BYND Options History — November 2020

In November 2020, BYND traded between $123.44 and $156.68. ATM implied volatility averaged 63.0%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 18.6%. IV traded below realized volatility by 8.5% (HV 20d: 71.5%). Max pain ranged from $145.00 to $170.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.85.

Notable Days

  • 2020-11-10: Highest Volume — 309,808 contracts
  • 2020-11-10: Largest IV drop — 17.3% change
  • 2020-11-02: Highest IV Rank — 45.0%
  • 2020-11-03: Largest Expected Move — 27.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$138.79$123.44$156.68$143.02$139.86
Max Pain$154.13$145.00$170.00$162.50$145.00
ATM IV63.0%53.3%82.8%82.8%56.1%
Expected Move18.6%15.6%27.6%27.5%16.3%
HV 20d71.5%38.4%86.4%42.9%82.4%
HV 60d63.7%52.7%69.2%52.9%67.5%
IV Rank21.1%9.5%45.0%45.0%12.9%
IV Percentile26.7%12.7%61.9%61.9%17.1%
Term Structure-0.9%-3.8%1.5%-2.6%0.8%
VWIV66.6%56.5%96.3%95.9%58.4%
Skew 25d-0.2%-3.4%3.5%3.4%-0.5%
Skew 10d-0.5%-6.0%8.7%8.7%-1.0%
Call IV 25d64.5%55.5%81.3%81.3%57.6%
Put IV 25d64.3%54.8%84.7%84.7%57.1%
Bid-Ask Spread %21.425.6740.4016.507.07
Gamma HHI0.050.030.170.030.04
Net GEX-2.2M-23.4M8.8M-4.6M-4.6M
Net DEX93.0M-388.6M740.4M43.0M23.0M
Net VEX-7.3M-8.8M-5.1M-6.0M-8.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.850.401.700.650.98
Total Volume73,376.4521,454309,80826,33032,195
Total OI407,277311,149503,398311,149406,796

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-11-02$143.02$162.5082.8%27.5%42.9%45.0%95.9%3.4%-2.6%-4.6M43.0M-6.0M0.6516.5015,96510,365142,332168,817
2020-11-03$146.79$162.5082.1%27.6%41.9%44.1%96.3%3.0%-3.8%-3.9M-54.1M-6.1M0.5717.4418,31710,446142,332168,817
2020-11-04$148.94$162.5076.1%26.4%38.4%37.0%92.8%3.5%-2.9%-640.2K-133.0M-6.2M1.0115.0310,66510,789152,053177,019
2020-11-05$156.22$170.0073.5%20.1%42.5%33.8%71.3%2.1%-2.9%3.4M-377.8M-6.4M0.8311.9023,23019,207154,926179,300
2020-11-06$156.68$170.0073.1%19.9%42.6%33.3%70.5%1.6%-2.3%7.2M-388.6M-6.5M1.0512.3518,44019,308158,898186,218
2020-11-09$151.04$170.0078.2%21.6%43.5%39.4%77.3%-3.4%-2.2%-1.4M-225.9M-6.3M0.815.6789,64672,749148,150176,550
2020-11-10$123.44$170.0064.7%18.3%80.2%23.2%65.9%-1.0%-0.4%-16.5M691.2M-5.1M1.0326.03152,262157,546179,565202,751
2020-11-11$127.81$155.0057.8%16.8%82.0%14.9%59.8%-1.4%0.6%-11.8M532.1M-6.6M0.9221.4048,27944,379213,623250,421
2020-11-12$128.22$150.0058.0%16.8%82.4%15.1%60.3%-0.7%1.5%-10.4M501.4M-6.7M1.1529.6046,39253,373220,528257,365
2020-11-13$124.94$145.0057.0%16.4%82.3%14.0%58.6%-1.0%0.1%-23.4M740.4M-6.9M0.9332.9642,71139,691227,534275,864
2020-11-16$126.56$150.0055.8%16.0%82.9%12.5%58.3%-1.0%-0.7%-7.3M504.3M-7.1M0.6240.4038,12023,732192,014237,131
2020-11-17$129.92$150.0055.6%16.0%84.1%12.3%58.9%-1.0%-0.7%-973.1K335.6M-7.3M0.8837.2422,68219,893200,920240,006
2020-11-18$134.74$150.0057.4%16.5%85.8%14.4%59.8%-1.0%-0.5%5.4M100.6M-7.7M0.5326.9391,43648,282204,631243,331
2020-11-19$136.96$145.0058.5%16.8%86.0%15.8%60.8%-0.8%-0.9%8.8M52.4M-8.5M0.4032.1952,03320,869215,771264,303
2020-11-20$136.90$145.0055.8%16.0%86.1%12.5%58.2%-1.1%0.3%7.8M67.9M-8.6M0.6234.7827,28816,946219,675267,981
2020-11-23$141.02$145.0054.5%15.9%86.3%10.9%57.2%-1.5%0.2%4.5M-156.9M-8.6M0.6210.5134,48621,394178,021223,440
2020-11-24$141.82$145.0055.3%16.1%86.4%11.9%57.6%-1.4%-0.8%4.0M-188.3M-8.8M0.8417.8319,81416,587183,510230,242
2020-11-25$139.31$145.0053.3%15.6%85.8%9.5%56.5%-0.6%0.0%-3.1M-41.7M-8.7M0.7615.8416,87112,860187,048237,315
2020-11-27$141.57$145.0054.1%15.9%85.6%10.4%57.3%-1.3%-1.2%3.7M-165.2M-8.8M1.7016.6717,86130,420190,613239,729
2020-11-30$139.86$145.0056.1%16.3%82.4%12.9%58.4%-0.5%0.8%-4.6M23.0M-8.8M0.987.0716,27015,925173,322233,474