BYND Options History — July 2019 In July 2019, BYND traded between $148.89 and $230.66. ATM implied volatility averaged 87.3%. The 30-day expected move averaged 25.6%. IV traded below realized volatility by 12.0% (HV 20d: 99.3%). Max pain ranged from $140.00 to $200.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.61.
Notable Days 2019-07-30 : Highest Volume — 441,048 contracts2019-07-30 : Largest IV drop — 38.5% change2019-07-29 : Largest Expected Move — 38.7%Monthly Statistics Metric Avg Min Max Open Close Price $178.77 $148.89 $230.66 $152.91 $196.41 Max Pain $162.84 $140.00 $200.00 $150.00 $200.00 ATM IV 87.3% 72.1% 122.1% 86.0% 78.6% Expected Move 25.6% 18.8% 38.7% 23.4% 23.3% HV 20d 99.3% 56.9% 196.0% 195.6% 75.0% HV 60d 136.6% 134.1% 140.0% 140.0% 135.0% Term Structure -1.1% -7.1% 7.5% 6.2% -1.7% VWIV 88.7% 64.7% 136.9% 82.5% 78.0% Skew 25d -3.1% -8.2% 5.5% -2.4% -3.2% Skew 10d -4.4% -14.5% 33.5% -6.3% -7.3% Call IV 25d 89.0% 71.2% 124.1% 89.4% 81.4% Put IV 25d 85.9% 69.7% 116.0% 87.1% 78.2% Bid-Ask Spread % 19.00 9.87 31.10 12.37 19.57 Gamma HHI 0.09 0.04 0.19 0.06 0.05 Net GEX 23.9M 2.4M 48.2M 5.9M 13.8M Net DEX -591.6M -1.73B -54.7M -202.7M -186.9M Net VEX -3.1M -4.8M -2.1M -2.1M -4.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.61 0.42 0.92 0.61 0.84 Total Volume 160,632.636 54,632 441,048 87,992 254,194 Total OI 338,181.318 270,275 531,536 270,275 531,536
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2019-07-01 $152.91 $150.00 86.0% 23.4% 195.6% 0.0% 82.5% -2.4% 6.2% 5.9M -202.7M -2.1M 0.61 12.37 54,626 33,366 114,430 155,845 2019-07-02 $148.89 $150.00 74.5% 19.7% 196.0% 0.0% 69.7% -1.2% 7.5% 2.4M -55.4M -2.6M 0.73 14.72 53,427 39,250 128,834 167,292 2019-07-03 $150.92 $150.00 72.1% 18.8% 195.9% 0.0% 64.7% -1.4% 7.3% 8.0M -132.8M -2.4M 0.64 17.95 33,339 21,293 136,674 177,185 2019-07-05 $152.49 $140.00 72.6% 22.2% 195.6% 0.0% 77.3% -1.5% 4.9% 20.5M -209.2M -2.4M 0.92 30.60 43,686 40,161 142,036 180,316 2019-07-08 $156.30 $140.00 77.0% 22.8% 141.8% 0.0% 78.7% 5.5% 0.4% 17.6M -324.7M -2.3M 0.66 24.55 50,667 33,457 113,511 157,483 2019-07-09 $157.95 $145.00 74.1% 22.4% 134.8% 0.0% 76.3% -2.7% 0.9% 23.8M -364.4M -2.3M 0.63 24.26 45,362 28,611 122,983 169,598 2019-07-10 $162.65 $150.00 81.3% 23.3% 84.9% 0.0% 75.4% -2.1% -3.9% 33.9M -490.0M -2.6M 0.47 28.58 69,245 32,357 130,815 181,802 2019-07-11 $173.03 $155.00 86.6% 24.4% 79.7% 0.0% 84.7% -2.6% -2.5% 39.7M -883.1M -2.9M 0.55 20.73 90,146 49,978 134,176 190,631 2019-07-12 $166.14 $155.00 83.3% 23.8% 81.7% 0.0% 83.0% -3.1% -4.3% 24.2M -311.9M -3.0M 0.65 13.83 68,329 44,197 133,818 205,594 2019-07-15 $166.38 $155.00 82.3% 23.4% 78.8% 0.0% 81.6% -3.7% -2.4% 19.3M -357.7M -2.7M 0.57 14.26 47,204 26,965 117,325 182,788 2019-07-16 $173.41 $155.00 87.2% 24.9% 71.2% 0.0% 89.4% -4.8% -3.8% 28.9M -623.6M -2.9M 0.48 14.85 68,454 33,139 129,432 195,051 2019-07-17 $168.86 $155.00 85.1% 24.4% 70.3% 0.0% 81.7% -2.0% -2.4% 24.5M -374.2M -2.9M 0.57 23.76 49,736 28,478 139,828 205,305 2019-07-18 $170.67 $155.00 83.2% 24.0% 69.3% 0.0% 84.7% -4.8% -4.3% 29.3M -448.7M -2.7M 0.55 21.02 42,543 23,481 143,073 215,336 2019-07-19 $176.64 $155.00 84.7% 24.6% 69.8% 0.0% 81.9% -2.5% -2.1% 42.4M -731.4M -3.6M 0.42 23.74 96,637 40,216 148,071 217,918 2019-07-22 $192.90 $160.00 97.8% 29.0% 68.7% 0.0% 101.7% -2.2% -3.6% 25.6M -966.9M -3.4M 0.49 18.09 171,625 84,555 110,895 160,758 2019-07-23 $195.74 $170.00 97.1% 28.9% 59.4% 0.0% 100.6% -4.6% -3.3% 25.7M -886.2M -3.3M 0.61 15.96 127,415 78,090 131,438 189,451 2019-07-24 $202.54 $175.00 99.0% 30.1% 56.9% 0.0% 104.0% -5.5% -3.5% 31.0M -1.10B -2.9M 0.45 10.09 103,945 46,297 144,996 209,583 2019-07-25 $222.03 $180.00 105.3% 32.6% 59.8% 0.0% 113.4% -7.0% -3.8% 41.0M -1.72B -4.0M 0.46 11.38 196,595 91,058 148,665 217,919 2019-07-26 $230.66 $190.00 115.7% 36.5% 60.2% 0.0% 127.7% -4.7% -7.1% 48.2M -1.73B -4.3M 0.66 9.87 242,131 160,200 154,162 237,961 2019-07-29 $219.89 $197.50 122.1% 38.7% 63.5% 0.0% 136.9% -8.2% -1.5% 16.1M -864.3M -4.2M 0.74 31.10 142,509 105,906 137,721 195,048 2019-07-30 $195.49 $200.00 75.1% 22.0% 76.3% 0.0% 78.3% -2.7% -0.6% 3.5M -54.7M -4.3M 0.73 16.80 254,266 186,782 188,854 243,852 2019-07-31 $196.41 $200.00 78.6% 23.3% 75.0% 0.0% 78.0% -3.2% -1.7% 13.8M -186.9M -4.8M 0.84 19.57 138,354 115,840 238,177 293,359
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