BYND Options History — September 2019

In September 2019, BYND traded between $138.53 and $163.38. ATM implied volatility averaged 54.7%. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 1.7% (HV 20d: 52.9%). Max pain ranged from $150.00 to $160.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.92.

Notable Days

  • 2019-09-26: Highest Volume — 188,114 contracts
  • 2019-09-26: Largest IV spike — 22.4% change
  • 2019-09-26: Largest Expected Move — 20.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$153.24$138.53$163.38$163.17$148.29
Max Pain$153.13$150.00$160.00$160.00$150.00
ATM IV54.7%47.3%73.3%56.7%70.4%
Expected Move15.6%13.6%20.5%15.9%16.0%
HV 20d52.9%41.3%69.2%69.2%56.3%
HV 60d75.5%67.7%102.6%102.6%71.4%
Term Structure0.0%-7.8%5.4%-0.1%-5.5%
VWIV52.0%44.1%68.6%56.6%54.5%
Skew 25d6.8%-2.7%66.4%-0.4%5.4%
Skew 10d4.6%-5.5%50.9%-4.5%1.4%
Call IV 25d52.2%41.9%71.9%56.8%64.6%
Put IV 25d59.0%47.9%120.8%56.4%70.0%
Bid-Ask Spread %23.698.9849.4416.1013.37
Gamma HHI0.100.070.200.080.07
Net GEX10.7M-14.7M42.3M22.2M6.3M
Net DEX90.1M-289.0M556.8M-260.3M157.8M
Net VEX-3.1M-3.6M-2.6M-3.6M-3.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.920.491.610.600.55
Total Volume70,838.740,739188,11452,91667,997
Total OI415,724.3328,819463,657378,867387,102

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-09-03$163.17$160.0056.7%15.9%69.2%0.0%56.6%-0.4%-0.1%22.2M-260.3M-3.6M0.6016.1033,16419,752181,153197,714
2019-09-04$163.38$160.0052.1%14.8%60.6%0.0%52.2%-1.9%-2.4%25.8M-233.1M-3.4M0.5511.9738,19820,917187,538206,621
2019-09-05$162.35$155.0049.1%14.1%59.6%0.0%49.3%1.1%0.3%22.1M-176.7M-3.4M0.7425.8927,89620,565194,254216,004
2019-09-06$155.24$155.0047.3%13.6%61.4%0.0%47.8%-0.4%-0.4%-14.7M268.6M-3.0M1.1013.0851,21756,142200,077223,165
2019-09-09$148.95$155.0051.5%15.7%62.7%0.0%51.3%3.0%-1.4%-2.8M278.1M-3.1M1.1117.0033,44937,161194,664208,282
2019-09-10$147.11$150.0050.9%14.7%61.7%0.0%50.3%5.1%-1.9%-5.6M373.9M-3.3M1.4012.9427,99839,248203,252217,009
2019-09-11$152.24$150.0048.0%15.1%63.4%0.0%48.2%2.9%-3.2%514.2K101.2M-3.2M0.8845.7730,26226,676212,410233,154
2019-09-12$152.85$150.0050.2%16.3%62.9%0.0%44.1%3.2%-7.8%14.0M91.5M-3.1M0.6430.2527,61917,779215,692231,166
2019-09-13$155.53$150.0047.6%14.3%44.3%0.0%48.2%1.4%0.7%35.7M-86.4M-3.1M0.4932.7640,94920,026220,180234,456
2019-09-16$158.16$150.0054.9%15.9%44.5%0.0%48.8%10.5%1.8%32.0M-218.0M-2.8M0.5643.6531,05817,326208,975214,751
2019-09-17$160.83$155.0052.1%15.0%44.7%0.0%48.5%9.3%0.6%42.3M-289.0M-3.0M0.8546.0122,01018,729209,610219,898
2019-09-18$153.88$155.0052.0%14.9%41.9%0.0%49.9%-1.0%-0.5%4.5M208.3M-2.9M1.6149.4428,83246,368208,543231,040
2019-09-19$155.04$155.0052.8%15.2%41.3%0.0%46.1%17.6%5.4%12.1M158.1M-2.9M0.7134.2626,42518,863213,517242,292
2019-09-20$154.63$155.0050.8%14.3%41.3%0.0%46.8%7.3%0.3%25.1M186.1M-2.8M0.8817.1422,82720,093217,921245,736
2019-09-23$148.58$155.0053.7%15.1%42.9%0.0%53.2%2.4%4.7%984.8K196.2M-2.6M1.4816.0429,83344,019146,625182,194
2019-09-24$141.26$152.5057.2%16.1%43.7%0.0%56.7%-2.7%4.8%-13.9M474.1M-3.1M1.4710.3633,03348,682161,455208,133
2019-09-25$138.53$150.0059.9%17.3%42.3%0.0%59.7%5.9%0.5%-13.9M556.8M-2.7M1.5411.9042,87666,152171,823217,145
2019-09-26$153.70$150.0073.3%20.5%57.5%0.0%68.6%0.6%2.4%16.0M-137.1M-3.3M0.5716.83119,84768,267177,289231,957
2019-09-27$151.13$150.0062.5%17.4%56.4%0.0%60.0%66.4%2.8%4.2M152.5M-3.4M0.628.9845,87428,645195,109246,580
2019-09-30$148.29$150.0070.4%16.0%56.3%0.0%54.5%5.4%-5.5%6.3M157.8M-3.1M0.5513.3743,89924,098176,371210,731