BYND Options History — February 2020

In February 2020, BYND traded between $89.65 and $126.97. ATM implied volatility averaged 84.7%, placing in the 42.2% IV rank vs the trailing year. The 30-day expected move averaged 23.7%. IV traded below realized volatility by 0.3% (HV 20d: 85.0%). Max pain ranged from $100.00 to $115.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.54.

Notable Days

  • 2020-02-07: Highest Volume — 244,911 contracts
  • 2020-02-28: Largest IV drop — 16.8% change
  • 2020-02-27: Highest IV Rank — 51.0%
  • 2020-02-27: Largest Expected Move — 29.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$113.67$89.65$126.97$106.74$89.65
Max Pain$109.95$100.00$115.00$100.00$114.00
ATM IV84.7%77.3%92.9%82.5%77.3%
Expected Move23.7%20.1%29.2%20.5%23.5%
HV 20d85.0%61.1%118.3%118.3%86.7%
HV 60d76.0%73.7%86.5%74.0%86.5%
IV Rank42.2%34.3%51.0%39.9%34.3%
IV Percentile68.9%57.3%78.3%66.3%57.3%
Term Structure-4.4%-7.0%-1.9%-4.4%-2.1%
VWIV86.2%75.6%104.4%76.2%88.3%
Skew 25d-7.5%-9.9%3.6%-9.3%3.6%
Skew 10d-15.3%-23.1%5.0%-15.7%5.0%
Call IV 25d91.0%77.6%99.3%89.1%77.6%
Put IV 25d83.5%77.9%94.6%79.9%81.2%
Bid-Ask Spread %10.753.4727.6227.6215.16
Gamma HHI0.060.040.140.040.14
Net GEX8.0M-15.1M23.7M881.2K-15.1M
Net DEX-457.2M-1.08B527.6M-162.2M527.6M
Net VEX-5.2M-5.5M-4.3M-4.8M-4.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.540.311.070.761.07
Total Volume101,856.42154,737244,911111,007154,152
Total OI415,192.316326,251469,437374,501412,732

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-02-03$106.74$100.0082.5%20.5%118.3%39.9%76.2%-9.3%-4.4%881.2K-162.2M-4.8M0.7627.6263,11747,890205,105169,396
2020-02-04$111.23$100.0081.3%21.3%118.0%38.6%80.0%-8.8%-4.0%7.5M-403.8M-5.1M0.3319.5582,94427,555217,861182,212
2020-02-05$110.03$100.0080.0%20.1%111.9%37.2%77.8%-9.2%-3.9%6.7M-353.1M-5.1M0.4322.5755,12923,459229,034185,945
2020-02-06$111.87$110.0079.1%20.3%110.9%36.2%75.6%-9.0%-5.1%11.4M-430.5M-5.1M0.4215.1746,05119,516240,584192,774
2020-02-07$116.44$110.0089.8%23.0%107.8%47.7%83.1%-9.7%-6.7%19.8M-716.5M-5.4M0.319.17187,39657,515247,607197,291
2020-02-10$120.38$110.0090.3%24.0%106.7%48.3%86.6%-9.9%-5.6%15.2M-826.8M-5.5M0.326.0182,22026,003239,159174,512
2020-02-11$117.09$110.0086.0%23.3%87.5%43.6%84.9%-9.0%-3.4%15.8M-689.0M-5.4M0.497.5057,93928,590253,781181,110
2020-02-12$117.31$110.0079.8%21.4%86.7%37.0%77.0%-7.3%-5.3%13.3M-648.1M-5.2M0.5411.4835,62419,113254,472188,688
2020-02-13$111.84$110.0081.8%22.2%81.4%39.1%79.2%-8.8%-5.0%1.7M-351.4M-5.1M0.7512.3752,39539,285258,630192,878
2020-02-14$116.15$110.0083.6%22.8%81.9%41.0%82.1%-8.6%-6.0%9.1M-613.7M-5.2M0.4911.1870,58734,862264,767198,252
2020-02-18$121.14$110.0087.9%25.0%82.9%45.7%89.4%-8.7%-1.9%14.8M-788.2M-5.2M0.394.7670,95727,991239,381180,545
2020-02-19$126.97$110.0088.4%25.4%61.7%46.2%90.8%-9.1%-3.4%23.7M-1.08B-5.4M0.414.5484,37134,695248,969189,912
2020-02-20$120.22$110.0084.6%24.5%62.1%42.1%88.7%-8.7%-4.3%10.1M-687.4M-5.3M0.494.4570,30434,564256,959198,590
2020-02-21$117.86$115.0082.1%24.0%62.1%39.4%86.1%-8.2%-4.9%10.5M-528.4M-5.2M0.815.5056,10745,709264,557204,880
2020-02-24$114.13$115.0089.1%27.2%63.1%46.9%97.1%-6.0%-3.8%1.9M-290.4M-5.2M0.623.4738,07723,535167,685158,566
2020-02-25$109.87$115.0086.3%26.1%61.1%43.9%94.1%-5.8%-3.0%1.4M-184.5M-5.2M0.479.3838,52217,942182,413168,343
2020-02-26$113.78$115.0086.6%27.2%61.2%44.2%97.5%-7.1%-4.4%3.4M-331.4M-5.4M0.476.6349,41223,349187,792174,000
2020-02-27$106.97$115.0092.9%29.2%62.8%51.0%104.4%-2.5%-7.0%780.3K-128.5M-5.2M0.697.7764,20844,187201,099178,173
2020-02-28$89.65$114.0077.3%23.5%86.7%34.3%88.3%3.6%-2.1%-15.1M527.6M-4.3M1.0715.1674,35579,797216,936195,796