BYND Options History — January 2020

In January 2020, BYND traded between $74.43 and $128.12. ATM implied volatility averaged 77.5%, placing in the 34.5% IV rank vs the trailing year. The 30-day expected move averaged 21.2%. IV traded below realized volatility by 5.9% (HV 20d: 83.4%). Max pain ranged from $80.00 to $100.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.53.

Notable Days

2020-01-14: Highest Volume — 370,634 contracts
2020-01-21: Largest IV spike — 53.8% change
2020-01-21: Highest IV Rank — 68.3%
2020-01-21: Largest Expected Move — 31.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$105.21	$74.43	$128.12	$75.64	$110.42
Max Pain	$91.67	$80.00	$100.00	$85.00	$100.00
ATM IV	77.5%	48.9%	108.9%	50.8%	82.1%
Expected Move	21.2%	13.4%	31.0%	13.4%	21.0%
HV 20d	83.4%	27.5%	117.0%	29.8%	117.0%
HV 60d	79.6%	69.1%	91.6%	69.2%	73.7%
IV Rank	34.5%	3.7%	68.3%	5.8%	39.4%
IV Percentile	59.5%	10.5%	89.5%	16.3%	65.6%
Term Structure	-1.7%	-6.3%	8.3%	-2.5%	-3.8%
VWIV	77.8%	48.0%	109.6%	48.0%	78.7%
Skew 25d	-10.9%	-22.0%	6.0%	-2.2%	-11.0%
Skew 10d	-19.5%	-37.3%	4.8%	4.8%	-21.9%
Call IV 25d	86.2%	49.9%	123.7%	53.4%	91.6%
Put IV 25d	75.3%	49.5%	101.7%	51.2%	80.6%
Bid-Ask Spread %	23.16	1.85	54.16	1.85	23.07
Gamma HHI	0.06	0.03	0.16	0.05	0.16
Net GEX	9.9M	-8.4M	26.2M	719.9K	-8.4M
Net DEX	-633.5M	-1.41B	226.4M	170.0M	-190.7M
Net VEX	-4.4M	-5.6M	-2.5M	-2.6M	-5.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.53	0.23	1.05	0.57	1.05
Total Volume	182,068.667	30,817	370,634	30,817	130,999
Total OI	438,402.952	356,924	577,090	365,431	455,513

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2020-01-02	$75.64	$85.00	50.8%	13.4%	29.8%	5.8%	48.0%	-2.2%	-2.5%	719.9K	170.0M	-2.6M	0.57	1.85	19,669	11,148	211,572	153,859
2020-01-03	$75.35	$85.00	52.2%	13.5%	27.5%	7.3%	48.0%	0.9%	-4.1%	-1.8M	189.4M	-2.5M	0.97	2.12	26,434	25,631	213,159	156,172
2020-01-06	$74.43	$80.00	48.9%	14.9%	27.9%	3.7%	54.6%	-0.4%	-1.0%	-3.5M	226.4M	-2.5M	0.52	9.71	26,250	13,678	203,820	153,104
2020-01-07	$84.20	$80.00	63.0%	17.3%	50.8%	19.0%	64.0%	6.0%	-6.3%	6.3M	-192.6M	-2.9M	0.34	37.11	131,946	45,420	211,124	159,474
2020-01-08	$82.07	$80.00	53.9%	16.6%	50.4%	9.1%	61.5%	-5.2%	-2.1%	9.7M	-138.3M	-3.0M	0.27	23.10	172,063	46,020	236,709	169,375
2020-01-09	$89.90	$80.00	62.6%	17.9%	59.0%	18.5%	64.3%	-3.5%	1.7%	20.8M	-637.3M	-3.6M	0.23	54.16	211,571	47,731	272,153	183,197
2020-01-10	$95.37	$85.00	66.5%	18.9%	61.4%	22.6%	68.1%	-7.9%	-1.1%	26.2M	-896.0M	-3.9M	0.31	41.56	255,355	79,184	274,343	197,264
2020-01-13	$113.91	$85.00	89.8%	24.3%	84.5%	47.7%	85.1%	-9.8%	-4.0%	14.6M	-1.37B	-4.5M	0.34	32.74	231,849	79,173	254,075	182,064
2020-01-14	$117.69	$90.00	95.8%	25.7%	84.2%	54.2%	93.8%	-15.9%	-5.7%	15.7M	-1.41B	-4.9M	0.44	17.82	256,659	113,975	267,949	208,857
2020-01-15	$107.10	$90.00	79.6%	21.4%	92.7%	36.8%	81.6%	-9.8%	-6.3%	7.2M	-702.5M	-4.8M	0.66	28.57	130,658	86,654	294,648	239,270
2020-01-16	$110.26	$95.00	83.7%	22.3%	92.6%	41.2%	84.4%	-19.3%	-5.5%	13.4M	-858.8M	-5.0M	0.57	27.64	110,432	62,972	307,450	250,758
2020-01-17	$109.11	$95.00	70.8%	20.7%	93.1%	27.3%	78.3%	-16.5%	2.6%	11.2M	-698.3M	-4.9M	0.62	31.05	90,378	55,969	316,044	261,046
2020-01-21	$128.12	$95.00	108.9%	31.0%	105.7%	68.3%	109.6%	-22.0%	-2.4%	14.1M	-1.31B	-5.4M	0.39	18.05	201,997	78,374	205,301	155,833
2020-01-22	$121.75	$100.00	90.6%	26.0%	108.7%	48.5%	94.0%	-14.6%	5.5%	16.7M	-1.06B	-5.3M	0.51	19.89	145,596	74,802	236,904	174,937
2020-01-23	$119.21	$100.00	83.4%	23.7%	109.8%	40.8%	86.8%	-17.1%	5.1%	10.1M	-837.0M	-5.2M	0.54	17.13	110,075	59,551	244,506	189,532
2020-01-24	$118.75	$100.00	82.8%	22.9%	109.9%	40.1%	87.5%	-19.9%	8.3%	11.0M	-836.4M	-5.4M	0.52	18.12	120,132	62,080	269,673	201,140
2020-01-27	$124.92	$100.00	99.9%	26.9%	109.4%	58.5%	99.0%	-20.9%	-4.9%	15.0M	-980.6M	-5.6M	0.30	15.16	131,242	39,210	224,163	164,952
2020-01-28	$119.67	$100.00	90.6%	23.3%	111.2%	48.6%	85.6%	-16.3%	-3.4%	12.6M	-737.2M	-5.5M	0.61	19.52	78,404	47,657	240,068	176,802
2020-01-29	$114.17	$100.00	88.0%	22.4%	113.3%	45.8%	84.8%	-11.5%	-3.0%	4.0M	-429.0M	-5.3M	0.68	25.13	82,634	55,789	249,300	186,524
2020-01-30	$117.46	$100.00	83.7%	20.7%	113.3%	41.2%	76.7%	-11.4%	-3.3%	11.8M	-608.3M	-5.3M	0.62	22.89	45,835	28,246	257,410	196,418
2020-01-31	$110.42	$100.00	82.1%	21.0%	117.0%	39.4%	78.7%	-11.0%	-3.8%	-8.4M	-190.7M	-5.0M	1.05	23.07	63,784	67,215	257,964	197,549