BEAMBeam Therapeutics Inc. Common Stock
BEAM Options Overview
IV is elevated with unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
BEAM Gamma Walls
Value
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 86.3% — elevated vs history
IV/HV 0.95x — IV ≤ HV
Sector percentile 65% — above sector median
Front/Back 0.86x — contango
Put/Call IV 1.16x — elevated
ATM IV 69.0% — normal range
Effective IV 156.0% (ATM 69.0% + spread 43.5% + bias) — expensive
Total drag 55.45% (spread 43.48% + slippage 11.97%) — high friction
Vega efficiency 0.00 (vega 0.000 / spread 43.48%) — spread drag
Sentiment
Bullish or bearish?
Analyzes
Conviction-weighted: -60% (strong bearish) — Raw: -61%
|OI skew| 54.2% — call-heavy
Vol skew +74.0%, OI skew +54.2% — aligned
0-DTE 0%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: +77%, ATM: +72%, OTM: -71% — strong bullish (ITM/ATM aligned)
Sector P/C percentile 25% — very bullish vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 1.6x avg — elevated
Vol/OI 9.4% — normal turnover
3 day(s) elevated — sustained
OI change +28.0% (5d) — building
Sector activity percentile 92% — very active vs sector
Large trade volume 27% — mixed
Aggressive execution 48% — patient
Conviction -60 (bearish) — strong conviction
Liquidity
Can I trade efficiently?
Evaluates
Spread 43.5% — wide
OI 24,011 — adequate
Volume 2,258/day — adequate
$2.17 to cross — expensive
0 liquid strikes — limited options
Sector spread percentile 86% — much wider than sector
Depth 94.5 contracts (bid:60.0 ask:34.5) — thin
Avg slippage 11.97% — poor
Timing
Is now a good time?
Considers earnings proximity,
Slope -14.3% — contango
IV percentile 86% — seller opportunity
IV kink -11.7pts — no clear event
θ/ν ratio 1.00 — favors mixed
4 liquid expirations — flexible
caution advised: FOMC in 5d; CPI in 0d (HIGH)
Spread ratio 1.00x — stable
Flow -60% @ 80% consistency — STRONG directional (bearish)
Score 57 (ITM 20% + inst 27%) — moderate institutional
Directional Strategy Fit
For educational purposes only. Not investment advice.
The Options Desk tracks the move options price into every US earnings report the week of Sep 7, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.