BYND Options History — March 2021

In March 2021, BYND traded between $126.11 and $147.84. ATM implied volatility averaged 57.4%, placing in the 9.7% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded above realized volatility by 13.8% (HV 20d: 43.6%). Max pain ranged from $145.00 to $155.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.76.

Notable Days

2021-03-02: Highest Volume — 53,876 contracts
2021-03-02: Largest IV spike — 7.9% change
2021-03-04: Highest IV Rank — 19.7%
2021-03-04: Largest Expected Move — 18.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$136.90	$126.11	$147.84	$146.49	$130.92
Max Pain	$153.04	$145.00	$155.00	$150.00	$150.00
ATM IV	57.4%	50.5%	65.5%	59.3%	50.9%
Expected Move	16.3%	13.7%	18.4%	16.6%	13.7%
HV 20d	43.6%	38.6%	50.3%	43.8%	45.9%
HV 60d	66.6%	65.2%	68.4%	65.2%	67.4%
IV Rank	9.7%	0.8%	19.7%	11.8%	1.5%
IV Percentile	16.7%	0.8%	30.2%	23.8%	2.4%
Term Structure	1.4%	-1.8%	10.8%	-1.8%	10.8%
VWIV	58.8%	48.7%	66.9%	65.0%	48.7%
Skew 25d	0.3%	-3.0%	4.0%	-3.0%	1.9%
Skew 10d	-0.8%	-7.9%	6.3%	-6.6%	4.6%
Call IV 25d	58.8%	49.0%	69.5%	61.5%	51.1%
Put IV 25d	59.1%	51.8%	70.4%	58.5%	53.0%
Bid-Ask Spread %	15.75	6.79	32.52	9.04	6.79
Gamma HHI	0.07	0.05	0.14	0.09	0.06
Net GEX	-17.1M	-26.5M	-6.0M	-18.1M	-16.9M
Net DEX	452.8M	-3.5M	766.1M	164.9M	604.5M
Net VEX	-7.7M	-8.3M	-6.8M	-8.3M	-7.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.76	0.30	1.58	0.83	0.52
Total Volume	31,516	19,117	53,876	36,753	21,227
Total OI	366,434.913	319,079	405,705	347,579	354,030

Daily Data (23 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
2021-03-01	$146.49	$150.00	59.3%	16.6%	43.8%	11.8%	65.0%	-3.0%	-1.8%	-18.1M	164.9M	-8.3M	0.83	9.04	20,031	16,722	138,923	208,656
2021-03-02	$141.47	$150.00	64.0%	18.3%	44.5%	17.8%	66.9%	-2.1%	-0.9%	-21.0M	383.7M	-8.3M	0.80	23.02	29,951	23,925	145,964	217,891
2021-03-03	$139.17	$145.00	62.0%	18.0%	38.9%	15.3%	65.3%	-1.8%	-1.3%	-25.2M	470.5M	-8.2M	0.74	13.22	17,666	13,046	154,120	224,756
2021-03-04	$136.51	$155.00	65.5%	18.4%	38.6%	19.7%	66.1%	0.2%	-1.7%	-25.3M	574.4M	-8.1M	0.98	16.03	18,138	17,833	158,073	227,500
2021-03-05	$138.52	$155.00	63.9%	18.3%	39.2%	17.7%	64.7%	0.9%	-1.1%	-14.1M	538.3M	-8.1M	0.83	21.26	23,461	19,469	161,006	229,064
2021-03-08	$135.87	$155.00	64.4%	18.3%	39.3%	18.3%	65.2%	0.7%	-0.6%	-15.6M	454.6M	-7.9M	1.03	19.27	12,762	13,182	147,991	210,692
2021-03-09	$139.25	$155.00	61.8%	17.6%	40.9%	15.0%	62.7%	-0.4%	-0.6%	-13.2M	334.4M	-7.9M	0.53	17.86	13,111	6,900	152,580	213,013
2021-03-10	$138.67	$155.00	61.4%	17.6%	40.9%	14.5%	65.0%	-0.4%	-0.3%	-13.5M	353.5M	-7.9M	0.33	18.80	16,320	5,424	158,017	216,951
2021-03-11	$142.50	$155.00	59.4%	17.0%	40.5%	11.9%	61.1%	-0.4%	-0.0%	-6.8M	196.6M	-8.1M	0.34	14.88	21,049	7,101	162,049	218,793
2021-03-12	$142.49	$155.00	58.7%	16.9%	39.5%	11.1%	61.9%	-1.1%	0.2%	-7.6M	206.2M	-8.0M	0.50	15.24	17,311	8,632	163,179	219,967
2021-03-15	$147.84	$155.00	59.7%	17.1%	42.7%	12.3%	61.1%	-0.6%	-0.5%	-6.0M	-3.5M	-7.9M	0.43	16.14	30,274	12,962	152,030	213,277
2021-03-16	$138.85	$155.00	57.5%	16.5%	46.8%	9.5%	59.0%	-0.8%	0.2%	-17.0M	366.9M	-7.6M	0.70	21.80	30,445	21,218	157,639	217,466
2021-03-17	$138.93	$155.00	57.2%	16.4%	46.1%	9.2%	58.6%	-0.1%	1.2%	-18.5M	397.3M	-7.8M	0.74	24.83	13,175	9,747	168,323	228,345
2021-03-18	$133.11	$155.00	57.7%	16.5%	47.5%	9.8%	59.5%	-0.5%	-0.1%	-26.5M	682.6M	-7.5M	0.59	21.03	18,352	10,895	171,026	232,650
2021-03-19	$138.95	$155.00	54.7%	15.6%	50.3%	6.4%	56.6%	0.7%	0.5%	-18.8M	402.1M	-7.7M	0.78	32.52	27,985	21,920	172,618	233,087
2021-03-22	$139.60	$155.00	51.2%	14.5%	45.2%	1.8%	52.9%	-0.5%	3.4%	-10.6M	323.9M	-7.7M	0.30	8.00	26,733	8,113	125,660	193,419
2021-03-23	$137.03	$155.00	50.5%	14.3%	45.5%	0.8%	50.8%	0.7%	1.5%	-12.0M	408.5M	-7.5M	1.08	13.78	10,287	11,068	136,880	197,571
2021-03-24	$130.20	$155.00	52.4%	14.9%	48.1%	3.9%	53.4%	1.4%	2.2%	-19.7M	668.7M	-7.2M	0.65	8.61	17,895	11,688	140,243	202,881
2021-03-25	$129.92	$150.00	52.4%	15.0%	45.5%	4.0%	53.0%	3.0%	0.6%	-21.5M	672.6M	-7.1M	1.58	11.44	9,371	14,779	145,407	204,428
2021-03-26	$129.25	$150.00	50.8%	14.2%	45.5%	1.4%	51.4%	4.0%	2.2%	-23.7M	717.4M	-7.1M	1.17	10.32	14,264	16,688	147,738	211,842
2021-03-29	$126.96	$150.00	53.8%	15.2%	44.7%	6.1%	54.1%	2.4%	8.6%	-20.6M	730.1M	-6.9M	1.14	11.50	11,488	13,143	134,602	207,116
2021-03-30	$126.11	$150.00	51.4%	14.3%	43.5%	2.3%	50.4%	3.4%	9.2%	-22.2M	766.1M	-6.8M	0.86	6.82	10,299	8,818	139,110	211,430
2021-03-31	$130.92	$150.00	50.9%	13.7%	45.9%	1.5%	48.7%	1.9%	10.8%	-16.9M	604.5M	-7.0M	0.52	6.79	13,950	7,277	141,604	212,426