BYND Options History — October 2021

In October 2021, BYND traded between $94.73 and $108.35. ATM implied volatility averaged 54.5%, placing in the 23.4% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded above realized volatility by 10.8% (HV 20d: 43.7%). Max pain ranged from $120.00 to $120.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.53.

Notable Days

  • 2021-10-22: Highest Volume — 172,980 contracts
  • 2021-10-04: Largest IV spike — 13.0% change
  • 2021-10-11: Highest IV Rank — 30.5%
  • 2021-10-29: Largest Expected Move — 17.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$102.22$94.73$108.35$105.08$98.96
Max Pain$120.00$120.00$120.00$120.00$120.00
ATM IV54.5%48.3%58.6%48.3%53.1%
Expected Move15.7%13.2%17.1%13.2%17.1%
HV 20d43.7%36.2%58.8%37.9%56.6%
HV 60d36.8%33.1%43.0%35.5%43.0%
IV Rank23.4%12.6%30.5%12.6%21.0%
IV Percentile36.6%18.7%54.8%18.7%30.6%
Term Structure-1.2%-4.5%9.0%9.0%-1.7%
VWIV56.1%45.4%62.6%45.4%62.6%
Skew 25d2.6%-0.8%6.0%4.4%0.9%
Skew 10d6.7%1.2%14.7%10.3%4.0%
Call IV 25d54.5%44.8%58.9%44.8%55.7%
Put IV 25d57.1%49.2%61.9%49.2%56.6%
Bid-Ask Spread %8.453.2938.754.305.46
Gamma HHI0.100.060.160.110.11
Net GEX-10.3M-19.8M3.6M-17.9M-6.3M
Net DEX1.04B719.3M1.35B1.05B1.13B
Net VEX-6.4M-7.0M-5.7M-6.5M-7.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.530.230.850.680.63
Total Volume57,010.47629,339172,98029,33952,088
Total OI487,695.095416,957567,436458,217567,436

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-10-01$105.08$120.0048.3%13.2%37.9%12.6%45.4%4.4%9.0%-17.9M1.05B-6.5M0.684.3017,46811,871193,410264,807
2021-10-04$101.55$120.0054.5%16.4%37.3%23.5%57.2%6.0%1.4%-16.2M1.12B-6.1M0.454.4729,04513,033186,150256,338
2021-10-05$100.87$120.0055.3%16.1%37.3%24.8%57.1%5.1%0.6%-16.7M1.15B-6.1M0.3813.8623,4779,021192,747258,904
2021-10-06$101.13$120.0058.6%16.5%37.2%30.5%59.4%4.5%1.2%-14.0M1.11B-6.2M0.6412.7027,20617,497206,192263,460
2021-10-07$104.31$120.0054.9%15.9%38.6%24.1%56.7%4.8%1.6%-8.3M987.2M-6.4M0.545.2127,77815,108208,976268,081
2021-10-08$100.35$120.0057.0%16.1%40.4%27.7%57.5%1.9%1.5%-14.0M1.15B-6.2M0.5410.9428,77015,457218,361273,969
2021-10-11$101.63$120.0058.6%16.1%41.0%30.5%57.8%1.8%-3.1%-13.6M1.10B-6.2M0.7513.3123,69217,688203,263265,787
2021-10-12$104.35$120.0056.4%15.7%41.8%26.7%55.4%4.3%-2.5%-9.0M993.4M-6.4M0.8312.4520,83617,260209,182270,749
2021-10-13$104.67$120.0056.7%15.4%41.7%27.2%54.8%2.5%-3.8%-8.5M1.01B-6.5M0.365.7633,84912,194214,003275,876
2021-10-14$106.76$120.0056.0%15.4%41.1%26.0%54.8%3.5%-3.1%-1.5M902.6M-6.6M0.234.7758,95613,778217,077283,329
2021-10-15$105.67$120.0053.9%14.8%36.5%22.3%53.4%2.2%-4.4%-12.8M990.5M-6.5M0.406.1135,38414,279211,958286,502
2021-10-18$106.89$120.0053.6%15.1%36.7%22.0%53.8%1.2%-2.4%-7.2M758.8M-6.4M0.423.9329,47412,283171,520245,437
2021-10-19$107.24$120.0053.9%15.3%36.7%22.3%54.8%1.2%-2.8%-5.1M745.9M-6.6M0.383.2925,5809,805179,209250,573
2021-10-20$107.22$120.0053.5%15.4%36.2%21.8%55.3%2.4%-1.8%-5.4M770.3M-6.6M0.314.3754,75516,795191,323260,580
2021-10-21$108.35$120.0054.9%15.9%36.5%24.1%56.8%-0.8%-3.3%3.6M719.3M-6.9M0.4338.7550,50321,755210,163269,561
2021-10-22$94.83$120.0052.3%15.3%58.8%19.7%55.2%1.9%-3.4%-19.8M1.35B-5.7M0.856.3993,30579,675224,667274,857
2021-10-25$95.70$120.0052.9%15.6%57.2%20.7%56.1%0.4%-2.6%-14.6M1.27B-6.4M0.794.5536,88529,229229,261295,132
2021-10-26$94.73$120.0052.3%15.6%54.8%19.5%56.9%2.3%-1.1%-13.7M1.31B-6.3M0.703.7736,59425,634236,736302,434
2021-10-27$96.97$120.0054.5%16.3%55.8%23.5%58.1%2.1%-4.5%-10.0M1.21B-6.7M0.306.6164,15219,266239,878307,187
2021-10-28$99.28$120.0052.5%16.6%56.7%20.0%60.2%2.3%-1.3%-5.9M1.11B-6.9M0.526.4936,77419,021245,845310,677
2021-10-29$98.96$120.0053.1%17.1%56.6%21.0%62.6%0.9%-1.7%-6.3M1.13B-7.0M0.635.4632,03920,049251,280316,156