BYND Options History — February 2021

In February 2021, BYND traded between $143.70 and $178.94. ATM implied volatility averaged 82.5%, placing in the 41.4% IV rank vs the trailing year. The 30-day expected move averaged 22.9%. IV traded above realized volatility by 0.5% (HV 20d: 82.1%). Max pain ranged from $140.00 to $150.00. Net GEX was positive for 8 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.60.

Notable Days

2021-02-12: Highest Volume — 92,915 contracts
2021-02-26: Largest IV drop — 25.0% change
2021-02-01: Highest IV Rank — 51.5%
2021-02-25: Largest Expected Move — 26.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$163.99	$143.70	$178.94	$178.94	$143.71
Max Pain	$143.68	$140.00	$150.00	$150.00	$150.00
ATM IV	82.5%	64.6%	90.5%	90.5%	64.6%
Expected Move	22.9%	18.6%	26.0%	22.6%	18.6%
HV 20d	82.1%	42.5%	98.5%	93.5%	42.5%
HV 60d	66.8%	62.6%	76.9%	75.4%	65.2%
IV Rank	41.4%	18.6%	51.5%	51.5%	18.6%
IV Percentile	61.3%	28.2%	79.0%	79.0%	28.2%
Term Structure	-2.9%	-7.0%	-0.8%	-7.0%	-0.8%
VWIV	82.9%	68.9%	95.0%	79.6%	68.9%
Skew 25d	-6.4%	-10.5%	-1.9%	-10.5%	-1.9%
Skew 10d	-13.7%	-19.9%	-5.1%	-19.8%	-5.1%
Call IV 25d	88.3%	67.0%	98.0%	97.1%	67.0%
Put IV 25d	81.9%	65.1%	88.5%	86.6%	65.1%
Bid-Ask Spread %	14.57	6.77	42.24	25.89	18.32
Gamma HHI	0.05	0.04	0.13	0.04	0.08
Net GEX	-1.6M	-21.6M	22.3M	753.6K	-21.6M
Net DEX	-473.3M	-977.8M	352.5M	-977.8M	352.5M
Net VEX	-9.0M	-9.3M	-8.3M	-9.3M	-8.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.60	0.16	1.51	1.02	0.79
Total Volume	44,531.421	17,249	92,915	27,968	75,266
Total OI	382,537.368	325,273	418,513	369,394	381,089

Daily Data (19 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
2021-02-01	$178.94	$150.00	90.5%	22.6%	93.5%	51.5%	79.6%	-10.5%	-7.0%	753.6K	-977.8M	-9.3M	1.02	25.89	13,849	14,119	151,031	218,363
2021-02-02	$166.87	$150.00	84.8%	20.1%	98.5%	44.2%	74.9%	-8.1%	-2.2%	-3.2M	-591.9M	-9.3M	0.61	15.19	29,438	17,995	155,655	222,166
2021-02-03	$168.06	$150.00	84.6%	19.5%	98.5%	44.1%	70.3%	-8.8%	-3.2%	-195.7K	-663.7M	-9.3M	0.36	19.03	20,347	7,263	162,157	227,365
2021-02-04	$168.88	$140.00	81.1%	22.0%	94.3%	39.6%	79.9%	-7.2%	-1.8%	2.7M	-699.9M	-9.2M	0.33	8.29	40,893	13,363	162,925	227,459
2021-02-05	$168.56	$140.00	79.5%	21.6%	94.6%	37.5%	77.7%	-6.8%	-1.9%	2.4M	-661.9M	-9.2M	0.69	7.93	18,895	12,988	168,018	230,815
2021-02-08	$169.18	$140.00	80.4%	22.0%	93.5%	38.7%	80.0%	-6.9%	-2.5%	-518.1K	-637.9M	-9.0M	0.40	7.21	21,671	8,585	150,226	220,702
2021-02-09	$166.11	$140.00	79.1%	21.8%	93.8%	37.1%	79.1%	-6.0%	-2.8%	-360.6K	-560.1M	-9.0M	0.35	6.77	21,434	7,544	158,448	223,799
2021-02-10	$171.19	$140.00	83.4%	22.9%	93.9%	42.5%	84.3%	-7.7%	-3.3%	4.9M	-761.3M	-9.2M	0.24	8.33	45,908	10,850	164,168	227,131
2021-02-11	$174.06	$140.00	85.8%	23.9%	93.5%	45.5%	84.1%	-10.5%	-2.9%	10.6M	-887.2M	-9.2M	0.16	14.54	72,799	11,360	173,428	228,976
2021-02-12	$174.42	$140.00	88.5%	24.7%	82.8%	49.0%	88.5%	-9.6%	-3.4%	22.3M	-964.3M	-9.3M	0.21	15.82	77,036	15,879	185,237	233,276
2021-02-16	$174.29	$140.00	86.6%	24.7%	82.3%	46.5%	89.8%	-6.2%	-2.4%	11.0M	-889.8M	-9.1M	0.40	10.66	36,887	14,784	174,605	224,113
2021-02-17	$168.25	$140.00	86.8%	24.9%	83.9%	46.8%	89.9%	-5.9%	-3.2%	1.2M	-609.5M	-9.0M	0.48	8.78	22,284	10,589	175,494	228,376
2021-02-18	$166.96	$140.00	85.0%	24.5%	81.0%	44.6%	89.5%	-5.5%	-3.5%	-3.3M	-550.3M	-8.9M	0.45	9.80	17,723	8,048	176,065	231,470
2021-02-19	$161.19	$140.00	80.2%	23.2%	82.5%	38.5%	83.9%	-3.4%	-1.9%	-13.6M	-308.3M	-8.8M	0.86	12.27	19,899	17,213	176,455	233,615
2021-02-22	$150.67	$140.00	80.1%	23.7%	84.7%	38.3%	84.2%	-5.7%	-2.1%	-9.4M	24.4M	-8.4M	1.43	13.25	15,088	21,582	131,101	194,172
2021-02-23	$149.82	$150.00	78.6%	23.5%	73.8%	36.4%	86.0%	-3.3%	-1.6%	-12.2M	111.5M	-8.5M	0.75	18.34	18,460	13,781	135,310	205,831
2021-02-24	$150.94	$150.00	82.4%	24.6%	46.6%	41.2%	89.4%	-3.4%	-3.3%	-10.7M	46.8M	-8.6M	0.42	14.18	12,135	5,114	141,709	209,583
2021-02-25	$143.70	$150.00	86.2%	26.0%	45.1%	46.1%	95.0%	-4.7%	-5.4%	-12.1M	236.5M	-8.4M	1.51	42.24	21,915	33,113	146,499	211,378
2021-02-26	$143.71	$150.00	64.6%	18.6%	42.5%	18.6%	68.9%	-1.9%	-0.8%	-21.6M	352.5M	-8.3M	0.79	18.32	42,147	33,119	152,813	228,276