BYND Options History — November 2021

In November 2021, BYND traded between $71.22 and $103.54. ATM implied volatility averaged 53.6%, placing in the 22.0% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded below realized volatility by 9.2% (HV 20d: 62.8%). Max pain ranged from $110.00 to $120.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.87.

Notable Days

  • 2021-11-11: Highest Volume — 320,673 contracts
  • 2021-11-11: Largest IV drop — 18.8% change
  • 2021-11-10: Highest IV Rank — 37.0%
  • 2021-11-03: Largest Expected Move — 21.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$86.44$71.22$103.54$99.54$71.22
Max Pain$117.86$110.00$120.00$120.00$115.00
ATM IV53.6%45.0%62.3%54.7%58.9%
Expected Move15.7%12.9%21.5%18.0%17.8%
HV 20d62.8%55.2%75.4%55.5%60.0%
HV 60d48.2%41.6%52.1%42.9%52.0%
IV Rank22.0%6.9%37.0%23.7%31.0%
IV Percentile40.5%13.5%78.6%39.7%63.9%
Term Structure-1.0%-3.6%1.4%-2.4%-1.0%
VWIV57.3%46.7%77.1%64.6%66.4%
Skew 25d3.0%-1.6%10.6%2.9%8.5%
Skew 10d7.3%-1.6%18.8%5.7%18.8%
Call IV 25d54.0%45.7%64.5%54.1%57.0%
Put IV 25d57.0%48.0%68.8%57.0%65.5%
Bid-Ask Spread %11.334.3040.277.848.01
Gamma HHI0.090.070.130.100.08
Net GEX-12.1M-24.1M-5.2M-13.3M-9.3M
Net DEX1.37B846.3M1.85B1.16B1.37B
Net VEX-6.0M-7.6M-4.9M-6.9M-4.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.870.371.470.491.47
Total Volume69,529.85722,314320,67322,31444,557
Total OI594,261.286535,110708,240535,110561,469

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-11-01$99.54$120.0054.7%18.0%55.5%23.7%64.6%2.9%-2.4%-13.3M1.16B-6.9M0.497.8414,9477,367227,652307,458
2021-11-02$99.00$120.0055.6%18.7%55.5%25.4%67.8%2.2%-2.2%-14.3M1.18B-6.8M0.376.9924,5909,220228,754309,120
2021-11-03$103.54$120.0062.2%21.5%57.8%36.8%77.1%-1.6%-3.6%-5.2M846.3M-7.5M0.389.1772,31927,592238,500310,287
2021-11-04$103.21$120.0062.3%16.6%56.7%37.0%60.6%-0.2%-2.4%-11.0M908.4M-7.6M0.5912.7420,72312,263241,176317,011
2021-11-05$100.22$120.0058.0%15.8%56.0%29.5%59.0%1.9%-2.1%-14.0M1.12B-7.2M0.5419.1833,40117,915240,885319,933
2021-11-08$98.35$120.0058.0%15.9%56.1%29.6%58.4%1.4%-2.4%-14.3M1.18B-6.8M0.4822.6032,79815,619226,175310,667
2021-11-09$97.88$120.0056.3%15.6%55.2%26.5%57.6%4.4%-1.6%-11.8M1.20B-6.7M0.5217.5530,48315,890243,247314,870
2021-11-10$93.90$120.0062.3%17.3%56.7%37.0%62.7%10.6%-2.5%-11.8M1.29B-6.6M1.1240.2760,66967,701261,118320,013
2021-11-11$81.66$120.0050.6%14.4%73.2%16.6%52.8%3.6%0.4%-24.1M1.85B-4.9M1.286.39140,367180,306287,630348,392
2021-11-12$84.81$120.0048.6%14.1%75.4%13.3%51.9%2.2%1.4%-12.1M1.59B-6.0M1.115.7366,35873,883328,392379,848
2021-11-15$83.72$115.0048.2%13.8%74.9%12.5%50.2%2.2%-0.2%-12.2M1.56B-5.7M0.636.0438,96924,446288,163349,653
2021-11-16$83.96$115.0046.1%13.2%74.9%8.8%48.5%2.1%-0.5%-9.7M1.54B-5.7M0.826.9331,45425,871298,431351,924
2021-11-17$80.62$115.0045.0%12.9%75.4%6.9%46.7%2.3%-0.5%-13.7M1.66B-5.3M0.974.3030,53129,712306,802357,072
2021-11-18$78.28$115.0045.3%13.0%75.0%7.4%47.5%2.8%0.4%-16.2M1.73B-5.1M1.137.5728,22231,978314,352362,208
2021-11-19$77.42$110.0048.2%13.7%61.0%12.5%49.7%0.7%0.7%-12.2M1.73B-5.2M1.1613.5532,24137,466323,565367,480
2021-11-22$76.19$120.0051.5%14.7%60.6%18.3%54.2%3.8%-0.2%-10.3M1.37B-5.3M1.407.1119,92427,825244,273308,983
2021-11-23$74.93$120.0052.6%15.2%60.6%20.2%55.8%2.7%-1.2%-12.0M1.37B-5.4M0.898.4521,07618,700248,544319,254
2021-11-24$75.85$120.0052.2%15.1%59.9%19.4%53.8%2.3%-0.6%-9.8M1.36B-5.4M1.048.2916,78817,501255,525321,734
2021-11-26$77.00$115.0056.7%16.4%59.3%27.3%59.4%3.3%-1.0%-7.8M1.31B-5.6M0.8113.5316,09813,116258,949325,257
2021-11-29$73.94$115.0053.3%16.1%60.0%21.3%57.7%5.4%0.7%-9.3M1.36B-5.1M0.985.7814,73914,502239,513315,208
2021-11-30$71.22$115.0058.9%17.8%60.0%31.0%66.4%8.5%-1.0%-9.3M1.37B-4.9M1.478.0118,05626,501243,958317,511