BYND Options History — August 2020

In August 2020, BYND traded between $123.99 and $141.15. ATM implied volatility averaged 58.7%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 17.1%. IV traded above realized volatility by 11.2% (HV 20d: 47.5%). Max pain ranged from $125.00 to $130.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.50.

Notable Days

  • 2020-08-27: Highest Volume — 216,165 contracts
  • 2020-08-05: Largest IV drop — 28.2% change
  • 2020-08-03: Highest IV Rank — 49.2%
  • 2020-08-03: Largest Expected Move — 27.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$128.76$123.99$141.15$133.56$136.40
Max Pain$129.10$125.00$130.00$125.00$130.00
ATM IV58.7%50.0%86.3%86.3%64.0%
Expected Move17.1%14.2%27.9%27.9%18.3%
HV 20d47.5%44.8%54.4%44.8%46.3%
HV 60d66.9%62.9%69.4%69.1%64.7%
IV Rank16.0%5.5%49.2%49.2%22.4%
IV Percentile27.0%9.1%68.7%68.7%34.1%
Term Structure0.6%-5.6%4.9%-4.2%0.1%
VWIV61.6%51.7%98.7%98.7%65.7%
Skew 25d-1.4%-5.2%2.4%-1.6%-5.2%
Skew 10d-2.3%-10.1%4.8%-1.6%-10.1%
Call IV 25d60.6%51.9%87.1%87.1%68.6%
Put IV 25d59.2%50.3%85.5%85.5%63.4%
Bid-Ask Spread %13.373.6225.643.626.90
Gamma HHI0.050.040.090.040.05
Net GEX2.4M-10.2M21.6M4.4M14.6M
Net DEX-299.0M-841.2M-28.8M-518.6M-645.7M
Net VEX-5.3M-6.0M-4.9M-5.6M-5.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.210.770.470.34
Total Volume72,247.66734,166216,16581,20187,852
Total OI364,993.524299,000422,815335,305325,684

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-08-03$133.56$125.0086.3%27.9%44.8%49.2%98.7%-1.6%-4.2%4.4M-518.6M-5.6M0.473.6255,27125,930166,527168,778
2020-08-04$141.15$125.0085.2%27.7%49.4%47.9%97.6%-1.0%-5.6%11.2M-841.2M-6.0M0.597.0798,53157,699185,196178,496
2020-08-05$132.19$129.0061.2%17.3%54.4%19.0%63.2%-0.6%2.7%3.7M-351.7M-5.5M0.684.6096,32665,095209,287204,174
2020-08-06$132.39$130.0059.6%17.2%54.0%17.1%61.4%-1.4%0.7%5.2M-375.5M-5.5M0.5013.9645,33922,849209,209207,611
2020-08-07$131.36$130.0058.7%16.8%52.1%15.9%60.3%0.9%-1.7%1.7M-322.3M-5.4M0.5516.1144,06024,430211,412211,403
2020-08-10$127.60$130.0057.5%16.9%47.6%14.6%60.1%1.2%1.4%-3.5M-172.6M-5.2M0.5412.0327,36314,709173,032177,651
2020-08-11$125.92$130.0057.1%16.6%47.9%14.1%58.9%0.5%1.0%-6.2M-106.2M-5.1M0.5816.6822,88413,181178,692182,544
2020-08-12$123.99$130.0057.1%16.4%45.4%14.1%58.2%2.4%-0.8%-10.2M-28.8M-5.1M0.4625.5640,63818,785183,317186,533
2020-08-13$126.94$130.0054.9%15.8%45.5%11.4%56.5%-0.5%0.6%-1.5M-201.4M-5.2M0.4310.2735,21215,277193,922189,725
2020-08-14$124.88$130.0053.4%15.3%45.8%9.6%54.4%1.0%2.4%-9.5M-82.0M-5.1M0.7713.6721,36716,450198,716191,863
2020-08-17$125.58$130.0051.1%14.8%45.9%6.9%52.8%-0.7%2.5%-3.2M-147.5M-5.0M0.5412.7322,18711,979179,710178,588
2020-08-18$124.54$130.0050.1%14.4%45.6%5.7%52.3%-0.4%1.3%-3.5M-114.1M-4.9M0.638.1324,59015,399185,553181,754
2020-08-19$125.19$130.0050.0%14.3%45.6%5.5%54.3%-1.6%2.2%-1.7M-156.6M-5.0M0.3825.6443,48116,363191,251187,670
2020-08-20$128.06$130.0052.6%15.0%45.5%8.6%54.9%-3.7%3.2%8.2M-327.2M-5.1M0.5519.9839,43821,659200,083191,151
2020-08-21$126.16$130.0050.9%14.2%45.5%6.7%52.0%-2.6%4.9%1.3M-220.8M-5.1M0.5214.8031,73516,451204,957194,779
2020-08-24$124.40$130.0052.3%14.6%45.6%8.3%53.4%-2.0%0.7%-207.9K-150.2M-5.0M0.6113.5321,85113,392154,380144,620
2020-08-25$124.69$130.0050.8%14.3%45.6%6.5%51.7%-2.5%-0.0%-655.2K-165.2M-5.1M0.577.6123,65113,547161,498150,732
2020-08-26$125.17$127.0054.5%16.0%45.5%11.0%58.2%-3.9%0.7%1.2M-200.9M-5.3M0.3116.2140,24412,538166,970157,097
2020-08-27$132.99$125.0061.5%17.5%49.1%19.4%63.6%-3.7%1.0%21.6M-650.1M-5.6M0.2117.12178,66937,496177,675160,203
2020-08-28$130.89$130.0063.8%17.9%49.1%22.1%65.3%-3.6%-0.7%17.7M-500.9M-5.7M0.3314.5062,67420,609196,365166,056
2020-08-31$136.40$130.0064.0%18.3%46.3%22.4%65.7%-5.2%0.1%14.6M-645.7M-5.8M0.346.9065,60622,246174,094151,590