BNBX - Latest News

BNB Plus Corp. (BNBX), operates in Healthcare / Biotechnology, trades on NASDAQ.

Market capitalization stands near $210,492. Beta to the broader market is 0.50.

The article list below shows the most recent BNBX headlines from major financial news vendors. For options traders, the most actionable items are earnings releases, analyst rating changes, M&A activity, and regulatory filings - each can drive a meaningful repricing of implied volatility and shift dealer hedging flow. Pair the news context with the implied-volatility skew and gamma exposure views to see whether the options market has already priced in the headline.

Recent BNBX Headlines

BNB Plus Corp. (BNBX) Announces Nasdaq Delisting Determination and Transition to OTCQB Market; Company to Seek Review by Nasdaq Listing and Hearing Review Council

businesswire.com - Jul 13, 2026

STONY BROOK, N. Y.

BNB Plus Corp. (BNBX) Secures Initial Commitments for $4.1M in Strategic Financing

businesswire.com - May 26, 2026

NEW YORK--(BUSINESS WIRE)--BNB Plus Corp. (Nasdaq: BNBX) ("BNB Plus" or the "Company"), today announced it has secured initial commitments for $4.

BNB Plus Corp. Completes Historic $1.2 Million LineaDNA™ Order

businesswire.com - Apr 23, 2026

NEW YORK--(BUSINESS WIRE)--BNB Plus Corp. (Nasdaq: BNBX) ("BNB Plus" or the "Company"), today announced that its biopharmaceutical subsidiary, LineaR

BNB Plus Corp. Announces Review of Strategic Alternatives to Maximize Shareholder Value

businesswire.com - Apr 20, 2026

NEW YORK--(BUSINESS WIRE)--BNB Plus Corp. (Nasdaq: BNBX) ("BNB Plus" or the "Company"), a Nasdaq-listed digital asset treasury company focused on Bin

How News Affects BNBX Options Pricing

Headlines and scheduled events drive implied volatility in two distinct ways. Pre-event, IV typically inflates as uncertainty about the outcome rises; this is the implied-volatility expansion that creates the long-vol setup. Post-event, IV typically contracts sharply as uncertainty resolves; this is IV crush, which makes premium-selling structures profitable when they survive the underlying move. The size of the crush depends on how stretched pre-event IV is relative to the realized move. Track BNBX's implied vs realized volatility over the news cycle to size pre-event vs post-event positioning. For ticker-level dealer positioning context, the gamma exposure view shows whether dealers are positioned to amplify or dampen post-news moves.