BYND Options History — May 2021

In May 2021, BYND traded between $101.99 and $145.59. ATM implied volatility averaged 51.0%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 15.2%. IV traded above realized volatility by 6.7% (HV 20d: 44.4%). Max pain ranged from $140.00 to $145.00. Net GEX was positive for 3 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.76.

Notable Days

  • 2021-05-28: Highest Volume — 297,620 contracts
  • 2021-05-07: Largest IV drop — 30.4% change
  • 2021-05-28: Highest IV Rank — 31.7%
  • 2021-05-04: Largest Expected Move — 22.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$115.39$101.99$145.59$126.51$145.59
Max Pain$142.25$140.00$145.00$140.00$140.00
ATM IV51.0%43.0%63.4%58.5%61.2%
Expected Move15.2%12.2%22.1%19.3%18.1%
HV 20d44.4%27.8%74.9%30.3%74.9%
HV 60d42.5%38.5%52.1%38.5%52.1%
IV Rank12.0%0.0%31.7%16.9%31.7%
IV Percentile12.2%0.0%41.7%29.0%41.7%
Term Structure-0.2%-4.7%3.5%-0.1%-4.7%
VWIV55.4%44.2%77.4%67.5%70.6%
Skew 25d0.6%-7.8%4.4%1.9%-7.6%
Skew 10d1.8%-20.4%8.5%5.5%-20.4%
Call IV 25d52.6%43.5%69.7%58.2%69.7%
Put IV 25d53.2%45.3%64.6%60.1%62.0%
Bid-Ask Spread %10.966.0819.536.089.33
Gamma HHI0.110.050.300.080.09
Net GEX-13.8M-46.1M23.2M-17.6M23.2M
Net DEX911.5M-1.18B1.53B744.7M-1.18B
Net VEX-6.6M-9.1M-5.5M-6.7M-9.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.760.331.570.480.45
Total Volume76,996.9522,274297,62053,252297,620
Total OI467,682.6394,045546,693394,045546,693

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-05-03$126.51$140.0058.5%19.3%30.3%16.9%67.5%1.9%-0.1%-17.6M744.7M-6.7M0.486.0836,02517,227160,402233,643
2021-05-04$124.27$140.0063.4%22.1%29.6%26.7%75.7%4.2%-2.8%-15.8M790.3M-6.8M0.6618.2130,62920,330176,748242,233
2021-05-05$121.35$140.0061.2%21.9%29.6%22.2%77.4%3.5%-0.8%-15.5M914.0M-6.8M0.966.4615,64414,948191,414251,058
2021-05-06$119.03$145.0061.9%16.2%27.8%23.7%57.5%4.4%-1.7%-18.0M1.05B-6.6M1.0214.5730,07830,767198,333259,031
2021-05-07$110.28$145.0043.1%13.3%36.8%0.0%47.5%-0.4%0.1%-46.1M1.50B-5.7M1.5713.5447,57774,889208,842271,931
2021-05-10$107.37$145.0046.0%13.5%36.6%5.1%49.5%2.2%0.8%-25.5M1.45B-5.5M1.4313.6629,43542,040177,457259,940
2021-05-11$110.04$145.0048.9%13.8%36.9%10.1%49.2%1.1%-0.8%-23.0M1.33B-6.2M0.9311.5317,88616,556189,201272,976
2021-05-12$104.74$145.0051.7%15.2%39.3%15.0%55.7%0.1%0.7%-22.3M1.46B-6.0M0.879.9721,10318,265194,231278,735
2021-05-13$101.99$145.0051.7%15.1%37.4%15.1%55.0%-0.6%1.1%-22.6M1.53B-6.0M1.018.6514,26814,464201,533283,878
2021-05-14$104.66$145.0044.4%13.2%40.0%2.2%49.8%1.6%3.5%-25.1M1.49B-6.0M0.7619.5318,94014,403205,546285,354
2021-05-17$102.48$145.0048.6%14.0%40.1%9.6%55.8%2.4%1.9%-18.8M1.49B-5.8M0.959.8318,01517,169187,356273,299
2021-05-18$104.95$145.0046.0%13.2%42.0%5.0%48.4%2.1%0.3%-17.0M1.44B-6.0M0.5614.0614,6038,151199,548284,705
2021-05-19$103.81$140.0047.8%13.7%41.0%8.2%49.1%3.4%2.0%-16.6M1.46B-6.0M0.747.3412,8369,438203,776285,499
2021-05-20$107.58$140.0044.9%12.9%44.3%3.1%45.4%1.7%-1.0%-11.6M1.30B-6.3M0.679.2628,08818,769211,144286,755
2021-05-21$106.72$140.0043.0%12.2%44.3%0.0%44.2%1.8%1.5%-8.9M1.36B-6.3M0.397.2328,14210,967219,638291,274
2021-05-24$118.06$140.0046.3%13.4%59.3%5.7%48.3%1.1%0.6%-7.8M550.8M-7.1M0.539.4993,88750,166170,496243,385
2021-05-25$119.87$140.0046.2%13.4%59.5%5.6%47.6%-0.4%-0.1%-5.5M453.1M-7.3M0.556.3028,94116,060191,678265,943
2021-05-26$126.91$140.0046.9%13.7%63.2%6.6%48.7%-2.5%-0.4%5.6M-12.3M-7.8M0.419.3566,93627,194196,847270,574
2021-05-27$141.49$140.0058.6%16.8%74.5%27.2%64.7%-7.8%-4.1%12.4M-861.1M-8.4M0.3314.92201,43366,050202,934279,622
2021-05-28$145.59$140.0061.2%18.1%74.9%31.7%70.6%-7.6%-4.7%23.2M-1.18B-9.1M0.459.33204,69092,930246,085300,608