BYND Options History — September 2021

In September 2021, BYND traded between $106.06 and $120.94. ATM implied volatility averaged 44.1%, placing in the 5.5% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 11.6% (HV 20d: 32.5%). Max pain ranged from $120.00 to $145.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.63.

Notable Days

  • 2021-09-16: Highest Volume — 100,260 contracts
  • 2021-09-28: Largest IV spike — 11.7% change
  • 2021-09-20: Highest IV Rank — 14.2%
  • 2021-09-20: Largest Expected Move — 14.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$112.28$106.06$120.94$120.94$106.06
Max Pain$130.71$120.00$145.00$125.00$120.00
ATM IV44.1%41.4%49.1%41.6%48.4%
Expected Move12.8%11.6%14.4%11.6%13.9%
HV 20d32.5%28.9%38.8%32.4%37.9%
HV 60d36.1%34.8%37.4%36.8%35.5%
IV Rank5.5%0.7%14.2%1.1%12.9%
IV Percentile7.7%0.4%18.7%0.4%18.7%
Term Structure1.6%-1.6%10.1%0.1%7.9%
VWIV45.9%41.9%51.3%41.9%48.0%
Skew 25d1.8%-1.5%5.1%-1.5%3.1%
Skew 10d4.0%-4.4%10.6%-4.4%9.0%
Call IV 25d44.7%42.4%49.8%44.6%46.4%
Put IV 25d46.4%42.8%51.3%43.1%49.5%
Bid-Ask Spread %16.183.7040.3339.758.08
Gamma HHI0.110.070.190.090.09
Net GEX-17.7M-29.7M-5.5M-15.3M-17.8M
Net DEX891.2M623.5M1.25B651.4M951.4M
Net VEX-6.6M-7.0M-6.0M-6.9M-6.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.630.340.950.580.65
Total Volume39,969.28618,213100,26020,23337,967
Total OI422,854.667386,688459,634404,129433,723

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-09-01$120.94$125.0041.6%11.6%32.4%1.1%41.9%-1.5%0.1%-15.3M651.4M-6.9M0.5839.7512,7807,453166,106238,023
2021-09-02$119.65$145.0041.4%12.3%32.6%0.7%44.0%-0.9%0.5%-18.2M708.5M-6.8M0.4740.3317,2538,121170,924243,495
2021-09-03$114.97$145.0042.0%12.4%34.6%1.7%45.6%0.0%0.6%-29.7M945.6M-6.6M0.8039.6731,56525,269176,615248,343
2021-09-07$113.98$145.0042.1%12.4%29.4%2.0%45.6%0.7%0.9%-20.6M948.3M-6.4M0.8437.1817,91514,999168,247241,988
2021-09-08$112.15$145.0042.9%12.5%29.0%3.3%47.0%-0.4%0.7%-22.2M1.01B-6.3M0.9528.1016,67015,844174,272248,067
2021-09-09$114.11$145.0044.2%12.7%29.7%5.6%44.9%0.1%0.9%-22.3M945.3M-6.6M0.5724.8826,08414,904180,611255,105
2021-09-10$113.14$145.0042.7%12.2%29.8%3.0%44.2%-0.5%-0.5%-21.7M998.6M-6.5M0.5722.1119,63311,107183,977258,745
2021-09-13$112.92$135.0043.9%12.6%28.9%5.1%46.0%0.1%-0.0%-19.6M999.2M-6.5M0.7518.0915,53611,697174,695254,881
2021-09-14$110.17$135.0043.0%12.3%29.4%3.6%44.5%2.7%-0.1%-23.1M1.13B-6.2M0.534.9727,24214,471176,044257,450
2021-09-15$110.76$135.0042.7%12.2%29.5%2.9%44.6%1.3%-0.1%-23.2M1.13B-6.3M0.5715.4421,51712,167179,380261,847
2021-09-16$107.46$130.0044.2%12.7%30.6%5.5%45.4%5.1%-1.6%-22.2M1.25B-6.0M0.845.4954,56145,699188,658264,675
2021-09-17$113.04$130.0044.1%12.7%35.1%5.4%45.6%1.1%-0.1%-16.0M1.02B-6.6M0.653.7050,70532,815191,586268,048
2021-09-20$111.66$125.0049.1%14.4%34.6%14.2%51.3%1.5%-0.0%-10.5M706.2M-6.8M0.455.6134,65615,462151,313235,375
2021-09-21$112.42$120.0046.8%13.7%32.1%10.0%48.4%2.4%-0.4%-8.7M664.1M-6.9M0.774.5412,2549,381160,872242,544
2021-09-22$113.84$120.0044.2%12.8%31.6%5.6%45.8%3.1%-0.1%-5.5M623.5M-7.0M0.806.0316,34413,132165,892246,410
2021-09-23$112.95$120.0043.1%12.5%31.4%3.7%45.3%3.3%-0.2%-7.0M678.5M-6.9M0.496.5512,2305,983167,696250,488
2021-09-24$109.81$120.0044.0%12.6%32.3%5.2%44.6%4.5%-0.0%-24.3M833.9M-6.6M0.579.4026,65215,080169,120251,971
2021-09-27$113.42$120.0042.4%12.4%34.6%2.4%44.2%2.6%10.1%-13.0M688.0M-6.7M0.344.4227,4019,337154,597241,426
2021-09-28$107.56$120.0047.3%14.2%38.8%11.0%50.7%4.6%8.1%-14.7M879.2M-6.5M0.518.0925,60513,050167,560245,660
2021-09-29$106.78$120.0046.7%13.7%38.7%9.9%47.2%4.1%7.7%-16.6M935.9M-6.4M0.607.3024,29314,521174,373249,146
2021-09-30$106.06$120.0048.4%13.9%37.9%12.9%48.0%3.1%7.9%-17.8M951.4M-6.4M0.658.0823,05714,910179,690254,033