BYND Options History — January 2021

In January 2021, BYND traded between $116.51 and $191.69. ATM implied volatility averaged 66.7%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 18.4%. IV traded above realized volatility by 4.6% (HV 20d: 62.2%). Max pain ranged from $130.00 to $150.00. Net GEX was positive for 9 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.68.

Notable Days

  • 2021-01-14: Highest Volume — 251,018 contracts
  • 2021-01-25: Largest IV spike — 23.3% change
  • 2021-01-27: Highest IV Rank — 61.8%
  • 2021-01-27: Largest Expected Move — 26.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$142.12$116.51$191.69$125.14$178.62
Max Pain$138.21$130.00$150.00$140.00$150.00
ATM IV66.7%54.1%98.6%58.5%92.5%
Expected Move18.4%15.8%26.4%16.5%23.8%
HV 20d62.2%36.0%94.9%36.0%94.0%
HV 60d63.9%55.5%75.9%55.6%75.6%
IV Rank21.4%5.2%61.8%12.1%54.0%
IV Percentile34.0%7.5%90.1%19.8%81.3%
Term Structure2.0%-2.9%11.7%1.6%-1.2%
VWIV67.7%56.9%99.0%60.5%87.6%
Skew 25d-5.8%-14.6%1.1%1.1%-12.4%
Skew 10d-10.6%-31.5%3.3%3.3%-26.5%
Call IV 25d72.6%56.5%112.1%60.3%103.1%
Put IV 25d66.8%56.5%97.5%61.4%90.7%
Bid-Ask Spread %16.718.7624.8418.5316.87
Gamma HHI0.060.030.090.070.04
Net GEX-3.8M-22.3M13.5M-14.9M100.2K
Net DEX-134.0M-1.68B917.2M589.1M-1.17B
Net VEX-8.5M-9.7M-7.2M-7.6M-9.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.680.311.110.850.52
Total Volume82,809.47426,481251,01837,01953,615
Total OI437,628.632363,300546,098434,624416,159

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-01-04$125.14$140.0058.5%16.5%36.0%12.1%60.5%1.1%1.6%-14.9M589.1M-7.6M0.8518.5319,96417,055189,565245,059
2021-01-05$126.26$140.0056.2%16.3%36.3%9.2%58.9%0.3%0.5%-13.2M530.5M-7.6M0.7414.2715,25711,224195,253250,414
2021-01-06$118.60$140.0056.4%16.3%41.2%8.2%59.2%1.0%-0.1%-19.5M842.3M-7.2M0.7216.9944,25231,693198,456254,130
2021-01-07$120.60$135.0054.1%15.9%40.1%5.2%57.1%0.4%2.1%-18.9M767.2M-7.6M0.9624.4532,36930,953212,648267,996
2021-01-08$117.66$135.0055.0%15.8%40.2%6.4%56.9%0.5%0.5%-22.3M917.2M-7.5M0.9613.9231,47830,286218,055274,759
2021-01-11$116.51$135.0057.7%16.6%40.1%9.8%59.8%-0.4%0.6%-16.9M872.0M-7.4M0.6624.8430,58420,293208,233268,569
2021-01-12$119.98$130.0058.3%16.4%41.8%10.5%58.3%-2.3%-1.9%-13.2M702.6M-7.7M0.6020.1827,43916,568214,552272,811
2021-01-13$124.99$130.0057.4%16.3%45.2%9.4%60.1%-3.6%-1.3%-7.8M434.9M-8.0M1.1116.8975,08283,717215,131273,682
2021-01-14$142.74$135.0064.4%18.3%66.5%18.3%67.6%-8.8%-0.7%4.0M-543.0M-9.4M0.438.76175,48175,537225,515290,703
2021-01-15$140.25$135.0061.4%17.4%66.5%14.5%63.8%-5.9%-1.3%13.5M-431.6M-9.2M0.7514.7460,61645,223248,636297,462
2021-01-19$142.00$135.0058.4%16.7%66.0%10.7%60.9%-5.8%7.8%6.1M-267.4M-9.0M0.4415.8330,63813,613166,374201,359
2021-01-20$134.76$135.0056.7%16.2%68.6%8.5%60.3%-4.9%11.0%-1.6M28.0M-8.8M0.5315.5032,46017,278170,424204,336
2021-01-21$133.84$137.0059.0%16.3%67.9%11.4%58.4%-4.1%11.2%-4.6M80.0M-8.7M0.4913.1324,95012,221176,013209,973
2021-01-22$141.76$137.0062.8%16.8%71.1%16.4%61.9%-9.7%11.7%8.3M-367.2M-8.9M0.3119.7055,16517,125180,591211,235
2021-01-25$158.89$137.0077.5%20.5%81.6%35.0%81.3%-13.9%2.2%10.5M-918.9M-9.2M0.5510.6880,02543,628163,845199,455
2021-01-26$184.85$140.0090.0%23.6%94.9%50.9%89.4%-14.1%-2.9%10.4M-1.66B-9.0M0.8519.14110,48793,626163,712209,452
2021-01-27$191.69$150.0098.6%26.4%89.7%61.8%99.0%-14.6%-1.0%6.1M-1.68B-9.7M0.6318.5643,78227,410172,827236,649
2021-01-28$181.10$150.0093.2%23.3%93.4%55.0%85.5%-12.4%-0.2%1.5M-1.27B-9.6M0.9014.4322,26720,019171,723239,188
2021-01-29$178.62$150.0092.5%23.8%94.0%54.0%87.6%-12.4%-1.2%100.2K-1.17B-9.6M0.5216.8735,21118,404174,336241,823