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BETABeta Technologies, Inc.

Options Analysis Report•AIRCRAFT
Market Cap $4.7B|NYSE
● 2026-08-31$20.16
BULLISH
Analysis: 2026-08-28 EOD data
1Y -44.0%YTD -26.2%7D -15.4%
1,804
30D
±19.2%
3%

BETA Options Overview

IV is elevated with bullish flow and unusual activity. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

5.1VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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BETA Gamma Walls

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Value

Is IV priced right?

4.8
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 90.8% — elevated vs history

<1.05x

IV/HV 0.89x — IV ≤ HV

Sector Relative≤50%

Sector percentile 93% — above sector median

<1.1x

Front/Back 0.84x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 74.5% — normal range

<80%

Effective IV 103.5% (ATM 74.5% + spread 14.5% + bias) — expensive

<3.0%

Total drag 21.85% (spread 14.48% + slippage 7.37%) — high friction

≥5.0

Vega efficiency 1.32 (vega 1.910 / spread 14.48%) — spread drag

Sentiment

Bullish or bearish?

5.8
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Strong signal (Conviction: -20%, Raw: -2%)
|net sentiment| ≥25%

Conviction-weighted: -20% (bearish) — Raw: -2%

≥15%

|OI skew| 63.1% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +56.2%, OI skew +63.1% — aligned

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -23%, ATM: +10%, OTM: +3% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 29% — very bullish vs sector

Activity

Unusual activity?

4.0
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 0.5x avg — normal

≥15%

Vol/OI 5.8% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +3.6% (5d) — building

Sector Relative≥60%

Sector activity percentile 86% — very active vs sector

≥30%

Large trade volume 69% — heavy institutional

≥60%

Aggressive execution 31% — patient

≥30

Conviction -20 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.0
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks3/8 checks passed
≤5.0%

Spread 14.5% — wide

≥10,000

OI 30,976 — adequate

≥500

Volume 1,804/day — adequate

≤$0.50

$0.72 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 96% — much wider than sector

≥100 contracts

Depth 416.4 contracts (bid:254.8 ask:161.6) — adequate

<1.0%

Avg slippage 7.37% — poor

Timing

Is now a good time?

7.8
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed
|slope| ≥5%

Slope -15.5% — contango

<30 or >70

IV percentile 91% — seller opportunity

≥10pts kink

IV kink -8.8pts — no clear event

<0.5 or >2.0

θ/ν ratio 61.40 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -20% @ 60% consistency — unclear

≥40 composite score

Score 99 (ITM 20% + inst 69%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls6.3
bullishIV fair, mixed flow
Long Puts4.8
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put5.3
bullishIV fair, mixed flow
Covered Call4.8
bearishIV fair, mixed flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, 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.

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