BYND Options History — August 2019

In August 2019, BYND traded between $143.82 and $177.75. ATM implied volatility averaged 57.7%. The 30-day expected move averaged 16.5%. IV traded below realized volatility by 30.1% (HV 20d: 87.8%). Max pain ranged from $155.00 to $200.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.79.

Notable Days

  • 2019-08-01: Highest Volume — 291,244 contracts
  • 2019-08-15: Largest IV spike — 20.1% change
  • 2019-08-01: Largest Expected Move — 20.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$160.37$143.82$177.75$175.24$167.42
Max Pain$165.11$155.00$200.00$200.00$160.00
ATM IV57.7%53.0%69.5%69.5%54.4%
Expected Move16.5%15.2%20.5%20.5%15.2%
HV 20d87.8%68.7%99.6%87.7%68.7%
HV 60d131.3%128.6%136.8%136.8%128.6%
Term Structure-0.0%-3.1%2.5%2.1%2.5%
VWIV58.3%53.0%73.2%73.2%53.0%
Skew 25d1.1%-1.5%4.0%-0.7%0.7%
Skew 10d-0.2%-6.3%16.1%-6.3%-2.7%
Call IV 25d57.8%52.7%72.3%72.3%53.4%
Put IV 25d59.0%53.8%71.5%71.5%54.1%
Bid-Ask Spread %18.329.9130.8526.7813.51
Gamma HHI0.070.050.170.080.12
Net GEX3.9M-40.8M46.2M-40.8M46.2M
Net DEX214.2M-663.9M1.17B1.17B-663.9M
Net VEX-4.1M-4.8M-3.6M-4.2M-4.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.790.391.280.830.48
Total Volume115,843.22736,145291,244291,244108,314
Total OI457,997.455355,755618,018573,639424,975

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-08-01$175.24$200.0069.5%20.5%87.7%0.0%73.2%-0.7%2.1%-40.8M1.17B-4.2M0.8326.78158,864132,380254,261319,378
2019-08-02$177.75$192.5068.1%19.4%87.7%0.0%69.0%0.5%-1.3%-11.8M733.2M-4.0M1.0730.8578,21683,439287,792330,226
2019-08-05$176.39$185.0065.5%19.5%87.6%0.0%69.4%-0.2%1.3%-1.1M135.2M-4.0M0.9529.0451,36848,621184,469241,700
2019-08-06$160.74$185.0058.8%16.5%94.3%0.0%58.2%2.1%0.3%-24.4M800.8M-4.0M0.6020.41123,47973,631201,046255,911
2019-08-07$165.76$165.0060.0%17.1%94.4%0.0%60.5%-1.5%0.5%3.7M325.8M-4.6M0.6023.2159,38935,398236,585267,297
2019-08-08$163.10$165.0056.1%16.2%91.8%0.0%57.4%0.9%-1.5%-4.1M491.1M-3.8M0.8317.5064,55553,624242,189269,595
2019-08-09$164.82$165.0055.0%16.2%90.8%0.0%56.6%1.4%1.2%26.3M327.3M-4.5M1.0221.2441,84142,815257,019278,665
2019-08-12$169.02$165.0060.6%17.5%91.2%0.0%62.1%0.2%-1.4%16.9M-84.8M-4.3M0.3921.4078,77830,739207,240228,152
2019-08-13$166.97$165.0055.8%15.8%90.0%0.0%56.7%-0.5%-1.2%20.3M-15.4M-4.2M0.4422.8440,55717,996218,887237,750
2019-08-14$162.72$165.0053.4%15.5%90.0%0.0%54.7%-0.4%0.2%3.2M291.7M-4.4M0.7612.9634,24226,140221,331243,496
2019-08-15$143.82$165.0064.1%17.7%99.6%0.0%63.3%-0.3%-3.1%-21.2M1.01B-3.7M1.2616.03112,853142,431227,259251,821
2019-08-16$144.94$160.0054.7%15.8%98.5%0.0%55.2%4.0%0.0%-8.6M810.1M-3.9M1.2819.3479,614101,786263,658265,760
2019-08-19$144.79$155.0053.7%15.4%91.6%0.0%53.9%3.2%1.2%-8.8M314.5M-3.6M1.119.9136,46840,312165,559190,196
2019-08-20$154.66$155.0057.1%16.3%95.5%0.0%56.7%2.6%-0.5%9.2M-138.1M-3.9M0.5112.2581,73541,329179,507202,822
2019-08-21$151.57$155.0053.7%15.4%94.0%0.0%53.8%2.6%1.0%6.9M15.5M-4.0M1.0715.7237,13939,902207,706217,561
2019-08-22$151.67$155.0054.0%15.5%85.5%0.0%54.1%2.8%-1.2%872.0K64.4M-3.7M1.2615.9528,63836,214210,361232,179
2019-08-23$148.01$155.0053.0%15.2%82.7%0.0%53.3%2.3%0.5%-8.3M345.7M-4.3M0.7712.6041,48531,972216,840236,854
2019-08-26$154.17$155.0055.4%15.6%85.1%0.0%55.4%1.1%-0.2%278.3K-29.0M-4.2M0.6814.1721,51914,626175,564203,497
2019-08-27$158.43$155.0055.5%15.6%77.7%0.0%54.9%1.0%0.1%14.6M-224.7M-4.6M0.5217.6963,74033,318185,559210,045
2019-08-28$160.65$155.0056.4%16.0%78.0%0.0%55.7%0.1%-0.8%22.8M-392.2M-3.8M0.4013.8462,12724,549192,360214,713
2019-08-29$165.60$155.0054.4%15.6%68.8%0.0%54.7%2.8%0.1%43.7M-577.7M-4.8M0.5515.8659,52632,882198,678219,481
2019-08-30$167.42$160.0054.4%15.2%68.7%0.0%53.0%0.7%2.5%46.2M-663.9M-4.1M0.4813.5173,10035,214200,598224,377