BYND Options History — October 2019

In October 2019, BYND traded between $81.44 and $145.92. ATM implied volatility averaged 73.8%. The 30-day expected move averaged 22.0%. IV traded above realized volatility by 13.6% (HV 20d: 60.2%). Max pain ranged from $120.00 to $155.00. Net GEX was positive for 6 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 1.18.

Notable Days

  • 2019-10-29: Highest Volume — 316,984 contracts
  • 2019-10-29: Largest IV drop — 25.1% change
  • 2019-10-28: Largest Expected Move — 31.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$119.59$81.44$145.92$145.92$84.81
Max Pain$144.78$120.00$155.00$150.00$120.00
ATM IV73.8%62.1%99.2%65.2%62.1%
Expected Move22.0%15.9%31.4%15.9%19.4%
HV 20d60.2%44.1%106.8%55.9%105.9%
HV 60d68.1%57.8%78.4%71.3%78.4%
Term Structure-2.1%-8.4%5.1%-1.6%-1.1%
VWIV77.0%55.4%108.9%55.4%69.4%
Skew 25d7.0%-5.3%39.9%-5.3%6.2%
Skew 10d14.4%-6.0%59.7%21.0%11.8%
Call IV 25d72.2%61.8%91.6%71.0%61.8%
Put IV 25d79.2%65.6%109.3%65.6%68.0%
Bid-Ask Spread %20.766.1154.3617.9011.27
Gamma HHI0.100.050.270.070.16
Net GEX-8.9M-40.5M13.9M4.0M-16.3M
Net DEX707.7M185.0M1.20B185.0M992.1M
Net VEX-3.3M-4.1M-2.7M-3.2M-3.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.180.521.980.521.23
Total Volume101,252.52236,578316,98445,916104,359
Total OI482,768.043398,821663,395409,771663,395

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-10-01$145.92$150.0065.2%15.9%55.9%0.0%55.4%-5.3%-1.6%4.0M185.0M-3.2M0.5217.9030,19815,718187,698222,073
2019-10-02$142.38$150.0069.7%16.7%56.3%0.0%58.6%4.9%-3.8%-531.1K328.2M-3.4M1.2311.7228,27334,847195,558228,201
2019-10-03$145.59$150.0068.0%19.8%57.2%0.0%68.0%0.7%-2.4%10.2M198.3M-3.6M0.9125.9419,65117,941200,793236,592
2019-10-04$145.90$150.0068.1%19.8%55.3%0.0%72.0%0.3%3.3%13.9M243.4M-4.1M1.0524.0424,91626,207202,274240,638
2019-10-07$144.83$155.0068.0%19.7%53.5%0.0%66.4%3.1%-0.3%8.3M207.7M-3.5M0.8915.7421,74619,362179,763219,058
2019-10-08$142.96$155.0063.5%19.1%53.5%0.0%65.2%39.9%3.5%5.8M293.4M-3.8M1.0115.1318,18318,395187,298228,219
2019-10-09$138.99$155.0065.2%19.8%52.6%0.0%69.4%1.8%5.1%-3.5M491.3M-3.7M1.3442.8222,15229,602192,963234,884
2019-10-10$136.26$155.0068.8%18.9%52.7%0.0%68.8%0.4%-1.6%-12.0M622.3M-3.3M0.8849.7037,65833,261198,714246,767
2019-10-11$131.42$150.0070.3%20.5%53.0%0.0%67.4%4.3%-2.7%-19.1M849.2M-3.5M1.3654.3638,83752,744211,544253,072
2019-10-14$125.48$150.0068.8%19.4%53.8%0.0%67.7%3.0%-2.6%-17.2M792.0M-2.8M1.159.1138,55944,297196,699239,188
2019-10-15$121.76$150.0069.4%19.7%53.1%0.0%67.8%3.4%-3.6%-13.0M865.6M-3.0M0.9413.8145,13742,264212,534249,819
2019-10-16$124.32$150.0069.3%19.9%53.2%0.0%69.3%2.5%-2.6%938.9K691.8M-3.2M0.647.4939,22525,276229,687258,879
2019-10-17$117.28$150.0071.0%20.4%55.3%0.0%71.3%9.3%0.5%-15.9M1.03B-3.2M1.487.7841,51261,491236,034263,443
2019-10-18$110.83$150.0072.5%21.2%57.1%0.0%75.7%8.0%-2.4%-40.5M1.20B-2.9M1.9824.8261,342121,443249,054277,779
2019-10-21$110.35$145.0080.6%24.6%56.6%0.0%86.2%6.9%-5.3%-8.0M686.9M-3.0M1.6430.7842,50169,701203,368230,006
2019-10-22$106.13$140.0085.9%27.0%55.7%0.0%95.0%9.7%-7.0%-16.2M837.9M-3.1M1.556.1130,78547,797216,582257,663
2019-10-23$98.06$140.0099.2%31.2%60.3%0.0%108.9%17.7%-6.9%-18.4M1.13B-2.9M1.8415.5062,830115,309224,350270,820
2019-10-24$101.03$140.0097.7%31.2%44.1%0.0%108.1%15.0%-8.4%-16.8M1.02B-3.4M1.6523.4949,41681,619244,889298,858
2019-10-25$100.44$135.0086.3%27.7%44.4%0.0%97.0%14.0%-3.9%-17.5M1.04B-3.4M1.3429.1038,04450,816254,307312,079
2019-10-28$104.92$135.0092.1%31.4%49.9%0.0%108.8%9.2%-3.9%-6.7M584.6M-3.9M0.7923.8978,45061,807213,966263,668
2019-10-29$81.44$130.0068.9%21.9%97.5%0.0%80.3%3.0%-0.2%-18.1M1.19B-2.7M0.859.02171,118145,866244,918296,202
2019-10-30$89.42$125.0066.0%20.7%106.8%0.0%74.4%4.0%-0.3%-8.5M794.2M-3.5M0.797.9694,03174,122311,938317,431
2019-10-31$84.81$120.0062.1%19.4%105.9%0.0%69.4%6.2%-1.1%-16.3M992.1M-3.3M1.2311.2746,85757,502329,101334,294