BMNRBitMine Immersion Technologies, Inc.
BMNR Options Overview
IV is elevated with bullish flow. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
BMNR Gamma Walls
Value
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 90.9% — elevated vs history
IV/HV 0.90x — IV ≤ HV
Sector percentile 92% — above sector median
Front/Back 0.97x — contango
Put/Call IV 1.16x — elevated
ATM IV 79.2% — normal range
Effective IV 93.1% (ATM 79.2% + spread 6.9% + bias) — expensive
Total drag 10.38% (spread 6.94% + slippage 3.44%) — high friction
Vega efficiency 4.31 (vega 2.990 / spread 6.94%) — spread drag
Sentiment
Bullish or bearish?
Analyzes
Conviction-weighted: -1% (neutral) — Raw: +0%
|OI skew| 43.3% — call-heavy
Vol skew +59.8%, OI skew +43.3% — aligned
0-DTE 35%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: -1%, ATM: +6%, OTM: -0% — neutral (ITM/ATM divergent)
Sector P/C percentile 12% — very bullish vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 0.5x avg — normal
Vol/OI 5.8% — normal turnover
1 day(s) elevated — may be one-day event
OI change -0.8% (5d) — stable
Sector activity percentile 73% — active vs sector
Large trade volume 36% — institutional presence
Aggressive execution 47% — patient
Conviction -1 (bearish) — mixed
Liquidity
Can I trade efficiently?
Evaluates
Spread 6.9% — wide
OI 1,575,701 — deep
Volume 90,875/day — active
$0.35 to cross — cheap
0 liquid strikes — limited options
Sector spread percentile 94% — much wider than sector
Depth 640.9000000000001 contracts (bid:332.1 ask:308.8) — deep
Avg slippage 3.44% — poor
Timing
Is now a good time?
Considers earnings proximity,
Slope -3.4% — flat/unclear
IV percentile 91% — seller opportunity
IV kink -1.0pts — no clear event
θ/ν ratio 88.20 — favors income trades
5 liquid expirations — flexible
caution advised: FOMC in 5d; CPI in 0d (HIGH)
Spread ratio 1.00x — stable
Flow -1% @ 51% consistency — unclear
Score 66 (ITM 20% + inst 36%) — HIGH 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.