BYND Options History — March 2020

In March 2020, BYND traded between $52.93 and $101.29. ATM implied volatility averaged 97.5%, placing in the 56.0% IV rank vs the trailing year. The 30-day expected move averaged 27.9%. IV traded below realized volatility by 6.4% (HV 20d: 103.9%). Max pain ranged from $80.00 to $110.00. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 1.10.

Notable Days

2020-03-04: Highest Volume — 76,329 contracts
2020-03-12: Largest IV spike — 30.8% change
2020-03-18: Highest IV Rank — 89.4%
2020-03-18: Largest Expected Move — 36.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$74.83	$52.93	$101.29	$94.79	$66.72
Max Pain	$93.18	$80.00	$110.00	$110.00	$80.00
ATM IV	97.5%	67.5%	128.6%	70.6%	91.6%
Expected Move	27.9%	19.9%	36.9%	21.1%	25.0%
HV 20d	103.9%	87.9%	133.8%	88.0%	117.7%
HV 60d	97.3%	86.4%	109.6%	86.7%	109.6%
IV Rank	56.0%	23.7%	89.4%	27.0%	49.6%
IV Percentile	78.1%	45.0%	99.5%	52.0%	73.8%
Term Structure	-0.2%	-6.5%	6.8%	-2.8%	2.9%
VWIV	100.8%	70.5%	136.2%	76.2%	90.4%
Skew 25d	21.2%	2.9%	35.1%	3.4%	22.9%
Skew 10d	39.3%	1.6%	69.8%	4.3%	45.0%
Call IV 25d	87.0%	64.7%	112.6%	68.8%	80.6%
Put IV 25d	108.3%	69.1%	147.7%	72.2%	103.5%
Bid-Ask Spread %	34.73	6.94	57.39	23.09	9.27
Gamma HHI	0.06	0.03	0.09	0.06	0.06
Net GEX	-2.6M	-5.4M	2.4M	-3.3M	-3.0M
Net DEX	361.5M	-35.4M	586.4M	192.7M	379.8M
Net VEX	-3.5M	-5.1M	-2.2M	-4.7M	-2.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.10	0.36	2.08	0.42	1.16
Total Volume	38,699.818	19,293	76,329	70,612	21,762
Total OI	338,446.818	281,352	399,654	349,531	297,212

Daily Data (22 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
2020-03-02	$94.79	$110.00	70.6%	21.1%	88.0%	27.0%	76.2%	3.4%	-2.8%	-3.3M	192.7M	-4.7M	0.42	23.09	49,695	20,917	178,973	170,558
2020-03-03	$96.39	$110.00	70.8%	22.4%	87.9%	27.3%	78.8%	3.1%	3.2%	-254.1K	125.0M	-4.8M	0.60	18.61	45,351	27,190	192,118	174,842
2020-03-04	$101.29	$110.00	67.5%	19.9%	88.5%	23.7%	71.1%	4.4%	-5.3%	2.4M	-35.4M	-5.1M	0.36	29.66	56,135	20,194	199,368	185,336
2020-03-05	$95.60	$100.00	73.2%	19.9%	90.5%	29.9%	70.5%	2.9%	-1.5%	-1.8M	187.0M	-4.9M	0.86	37.92	22,916	19,679	205,201	189,325
2020-03-06	$95.26	$100.00	75.2%	21.0%	90.1%	32.0%	72.5%	7.1%	-2.7%	-814.7K	192.3M	-4.9M	0.79	40.83	24,806	19,476	206,532	193,122
2020-03-09	$88.44	$100.00	82.8%	22.9%	91.1%	40.2%	81.0%	15.1%	-2.7%	-4.7M	351.3M	-4.5M	0.95	50.71	15,885	15,166	173,671	174,709
2020-03-10	$90.33	$100.00	82.7%	22.8%	90.4%	40.1%	81.1%	12.7%	-2.9%	-4.1M	311.2M	-4.6M	0.88	41.91	15,227	13,361	176,062	174,236
2020-03-11	$82.56	$100.00	86.4%	24.4%	94.2%	44.1%	88.0%	22.5%	-1.9%	-5.4M	468.3M	-4.1M	1.06	44.69	15,169	16,103	178,113	176,243
2020-03-12	$74.46	$100.00	113.0%	30.9%	98.6%	72.7%	106.9%	31.0%	-6.5%	-4.9M	552.2M	-3.6M	1.25	52.39	15,902	19,956	180,983	176,584
2020-03-13	$70.84	$95.00	110.0%	30.4%	98.7%	69.4%	102.7%	18.9%	-4.5%	-4.8M	586.4M	-3.3M	1.41	52.96	16,162	22,848	182,493	174,373
2020-03-16	$63.37	$95.00	110.4%	31.2%	100.8%	69.9%	113.0%	29.1%	5.1%	-3.1M	551.2M	-2.8M	1.44	53.76	12,588	18,133	165,784	164,897
2020-03-17	$59.12	$95.00	104.0%	29.6%	97.9%	63.0%	108.9%	28.0%	-1.1%	-2.9M	567.1M	-2.5M	1.24	57.39	13,278	16,478	171,421	167,243
2020-03-18	$52.93	$95.00	128.6%	36.9%	96.1%	89.4%	136.2%	35.1%	6.8%	-2.2M	515.9M	-2.2M	2.08	52.00	9,355	19,452	175,664	165,507
2020-03-19	$57.01	$90.00	123.3%	35.3%	104.7%	83.7%	133.8%	32.0%	2.4%	-2.1M	503.6M	-2.5M	1.00	55.18	18,234	18,310	177,974	165,257
2020-03-20	$54.85	$85.00	116.4%	33.9%	104.5%	76.3%	126.4%	32.2%	-4.9%	-2.1M	500.8M	-2.3M	1.19	48.18	17,272	20,477	183,798	168,028
2020-03-23	$58.00	$85.00	106.7%	32.8%	109.7%	65.8%	121.0%	28.3%	6.8%	-2.1M	385.9M	-2.4M	1.10	37.12	9,440	10,386	136,823	144,529
2020-03-24	$68.10	$80.00	105.5%	30.5%	129.6%	64.6%	106.1%	27.8%	1.9%	-1.8M	320.0M	-3.0M	0.56	16.01	20,695	11,603	140,264	147,004
2020-03-25	$74.01	$80.00	107.3%	31.5%	133.5%	66.5%	109.2%	27.0%	0.2%	-1.2M	221.9M	-3.6M	0.89	15.61	21,834	19,431	144,748	150,309
2020-03-26	$69.17	$80.00	111.1%	32.8%	133.8%	70.6%	119.1%	27.2%	1.3%	-2.5M	331.8M	-3.2M	1.84	11.34	18,804	34,509	147,482	158,724
2020-03-27	$66.97	$80.00	108.0%	30.9%	120.8%	67.2%	117.3%	30.1%	-0.6%	-4.3M	372.0M	-3.1M	2.03	8.58	9,219	18,705	151,019	168,420
2020-03-30	$66.07	$80.00	99.9%	28.3%	117.9%	58.6%	107.9%	25.7%	3.2%	-2.9M	371.9M	-2.9M	1.20	6.94	8,778	10,515	137,291	153,590
2020-03-31	$66.72	$80.00	91.6%	25.0%	117.7%	49.6%	90.4%	22.9%	2.9%	-3.0M	379.8M	-2.9M	1.16	9.27	10,093	11,669	140,471	156,741