BYND Options History — June 2019

In June 2019, BYND traded between $97.56 and $173.89. ATM implied volatility averaged 110.6%. The 30-day expected move averaged 32.0%. IV traded below realized volatility by 73.6% (HV 20d: 184.2%). Max pain ranged from $89.00 to $145.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.82.

Notable Days

  • 2019-06-07: Highest Volume — 310,222 contracts
  • 2019-06-10: Largest IV spike — 31.5% change
  • 2019-06-10: Largest Expected Move — 37.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$143.96$97.56$173.89$97.56$160.40
Max Pain$126.08$89.00$145.00$89.00$145.00
ATM IV110.6%94.2%138.5%114.9%94.2%
Expected Move32.0%26.5%37.6%36.4%26.5%
HV 20d184.2%89.3%201.8%89.3%195.7%
Term Structure-2.6%-5.7%0.9%-4.1%0.7%
VWIV111.4%92.0%128.7%128.0%92.0%
Skew 25d-2.0%-5.2%1.4%1.4%-2.3%
Skew 10d-4.7%-14.1%21.7%-0.3%-6.0%
Call IV 25d112.6%97.1%137.2%111.7%97.1%
Put IV 25d110.6%94.8%137.2%113.1%94.8%
Bid-Ask Spread %12.186.7227.4012.7014.59
Gamma HHI0.080.040.240.060.24
Net GEX8.8M-7.8M24.6M2.0M24.6M
Net DEX-447.1M-1.64B117.3M-170.2M-557.2M
Net VEX-2.0M-3.0M-902.5K-1.1M-2.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.820.601.130.860.60
Total Volume146,496.937,466310,22255,731161,503
Total OI277,999.1149,183400,963149,183352,097

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-06-03$97.56$89.00114.9%36.4%0.0%0.0%128.0%1.4%-4.1%2.0M-170.2M-1.1M0.8612.7029,93425,79767,26581,918
2019-06-04$102.81$90.00109.9%35.9%0.0%0.0%124.4%-0.7%-4.2%3.0M-262.2M-995.5K1.019.7518,60918,85776,43390,936
2019-06-05$102.74$90.00106.9%36.0%0.0%0.0%125.4%-0.6%-4.6%3.4M-250.9M-1.0M0.7113.6825,51718,07380,78694,697
2019-06-06$101.56$92.50108.2%29.2%89.3%0.0%97.4%1.2%-5.7%3.6M-215.2M-1.2M0.8715.7664,78556,38189,054101,483
2019-06-07$148.74$90.00105.3%29.6%165.3%0.0%98.9%-4.2%-4.1%14.0M-1.64B-902.5K0.6527.40187,973122,249127,026138,742
2019-06-10$167.78$115.00138.5%37.6%162.5%0.0%128.7%-0.0%-4.2%7.3M-830.5M-1.4M0.9213.10106,58398,21966,347115,243
2019-06-11$126.31$135.00119.3%33.1%201.8%0.0%115.6%-3.3%-3.8%-4.5M117.3M-1.7M1.0613.7892,47298,35867,805156,535
2019-06-12$140.46$125.00119.4%33.3%197.8%0.0%116.3%-5.2%-3.4%2.8M-283.2M-1.9M0.7916.72105,09483,06097,007180,735
2019-06-13$140.76$130.00110.1%31.2%193.0%0.0%107.6%-2.2%-2.3%4.6M-224.4M-2.2M0.8212.1170,16757,560117,273196,912
2019-06-14$150.44$130.00110.4%30.9%190.9%0.0%108.5%-2.7%-5.4%23.8M-603.9M-2.3M0.8111.75127,127103,251129,955208,846
2019-06-17$166.81$135.00113.8%32.3%191.9%0.0%112.9%-2.4%-1.5%12.9M-771.4M-1.9M0.6610.42100,31666,66997,604166,907
2019-06-18$173.89$140.00116.5%33.4%189.0%0.0%117.5%-3.0%-4.1%15.7M-810.7M-2.5M0.8111.08131,912106,651116,174196,465
2019-06-19$167.88$145.00115.1%33.0%190.8%0.0%115.2%-3.2%-3.5%14.3M-662.1M-2.4M0.708.9470,65149,421138,430219,730
2019-06-20$164.64$145.00109.7%31.5%190.4%0.0%110.3%-1.2%-1.5%12.3M-463.0M-2.4M0.896.7263,72057,005146,925230,736
2019-06-21$152.10$145.00106.3%30.4%191.9%0.0%108.3%-0.9%0.9%-7.8M112.3M-2.4M1.139.6274,98185,082155,633245,330
2019-06-24$140.28$145.00104.3%30.0%195.3%0.0%107.5%-3.5%-0.4%-2.1M72.2M-2.6M0.9512.1353,17250,621109,134153,114
2019-06-25$149.77$145.00105.7%30.4%195.8%0.0%107.8%-2.0%0.4%6.5M-240.3M-2.5M0.798.6856,10344,464125,723167,114
2019-06-26$161.17$145.00103.8%30.0%195.2%0.0%105.2%-2.1%-0.3%17.7M-634.2M-2.8M0.627.1676,32347,205139,554178,437
2019-06-27$163.11$145.00100.1%28.5%195.2%0.0%100.4%-3.9%-0.2%21.4M-622.6M-3.0M0.677.5174,23449,839146,039189,838
2019-06-28$160.40$145.0094.2%26.5%195.7%0.0%92.0%-2.3%0.7%24.6M-557.2M-2.5M0.6014.59100,90860,595156,540195,557