Options/CAPR

CAPRCapricor Therapeutics Inc

Options Analysis Report•PHARMACEUTICAL PREPARATIONS

Market Cap $558M|NASDAQ

● 2026-08-31$9.59

NEUTRAL

Analysis: 2026-08-28 EOD data

1Y +51.5%YTD -66.1%7D +41.0%

Options Vol

3,338

30D

Implied Move

±47.8%

IV Rank

24%

CAPR Options Overview

IV is elevated. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Favorable conditions for premium sellers

Learn

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CAPR Gamma Walls

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Value

Is IV priced right?

3.5

ExpensiveCheap

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

levels.

Risk Checks3/9 checks passed

IV Rank

≤35%

IV Rank 99.2% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 0.75x — IV ≤ HV

Sector Relative≤50%

Sector percentile 97% — above sector median

Term Structure

<1.1x

Front/Back 0.68x — contango

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 153.6% — crisis-level IV

Spread-Adjusted Value

<80%

Effective IV 228.2% (ATM 153.6% + spread 37.3% + bias) — expensive

Execution Efficiency

<3.0%

Total drag 47.52% (spread 37.29% + slippage 10.23%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 0.14 (vega 0.524 / spread 37.29%) — spread drag

Sentiment

Bullish or bearish?

6.2

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksNeutral - Moderate signal (Conviction: -2%, Raw: -10%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: -2% (neutral) — Raw: -10%

OI Skew Magnitude

≥15%

|OI skew| 29.3% — call-heavy

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +21.8%, OI skew +29.3% — aligned

Conviction Quality

≥2/3 conditions

0-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: +15%, ATM: -54%, OTM: -18% — bearish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 49% — neutral vs sector

Activity

Unusual activity?

2.8

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks1/8 checks passed

Volume Surge

≥1.5x

Volume 0.2x avg — normal

Turnover Rate

≥15%

Vol/OI 1.7% — normal turnover

Multi-Day Persistence

≥2 days

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

OI Build

≥5%

OI change +25.3% (5d) — building

Sector Relative≥60%

Sector activity percentile 51% — neutral vs sector

Trade Quality

≥30%

Large trade volume 6% — mostly retail

Execution Urgency

≥60%

Aggressive execution 24% — patient

Flow Conviction

≥30

Conviction -2 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.2

IlliquidLiquid

Evaluates

bid-ask spreads

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

Risk Checks3/8 checks passed

Tradeable Spread

≤5.0%

Spread 37.3% — wide

Adequate OI

≥10,000

OI 195,897 — deep

Active Volume

≥500

Volume 3,338/day — adequate

Reasonable Cost

≤$0.50

$1.86 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 99% — much wider than sector

Order Book Depth

≥100 contracts

Depth 237.5 contracts (bid:145.0 ask:92.5) — adequate

Execution Quality

<1.0%

Avg slippage 10.23% — poor

Timing

Is now a good time?

7.5

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope -31.7% — contango

IV Percentile Clarity

<30 or >70

IV percentile 99% — seller opportunity

Event Detection

≥10pts kink

IV kink 17.8pts — event priced

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 12.14 — favors income trades

Expiration Distribution

≥3 expirations

2 liquid expirations — limited

Event Risk

≥60% (safe)

safe window: No events detected

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow -2% @ 51% consistency — unclear

Smart Money Timing

≥40 composite score

Score 36 (ITM 20% + inst 6%) — retail dominated

Directional Strategy Fit

Option Buyers

Long Calls5.0

bullishIV expensive, bullish flow

Long Puts4.2

bearishIV expensive, bullish flow

Premium Sellers

Cash-Secured Put5.9

bullishIV rich premium, bullish flow

Covered Call5.0

bearishIV rich premium, bullish 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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