BYND Options History — June 2020

In June 2020, BYND traded between $130.01 and $161.25. ATM implied volatility averaged 78.0%, placing in the 37.9% IV rank vs the trailing year. The 30-day expected move averaged 21.8%. IV traded below realized volatility by 11.7% (HV 20d: 89.8%). Max pain ranged from $110.00 to $130.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.51.

Notable Days

2020-06-08: Highest Volume — 330,412 contracts
2020-06-08: Largest IV spike — 21.5% change
2020-06-11: Highest IV Rank — 52.1%
2020-06-11: Largest Expected Move — 24.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$146.79	$130.01	$161.25	$138.67	$133.63
Max Pain	$122.05	$110.00	$130.00	$120.00	$130.00
ATM IV	78.0%	70.7%	88.8%	79.4%	82.3%
Expected Move	21.8%	19.7%	24.6%	23.8%	19.7%
HV 20d	89.8%	62.7%	99.0%	97.6%	91.2%
HV 60d	99.3%	91.8%	107.0%	106.0%	91.8%
IV Rank	37.9%	27.2%	52.1%	36.5%	44.4%
IV Percentile	53.3%	42.1%	73.8%	51.6%	63.5%
Term Structure	2.1%	-3.9%	13.3%	-0.8%	2.9%
VWIV	78.7%	70.2%	86.7%	84.6%	71.5%
Skew 25d	-4.0%	-8.3%	1.4%	-3.4%	-0.9%
Skew 10d	-5.3%	-13.4%	5.7%	-4.8%	3.1%
Call IV 25d	81.5%	71.9%	91.7%	83.2%	85.0%
Put IV 25d	77.6%	70.4%	90.2%	79.8%	84.1%
Bid-Ask Spread %	12.41	4.38	26.96	4.38	10.60
Gamma HHI	0.06	0.03	0.26	0.04	0.03
Net GEX	12.2M	-11.8M	37.3M	15.4M	180.6K
Net DEX	-1.05B	-1.75B	-130.4M	-1.08B	-285.6M
Net VEX	-5.8M	-6.3M	-5.3M	-5.9M	-5.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.51	0.23	1.14	0.34	0.64
Total Volume	129,730.864	53,171	330,412	140,960	64,908
Total OI	411,176.455	357,243	473,336	361,258	399,388

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
2020-06-01	$138.67	$120.00	79.4%	23.8%	97.6%	36.5%	84.6%	-3.4%	-0.8%	15.4M	-1.08B	-5.9M	0.34	4.38	105,577	35,383	193,647	167,611
2020-06-02	$134.41	$120.00	76.5%	22.6%	99.0%	33.4%	80.2%	-1.5%	-0.7%	15.1M	-896.8M	-5.9M	0.47	4.67	43,362	20,461	211,645	180,731
2020-06-03	$134.50	$120.00	75.5%	21.6%	98.7%	32.4%	76.9%	-3.8%	-0.9%	15.3M	-900.4M	-5.8M	0.47	4.43	36,250	16,921	217,068	187,376
2020-06-04	$135.27	$110.00	72.8%	20.9%	62.8%	29.5%	74.3%	-4.2%	0.2%	14.7M	-865.9M	-5.7M	0.51	19.55	88,211	44,847	211,366	192,377
2020-06-05	$133.47	$110.00	70.7%	20.0%	62.7%	27.2%	70.2%	-1.6%	-0.2%	8.2M	-722.3M	-5.5M	0.42	26.96	62,716	26,092	219,410	198,713
2020-06-08	$161.25	$115.00	85.9%	24.1%	87.2%	43.5%	85.5%	-6.6%	-1.6%	17.5M	-1.75B	-5.9M	0.36	14.49	242,376	88,036	187,062	175,436
2020-06-09	$154.45	$115.00	82.8%	22.9%	89.1%	40.2%	82.2%	-8.1%	-2.9%	21.7M	-1.58B	-6.2M	0.34	16.91	147,688	50,290	227,393	199,552
2020-06-10	$155.99	$120.00	81.3%	22.6%	88.4%	43.1%	81.9%	-8.3%	-3.2%	25.3M	-1.70B	-6.3M	0.27	13.40	92,207	24,949	242,368	211,208
2020-06-11	$144.04	$120.00	88.8%	24.6%	92.8%	52.1%	86.7%	-3.4%	-3.8%	10.8M	-965.3M	-6.2M	0.35	19.37	124,624	43,749	245,189	215,258
2020-06-12	$144.15	$125.00	80.5%	22.6%	92.6%	42.2%	80.4%	-0.9%	-1.5%	9.0M	-959.5M	-6.0M	0.53	21.12	70,368	36,943	251,690	221,646
2020-06-15	$153.68	$120.00	80.0%	22.9%	95.0%	41.6%	81.4%	-3.9%	-0.0%	14.4M	-1.33B	-5.9M	0.31	22.20	56,282	17,633	203,499	193,387
2020-06-16	$151.90	$120.00	74.8%	21.4%	94.3%	35.3%	81.4%	-5.1%	3.2%	16.3M	-1.29B	-5.9M	0.42	14.71	52,306	21,833	212,972	197,662
2020-06-17	$156.35	$125.00	77.4%	22.2%	92.8%	38.5%	81.7%	-7.6%	2.2%	21.0M	-1.51B	-5.9M	0.23	11.05	232,805	54,279	218,908	204,645
2020-06-18	$157.95	$125.00	75.0%	21.5%	92.7%	35.5%	77.8%	-7.4%	-0.9%	26.9M	-1.56B	-6.0M	0.44	6.08	69,201	30,731	237,784	213,972
2020-06-19	$158.25	$125.00	75.7%	21.5%	92.2%	36.4%	78.3%	-6.8%	1.1%	37.3M	-1.55B	-5.9M	0.32	11.63	146,570	46,306	240,687	219,471
2020-06-22	$159.60	$125.00	72.5%	21.1%	92.0%	32.6%	76.4%	-5.0%	12.0%	15.1M	-1.23B	-5.8M	0.44	4.90	57,852	25,289	191,205	166,038
2020-06-23	$152.83	$125.00	72.0%	20.4%	92.7%	31.9%	75.2%	-3.6%	10.3%	7.1M	-929.8M	-5.8M	0.68	5.25	62,249	42,098	200,674	177,708
2020-06-24	$152.12	$125.00	75.2%	20.7%	88.9%	35.8%	75.2%	-3.1%	9.8%	2.7M	-876.8M	-5.8M	0.49	6.33	45,745	22,480	208,288	191,628
2020-06-25	$144.89	$130.00	74.7%	21.1%	90.8%	35.2%	76.8%	-2.2%	13.3%	-10.7M	-510.5M	-5.7M	1.13	11.93	95,710	108,594	210,001	196,444
2020-06-26	$141.94	$130.00	75.7%	20.1%	89.9%	36.5%	73.1%	-1.5%	12.1%	-11.8M	-373.6M	-5.7M	1.14	9.76	37,393	42,443	221,246	216,723
2020-06-29	$130.01	$130.00	86.8%	21.8%	91.2%	49.7%	79.7%	1.4%	-3.9%	-3.7M	-130.4M	-5.3M	1.04	13.32	59,094	61,228	179,865	186,941
2020-06-30	$133.63	$130.00	82.3%	19.7%	91.2%	44.4%	71.5%	-0.9%	2.9%	180.6K	-285.6M	-5.5M	0.64	10.60	39,634	25,274	195,261	204,127