BYND Options History — September 2020

In September 2020, BYND traded between $126.42 and $166.00. ATM implied volatility averaged 68.5%, placing in the 27.8% IV rank vs the trailing year. The 30-day expected move averaged 19.2%. IV traded above realized volatility by 14.8% (HV 20d: 53.7%). Max pain ranged from $125.00 to $150.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.47.

Notable Days

2020-09-29: Highest Volume — 241,942 contracts
2020-09-11: Largest IV drop — 11.4% change
2020-09-29: Highest IV Rank — 36.7%
2020-09-08: Largest Expected Move — 21.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$145.78	$126.42	$166.00	$134.74	$165.49
Max Pain	$133.33	$125.00	$150.00	$130.00	$150.00
ATM IV	68.5%	62.9%	75.9%	67.1%	68.9%
Expected Move	19.2%	18.0%	21.4%	18.6%	18.3%
HV 20d	53.7%	36.8%	68.5%	41.8%	68.2%
HV 60d	52.0%	48.8%	55.1%	51.5%	54.1%
IV Rank	27.8%	21.0%	36.7%	26.1%	28.3%
IV Percentile	36.4%	27.8%	50.0%	35.7%	36.5%
Term Structure	3.1%	-2.0%	13.4%	-0.7%	13.4%
VWIV	68.6%	63.8%	75.8%	66.3%	65.8%
Skew 25d	-3.0%	-6.3%	-0.8%	-6.3%	-0.9%
Skew 10d	-5.2%	-10.0%	-1.6%	-10.0%	-4.3%
Call IV 25d	71.6%	65.0%	79.8%	71.2%	70.2%
Put IV 25d	68.6%	62.5%	75.7%	64.9%	69.2%
Bid-Ask Spread %	7.32	3.34	15.77	5.18	4.39
Gamma HHI	0.06	0.03	0.09	0.05	0.08
Net GEX	13.5M	-14.7M	27.6M	13.7M	21.5M
Net DEX	-807.8M	-1.44B	-135.5M	-570.4M	-1.28B
Net VEX	-6.2M	-6.8M	-5.8M	-5.9M	-6.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.47	0.21	0.88	0.70	0.57
Total Volume	101,445.143	42,722	241,942	43,286	114,299
Total OI	361,720.857	333,342	404,038	338,237	391,091

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
2020-09-01	$134.74	$130.00	67.1%	18.6%	41.8%	26.1%	66.3%	-6.3%	-0.7%	13.7M	-570.4M	-5.9M	0.70	5.18	25,460	17,826	180,880	157,357
2020-09-02	$130.14	$130.00	68.7%	18.9%	36.8%	28.0%	68.6%	-5.6%	1.4%	2.6M	-357.8M	-5.9M	0.67	10.16	27,780	18,644	184,867	164,772
2020-09-03	$129.65	$125.00	72.3%	20.4%	36.8%	32.3%	74.5%	-4.8%	0.3%	1.5M	-351.4M	-5.9M	0.27	15.60	153,535	41,545	190,415	171,361
2020-09-04	$126.42	$125.00	68.9%	19.8%	37.7%	28.3%	72.5%	-1.7%	0.4%	-14.7M	-135.5M	-5.8M	0.50	15.77	64,829	32,684	203,576	178,254
2020-09-08	$133.97	$125.00	75.7%	21.4%	41.8%	36.4%	75.8%	-3.9%	-2.0%	8.2M	-510.7M	-5.9M	0.21	10.23	84,722	17,952	172,978	160,756
2020-09-09	$138.83	$125.00	71.5%	20.4%	43.0%	31.4%	71.6%	-4.3%	-0.2%	19.7M	-751.6M	-6.0M	0.28	7.49	68,391	19,132	186,410	163,885
2020-09-10	$143.68	$125.00	71.1%	20.4%	43.5%	30.8%	72.5%	-3.6%	0.1%	27.6M	-1.01B	-6.2M	0.27	11.67	143,677	39,057	196,081	166,883
2020-09-11	$134.92	$125.00	63.0%	18.1%	49.6%	21.2%	64.2%	-2.8%	0.6%	20.1M	-481.0M	-6.0M	0.58	7.91	60,721	35,424	205,530	173,814
2020-09-14	$143.82	$130.00	67.1%	19.3%	53.5%	26.1%	68.2%	-2.4%	0.4%	14.6M	-772.8M	-6.0M	0.49	6.11	62,730	30,673	174,330	163,167
2020-09-15	$145.86	$130.00	63.0%	18.1%	53.5%	21.2%	63.8%	-2.1%	0.5%	20.7M	-895.9M	-6.2M	0.36	7.73	55,519	20,067	191,635	175,686
2020-09-16	$157.30	$130.00	67.6%	19.4%	58.3%	26.7%	68.8%	-3.4%	1.7%	26.6M	-1.44B	-6.3M	0.31	8.44	128,176	40,043	194,682	179,520
2020-09-17	$154.85	$130.00	66.1%	18.8%	59.1%	24.9%	66.9%	-3.3%	2.7%	23.4M	-1.29B	-6.3M	0.49	6.85	53,022	26,188	200,726	189,513
2020-09-18	$148.00	$140.00	62.9%	18.0%	62.1%	21.0%	64.9%	-0.8%	0.2%	16.0M	-851.3M	-6.3M	0.88	5.32	55,209	48,340	206,207	197,831
2020-09-21	$148.25	$140.00	67.8%	19.6%	61.6%	26.9%	70.2%	-2.1%	7.2%	7.3M	-665.2M	-6.3M	0.56	4.51	35,405	19,824	167,689	166,735
2020-09-22	$153.75	$140.00	66.7%	19.0%	61.8%	25.6%	68.0%	-2.7%	8.7%	14.5M	-936.3M	-6.6M	0.34	3.62	100,614	34,308	177,389	172,976
2020-09-23	$150.42	$140.00	67.9%	19.0%	62.8%	27.1%	68.1%	-1.8%	2.7%	10.1M	-772.2M	-6.6M	0.36	5.17	35,247	12,577	186,018	178,880
2020-09-24	$148.46	$140.00	67.5%	18.8%	63.3%	26.5%	68.3%	-1.8%	5.9%	5.5M	-656.0M	-6.5M	0.69	5.62	25,352	17,370	187,121	180,316
2020-09-25	$155.42	$140.00	68.8%	18.6%	61.9%	28.2%	66.6%	-1.8%	5.9%	11.8M	-1.06B	-6.4M	0.54	4.63	43,463	23,470	189,636	182,249
2020-09-28	$151.38	$140.00	70.3%	18.3%	62.5%	30.0%	66.6%	-3.8%	9.4%	10.5M	-766.9M	-6.4M	0.45	4.08	37,984	17,147	168,948	164,394
2020-09-29	$166.00	$140.00	75.9%	19.3%	68.5%	36.7%	68.7%	-4.3%	7.3%	21.5M	-1.41B	-6.6M	0.39	3.34	173,717	68,225	178,960	172,620
2020-09-30	$165.49	$150.00	68.9%	18.3%	68.2%	28.3%	65.8%	-0.9%	13.4%	21.5M	-1.28B	-6.8M	0.57	4.39	73,014	41,285	197,585	193,506