CAPRCapricor Therapeutics Inc
Options Analysis Report•PHARMACEUTICAL PREPARATIONS
Market Cap $1.5B|NASDAQ
● 2026-06-12$25.80
BULLISH
Analysis: 2026-06-11 EOD data
1Y +108.4%YTD -8.9%7D -1.4%
Options Vol
1,546
30D
Implied Move
±8.6%
IV Rank
17%
CAPR Options Overview
IV is elevated with bullish flow. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
2.2
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks2/9 checks passed
IV Rank
≤35%IV Rank 96.3% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 2.62x — IV premium over HV
Sector Relative≤50%
Sector percentile 91% — above sector median
Term Structure
<1.1xFront/Back 0.57x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 126.5% — crisis-level IV
Spread-Adjusted Value
<80%Effective IV 177.3% (ATM 126.5% + spread 25.4% + bias) — expensive
Execution Efficiency
<3.0%Total drag 29.93% (spread 25.39% + slippage 4.54%) — high friction
Vega Efficiency
≥5.0Vega efficiency 2.44 (vega 6.201 / spread 25.39%) — spread drag
Sentiment
Bullish or bearish?
6.0
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBearish - Strong signal (Conviction: -14%, Raw: -18%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -14% (bearish) — Raw: -18%
OI Skew Magnitude
≥15%|OI skew| 43.1% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +81.9%, OI skew +43.1% — 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: +73%, ATM: +26%, OTM: -30% — strong bullish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 23% — very bullish vs sector
Activity
Unusual activity?
4.6
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks3/9 checks passed
Volume Surge
≥1.5xVolume 1.7x avg — elevated
Turnover Rate
≥15%Vol/OI 1.8% — 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 +0.2% (5d) — stable
Sector Relative≥60%
Sector activity percentile 61% — active vs sector
Trade Quality
≥30%Large trade volume 6% — mostly retail
Execution Urgency
≥60%Aggressive execution 61% — urgent
Flow Conviction
≥30Conviction -14 (bearish) — mixed
Liquidity
Can I trade efficiently?
3.0
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks2/8 checks passed
Tradeable Spread
≤5.0%Spread 25.4% — wide
Adequate OI
≥10,000OI 84,691 — deep
Active Volume
≥500Volume 1,546/day — adequate
Reasonable Cost
≤$0.50$1.27 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 97% — much wider than sector
Order Book Depth
≥100 contractsDepth 82.6 contracts (bid:29.9 ask:52.7) — thin
Execution Quality
<1.0%Avg slippage 4.54% — poor
Timing
Is now a good time?
6.8
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -42.8% — contango
IV Percentile Clarity
<30 or >70IV percentile 96% — seller opportunity
Event Detection
≥10pts kinkIV kink -50.0pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 252.09 — favors income trades
Expiration Distribution
≥3 expirations4 liquid expirations — flexible
Event Risk
≥60% (safe)acceptable: No earnings detected; FOMC in 5d
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -14% @ 57% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 36 (ITM 20% + inst 6%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls4.3
bullishIV expensive, bullish flow
Long Puts3.6
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put6.6
bullishIV rich premium, bullish flow
Covered Call5.4
bearishIV rich premium, bullish flow
For educational purposes only. Not investment advice.