BYND Options History — December 2020

In December 2020, BYND traded between $124.73 and $142.80. ATM implied volatility averaged 54.6%, placing in the 9.9% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded above realized volatility by 10.2% (HV 20d: 44.4%). Max pain ranged from $135.00 to $145.00. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.64.

Notable Days

  • 2020-12-09: Highest Volume — 68,519 contracts
  • 2020-12-15: Largest IV drop — 4.7% change
  • 2020-12-09: Highest IV Rank — 14.3%
  • 2020-12-09: Largest Expected Move — 16.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$136.49$124.73$142.80$137.36$124.73
Max Pain$135.91$135.00$145.00$145.00$135.00
ATM IV54.6%52.4%57.3%54.7%53.4%
Expected Move15.8%14.8%16.5%16.0%15.1%
HV 20d44.4%26.4%82.6%82.6%36.6%
HV 60d61.2%56.5%67.4%67.4%56.5%
IV Rank9.9%4.7%14.3%11.2%5.7%
IV Percentile11.6%4.0%18.3%14.7%6.0%
Term Structure0.8%-0.2%2.4%1.5%0.9%
VWIV57.3%54.3%59.6%57.8%55.8%
Skew 25d-1.0%-2.8%2.4%-0.9%1.2%
Skew 10d-1.6%-5.6%5.1%-0.0%5.1%
Call IV 25d56.9%52.9%59.4%57.0%54.5%
Put IV 25d55.9%53.4%58.6%56.1%55.7%
Bid-Ask Spread %7.673.1116.997.655.11
Gamma HHI0.050.030.170.040.17
Net GEX-7.4M-26.2M8.9M-6.9M-26.2M
Net DEX183.5M-125.8M716.3M146.8M716.3M
Net VEX-8.4M-8.8M-7.5M-8.8M-7.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.640.380.910.760.70
Total Volume39,319.13624,97568,51924,97537,404
Total OI435,674407,170457,541417,779457,541

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-12-01$137.36$145.0054.7%16.0%82.6%11.2%57.8%-0.9%1.5%-6.9M146.8M-8.8M0.767.6514,16610,809178,228239,551
2020-12-02$137.96$145.0055.2%16.3%82.0%11.8%58.4%-0.7%2.0%-4.7M102.0M-8.7M0.917.6815,53514,204180,926240,503
2020-12-03$140.14$135.0054.7%16.3%82.0%11.2%59.6%-0.2%2.4%-1.2M-27.1K-8.8M0.3810.5641,43215,615183,515245,987
2020-12-04$140.03$135.0054.8%16.2%79.8%11.3%59.4%-1.3%1.9%-2.2M17.5M-8.8M0.4716.1023,58911,074189,233248,537
2020-12-07$136.76$135.0055.6%16.1%80.0%12.3%58.3%-0.7%-0.1%-7.4M178.8M-8.6M0.9114.5715,18513,775178,958238,587
2020-12-08$140.69$135.0056.0%16.3%80.1%12.7%59.1%-2.1%0.9%-3.2M6.5M-8.8M0.434.1532,39314,039183,078245,066
2020-12-09$137.45$135.0057.3%16.5%32.4%14.3%59.6%-1.4%0.1%-7.3M144.5M-8.7M0.3916.9949,46419,055188,586248,997
2020-12-10$137.15$135.0056.3%16.2%30.5%13.1%58.5%-1.5%0.2%-8.1M174.6M-8.7M0.694.8616,94811,752197,063251,454
2020-12-11$138.57$135.0056.3%16.4%30.6%13.1%58.4%-1.8%1.0%-6.7M87.9M-8.7M0.3912.5826,23410,102200,035253,905
2020-12-14$138.24$135.0056.3%16.2%28.6%13.1%58.0%-1.3%0.1%-3.6M102.8M-8.5M0.693.6523,25316,009188,168242,252
2020-12-15$136.71$135.0053.7%15.4%29.0%9.1%56.0%-1.0%0.3%-7.3M195.7M-8.4M0.616.9120,11012,281192,484247,046
2020-12-16$139.12$135.0053.5%15.3%28.3%8.9%55.9%-2.1%0.1%-3.0M78.3M-8.5M0.583.1819,40311,198195,038251,748
2020-12-17$142.80$135.0054.4%15.6%26.9%9.9%56.1%-2.3%-0.2%8.6M-125.8M-8.6M0.6116.3124,13814,665197,169254,331
2020-12-18$142.67$135.0053.8%15.4%26.5%9.2%56.0%-2.5%-0.2%8.9M-113.8M-8.6M0.506.8730,33215,309200,781255,568
2020-12-21$138.72$135.0054.9%16.0%28.5%10.5%58.8%-2.3%1.2%-3.7M67.4M-8.4M0.874.7322,36019,540177,841229,329
2020-12-22$138.22$135.0054.5%15.7%26.4%9.7%56.2%-1.5%0.5%-7.3M111.3M-8.5M0.543.4221,61611,662187,052237,960
2020-12-23$140.49$135.0053.2%15.1%27.0%8.1%55.4%-2.8%0.4%-1.5M-6.5M-8.6M0.743.1116,07911,874189,452243,074
2020-12-24$135.89$135.0052.8%14.8%28.8%5.3%55.1%-2.3%1.5%-22.8M253.4M-8.3M0.775.5816,38712,593190,660244,593
2020-12-28$126.80$135.0055.0%16.1%36.8%8.0%58.1%2.4%1.0%-17.6M609.8M-7.5M0.736.5139,41728,586179,739237,147
2020-12-29$125.83$135.0053.0%15.3%36.8%5.5%55.2%2.4%1.4%-19.1M657.5M-7.6M0.614.2628,48617,468193,223248,966
2020-12-30$126.46$135.0052.4%15.1%36.6%4.7%54.3%1.6%0.7%-19.8M631.2M-7.7M0.903.9420,81218,668198,111253,346
2020-12-31$124.73$135.0053.4%15.1%36.6%5.7%55.8%1.2%0.9%-26.2M716.3M-7.6M0.705.1121,94715,457200,898256,643