BYND Options History — July 2021

In July 2021, BYND traded between $122.01 and $151.71. ATM implied volatility averaged 60.9%, placing in the 31.7% IV rank vs the trailing year. The 30-day expected move averaged 17.0%. IV traded above realized volatility by 18.5% (HV 20d: 42.3%). Max pain ranged from $130.00 to $152.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.85.

Notable Days

  • 2021-07-15: Highest Volume — 70,474 contracts
  • 2021-07-06: Largest IV spike — 14.5% change
  • 2021-07-07: Highest IV Rank — 37.8%
  • 2021-07-30: Largest Expected Move — 19.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$132.71$122.01$151.71$151.71$122.01
Max Pain$136.43$130.00$152.50$152.50$130.00
ATM IV60.9%56.0%64.7%58.8%61.2%
Expected Move17.0%13.0%19.0%14.5%19.0%
HV 20d42.3%37.8%46.5%41.9%38.2%
HV 60d58.8%57.0%60.2%57.2%59.7%
IV Rank31.7%22.6%37.8%27.4%32.7%
IV Percentile49.4%29.4%62.3%41.7%53.2%
Term Structure-1.2%-4.1%9.6%6.2%-1.6%
VWIV61.1%48.1%67.7%52.8%67.7%
Skew 25d0.1%-7.6%2.9%-7.6%1.2%
Skew 10d-0.2%-19.8%7.3%-19.8%6.8%
Call IV 25d62.4%58.8%69.5%64.5%63.2%
Put IV 25d62.6%53.5%65.8%56.9%64.4%
Bid-Ask Spread %8.303.9220.113.924.17
Gamma HHI0.070.040.270.070.06
Net GEX-14.8M-37.0M-431.0K-431.0K-18.8M
Net DEX457.4M-225.4M915.2M-225.4M736.6M
Net VEX-8.1M-9.3M-7.6M-9.3M-7.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.850.372.990.581.41
Total Volume42,177.61919,53770,47465,02330,456
Total OI430,593.857385,028471,643463,848429,033

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-07-01$151.71$152.5058.8%14.5%41.9%27.4%52.8%-7.6%6.2%-431.0K-225.4M-9.3M0.583.9241,06023,963197,276266,572
2021-07-02$150.46$152.5056.0%13.0%41.8%22.6%48.1%-6.7%9.6%-13.5M-124.6M-9.2M0.495.5425,39512,420198,044273,599
2021-07-06$145.14$135.0064.2%17.5%40.2%36.9%63.9%-3.7%-1.9%-20.1M242.4M-8.8M1.256.7730,79138,614167,331262,008
2021-07-07$140.06$135.0064.7%17.3%41.8%37.8%63.1%-2.0%-3.2%-13.5M300.2M-8.5M0.446.2241,73518,488174,294252,527
2021-07-08$138.95$140.0062.5%16.8%41.7%33.9%61.0%-0.9%-1.7%-15.1M380.2M-8.5M0.397.2831,75312,321184,787258,469
2021-07-09$140.82$140.0061.3%16.4%41.8%31.8%60.0%-0.7%-2.0%-14.0M316.9M-8.3M0.436.8228,29812,119187,040259,841
2021-07-12$138.74$140.0060.3%16.5%41.9%30.1%59.7%0.6%-2.5%-14.0M386.0M-8.1M0.437.3727,34011,702170,651252,003
2021-07-13$136.10$140.0060.4%16.5%41.2%30.2%59.1%0.4%-2.5%-15.3M478.0M-8.0M0.6812.7019,53713,364176,828256,057
2021-07-14$127.78$140.0062.9%16.9%43.6%34.6%62.5%0.5%-3.8%-22.2M816.6M-7.7M1.1320.1127,16130,702180,347260,739
2021-07-15$128.83$140.0061.7%17.0%43.2%33.6%61.4%0.2%-2.5%-19.4M770.1M-7.8M0.5411.8345,82624,648189,678270,515
2021-07-16$124.73$140.0060.3%16.7%42.9%31.0%59.9%1.9%-3.0%-37.0M915.2M-7.6M1.0211.1423,70024,280197,071272,927
2021-07-19$124.68$135.0062.8%17.8%42.1%35.6%63.1%2.9%-2.5%-18.6M620.3M-7.6M0.377.4135,22913,160151,812233,216
2021-07-20$130.93$135.0061.0%17.4%46.1%32.4%61.2%1.8%-1.3%-7.2M342.3M-8.0M0.878.3016,83414,606168,562234,604
2021-07-21$131.01$130.0058.5%16.8%46.1%27.9%59.2%1.9%-1.0%-6.7M340.9M-8.2M0.518.7514,5097,471177,418245,704
2021-07-22$128.02$130.0058.5%16.8%46.5%27.9%59.9%1.7%-0.7%-12.4M483.6M-8.0M0.988.459,8609,677179,576248,802
2021-07-23$126.66$130.0058.1%16.8%46.2%27.0%60.2%2.5%-1.4%-13.0M551.0M-7.9M0.827.7613,99911,458182,216250,842
2021-07-26$126.06$130.0061.0%18.0%45.3%32.3%63.8%2.3%-1.8%-11.8M527.9M-7.8M0.604.4322,47613,552161,798233,103
2021-07-27$123.33$130.0063.3%18.9%37.8%36.5%66.4%2.4%-1.9%-15.5M630.2M-7.6M0.869.0214,01812,081164,557236,141
2021-07-28$126.44$130.0060.9%18.1%39.9%32.1%63.7%2.3%-4.1%-8.7M508.6M-7.9M0.9511.2514,42013,702172,624242,102
2021-07-29$124.35$130.0060.2%18.5%39.0%30.9%66.0%2.2%-1.1%-13.9M609.2M-7.6M2.994.9513,28839,717174,052247,705
2021-07-30$122.01$130.0061.2%19.0%38.2%32.7%67.7%1.2%-1.6%-18.8M736.6M-7.7M1.414.1712,64417,812177,190251,843