CAPRCapricor Therapeutics Inc
Options Analysis Report•PHARMACEUTICAL PREPARATIONS
Market Cap $1.8B|NASDAQ
● 2026-05-13$30.33
BULLISH
Analysis: 2026-05-12 EOD data
1Y +295.4%YTD +7.1%7D -11.8%
Options Vol
3,274
30D
Implied Move
±8.6%
IV Rank
15%
CAPR Options Overview
IV is elevated. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
2.0
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 95.9% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.70x — IV premium over HV
Sector Relative≤50%
Sector percentile 88% — above sector median
Term Structure
<1.1xFront/Back 1.22x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 121.6% — crisis-level IV
Spread-Adjusted Value
<80%Effective IV 182.1% (ATM 121.6% + spread 30.3% + bias) — expensive
Execution Efficiency
<3.0%Total drag 37.76% (spread 30.26% + slippage 7.50%) — high friction
Vega Efficiency
≥5.0Vega efficiency 2.87 (vega 8.672 / spread 30.26%) — spread drag
Sentiment
Bullish or bearish?
5.2
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bearish - Strong signal (Conviction: -36%, Raw: -33%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -36% (strong bearish) — Raw: -33%
OI Skew Magnitude
≥15%|OI skew| 38.5% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +75.7%, OI skew +38.5% — aligned
Conviction Quality
≥2/3 conditions0-DTE 0%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -12%, ATM: -30%, OTM: -33% — bearish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 26% — very bullish vs sector
Activity
Unusual activity?
6.0
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks5/9 checks passed
Volume Surge
≥1.5xVolume 2.0x avg — hot
Turnover Rate
≥15%Vol/OI 3.9% — 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 +11.6% (5d) — building
Sector Relative≥60%
Sector activity percentile 70% — active vs sector
Trade Quality
≥30%Large trade volume 37% — institutional presence
Execution Urgency
≥60%Aggressive execution 28% — patient
Flow Conviction
≥30Conviction -36 (bearish) — moderate
Liquidity
Can I trade efficiently?
3.1
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks2/8 checks passed
Tradeable Spread
≤5.0%Spread 30.3% — wide
Adequate OI
≥10,000OI 84,809 — deep
Active Volume
≥500Volume 3,274/day — adequate
Reasonable Cost
≤$0.50$1.51 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 95% — much wider than sector
Order Book Depth
≥100 contractsDepth 83.4 contracts (bid:37.2 ask:46.2) — thin
Execution Quality
<1.0%Avg slippage 7.50% — poor
Timing
Is now a good time?
8.6
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks9/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +21.8% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 96% — seller opportunity
Event Detection
≥10pts kinkIV kink 35.3pts — event priced
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 369.00 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No earnings detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -36% @ 68% consistency — moderate (bearish)
Smart Money Timing
≥40 composite scoreScore 67 (ITM 20% + inst 37%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls4.3
bullishIV expensive, mixed flow
Long Puts4.1
bearishIV expensive, mixed flow
Premium Sellers
Cash-Secured Put6.5
bullishIV rich premium, mixed flow
Covered Call6.0
bearishIV rich premium, mixed flow
For educational purposes only. Not investment advice.