BYND Options History — April 2020 In April 2020, BYND traded between $57.32 and $108.15. ATM implied volatility averaged 100.2%, placing in the 58.9% IV rank vs the trailing year. The 30-day expected move averaged 30.1%. IV traded below realized volatility by 6.0% (HV 20d: 106.2%). Max pain ranged from $80.00 to $100.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.64.
Notable Days 2020-04-24 : Highest Volume — 229,923 contracts2020-04-20 : Largest IV spike — 13.0% change2020-04-21 : Highest IV Rank — 70.9%2020-04-24 : Largest Expected Move — 34.9%Monthly Statistics Metric Avg Min Max Open Close Price $80.83 $57.32 $108.15 $64.05 $99.43 Max Pain $96.43 $80.00 $100.00 $80.00 $100.00 ATM IV 100.2% 91.4% 111.4% 96.8% 98.5% Expected Move 30.1% 25.7% 34.9% 26.7% 33.6% HV 20d 106.2% 84.6% 127.5% 115.1% 90.4% HV 60d 102.5% 95.7% 109.9% 109.9% 101.5% IV Rank 58.9% 49.5% 70.9% 55.3% 57.0% IV Percentile 78.9% 70.5% 93.2% 75.7% 74.8% Term Structure -4.0% -10.0% 0.9% 0.9% -4.1% VWIV 106.1% 93.0% 123.5% 97.8% 118.8% Skew 25d 13.1% -3.4% 25.2% 20.5% 0.3% Skew 10d 27.5% -3.9% 54.8% 50.1% -1.2% Call IV 25d 94.4% 80.9% 116.2% 88.5% 98.8% Put IV 25d 107.5% 95.3% 113.9% 109.1% 99.1% Bid-Ask Spread % 9.18 3.75 20.58 3.75 6.13 Gamma HHI 0.05 0.03 0.11 0.06 0.04 Net GEX 420.8K -4.7M 9.5M -3.2M -280.5K Net DEX 55.6M -811.3M 470.8M 409.7M -266.4M Net VEX -3.8M -5.3M -2.3M -2.8M -4.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.23 1.76 1.76 0.28 Total Volume 71,191 17,676 229,923 17,676 136,711 Total OI 338,578.381 303,605 404,831 303,605 404,831
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 2020-04-01 $64.05 $80.00 96.8% 26.7% 115.1% 55.3% 97.8% 20.5% 0.9% -3.2M 409.7M -2.8M 1.76 3.75 6,406 11,270 144,066 159,539 2020-04-02 $57.32 $100.00 104.0% 30.2% 118.7% 62.9% 104.1% 20.1% -1.0% -3.7M 470.8M -2.3M 1.72 14.87 13,728 23,572 146,842 163,169 2020-04-03 $59.59 $100.00 99.0% 28.1% 120.7% 57.6% 103.3% 25.2% -1.9% -4.7M 453.3M -2.4M 1.11 6.14 17,004 18,817 151,945 167,349 2020-04-06 $66.29 $100.00 94.0% 26.8% 127.5% 52.2% 96.5% 24.4% 0.3% -2.7M 379.0M -2.8M 0.59 4.21 19,156 11,322 144,600 160,186 2020-04-07 $67.25 $100.00 95.8% 27.2% 127.3% 54.1% 96.1% 23.4% -0.8% -1.9M 350.6M -2.9M 0.68 6.29 16,827 11,464 149,817 162,074 2020-04-08 $69.22 $100.00 92.6% 26.4% 124.9% 50.7% 93.0% 23.8% -2.6% -1.3M 310.6M -3.1M 0.77 4.39 13,701 10,560 154,476 164,513 2020-04-09 $72.57 $100.00 91.4% 25.7% 121.2% 49.5% 93.4% 19.0% -3.1% 208.3K 249.2M -3.3M 0.61 6.32 22,436 13,638 158,210 168,743 2020-04-13 $76.63 $100.00 99.3% 28.1% 121.3% 57.9% 97.4% 21.1% -6.4% -1.7M 213.7M -3.5M 0.55 5.27 24,108 13,364 148,602 157,227 2020-04-14 $77.89 $100.00 96.3% 27.4% 113.4% 54.7% 94.9% 20.4% 0.8% -1.2M 187.7M -3.6M 0.47 5.78 37,293 17,388 153,593 162,535 2020-04-15 $75.16 $100.00 100.2% 28.7% 110.9% 58.8% 102.8% 19.5% -6.9% -1.5M 243.3M -3.6M 0.65 8.02 16,318 10,559 164,774 169,458 2020-04-16 $74.27 $100.00 97.5% 28.2% 101.6% 56.0% 94.6% 18.8% -4.9% -1.6M 263.8M -3.4M 0.41 9.12 19,060 7,754 168,194 170,423 2020-04-17 $76.21 $95.00 96.8% 28.3% 99.4% 55.2% 95.7% 19.1% -6.2% -3.0K 210.0M -3.6M 0.43 6.81 18,045 7,842 173,175 171,603 2020-04-20 $78.75 $95.00 109.3% 32.2% 97.5% 68.7% 112.8% 11.0% -10.0% -91.5K 140.6M -3.8M 0.23 20.23 68,713 15,878 154,343 152,451 2020-04-21 $85.54 $90.00 111.4% 33.5% 99.3% 70.9% 118.3% 5.1% -7.4% 2.4M -46.2M -4.3M 0.24 17.48 95,765 23,274 168,398 158,610 2020-04-22 $88.55 $90.00 105.0% 31.4% 84.6% 64.1% 112.1% 7.3% -8.0% 6.4M -133.3M -4.4M 0.35 20.58 44,302 15,459 184,426 163,976 2020-04-23 $100.72 $90.00 110.0% 34.0% 90.9% 69.4% 120.1% -2.0% -4.3% 8.2M -537.9M -4.9M 0.26 9.82 121,065 31,994 189,473 168,110 2020-04-24 $108.15 $95.00 110.1% 34.9% 87.4% 69.5% 123.5% -3.4% -6.7% 9.5M -811.3M -5.3M 0.45 13.88 158,277 71,646 199,171 178,480 2020-04-27 $99.64 $95.00 102.6% 34.4% 93.1% 61.5% 120.5% -2.7% -4.2% 3.2M -316.7M -5.0M 0.70 9.46 107,157 75,438 188,468 173,164 2020-04-28 $100.24 $95.00 98.7% 33.9% 92.4% 57.3% 118.8% 2.8% -3.8% 2.0M -312.3M -5.1M 0.69 4.93 54,282 37,371 200,192 190,211 2020-04-29 $99.94 $100.00 94.2% 32.4% 92.7% 52.4% 113.5% 0.8% -3.7% 659.0K -290.0M -4.9M 0.53 9.24 36,556 19,491 204,215 196,514 2020-04-30 $99.43 $100.00 98.5% 33.6% 90.4% 57.0% 118.8% 0.3% -4.1% -280.5K -266.4M -4.9M 0.28 6.13 106,691 30,020 206,862 197,969
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