BYND Options History — April 2021

In April 2021, BYND traded between $130.57 and $137.46. ATM implied volatility averaged 61.0%, placing in the 18.5% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded above realized volatility by 23.8% (HV 20d: 37.1%). Max pain ranged from $140.00 to $150.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.57.

Notable Days

2021-04-07: Highest Volume — 88,705 contracts
2021-04-05: Largest IV spike — 17.3% change
2021-04-22: Highest IV Rank — 24.9%
2021-04-22: Largest Expected Move — 18.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$133.14	$130.57	$137.46	$131.14	$131.90
Max Pain	$146.10	$140.00	$150.00	$146.00	$142.00
ATM IV	61.0%	50.3%	64.9%	50.3%	57.3%
Expected Move	17.4%	12.5%	18.8%	12.5%	18.0%
HV 20d	37.1%	26.0%	46.3%	45.5%	26.4%
HV 60d	54.9%	37.8%	67.4%	67.4%	37.8%
IV Rank	18.5%	0.5%	24.9%	0.5%	14.6%
IV Percentile	32.6%	0.8%	43.3%	0.8%	23.4%
Term Structure	-1.8%	-5.5%	12.0%	12.0%	-2.9%
VWIV	61.8%	46.0%	66.5%	46.0%	63.7%
Skew 25d	0.6%	-1.1%	1.9%	1.1%	0.3%
Skew 10d	0.3%	-3.4%	2.8%	2.8%	-0.8%
Call IV 25d	62.1%	49.3%	66.6%	49.3%	58.6%
Put IV 25d	62.7%	50.4%	67.5%	50.4%	58.9%
Bid-Ask Spread %	24.08	6.34	35.20	6.34	34.29
Gamma HHI	0.06	0.04	0.24	0.06	0.07
Net GEX	-9.1M	-18.2M	19.9M	-12.9M	-14.3M
Net DEX	455.4M	251.1M	602.0M	588.5M	505.1M
Net VEX	-7.1M	-7.4M	-6.9M	-7.1M	-7.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.57	0.21	1.30	0.56	0.95
Total Volume	35,206.381	17,525	88,705	24,078	25,473
Total OI	378,637.048	338,619	413,931	358,310	413,931

Daily Data (21 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
2021-04-01	$131.14	$146.00	50.3%	12.5%	45.5%	0.5%	46.0%	1.1%	12.0%	-12.9M	588.5M	-7.1M	0.56	6.34	15,431	8,647	144,267	214,043
2021-04-05	$131.04	$150.00	59.0%	16.7%	45.1%	14.6%	59.6%	1.3%	-1.9%	-16.2M	586.3M	-6.9M	0.21	24.66	15,828	3,300	132,728	205,891
2021-04-06	$133.86	$150.00	59.5%	16.8%	45.4%	15.5%	59.3%	1.0%	1.0%	-10.7M	479.3M	-7.0M	0.32	22.08	22,763	7,186	141,973	208,394
2021-04-07	$130.75	$150.00	63.6%	17.4%	45.1%	22.2%	61.3%	1.4%	-3.8%	-12.8M	558.2M	-6.9M	0.22	29.70	72,551	16,154	147,182	209,941
2021-04-08	$134.24	$150.00	61.1%	17.0%	46.3%	18.0%	60.0%	1.1%	-0.3%	5.8M	379.2M	-7.2M	0.42	25.59	45,446	19,180	166,673	216,437
2021-04-09	$130.57	$150.00	59.9%	16.5%	45.8%	16.0%	59.0%	0.2%	-0.0%	-18.2M	602.0M	-7.0M	0.48	11.79	25,068	12,125	168,420	222,966
2021-04-12	$131.92	$150.00	62.0%	17.0%	46.1%	19.6%	60.9%	1.1%	-1.5%	-12.5M	538.9M	-7.0M	0.54	25.28	20,873	11,167	151,618	217,870
2021-04-13	$134.91	$150.00	61.7%	17.0%	44.7%	19.0%	61.0%	0.1%	-2.2%	-4.6M	392.0M	-7.1M	0.59	27.90	22,328	13,273	158,795	222,188
2021-04-14	$134.50	$150.00	62.8%	17.3%	39.0%	20.8%	60.8%	-0.2%	-2.9%	-5.8M	420.8M	-7.2M	0.53	24.83	24,645	13,145	163,702	226,897
2021-04-15	$137.46	$145.00	63.9%	17.4%	39.9%	22.6%	62.8%	-1.1%	-3.6%	3.0M	251.1M	-7.3M	0.55	31.19	22,075	12,074	170,933	232,010
2021-04-16	$136.80	$145.00	63.9%	17.5%	36.7%	22.6%	62.9%	-0.4%	-5.5%	19.9M	259.6M	-7.4M	0.31	29.69	46,851	14,402	174,535	234,877
2021-04-19	$134.58	$145.00	62.6%	17.7%	33.7%	20.6%	63.1%	0.1%	-2.6%	-10.4M	357.0M	-7.2M	0.66	12.47	10,580	6,945	145,871	214,317
2021-04-20	$131.66	$145.00	64.0%	18.2%	34.4%	22.8%	64.0%	1.0%	-3.6%	-15.7M	489.7M	-7.1M	0.63	8.13	17,917	11,288	147,770	217,687
2021-04-21	$133.53	$145.00	64.6%	18.5%	34.4%	23.9%	66.1%	1.9%	-1.7%	-12.8M	422.6M	-7.2M	1.30	21.10	7,706	10,034	153,430	223,373
2021-04-22	$133.32	$140.00	64.9%	18.8%	28.9%	24.9%	66.5%	0.9%	-3.7%	-14.6M	436.3M	-7.2M	0.47	21.55	14,723	6,953	155,233	226,520
2021-04-23	$131.25	$140.00	62.0%	18.0%	29.5%	19.9%	64.0%	1.7%	-2.5%	-13.2M	541.6M	-7.0M	0.52	24.38	32,018	16,747	157,090	228,424
2021-04-26	$131.50	$140.00	60.2%	18.3%	29.4%	16.9%	64.6%	1.4%	-4.3%	-14.4M	497.2M	-7.0M	1.21	30.04	11,841	14,368	147,625	219,169
2021-04-27	$132.92	$145.00	60.3%	18.2%	28.8%	19.5%	64.1%	0.5%	-2.4%	-11.7M	448.0M	-7.1M	0.54	31.41	23,168	12,508	152,654	223,645
2021-04-28	$134.58	$145.00	59.7%	18.3%	28.8%	19.3%	64.8%	-0.7%	-2.9%	-7.8M	366.1M	-7.3M	0.42	35.20	13,450	5,672	162,045	232,510
2021-04-29	$133.43	$145.00	57.5%	18.1%	26.0%	14.9%	63.5%	0.4%	-2.9%	-11.2M	443.2M	-7.1M	0.59	27.99	21,023	12,408	163,423	234,321
2021-04-30	$131.90	$142.00	57.3%	18.0%	26.4%	14.6%	63.7%	0.3%	-2.9%	-14.3M	505.1M	-7.1M	0.95	34.29	13,055	12,418	172,236	241,695