BYND Options History — May 2020

In May 2020, BYND traded between $91.55 and $140.53. ATM implied volatility averaged 82.6%, placing in the 40.0% IV rank vs the trailing year. The 30-day expected move averaged 23.6%. IV traded below realized volatility by 19.8% (HV 20d: 102.5%). Max pain ranged from $95.00 to $135.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.51.

Notable Days

  • 2020-05-06: Highest Volume — 413,345 contracts
  • 2020-05-07: Largest IV drop — 8.1% change
  • 2020-05-01: Highest IV Rank — 53.4%
  • 2020-05-01: Largest Expected Move — 33.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$126.01$91.55$140.53$91.55$128.06
Max Pain$113.72$95.00$135.00$99.50$120.00
ATM IV82.6%72.8%95.1%95.1%75.7%
Expected Move23.6%20.8%33.5%33.5%22.2%
HV 20d102.5%79.9%110.6%85.3%101.5%
HV 60d109.7%102.8%113.5%102.8%105.7%
IV Rank40.0%29.4%53.4%53.4%32.5%
IV Percentile55.2%44.4%70.4%70.4%48.0%
Term Structure-1.6%-8.3%1.5%-4.9%-0.1%
VWIV83.6%74.2%118.7%118.7%79.7%
Skew 25d-2.0%-6.7%1.8%0.7%-2.9%
Skew 10d-4.0%-11.1%4.0%1.0%-3.7%
Call IV 25d85.1%73.1%98.7%98.7%79.0%
Put IV 25d83.0%75.0%99.4%99.4%76.1%
Bid-Ask Spread %8.783.1514.846.905.21
Gamma HHI0.060.030.180.070.04
Net GEX9.9M-9.1M28.5M-9.1M6.2M
Net DEX-899.3M-1.70B65.8M65.8M-632.4M
Net VEX-5.6M-6.1M-4.6M-4.6M-5.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.300.810.810.40
Total Volume158,737.648,800413,345105,898140,203
Total OI420,732.95347,800515,561418,086399,282

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-05-01$91.55$99.5095.1%33.5%85.3%53.4%118.7%0.7%-4.9%-9.1M65.8M-4.6M0.816.9058,55347,345216,049202,037
2020-05-04$95.16$100.0093.3%24.7%85.3%51.5%86.3%1.4%-2.1%-433.7K-121.0M-4.6M0.488.2533,02015,780181,697175,994
2020-05-05$99.33$95.0094.0%24.8%79.9%52.2%87.2%-2.6%-8.3%1.9M-283.4M-4.8M0.5010.09102,60850,869193,430182,287
2020-05-06$123.64$100.0086.8%23.6%106.5%44.5%84.0%-1.7%-4.0%16.6M-1.30B-5.4M0.4312.63289,755123,590228,543207,615
2020-05-07$121.72$100.0079.8%22.4%107.7%36.9%79.3%-3.0%-0.3%17.0M-1.16B-5.4M0.417.71163,49267,678249,868234,990
2020-05-08$131.86$105.0081.5%22.4%109.1%38.8%79.5%-5.9%-1.9%28.5M-1.70B-5.6M0.4312.90250,441108,516261,356243,748
2020-05-11$131.10$110.0084.6%23.5%109.4%42.1%83.5%-5.6%-3.2%15.9M-1.27B-5.7M0.3710.84124,92546,124225,727209,788
2020-05-12$136.35$110.0085.9%24.7%109.4%43.5%87.0%-6.7%1.3%18.1M-1.47B-6.0M0.4211.17187,03978,263238,663222,824
2020-05-13$132.35$135.0089.4%25.2%109.0%47.3%88.8%-1.1%-2.4%9.7M-1.16B-6.0M0.4914.84155,66476,393244,360243,441
2020-05-14$134.85$120.0089.8%24.9%108.0%47.7%88.1%-4.2%-3.7%14.0M-1.34B-6.1M0.4210.3987,78337,202255,405249,666
2020-05-15$133.81$120.0083.9%23.9%108.8%41.4%85.4%-1.5%-0.3%12.6M-1.30B-6.0M0.518.4274,08437,553260,943254,618
2020-05-18$130.06$120.0078.1%22.2%110.6%35.2%79.2%-1.8%-1.2%6.0M-732.3M-5.8M0.816.9150,69040,994180,993166,807
2020-05-19$137.80$120.0080.4%23.0%109.3%37.6%81.8%-3.4%-1.3%11.6M-1.03B-6.0M0.304.81138,52540,885189,832178,542
2020-05-20$140.53$120.0079.2%22.7%109.2%36.4%80.5%-3.2%0.9%18.4M-1.17B-6.1M0.373.1594,72935,079205,867184,782
2020-05-21$137.72$120.0075.9%21.7%102.7%32.8%77.1%-1.0%1.5%16.0M-1.02B-5.9M0.453.7158,88726,757216,719191,581
2020-05-22$136.65$120.0075.4%21.8%100.8%32.2%77.6%-0.5%-2.1%11.7M-963.2M-5.8M0.594.4445,52526,688216,284193,217
2020-05-26$132.14$120.0072.8%20.8%96.2%29.4%74.2%1.8%1.1%5.4M-688.0M-5.6M0.6811.5141,54828,210185,660166,037
2020-05-27$123.89$120.0077.5%22.2%100.2%34.5%79.2%0.2%-0.9%-1.9M-380.4M-5.5M0.7810.5764,81950,284194,042174,278
2020-05-28$121.65$120.0073.8%21.1%100.6%30.5%75.5%0.6%-0.8%-1.1M-336.0M-5.4M0.5811.1946,98927,263206,447181,240
2020-05-29$128.06$120.0075.7%22.2%101.5%32.5%79.7%-2.9%-0.1%6.2M-632.4M-5.6M0.405.21100,20739,996212,795186,487