BYND Options History — June 2021

In June 2021, BYND traded between $135.30 and $157.10. ATM implied volatility averaged 56.5%, placing in the 23.4% IV rank vs the trailing year. The 30-day expected move averaged 16.0%. IV traded below realized volatility by 16.7% (HV 20d: 73.2%). Max pain ranged from $140.00 to $152.50. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.52.

Notable Days

2021-06-02: Highest Volume — 170,299 contracts
2021-06-02: Largest IV spike — 17.5% change
2021-06-02: Highest IV Rank — 46.8%
2021-06-02: Largest Expected Move — 22.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$148.36	$135.30	$157.10	$135.30	$157.10
Max Pain	$144.89	$140.00	$152.50	$140.00	$152.50
ATM IV	56.5%	50.0%	69.9%	59.5%	59.0%
Expected Move	16.0%	14.0%	22.4%	17.7%	15.6%
HV 20d	73.2%	42.2%	85.6%	78.2%	42.2%
HV 60d	56.9%	54.2%	58.7%	54.2%	56.9%
IV Rank	23.4%	12.1%	46.8%	28.7%	27.9%
IV Percentile	26.0%	4.8%	59.5%	37.7%	42.5%
Term Structure	0.8%	-3.5%	8.0%	-3.5%	6.5%
VWIV	59.0%	51.8%	82.1%	64.6%	56.5%
Skew 25d	-5.7%	-14.0%	-1.7%	-3.5%	-7.5%
Skew 10d	-12.9%	-30.0%	-5.9%	-7.4%	-17.8%
Call IV 25d	61.9%	53.0%	81.6%	62.5%	66.3%
Put IV 25d	56.2%	50.6%	67.8%	59.0%	58.8%
Bid-Ask Spread %	13.61	5.35	24.33	15.33	6.06
Gamma HHI	0.06	0.04	0.09	0.04	0.09
Net GEX	7.1M	-5.9M	22.0M	-5.9M	18.7M
Net DEX	-532.3M	-990.3M	-61.0M	-61.0M	-607.7M
Net VEX	-8.8M	-9.5M	-8.3M	-8.6M	-9.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.52	0.22	0.89	0.66	0.22
Total Volume	71,725.045	27,554	170,299	123,227	104,854
Total OI	469,344.955	381,982	537,944	479,041	452,306

Daily Data (22 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
2021-06-01	$135.30	$140.00	59.5%	17.7%	78.2%	28.7%	64.6%	-3.5%	-3.5%	-5.9M	-61.0M	-8.6M	0.66	15.33	74,056	49,171	209,723	269,318
2021-06-02	$149.39	$140.00	69.9%	22.4%	84.8%	46.8%	82.1%	-13.8%	-3.2%	8.8M	-977.5M	-9.4M	0.41	15.68	120,952	49,347	225,768	280,875
2021-06-03	$143.90	$145.00	65.1%	18.2%	85.6%	38.5%	66.4%	-8.9%	-1.8%	8.5M	-677.3M	-9.4M	0.52	12.67	50,462	26,400	238,361	289,531
2021-06-04	$146.11	$145.00	65.4%	18.2%	85.0%	39.0%	65.7%	-10.5%	-2.9%	15.3M	-835.7M	-9.4M	0.45	14.50	42,160	19,083	243,288	294,656
2021-06-07	$153.15	$145.00	63.8%	17.8%	79.4%	36.2%	63.9%	-14.0%	0.0%	10.0M	-990.3M	-9.1M	0.48	24.33	82,119	39,791	211,449	270,482
2021-06-08	$152.04	$145.00	63.9%	17.8%	78.3%	36.4%	65.5%	-7.8%	-2.4%	9.1M	-896.5M	-9.3M	0.33	5.35	44,079	14,550	222,034	285,249
2021-06-09	$149.92	$145.00	60.3%	17.6%	79.0%	30.2%	63.8%	-5.1%	1.1%	6.7M	-764.6M	-9.1M	0.58	9.94	20,893	12,148	225,173	287,031
2021-06-10	$147.44	$145.00	53.1%	15.3%	76.3%	17.6%	56.8%	-4.6%	0.5%	-146.0K	-571.0M	-8.7M	0.70	13.82	22,023	15,443	224,666	289,325
2021-06-11	$148.34	$145.00	53.3%	15.0%	74.7%	18.0%	55.2%	-4.3%	-1.1%	1.5M	-601.0M	-8.6M	0.60	15.23	32,595	19,524	223,737	293,360
2021-06-14	$151.58	$145.00	55.4%	15.8%	74.6%	21.5%	58.9%	-5.3%	-1.0%	4.6M	-726.0M	-8.5M	0.28	12.34	44,560	12,413	200,638	275,728
2021-06-15	$144.58	$145.00	53.8%	15.4%	77.0%	18.7%	57.8%	-4.1%	-0.5%	-4.0M	-293.8M	-8.3M	0.58	13.94	25,456	14,757	208,661	276,444
2021-06-16	$146.92	$145.00	52.4%	15.0%	77.0%	16.3%	55.5%	-3.9%	0.2%	2.8M	-456.4M	-8.3M	0.48	19.33	26,757	12,964	212,480	278,925
2021-06-17	$149.94	$145.00	52.5%	15.0%	76.3%	16.5%	56.2%	-5.0%	0.3%	11.0M	-651.7M	-8.3M	0.53	13.44	45,582	24,113	216,181	283,542
2021-06-18	$145.15	$145.00	52.0%	14.9%	78.1%	15.6%	56.0%	-2.5%	0.0%	1.3M	-355.5M	-8.4M	0.89	14.57	33,923	30,114	221,255	295,937
2021-06-21	$147.10	$145.00	50.8%	14.5%	77.6%	13.6%	54.7%	-2.4%	2.5%	3.5M	-232.3M	-8.7M	0.55	12.88	17,728	9,826	159,312	222,670
2021-06-22	$146.93	$145.00	50.3%	14.6%	70.9%	12.6%	53.3%	-1.7%	1.7%	4.7M	-245.5M	-8.6M	0.59	14.16	30,549	17,942	163,956	226,407
2021-06-23	$147.09	$145.00	50.0%	14.1%	71.0%	12.1%	51.8%	-2.9%	1.8%	7.0M	-244.8M	-8.6M	0.48	12.39	26,417	12,634	170,702	232,786
2021-06-24	$144.12	$145.00	51.9%	14.3%	69.5%	15.5%	52.9%	-3.5%	1.5%	-1.3M	-97.2M	-8.7M	0.49	16.14	37,883	18,486	176,298	235,760
2021-06-25	$146.81	$145.00	50.2%	14.0%	58.4%	12.4%	52.8%	-2.4%	2.4%	15.4M	-252.5M	-8.7M	0.40	7.05	43,521	17,445	181,031	242,884
2021-06-28	$155.88	$145.00	53.6%	14.7%	61.3%	18.4%	55.1%	-5.6%	8.0%	17.5M	-610.2M	-8.8M	0.35	9.53	110,191	38,024	162,731	226,843
2021-06-29	$155.10	$145.00	56.3%	14.9%	54.4%	23.0%	52.3%	-6.5%	7.5%	22.0M	-561.1M	-9.2M	0.82	20.72	47,854	39,162	180,534	237,552
2021-06-30	$157.10	$152.50	59.0%	15.6%	42.2%	27.9%	56.5%	-7.5%	6.5%	18.7M	-607.7M	-9.5M	0.22	6.06	85,980	18,874	189,148	263,158