Do not look at BMT solely by its price. First, clarify the supply structure and cross-chain model: total supply of 1 billion, dual-chain issuance on Solana (SPL) + BNB Chain (BEP-20), maintaining a single total amount through cross-chain infrastructure rather than multiple 'wrapped tokens', which means cross-chain migration will not create 'shadow circulation'. Both official and exchange research pages use this as the basic standard; this point is particularly critical for those concerned about arbitrage and discounts.
As of 2025-08-27, aggregation sites show the BMT price at approximately $0.069, with 24h trading volume around $16-21 million, CMC ranking ~#768, and circulation of about 413 million. This set of numbers is suitable as a daily header, but what truly drives the center is the 'intensity of use'. The activity of V2/Intel Desk can be viewed alongside trading layer metrics: after the $150K BMT activity ended at the end of July, a short-term cooling off is normal; if what follows is increased exposure of embedded entry points and density of crowdsourcing topics, then the 'activity pulse' will be offset by the 'usage curve'.
How to quantify the 'intensity of use'? Three lines are sufficient: coverage of entry integration (whether Etherscan, DEXScreener, Pump.fun, Photon, etc. are still prominently displayed on the homepage/token page), weekly submissions/votes/conclusions of Intel Desk, and the volume of case dissemination (media and major accounts' secondary interpretations). Platforms and media have repeatedly confirmed that these integrations are operational, and the deep integration on the Solana side has been repeatedly emphasized. Only when these three lines simultaneously weaken is it worth writing 'structural decline' into the conclusion.
The dual-chain model has another side effect: broader trading coverage. Multi-source/multi-chain distribution means more users can hold and participate in Intel Desk or Pro functions through familiar paths; this is different from assets that are 'launched on only one chain' and can reduce liquidity risks caused by single points of congestion or policy changes. Both official and platform-side content continuously emphasizes 'SPL + BEP-20' and 'multi-platform embedding', which is not just a marketing slogan but a structural choice for risk diversification.
Finally, place 'supply—usage—market' on the same table: write 'activity/unlocking/entry events, entry coverage, crowdsourcing weekly rhythm, main trading pair depth and spreads' in the rows, and 'this week/last week/last month' in the columns. By maintaining this format in your own content, readers will become accustomed to starting from evidence and rhythm, rather than being led by 'single-day fluctuations'.
