BYND Options History — October 2020

In October 2020, BYND traded between $142.19 and $193.62. ATM implied volatility averaged 80.3%, placing in the 42.0% IV rank vs the trailing year. The 30-day expected move averaged 22.9%. IV traded above realized volatility by 25.3% (HV 20d: 55.1%). Max pain ranged from $150.00 to $165.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.74.

Notable Days

2020-10-06: Highest Volume — 159,328 contracts
2020-10-05: Largest IV spike — 13.4% change
2020-10-08: Highest IV Rank — 47.5%
2020-10-30: Largest Expected Move — 26.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$175.91	$142.19	$193.62	$170.11	$142.19
Max Pain	$158.30	$150.00	$165.00	$150.00	$165.00
ATM IV	80.3%	70.7%	85.0%	70.7%	83.5%
Expected Move	22.9%	17.3%	26.4%	18.2%	26.4%
HV 20d	55.1%	41.3%	67.0%	66.3%	47.7%
HV 60d	53.0%	51.1%	54.4%	54.4%	53.0%
IV Rank	42.0%	30.4%	47.5%	30.4%	45.8%
IV Percentile	54.0%	39.3%	65.1%	39.3%	63.5%
Term Structure	-1.2%	-4.6%	16.4%	16.4%	-3.7%
VWIV	81.1%	62.4%	92.3%	66.1%	92.3%
Skew 25d	-1.0%	-4.2%	3.6%	-2.6%	3.6%
Skew 10d	0.7%	-5.3%	8.6%	-5.3%	8.6%
Call IV 25d	82.6%	68.4%	90.1%	71.4%	83.5%
Put IV 25d	81.6%	67.5%	87.1%	68.9%	87.1%
Bid-Ask Spread %	5.87	2.51	15.20	3.79	14.69
Gamma HHI	0.07	0.03	0.13	0.10	0.04
Net GEX	11.0M	-9.0M	36.7M	29.3M	-8.1M
Net DEX	-1.20B	-2.35B	202.2M	-1.54B	202.2M
Net VEX	-6.7M	-7.0M	-6.0M	-7.0M	-6.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.74	0.42	1.24	0.61	1.24
Total Volume	64,229.182	29,169	159,328	100,376	49,412
Total OI	366,133.955	307,790	429,285	406,025	341,309

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
2020-10-01	$170.11	$150.00	70.7%	18.2%	66.3%	30.4%	66.1%	-2.6%	16.4%	29.3M	-1.54B	-7.0M	0.61	3.79	62,324	38,052	203,003	203,022
2020-10-02	$167.03	$150.00	71.9%	17.3%	67.0%	31.9%	62.4%	-0.9%	15.1%	13.9M	-1.33B	-6.9M	0.83	2.80	35,052	29,105	204,448	211,415
2020-10-05	$175.60	$150.00	81.6%	23.5%	66.7%	43.5%	82.9%	-2.8%	-2.4%	17.8M	-1.48B	-6.7M	0.43	2.95	51,230	22,105	172,864	181,873
2020-10-06	$181.68	$150.00	84.9%	23.5%	65.2%	47.4%	83.2%	-3.5%	-2.4%	27.5M	-1.80B	-6.8M	0.57	5.13	101,516	57,812	185,795	187,967
2020-10-07	$189.36	$150.00	83.4%	23.0%	65.5%	45.7%	81.3%	-3.6%	-1.1%	30.3M	-2.12B	-6.8M	0.42	2.51	88,004	36,763	195,746	202,174
2020-10-08	$193.15	$155.00	85.0%	23.3%	65.1%	47.5%	82.0%	-4.2%	-1.6%	36.7M	-2.34B	-6.8M	0.44	6.82	99,257	43,729	207,205	209,897
2020-10-09	$193.62	$155.00	81.9%	22.7%	58.6%	43.9%	80.7%	-3.3%	-1.4%	36.0M	-2.35B	-6.9M	0.65	2.76	42,311	27,529	212,178	217,107
2020-10-12	$192.80	$155.00	82.4%	22.7%	56.5%	44.5%	80.0%	-3.6%	-2.7%	20.2M	-1.92B	-6.7M	0.70	2.87	27,703	19,500	178,298	194,671
2020-10-13	$187.85	$155.00	82.3%	22.7%	58.3%	44.4%	81.0%	-2.4%	-2.6%	16.2M	-1.69B	-6.8M	0.73	3.08	53,515	38,928	183,648	200,344
2020-10-14	$189.44	$160.00	82.7%	22.9%	53.4%	44.9%	81.0%	-2.4%	-2.8%	21.7M	-1.80B	-6.9M	0.59	2.83	27,018	15,920	192,592	210,278
2020-10-15	$185.86	$155.00	82.0%	22.8%	53.6%	44.0%	80.6%	-2.0%	-3.4%	14.3M	-1.60B	-6.9M	0.86	2.58	23,223	19,933	195,332	212,450
2020-10-16	$184.09	$160.00	77.2%	21.7%	50.2%	38.3%	77.5%	-1.6%	-2.5%	8.4M	-1.49B	-6.8M	0.68	2.52	29,381	20,100	195,481	217,262
2020-10-19	$183.82	$160.00	80.6%	22.9%	50.3%	42.3%	80.7%	-0.9%	-4.0%	8.6M	-1.07B	-6.7M	0.68	3.13	25,439	17,326	148,485	163,572
2020-10-20	$176.99	$160.00	79.3%	22.6%	52.1%	40.7%	79.9%	-1.1%	-3.7%	1.5M	-818.6M	-6.7M	1.08	5.35	19,182	20,748	153,700	167,751
2020-10-21	$178.00	$162.50	78.8%	22.6%	51.0%	40.2%	79.9%	-0.8%	-4.0%	2.9M	-867.1M	-6.7M	0.44	7.39	20,222	8,947	156,696	173,510
2020-10-22	$171.90	$165.00	78.9%	22.8%	52.8%	40.3%	81.1%	0.4%	-4.3%	-7.8M	-627.5M	-6.7M	0.94	5.71	24,319	22,924	159,468	175,562
2020-10-23	$171.46	$165.00	78.6%	23.0%	50.9%	39.9%	80.8%	0.5%	-4.6%	-9.0M	-630.1M	-6.7M	0.87	7.53	23,453	20,413	162,778	181,184
2020-10-26	$163.86	$165.00	80.2%	24.3%	52.8%	41.9%	86.7%	1.1%	-2.1%	-127.5K	-482.9M	-6.4M	1.05	9.02	25,893	27,272	145,783	162,007
2020-10-27	$162.49	$165.00	79.2%	24.3%	41.3%	40.7%	85.6%	1.3%	-2.6%	-3.6M	-391.3M	-6.5M	0.75	6.93	20,396	15,382	152,310	170,390
2020-10-28	$156.86	$165.00	81.5%	25.5%	43.1%	43.4%	89.6%	3.0%	-2.8%	-7.2M	-218.8M	-6.4M	0.85	13.52	17,420	14,789	154,779	174,283
2020-10-29	$151.94	$165.00	80.8%	25.2%	42.7%	42.5%	88.5%	3.2%	-3.2%	-7.3M	-75.8M	-6.3M	0.80	15.20	16,398	13,097	160,354	175,976
2020-10-30	$142.19	$165.00	83.5%	26.4%	47.7%	45.8%	92.3%	3.6%	-3.7%	-8.1M	202.2M	-6.0M	1.24	14.69	22,046	27,366	163,324	177,985