BYND Options History — August 2021

In August 2021, BYND traded between $115.56 and $130.14. ATM implied volatility averaged 47.3%, placing in the 8.4% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 12.8% (HV 20d: 34.5%). Max pain ranged from $125.00 to $145.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.85.

Notable Days

2021-08-06: Highest Volume — 91,629 contracts
2021-08-06: Largest IV drop — 29.8% change
2021-08-05: Highest IV Rank — 38.4%
2021-08-04: Largest Expected Move — 20.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$121.84	$115.56	$130.14	$123.60	$119.04
Max Pain	$132.91	$125.00	$145.00	$130.00	$125.00
ATM IV	47.3%	41.0%	64.3%	60.9%	43.0%
Expected Move	13.8%	11.5%	20.8%	19.5%	11.7%
HV 20d	34.5%	29.3%	41.3%	39.1%	31.9%
HV 60d	51.2%	36.6%	59.6%	59.6%	36.6%
IV Rank	8.4%	0.0%	38.4%	32.2%	3.4%
IV Percentile	12.5%	0.0%	68.3%	51.2%	1.6%
Term Structure	-0.3%	-4.8%	1.4%	-3.7%	0.2%
VWIV	50.0%	42.1%	74.4%	72.2%	42.1%
Skew 25d	0.2%	-2.5%	2.6%	1.2%	-0.9%
Skew 10d	0.7%	-3.9%	7.7%	2.3%	-0.8%
Call IV 25d	48.6%	43.0%	65.7%	61.5%	44.9%
Put IV 25d	48.8%	42.2%	66.1%	62.7%	44.1%
Bid-Ask Spread %	24.96	4.55	47.03	4.55	38.72
Gamma HHI	0.08	0.06	0.14	0.06	0.09
Net GEX	-17.4M	-27.5M	-5.8M	-13.9M	-17.6M
Net DEX	705.8M	376.0M	1.12B	570.4M	717.0M
Net VEX	-7.0M	-7.4M	-6.6M	-7.3M	-6.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.85	0.31	2.83	2.83	1.21
Total Volume	39,486.864	14,205	91,629	41,946	30,265
Total OI	427,680.091	374,917	471,759	393,545	397,453

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
2021-08-02	$123.60	$130.00	60.9%	19.5%	39.1%	32.2%	72.2%	1.2%	-3.7%	-13.9M	570.4M	-7.3M	2.83	4.55	10,963	30,983	158,646	234,899
2021-08-03	$121.95	$130.00	62.6%	20.1%	37.9%	35.1%	72.5%	0.1%	-4.8%	-15.2M	638.4M	-7.1M	0.99	8.05	7,145	7,060	160,553	240,404
2021-08-04	$122.61	$130.00	63.2%	20.8%	36.8%	36.2%	74.4%	-1.0%	-2.9%	-15.9M	635.6M	-7.4M	1.34	26.40	18,357	24,561	165,831	253,857
2021-08-05	$122.41	$145.00	64.3%	17.2%	36.9%	38.4%	60.7%	0.4%	-4.2%	-16.0M	649.8M	-7.3M	1.03	28.68	34,172	35,184	168,094	255,894
2021-08-06	$124.41	$145.00	45.1%	12.9%	37.1%	3.8%	47.5%	-0.6%	-1.1%	-27.1M	676.3M	-7.0M	1.02	26.50	45,297	46,332	179,275	270,870
2021-08-09	$130.14	$140.00	46.3%	13.3%	41.1%	5.8%	48.7%	-2.5%	0.4%	-15.5M	376.0M	-7.2M	0.31	32.25	47,072	14,377	161,902	267,015
2021-08-10	$127.10	$135.00	44.8%	13.1%	41.3%	3.1%	46.4%	-0.4%	1.3%	-16.3M	503.4M	-7.4M	0.31	31.19	51,542	15,806	168,326	276,304
2021-08-11	$124.73	$135.00	42.8%	12.6%	35.4%	0.0%	44.5%	-0.3%	1.3%	-19.1M	633.1M	-7.0M	0.48	35.43	19,250	9,299	178,246	278,574
2021-08-12	$124.10	$135.00	44.1%	12.9%	35.3%	2.3%	46.1%	0.4%	0.9%	-20.6M	677.4M	-7.0M	0.55	33.75	12,850	7,003	186,371	282,094
2021-08-13	$121.16	$135.00	43.5%	12.6%	34.4%	1.2%	45.5%	0.8%	0.2%	-22.3M	868.6M	-6.9M	0.74	28.98	18,269	13,429	187,698	284,061
2021-08-16	$118.93	$135.00	43.8%	12.6%	35.0%	1.8%	49.7%	2.2%	1.4%	-24.4M	930.4M	-6.6M	0.91	34.07	43,420	39,519	172,257	267,993
2021-08-17	$117.81	$135.00	44.3%	12.7%	29.3%	2.7%	46.0%	1.9%	0.3%	-26.1M	1.01B	-6.6M	0.76	15.52	15,572	11,822	174,995	271,475
2021-08-18	$118.87	$135.00	44.1%	12.6%	29.7%	2.3%	44.9%	1.7%	0.4%	-24.8M	978.5M	-6.9M	0.91	47.03	12,166	11,057	183,966	274,994
2021-08-19	$115.56	$130.00	46.1%	13.2%	30.1%	6.0%	47.2%	2.6%	0.5%	-27.5M	1.12B	-6.6M	0.84	25.42	17,002	14,330	188,749	275,469
2021-08-20	$117.69	$130.00	43.6%	12.4%	31.2%	1.5%	44.4%	2.6%	0.8%	-19.8M	1.05B	-6.7M	0.67	13.36	15,950	10,622	191,742	277,789
2021-08-23	$121.65	$130.00	43.7%	12.4%	33.8%	1.6%	44.3%	2.1%	-0.2%	-10.4M	593.3M	-6.8M	0.67	9.43	19,529	13,103	151,178	223,739
2021-08-24	$124.03	$130.00	45.2%	13.0%	33.7%	4.4%	48.3%	-2.1%	0.6%	-5.8M	460.4M	-7.1M	0.44	35.00	32,821	14,351	154,310	225,916
2021-08-25	$122.38	$130.00	42.7%	12.1%	32.7%	0.0%	44.6%	-1.2%	1.1%	-6.2M	535.9M	-7.0M	0.69	15.75	14,792	10,211	161,851	229,699
2021-08-26	$120.36	$130.00	43.5%	12.2%	32.7%	1.4%	44.4%	-0.9%	-0.3%	-8.4M	632.5M	-7.0M	0.84	9.68	11,774	9,909	177,280	237,266
2021-08-27	$121.43	$128.00	41.0%	11.5%	32.2%	0.0%	43.1%	-0.7%	0.5%	-14.2M	609.2M	-7.0M	0.45	12.11	24,549	11,164	180,250	242,692
2021-08-30	$120.49	$126.00	41.7%	11.6%	31.9%	1.2%	43.5%	-0.9%	1.1%	-16.3M	659.4M	-6.9M	0.79	37.17	8,832	7,000	156,782	232,203
2021-08-31	$119.04	$125.00	43.0%	11.7%	31.9%	3.4%	42.1%	-0.9%	0.2%	-17.6M	717.0M	-6.8M	1.21	38.72	13,668	16,597	162,530	234,923