BYND Options History — December 2019

In December 2019, BYND traded between $73.44 and $79.47. ATM implied volatility averaged 49.1%, placing in the 3.1% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 10.7% (HV 20d: 38.3%). Max pain ranged from $84.00 to $100.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.68.

Notable Days

  • 2019-12-05: Highest Volume — 86,990 contracts
  • 2019-12-13: Largest IV drop — 6.6% change
  • 2019-12-03: Highest IV Rank — 7.8%
  • 2019-12-03: Largest Expected Move — 16.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$75.76$73.44$79.47$79.47$75.47
Max Pain$90.90$84.00$100.00$85.00$85.00
ATM IV49.1%45.4%54.4%54.0%48.6%
Expected Move14.3%13.1%16.6%16.3%13.5%
HV 20d38.3%33.4%41.6%37.3%33.4%
HV 60d71.9%69.0%73.6%73.5%69.1%
IV Rank3.1%0.0%7.8%7.3%3.5%
IV Percentile6.7%0.0%20.7%19.4%8.2%
Term Structure1.8%-0.5%5.9%-0.5%4.3%
VWIV50.9%46.7%59.5%58.9%48.1%
Skew 25d1.5%-2.2%6.6%1.1%1.4%
Skew 10d2.1%-1.7%6.1%2.1%-1.6%
Call IV 25d49.3%44.6%55.4%54.1%48.5%
Put IV 25d50.9%46.8%56.4%55.2%49.8%
Bid-Ask Spread %4.011.817.914.043.38
Gamma HHI0.090.050.260.060.05
Net GEX-3.1M-10.7M5.7M-2.7M-2.0M
Net DEX273.2M140.4M472.7M255.1M195.8M
Net VEX-2.6M-2.8M-2.3M-2.8M-2.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.680.340.890.730.73
Total Volume48,281.76225,38986,99071,58828,317
Total OI394,684.714332,665443,988380,553358,272

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-12-02$79.47$85.0054.0%16.3%37.3%7.3%58.9%1.1%-0.5%-2.7M255.1M-2.8M0.734.0441,32230,266209,231171,322
2019-12-03$76.10$85.0054.4%16.6%39.1%7.8%59.5%1.0%0.2%-7.3M379.9M-2.7M0.832.7428,00423,161218,688181,684
2019-12-04$73.73$84.0052.6%15.8%39.1%5.8%56.1%1.4%2.0%-10.1M472.7M-2.5M0.593.2739,35523,036227,363187,278
2019-12-05$73.67$100.0050.9%15.3%39.1%3.9%54.6%0.3%1.3%-10.7M464.7M-2.6M0.717.2450,94636,044237,486191,977
2019-12-06$76.12$100.0048.6%14.6%40.7%1.5%51.3%0.1%2.1%1.5M301.6M-2.7M0.847.9135,50229,951248,816195,172
2019-12-09$73.85$95.0050.0%14.9%41.6%3.0%53.5%2.7%1.9%-4.7M372.9M-2.5M0.897.5519,75917,653219,062171,146
2019-12-10$74.43$95.0049.3%14.4%38.5%2.2%51.3%2.1%0.8%-6.1M357.0M-2.6M0.775.8914,32511,064226,108178,991
2019-12-11$75.99$95.0049.1%14.3%38.5%2.0%50.4%1.6%0.4%-2.6M277.4M-2.6M0.784.9925,92420,340230,875180,883
2019-12-12$75.17$95.0048.6%14.1%38.4%1.4%50.3%2.4%1.1%-6.7M313.9M-2.6M0.684.2718,92312,882234,653183,490
2019-12-13$75.09$90.0045.4%13.5%37.2%0.0%48.2%2.3%3.2%-10.2M318.4M-2.5M0.804.0220,34916,373238,331185,932
2019-12-16$73.44$90.0047.6%13.8%37.7%2.4%48.5%2.8%-0.0%-7.0M353.0M-2.3M0.713.0528,62420,398222,361165,197
2019-12-17$76.15$90.0048.1%13.8%40.3%2.9%47.8%2.5%1.2%-1.7M214.7M-2.5M0.573.2435,93420,463232,344170,980
2019-12-18$77.19$90.0047.0%13.5%39.0%1.7%47.8%1.1%1.4%4.0M151.9M-2.5M0.482.2627,22113,104240,408173,140
2019-12-19$77.02$90.0047.2%13.5%38.7%2.0%48.6%0.2%0.9%5.7M140.4M-2.5M0.491.8154,99326,867245,323174,987
2019-12-20$76.64$90.0046.2%13.2%38.7%0.9%47.9%-1.1%0.5%5.1M193.2M-2.5M0.762.2636,91328,212252,163179,626
2019-12-23$77.61$90.0047.8%13.1%38.6%2.5%46.7%-1.8%1.4%1.3M160.6M-2.5M0.553.8523,43912,871189,196143,469
2019-12-24$77.74$90.0046.6%14.0%38.6%1.3%50.6%-2.2%2.1%2.5M144.4M-2.6M0.344.0724,3068,168197,654149,070
2019-12-26$76.42$90.0048.8%14.0%38.2%3.6%50.8%3.6%4.2%-1.0M180.8M-2.6M0.732.0319,37814,160208,091151,828
2019-12-27$75.29$90.0049.6%13.3%36.4%4.6%48.7%6.6%5.9%-8.2M243.3M-2.6M0.533.1030,14315,829212,564156,567
2019-12-30$74.33$90.0050.0%13.6%35.6%5.0%49.2%3.8%2.6%-3.7M244.3M-2.5M0.693.1417,40511,993199,634147,017
2019-12-31$75.47$85.0048.6%13.5%33.4%3.5%48.1%1.4%4.3%-2.0M195.8M-2.6M0.733.3816,39911,918205,663152,609