BYND Options History — November 2019

In November 2019, BYND traded between $76.51 and $82.95. ATM implied volatility averaged 53.6%, placing in the 5.5% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded below realized volatility by 43.2% (HV 20d: 96.8%). Max pain ranged from $85.00 to $120.00. Net GEX was positive for 3 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.89.

Notable Days

  • 2019-11-01: Highest Volume — 122,208 contracts
  • 2019-11-04: Largest IV drop — 7.6% change
  • 2019-11-13: Highest IV Rank — 10.0%
  • 2019-11-01: Largest Expected Move — 17.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$79.63$76.51$82.95$82.34$82.95
Max Pain$91.75$85.00$120.00$120.00$85.00
ATM IV53.6%48.0%59.2%59.2%50.4%
Expected Move15.4%14.0%17.7%17.7%15.0%
HV 20d96.8%35.6%108.7%105.3%35.6%
HV 60d74.9%72.5%78.4%78.4%73.5%
IV Rank5.5%0.8%10.0%10.0%3.4%
IV Percentile10.9%1.5%26.8%26.2%5.8%
Term Structure-0.1%-2.2%2.5%1.9%-0.4%
VWIV55.9%50.2%63.7%63.7%55.1%
Skew 25d2.9%-1.1%6.4%2.9%-1.1%
Skew 10d6.1%-1.4%12.6%8.3%-1.4%
Call IV 25d53.5%47.9%58.6%58.6%53.1%
Put IV 25d56.4%50.8%61.6%61.6%52.0%
Bid-Ask Spread %10.604.0320.639.534.55
Gamma HHI0.130.060.310.120.14
Net GEX-7.2M-17.5M10.9M-17.5M10.9M
Net DEX564.5M23.4M1.12B1.12B23.4M
Net VEX-2.8M-3.0M-2.5M-3.0M-3.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.890.541.391.390.59
Total Volume72,942.5538,056122,208122,20886,304
Total OI495,196.4363,984676,532676,532420,875

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-11-01$82.34$120.0059.2%17.7%105.3%0.0%63.7%2.9%1.9%-17.5M1.12B-3.0M1.399.5351,21670,992335,588340,944
2019-11-04$80.07$100.0054.6%15.9%105.0%0.0%56.1%3.5%0.5%-14.2M959.9M-2.7M0.9914.8639,99739,550266,155270,879
2019-11-05$81.97$100.0057.0%16.5%106.6%0.0%59.3%3.3%-0.2%-12.0M836.3M-3.0M0.8120.6349,43340,147282,127281,192
2019-11-06$81.03$100.0055.0%16.3%106.7%0.0%60.8%3.4%2.5%-12.1M858.5M-2.9M1.1810.8822,50726,616294,641283,704
2019-11-07$79.33$100.0056.3%16.4%106.7%0.0%58.4%3.7%-0.1%-16.8M933.5M-2.8M1.0617.2346,00448,580297,638286,425
2019-11-08$80.22$95.0054.4%15.9%107.5%0.0%56.7%3.5%1.8%-16.3M836.7M-2.8M0.9818.9630,91530,197307,970289,228
2019-11-11$76.51$95.0055.5%15.8%107.5%0.0%57.0%5.5%-0.9%-13.3M875.2M-2.5M1.2211.5238,18646,651275,527256,595
2019-11-12$78.09$90.0056.4%15.7%108.7%10.0%57.1%6.4%-1.5%-11.8M765.2M-2.7M0.999.7348,12447,444293,222266,736
2019-11-13$78.84$90.0056.4%15.6%108.2%10.0%57.5%4.3%-2.2%-8.6M669.8M-2.8M0.8711.1627,39423,722305,545271,164
2019-11-14$80.70$85.0055.0%15.8%108.5%8.5%57.2%3.4%0.5%-6.6M528.5M-2.8M0.6918.6862,21443,121308,973269,876
2019-11-15$80.75$85.0054.3%15.6%107.7%7.6%55.9%2.5%0.3%-5.8M479.9M-2.9M0.9112.7247,18042,919321,204269,265
2019-11-18$79.85$90.0053.3%15.2%107.7%6.6%56.2%2.4%-0.8%-3.0M316.9M-2.9M1.017.9522,25522,503194,392169,592
2019-11-19$77.28$90.0052.5%15.0%107.5%5.7%54.9%2.7%-1.5%-7.4M402.3M-2.7M0.856.3225,74321,951201,898178,822
2019-11-20$78.35$85.0051.9%14.9%105.3%5.1%53.0%2.6%-0.2%-5.1M343.5M-2.8M0.735.1621,99916,057209,302183,231
2019-11-21$78.77$85.0051.3%14.7%104.4%4.4%52.7%1.6%-0.8%-3.9M304.6M-2.8M0.648.7025,34716,253212,465182,688
2019-11-22$77.52$85.0049.5%14.2%104.4%2.4%51.1%2.9%0.1%-4.2M364.7M-2.7M1.078.2327,59329,608217,124184,957
2019-11-25$77.39$85.0048.0%14.1%102.3%0.8%50.2%2.8%0.1%-6.1M346.5M-2.6M0.545.3238,40020,589199,340173,487
2019-11-26$79.08$85.0048.6%14.0%51.3%1.5%50.9%1.6%-0.9%2.1M241.3M-2.7M0.664.0337,42024,617214,202180,454
2019-11-27$81.58$85.0052.2%14.8%39.4%5.3%53.5%-0.5%-0.3%8.6M82.0M-2.9M0.565.8263,37435,729224,003182,498
2019-11-29$82.95$85.0050.4%15.0%35.6%3.4%55.1%-1.1%-0.4%10.9M23.4M-3.0M0.594.5554,18932,115231,665189,210