BYND Options History — December 2021

In December 2021, BYND traded between $63.24 and $74.18. ATM implied volatility averaged 63.2%, placing in the 38.5% IV rank vs the trailing year. The 30-day expected move averaged 18.1%. IV traded below realized volatility by 8.2% (HV 20d: 71.4%). Max pain ranged from $110.00 to $120.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 1.12.

Notable Days

  • 2021-12-14: Highest Volume — 62,087 contracts
  • 2021-12-03: Largest IV spike — 13.2% change
  • 2021-12-20: Highest IV Rank — 56.8%
  • 2021-12-20: Largest Expected Move — 21.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$67.37$63.24$74.18$67.65$65.55
Max Pain$113.64$110.00$120.00$115.00$110.00
ATM IV63.2%57.9%73.7%57.9%62.0%
Expected Move18.1%16.2%21.0%17.5%17.6%
HV 20d71.4%56.9%80.9%61.0%80.9%
HV 60d61.1%52.8%66.9%52.8%66.9%
IV Rank38.5%29.4%56.8%29.4%36.4%
IV Percentile76.8%57.5%90.9%57.9%72.2%
Term Structure0.1%-3.6%2.3%1.7%1.2%
VWIV66.7%60.2%75.7%62.8%63.6%
Skew 25d5.4%2.9%10.6%7.8%2.9%
Skew 10d12.4%5.5%19.5%16.1%13.1%
Call IV 25d63.8%58.5%73.7%58.5%63.6%
Put IV 25d69.2%63.0%79.7%66.3%66.4%
Bid-Ask Spread %16.262.8735.679.384.55
Gamma HHI0.070.050.110.080.07
Net GEX-7.8M-12.0M-4.9M-11.5M-7.0M
Net DEX1.26B1.03B1.44B1.43B1.11B
Net VEX-4.8M-5.5M-4.2M-4.4M-4.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.120.562.090.820.78
Total Volume36,546.27318,35262,08729,74927,922
Total OI571,946.955523,922635,261575,130554,717

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-12-01$67.65$115.0057.9%17.5%61.0%29.4%62.8%7.8%1.7%-11.5M1.43B-4.4M0.829.3816,37213,377247,560327,570
2021-12-02$67.83$115.0058.5%17.4%56.9%30.4%67.2%7.6%2.3%-12.0M1.41B-4.6M1.9911.9615,28730,411251,574328,845
2021-12-03$64.21$115.0066.3%20.4%57.7%43.9%73.6%10.6%0.7%-9.6M1.44B-4.3M2.0915.2312,53126,182254,447337,085
2021-12-06$67.44$120.0063.4%17.9%63.1%39.0%63.0%7.1%-2.5%-8.9M1.36B-4.6M1.1324.6515,32217,339236,057327,476
2021-12-07$71.18$120.0059.8%16.7%68.3%32.6%61.5%5.6%-1.1%-7.9M1.32B-5.1M1.0627.2217,50618,580242,538331,096
2021-12-08$74.18$120.0058.1%16.2%71.3%29.8%60.2%4.5%0.6%-6.9M1.27B-5.5M0.8135.6723,29418,769245,891337,898
2021-12-09$70.12$120.0060.5%17.2%72.2%33.8%65.2%4.9%1.0%-8.6M1.34B-5.0M1.2331.4012,04814,781249,150340,610
2021-12-10$64.27$120.0065.0%18.4%61.8%41.6%69.4%7.6%0.3%-9.7M1.40B-4.5M1.7034.2820,78235,413249,982343,598
2021-12-13$63.60$120.0065.5%18.6%58.9%42.5%72.4%7.2%0.0%-8.8M1.37B-4.3M1.4026.1817,98225,133243,975341,454
2021-12-14$70.15$115.0067.3%18.6%71.2%45.7%69.3%5.3%-3.6%-7.9M1.31B-5.2M0.5626.2239,81322,274253,179353,773
2021-12-15$66.54$110.0067.1%19.3%72.7%45.3%67.0%4.7%0.8%-7.9M1.36B-4.8M1.3020.0726,68434,668264,082359,127
2021-12-16$66.18$110.0065.9%18.8%71.9%43.2%66.3%5.8%-0.9%-8.6M1.37B-4.8M0.7117.3216,94011,989267,860362,670
2021-12-17$68.03$110.0065.5%18.5%72.7%42.6%68.1%4.7%-0.4%-5.6M1.32B-5.1M1.1128.3218,91021,002272,817362,444
2021-12-20$64.98$110.0073.7%21.0%74.0%56.8%75.7%5.9%-0.4%-5.9M1.09B-4.8M1.1815.8114,34516,894215,776308,146
2021-12-21$70.03$110.0065.5%18.7%79.6%42.5%71.5%4.0%-0.0%-4.9M1.03B-5.3M0.987.1814,85414,583219,970313,683
2021-12-22$68.68$110.0062.7%18.0%79.7%37.6%66.1%3.3%-0.3%-5.5M1.07B-5.0M1.174.7510,47012,283222,758317,825
2021-12-23$67.88$110.0060.5%17.3%79.5%33.9%65.7%3.4%0.5%-7.0M1.10B-4.9M0.993.4815,45815,269223,964320,110
2021-12-27$66.60$110.0061.4%17.6%79.2%35.4%68.6%4.0%0.1%-7.0M1.13B-4.6M1.132.9512,83314,553213,839313,674
2021-12-28$66.72$110.0059.9%17.1%78.3%32.9%62.1%4.3%1.3%-6.9M1.13B-4.6M0.934.939,5068,846217,914320,053
2021-12-29$63.24$110.0063.1%17.6%79.4%38.3%64.9%3.9%0.8%-8.3M1.15B-4.2M0.843.2118,49915,549219,590319,076
2021-12-30$67.03$110.0060.4%17.4%80.6%33.7%63.7%3.0%0.3%-6.3M1.11B-4.6M0.692.8722,93115,834225,848323,132
2021-12-31$65.55$110.0062.0%17.6%80.9%36.4%63.6%2.9%1.2%-7.0M1.11B-4.5M0.784.5515,65612,266230,760323,957