BYND Options History — May 2019

In May 2019, BYND traded between $65.65 and $102.60. ATM implied volatility averaged 106.9%. The 30-day expected move averaged 29.4%. Max pain ranged from $70.00 to $85.00. Net GEX was positive for 9 of 12 trading days. Term structure was in contango for 0 of 12 days. Put/call ratio averaged 0.97.

Notable Days

  • 2019-05-30: Highest Volume — 131,721 contracts
  • 2019-05-15: Largest IV drop — 13.3% change
  • 2019-05-30: Largest Expected Move — 34.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$85.02$65.65$102.60$68.60$102.60
Max Pain$77.50$70.00$85.00$75.00$85.00
ATM IV106.9%98.0%122.0%112.2%105.6%
Expected Move29.4%24.7%34.3%29.1%32.2%
Term Structure-6.1%-13.1%-1.9%-3.3%-6.4%
VWIV103.5%86.1%119.9%103.0%112.3%
Skew 25d0.1%-4.8%6.8%4.0%-0.8%
Skew 10d-1.4%-9.2%9.3%5.1%-5.2%
Call IV 25d102.2%83.2%115.5%101.5%108.9%
Put IV 25d102.3%90.0%110.7%105.5%108.0%
Bid-Ask Spread %12.838.6427.4116.3511.42
Gamma HHI0.110.070.150.140.11
Net GEX2.4M-616.0K9.8M-452.5K9.8M
Net DEX-111.3M-356.3M20.9M14.9M-356.3M
Net VEX-536.1K-1.1M-102.8K-102.8K-1.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.970.631.641.380.77
Total Volume58,012.66714,945131,72116,59185,839
Total OI81,986.58316,575196,14416,575196,144

Daily Data (12 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-05-09$68.60$75.00112.2%29.1%0.0%0.0%103.0%4.0%-3.3%-452.5K14.9M-102.8K1.3816.356,9849,6076,11810,457
2019-05-10$65.65$75.00101.6%27.0%0.0%0.0%95.6%4.7%-1.9%-616.0K20.9M-129.8K1.6415.065,6649,28110,16114,583
2019-05-13$70.27$75.00111.6%24.7%0.0%0.0%86.1%6.8%-1.9%-289.3K10.2M-118.2K0.8427.419,1877,69810,16114,583
2019-05-14$80.19$70.00122.0%25.9%0.0%0.0%90.9%5.0%-7.1%1.5M-53.6M-191.0K0.6813.2119,57413,32117,79519,662
2019-05-15$84.26$70.00105.8%30.3%0.0%0.0%106.6%-2.6%-12.1%2.4M-100.2M-294.6K0.6312.6558,26936,93026,60126,282
2019-05-16$92.53$75.00109.1%31.3%0.0%0.0%109.6%-3.2%-13.1%3.3M-160.8M-436.9K0.799.9645,09535,82638,52740,056
2019-05-17$87.51$80.0098.0%28.1%0.0%0.0%100.4%-2.7%-5.2%909.2K-69.1M-553.8K1.499.8437,22855,48050,43454,752
2019-05-20$86.55$80.0099.6%28.6%0.0%0.0%100.9%-0.4%-7.0%995.5K-56.3M-637.9K0.898.6410,7609,56333,85432,573
2019-05-28$87.19$80.00100.0%29.5%0.0%0.0%103.8%-2.0%-4.7%1.5M-81.7M-851.3K0.9510.0722,58121,50948,73756,917
2019-05-29$95.22$80.00106.4%32.3%0.0%0.0%113.1%-2.8%-4.7%4.0M-213.2M-955.1K0.7710.1836,09727,93858,69568,985
2019-05-30$99.62$85.00110.5%34.3%0.0%0.0%119.9%-4.8%-6.2%6.3M-290.7M-1.1M0.819.1972,85358,86867,68180,081
2019-05-31$102.60$85.00105.6%32.2%0.0%0.0%112.3%-0.8%-6.4%9.8M-356.3M-1.1M0.7711.4248,57437,26589,980106,164