Ticker Options Intelligence

BBNX options intelligence

Beta Bionics, Inc. Common Stock options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 52 Market data through 31 Jul 2026 Checked 1 Aug 2026 18:48 · complete available chain

Volatility expansion watch

Volatility pressure

BBNX currently carries volatility options pressure with a 52/100 conviction score. The nearest-chain expected move is 16.4%, 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 16.4%

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 -19.1%

RS -35.2

Expected move 16.4%
Put-call volume -
Volume / OI 0.00
Reference IV 0.68
Max pain 12.50
Underlying 12.83
Nearest expiry 21 Aug 2026
Contracts 80

Research Brief

BBNX has a volatility chain read with 52/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 10.73–14.93; The largest call open-interest concentration is 20.00; the largest put concentration is 2.50. The most active strike by current volume is 20.00.

Priced range10.73–14.93
Call concentration20.00
Put concentration2.50
Max pain reference12.50
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.

Priced Move

Where the chain says movement becomes exceptional

Size, not direction · through 21 Aug

Options imply 10.73 to 14.93. Max pain at 12.50 sits inside that range, 2.6% below spot.

Spot Max pain
10.7312.83 ± 2.1014.93
Confirmation level

A close beyond 14.93 or below 10.73 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 52/100

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.

Participation4 × 22%
+0.9

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.

Volatility88 × 10%
+8.8

The intensity of implied volatility and the priced move.

Reconstructed score51.7Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 20.00; the largest put concentration is 2.50. The most active strike by current volume is 20.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
4
2.50-80.5%
0
4
5.00-61.0%
0
0
7.50-41.5%
0
0
10.00-22.1%
0
2
12.50-2.6%
0
0
15.0016.9%
3
0
17.5036.4%
28
0
20.0055.9%
191
0
22.5075.4%
20
0
25.0094.9%
0
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Back-loaded volatility

0.84× front/back

Longer-dated options carry more implied volatility than the front expiry, so risk is priced farther out.

0.68 21 Aug 21d
0.76 18 Sep 49d
0.66 16 Oct 77d
0.81 15 Jan 168d

Volatility by Strike

Smile incomplete

Nearest expiry, within 20% of spot

There is not enough comparable OTM call and put volatility to classify the smile.

13
15
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

A97/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
31 Jul 2026
Calculation
v2.0
Contracts
80 / 80
  • 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

86/100
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: $185 of estimated gross traded notional, calls · 46-90 days · otm, 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-19.1%
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 4 Aug Matched earnings event is 1 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 · 46-90 days · OTM
Calls · 46-90 days · OTM calls cluster with 2 contracts traded, $175 estimated gross traded notional, and 95% of visible notional.
$175
Calls · 8-21 days · OTM calls cluster with 1 contracts traded, $10 estimated gross traded notional, and 5% of visible notional.
$10

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
Close12.83
1W-19.1%
RS-35.2
Fair value-25.4%
Options pressure100
Speculation4
Volatility88
Trend fit0

Today Versus Normal

Stored-options context

View history
Expected move 16.4% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 0.68 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 11:25 Bearish
Pressure -23
Move 21.8%
30 Jul 11:11 Volatility
Pressure 100
Move 21.7%
30 Jul 19:56 Volatility
Pressure 100
Move 56.8%
31 Jul 03:31 Volatility
Pressure 100
Move 52.8%
31 Jul 04:15 Volatility
Pressure 100
Move 23.6%
31 Jul 13:46 Bullish
Pressure 100
Move 8.2%
31 Jul 17:06 Volatility
Pressure 100
Move 56.1%
31 Jul 17:23 Volatility
Pressure 100
Move 56.4%

Strike Map

Where activity is clustering

Full strike map
Strike2.50
Calls · V 0 · OI 0
Puts · V 0 · OI 4
Strike5.00
Calls · V 0 · OI 0
Puts · V 0 · OI 4
Strike7.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike10.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike12.50
Calls · V 0 · OI 0
Puts · V 0 · OI 2
Strike15.00
Calls · V 0 · OI 3
Puts · V 0 · OI 0
Strike17.50
Calls · V 0 · OI 28
Puts · V 0 · OI 0
Strike20.00
Calls · V 1 · OI 191
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts20
Avg IV0.68
Put-call-
Expiry18 Sep 2026
Contracts22
Avg IV0.76
Put-call-
Expiry16 Oct 2026
Contracts20
Avg IV0.66
Put-call-
Expiry15 Jan 2027
Contracts18
Avg IV0.81
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Call IV premium
Call IV0.33
Put IV0.08
Skew-0.24
18 Sep 2026Call IV premium
Call IV0.38
Put IV0.06
Skew-0.31
16 Oct 2026Call IV premium
Call IV0.93
Put IV0.05
Skew-0.88
15 Jan 2027Call IV premium
Call IV1.37
Put IV0.83
Skew-0.54

Contract Tape

Most active contracts

Full contract tape
ContractBBNX261016C00017500
SideCall
Expiry16 Oct 2026
Strike17.50
Volume2
OI4
IV0.93
ContractBBNX260821C00020000
SideCall
Expiry21 Aug 2026
Strike20.00
Volume1
OI191
IV0.79
ContractBBNX261016C00010000
SideCall
Expiry16 Oct 2026
Strike10.00
Volume-
OI351
IV0.83
ContractBBNX270115C00010000
SideCall
Expiry15 Jan 2027
Strike10.00
Volume-
OI343
IV1.01
ContractBBNX270115C00017500
SideCall
Expiry15 Jan 2027
Strike17.50
Volume-
OI252
IV1.11
ContractBBNX261016C00015000
SideCall
Expiry16 Oct 2026
Strike15.00
Volume-
OI217
IV1.08
ContractBBNX261016C00012500
SideCall
Expiry16 Oct 2026
Strike12.50
Volume-
OI193
IV1.13
ContractBBNX270115C00012500
SideCall
Expiry15 Jan 2027
Strike12.50
Volume-
OI184
IV0.96