BYND Options History — July 2020

In July 2020, BYND traded between $122.97 and $144.20. ATM implied volatility averaged 90.5%, placing in the 54.2% IV rank vs the trailing year. The 30-day expected move averaged 25.2%. IV traded above realized volatility by 30.9% (HV 20d: 59.6%). Max pain ranged from $120.00 to $130.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.55.

Notable Days

2020-07-01: Highest Volume — 258,172 contracts
2020-07-07: Largest IV spike — 8.8% change
2020-07-14: Highest IV Rank — 66.0%
2020-07-15: Largest Expected Move — 26.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$131.88	$122.97	$144.20	$142.28	$125.61
Max Pain	$123.05	$120.00	$130.00	$130.00	$125.00
ATM IV	90.5%	82.0%	100.4%	87.5%	84.4%
Expected Move	25.2%	19.1%	26.7%	21.9%	26.1%
HV 20d	59.6%	36.9%	93.9%	93.9%	38.2%
HV 60d	86.6%	68.1%	91.3%	90.4%	68.1%
IV Rank	54.2%	44.0%	66.0%	50.7%	46.8%
IV Percentile	76.1%	59.9%	90.9%	75.0%	65.1%
Term Structure	-2.8%	-7.7%	6.9%	5.0%	-3.9%
VWIV	89.9%	71.3%	98.4%	80.1%	92.9%
Skew 25d	-2.7%	-7.4%	1.3%	-2.3%	0.5%
Skew 10d	-4.5%	-9.0%	1.4%	-5.7%	-1.7%
Call IV 25d	93.9%	84.6%	106.0%	92.7%	86.8%
Put IV 25d	91.2%	83.0%	99.4%	90.4%	87.3%
Bid-Ask Spread %	7.66	3.15	14.23	6.48	6.96
Gamma HHI	0.05	0.03	0.11	0.03	0.09
Net GEX	729.5K	-14.2M	8.1M	7.3M	4.1M
Net DEX	-375.0M	-777.6M	-113.6M	-721.6M	-261.5M
Net VEX	-5.5M	-5.8M	-5.2M	-5.8M	-5.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.55	0.28	0.91	0.28	0.64
Total Volume	78,958.045	42,849	258,172	258,172	60,745
Total OI	382,203.045	312,809	449,363	411,191	369,180

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
2020-07-01	$142.28	$130.00	87.5%	21.9%	93.9%	50.7%	80.1%	-2.3%	5.0%	7.3M	-721.6M	-5.8M	0.28	6.48	202,463	55,709	201,687	209,504
2020-07-02	$141.42	$130.00	83.4%	19.1%	93.9%	45.6%	71.3%	-3.8%	6.9%	2.3M	-633.2M	-5.7M	0.53	4.70	59,420	31,757	230,758	218,605
2020-07-06	$142.94	$120.00	87.3%	23.9%	93.8%	50.3%	84.2%	-3.6%	-2.4%	4.5M	-715.8M	-5.6M	0.61	12.59	44,008	26,630	188,594	190,859
2020-07-07	$143.15	$120.00	95.0%	24.6%	63.2%	59.6%	86.6%	-3.4%	-5.6%	5.4M	-730.5M	-5.7M	0.36	11.46	62,227	22,667	197,574	199,939
2020-07-08	$144.20	$120.00	92.8%	24.7%	61.8%	57.0%	87.0%	-3.0%	-3.6%	8.1M	-777.6M	-5.7M	0.42	8.11	32,253	13,449	203,246	205,620
2020-07-09	$141.14	$120.00	90.1%	24.5%	61.9%	53.7%	86.7%	-4.3%	-2.2%	1.8M	-604.1M	-5.6M	0.55	12.85	54,136	29,671	205,711	208,714
2020-07-10	$135.32	$120.00	92.0%	24.8%	57.1%	56.0%	87.4%	-2.2%	-2.8%	-14.2M	-292.4M	-5.5M	0.87	11.70	62,275	54,189	210,945	214,810
2020-07-13	$126.79	$120.00	93.8%	26.1%	61.2%	58.2%	92.0%	-0.8%	0.2%	-5.2M	-124.7M	-5.2M	0.79	14.23	49,476	39,014	189,475	196,978
2020-07-14	$126.88	$120.00	100.4%	26.7%	55.3%	66.0%	94.2%	-3.6%	-6.2%	-5.7M	-151.7M	-5.4M	0.61	8.89	31,310	19,234	198,504	204,996
2020-07-15	$132.35	$120.00	97.5%	26.7%	58.3%	62.6%	98.4%	-7.4%	-6.5%	1.9M	-432.6M	-5.6M	0.34	4.59	104,585	35,168	209,611	209,421
2020-07-16	$128.96	$120.00	96.9%	26.6%	57.1%	61.9%	96.0%	-3.2%	-4.1%	576.9K	-287.0M	-5.5M	0.46	4.84	56,268	25,708	224,472	212,163
2020-07-17	$128.18	$120.00	92.9%	25.6%	56.6%	57.1%	91.9%	-3.6%	-7.7%	-453.2K	-234.2M	-5.4M	0.67	5.03	33,355	22,292	230,247	215,900
2020-07-20	$128.05	$120.00	90.2%	25.4%	56.5%	53.8%	90.6%	-3.5%	-1.5%	2.6M	-285.8M	-5.3M	0.52	4.91	28,333	14,756	161,109	151,700
2020-07-21	$129.72	$124.00	93.3%	26.7%	56.8%	57.5%	94.5%	-4.1%	-3.4%	5.1M	-362.3M	-5.5M	0.28	6.14	72,430	20,578	170,439	158,358
2020-07-22	$130.42	$125.00	90.7%	26.0%	55.6%	54.4%	93.2%	-3.9%	-3.4%	5.5M	-384.9M	-5.5M	0.45	6.01	32,681	14,749	179,156	163,381
2020-07-23	$127.08	$125.00	90.8%	26.2%	56.0%	54.6%	92.8%	-3.1%	-3.0%	-1.4M	-239.7M	-5.5M	0.70	4.60	40,915	28,527	184,437	167,917
2020-07-24	$125.12	$125.00	89.3%	25.9%	54.1%	52.8%	92.2%	-2.2%	-3.2%	-13.2M	-120.8M	-5.4M	0.91	3.44	34,135	30,917	187,618	174,164
2020-07-27	$126.41	$125.00	89.4%	26.7%	54.2%	52.9%	93.8%	-0.5%	-4.3%	2.7M	-269.0M	-5.4M	0.58	3.15	32,482	18,906	162,401	157,713
2020-07-28	$125.70	$126.00	85.8%	25.6%	44.7%	48.5%	90.7%	-1.6%	-2.6%	3.0M	-239.8M	-5.3M	0.46	7.93	29,388	13,461	171,993	165,270
2020-07-29	$126.60	$126.00	82.0%	25.4%	43.5%	44.0%	89.1%	-1.2%	-3.9%	4.8M	-266.9M	-5.3M	0.58	10.89	31,299	18,298	178,206	169,653
2020-07-30	$122.97	$126.00	85.7%	26.2%	36.9%	48.4%	92.2%	1.3%	-4.1%	-3.4M	-113.6M	-5.3M	0.58	9.05	29,845	17,368	182,087	175,352
2020-07-31	$125.61	$125.00	84.4%	26.1%	38.2%	46.8%	92.9%	0.5%	-3.9%	4.1M	-261.5M	-5.4M	0.64	6.96	37,131	23,614	189,128	180,052