 Aug 06:02 Volatility
Pressure 100
Move 16.6%
4 Aug 21:23 Volatility
Pressure 93
Move 19.4%
5 Aug 21:17 Volatility
Pressure 30
Move 19.8%
6 Aug 05:27 Volatility
Pressure 29
Move 19.8%

Strike Map

Where activity is clustering

Full strike map
Strike2.50
Calls · V 0 · OI 0
Puts · V 0 · OI 1
Strike5.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike7.50
Calls · V 0 · OI 0
Puts · V 0 · OI 1
Strike10.00
Calls · V 0 · OI 0
Puts · V 0 · OI 3
Strike12.50
Calls · V 0 · OI 0
Puts · V 1 · OI 142
Strike15.00
Calls · V 2 · OI 25
Puts · V 251 · OI 600
Strike17.50
Calls · V 2850 · OI 2953
Puts · V 7 · OI 363
Strike20.00
Calls · V 1042 · OI 1970
Puts · V 15 · OI 79

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts22
Avg IV1.10
Put-call0.03
Expiry18 Sep 2026
Contracts24
Avg IV0.91
Put-call0.03
Expiry16 Oct 2026
Contracts24
Avg IV0.87
Put-call0.54
Expiry15 Jan 2027
Contracts24
Avg IV0.86
Put-call0.58

Skew

Call/put IV balance

OTM demand
21 Aug 2026Put IV premium
Call IV1.03
Put IV1.16
Skew0.13
18 Sep 2026Balanced skew
Call IV0.85
Put IV0.83
Skew-0.02
16 Oct 2026Balanced skew
Call IV0.89
Put IV0.85
Skew-0.04
15 Jan 2027Balanced skew
Call IV0.85
Put IV0.84
Skew-0.01

Contract Tape

Most active contracts

Full contract tape
ContractBETA260918C00025000
SideCall
Expiry18 Sep 2026
Strike25.00
Volume8042
OI818
IV0.89
ContractBETA260821C00022500
SideCall
Expiry21 Aug 2026
Strike22.50
Volume6100
OI9524
IV1.04
ContractBETA260918C00017500
SideCall
Expiry18 Sep 2026
Strike17.50
Volume2851
OI8
IV1.13
ContractBETA260821C00017500
SideCall
Expiry21 Aug 2026
Strike17.50
Volume2850
OI2953
IV2.00
ContractBETA260821C00020000
SideCall
Expiry21 Aug 2026
Strike20.00
Volume1042
OI1970
IV1.21
ContractBETA260821C00025000
SideCall
Expiry21 Aug 2026
Strike25.00
Volume698
OI217
IV0.95
ContractBETA260918C00030000
SideCall
Expiry18 Sep 2026
Strike30.00
Volume534
OI531
IV0.85
ContractBETA270115C00025000
SideCall
Expiry15 Jan 2027
Strike25.00
Volume402
OI420
IV0.87

Evidence context