BEAMBeam Therapeutics Inc. Common Stock
Options Analysis Report•BIOLOGICAL PRODUCTS, (NO DIAGNOSTIC SUBSTANCES)
Market Cap $3.0B|NASDAQ
● 2026-05-15$29.53
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y +71.2%YTD +8.8%7D -8.6%
Options Vol
543
30D
Implied Move
±8.6%
IV Rank
40%
BEAM Options Overview
IV is elevated. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
3.2
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks1/9 checks passed
IV Rank
≤35%IV Rank 89.7% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.16x — IV premium over HV
Sector Relative≤50%
Sector percentile 71% — above sector median
Term Structure
<1.1xFront/Back 1.14x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 93.1% — crisis-level IV
Spread-Adjusted Value
<80%Effective IV 169.8% (ATM 93.1% + spread 38.4% + bias) — expensive
Execution Efficiency
<3.0%Total drag 52.89% (spread 38.37% + slippage 14.52%) — high friction
Vega Efficiency
≥5.0Vega efficiency 2.34 (vega 8.962 / spread 38.37%) — spread drag
Sentiment
Bullish or bearish?
4.0
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bearish - Strong signal (Conviction: -63%, Raw: -56%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -63% (strong bearish) — Raw: -56%
OI Skew Magnitude
≥15%|OI skew| 59.4% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +13.4%, OI skew +59.4% — aligned
Conviction Quality
≥2/3 conditions0-DTE 13%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -63%, ATM: -51%, OTM: -34% — strong bearish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 59% — bearish vs sector
Activity
Unusual activity?
4.5
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks3/9 checks passed
Volume Surge
≥1.5xVolume 1.0x avg — normal
Turnover Rate
≥15%Vol/OI 3.2% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +13.4% (5d) — building
Sector Relative≥60%
Sector activity percentile 65% — active vs sector
Trade Quality
≥30%Large trade volume 18% — mixed
Execution Urgency
≥60%Aggressive execution 41% — patient
Flow Conviction
≥30Conviction -63 (bearish) — strong conviction
Liquidity
Can I trade efficiently?
2.8
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks2/8 checks passed
Tradeable Spread
≤5.0%Spread 38.4% — wide
Adequate OI
≥10,000OI 17,041 — adequate
Active Volume
≥500Volume 543/day — adequate
Reasonable Cost
≤$0.50$1.92 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 88% — much wider than sector
Order Book Depth
≥100 contractsDepth 86.5 contracts (bid:35.6 ask:50.9) — thin
Execution Quality
<1.0%Avg slippage 14.52% — poor
Timing
Is now a good time?
7.6
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks8/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +13.9% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 90% — seller opportunity
Event Detection
≥10pts kinkIV kink 7.0pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 578.22 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No events detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -63% @ 82% consistency — STRONG directional (bearish)
Smart Money Timing
≥40 composite scoreScore 48 (ITM 20% + inst 18%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls4.1
bullishIV expensive, bearish flow
Long Puts4.8
bearishIV expensive, bearish flow
Premium Sellers
Cash-Secured Put5.1
bullishIV rich premium, bearish flow
Covered Call5.8
bearishIV rich premium, bearish flow
For educational purposes only. Not investment advice.