BYND Options History — January 2022

In January 2022, BYND traded between $55.17 and $71.63. ATM implied volatility averaged 76.2%, placing in the 62.5% IV rank vs the trailing year. The 30-day expected move averaged 21.6%. IV traded below realized volatility by 3.1% (HV 20d: 79.3%). Max pain ranged from $85.00 to $110.00. Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.98.

Notable Days

  • 2022-01-13: Highest Volume — 193,257 contracts
  • 2022-01-24: Largest IV spike — 17.1% change
  • 2022-01-27: Highest IV Rank — 97.8%
  • 2022-01-24: Largest Expected Move — 26.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$63.63$55.17$71.63$64.17$63.94
Max Pain$97.25$85.00$110.00$110.00$85.00
ATM IV76.2%62.5%93.3%62.5%91.9%
Expected Move21.6%17.8%26.4%17.8%24.0%
HV 20d79.3%72.8%91.5%78.9%91.5%
HV 60d71.8%66.5%77.9%66.5%77.9%
IV Rank62.5%37.3%97.8%37.3%97.4%
IV Percentile90.5%74.6%99.6%74.6%99.2%
Term Structure1.7%-4.0%7.1%1.0%-4.0%
VWIV79.7%64.3%96.9%65.8%89.0%
Skew 25d3.0%-8.3%13.7%4.3%9.2%
Skew 10d7.6%-17.2%23.4%10.1%23.4%
Call IV 25d78.5%63.2%94.7%63.2%91.0%
Put IV 25d81.5%67.5%102.4%67.5%100.2%
Bid-Ask Spread %10.003.0624.603.065.08
Gamma HHI0.090.060.130.080.08
Net GEX-5.9M-9.6M1.8M-6.8M-4.0M
Net DEX979.4M627.1M1.22B1.12B627.1M
Net VEX-4.8M-5.7M-4.0M-4.2M-5.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.980.212.291.861.11
Total Volume75,101.6531,754193,25741,07485,869
Total OI575,775.2424,717678,082533,021468,979

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-01-03$64.17$110.0062.5%17.8%78.9%37.3%65.8%4.3%1.0%-6.8M1.12B-4.2M1.863.0614,38626,688220,901312,120
2022-01-04$61.88$110.0063.3%17.9%77.6%38.8%64.3%3.9%-0.3%-9.2M1.16B-4.1M1.523.4615,43123,379226,979334,601
2022-01-05$59.10$110.0067.6%20.0%75.7%46.2%71.9%2.9%0.5%-9.6M1.17B-4.0M1.044.8754,96157,297232,530338,678
2022-01-06$67.00$100.0069.1%20.1%88.1%48.8%73.4%-8.3%0.1%-3.5M981.0M-5.0M0.7124.5098,76670,232253,914359,038
2022-01-07$68.89$100.0070.5%20.2%86.7%51.2%74.5%-1.0%0.9%1.8M974.1M-5.5M0.5624.60113,97963,534272,201389,132
2022-01-10$66.10$100.0071.3%20.7%82.0%52.7%74.9%1.9%1.2%-7.8M1.12B-5.2M0.7819.7028,79422,558259,344372,499
2022-01-11$69.30$100.0065.1%18.9%83.5%42.0%70.0%2.3%1.0%-4.9M1.04B-5.3M0.495.4832,12715,710261,710372,153
2022-01-12$67.87$100.0063.3%18.4%76.1%38.7%66.5%3.1%0.9%-6.0M1.10B-5.2M0.556.4624,14913,210265,551375,348
2022-01-13$71.63$100.0071.0%20.7%76.0%52.1%78.7%-7.2%1.2%-2.1M924.3M-5.7M0.2119.55160,04033,217269,717377,623
2022-01-14$66.14$100.0069.7%20.4%81.6%49.8%79.2%-4.0%2.1%-8.6M1.13B-5.2M0.6114.3663,99638,847291,203386,879
2022-01-18$63.73$100.0074.4%21.3%81.9%58.0%85.9%-5.3%4.4%-7.6M1.14B-4.9M1.1515.1220,56823,726280,045369,101
2022-01-19$63.36$100.0073.5%21.1%80.3%56.5%79.0%-1.3%2.4%-8.3M1.18B-4.8M0.7510.2820,34715,287282,563372,609
2022-01-20$61.80$100.0076.7%21.8%75.5%62.1%79.8%4.0%1.5%-8.5M1.22B-4.6M0.784.9649,60238,782285,340372,402
2022-01-21$62.51$95.0079.7%22.3%75.5%67.1%80.7%3.7%7.1%-7.5M1.21B-4.8M1.245.6426,58333,035291,323380,053
2022-01-24$61.89$90.0093.3%26.4%75.5%90.8%96.9%7.7%4.0%-4.6M643.5M-4.9M1.336.9422,61430,137170,338254,379
2022-01-25$60.93$90.0089.4%25.3%75.4%84.0%90.1%9.2%2.5%-4.8M661.1M-4.8M1.357.6513,77518,608177,244260,683
2022-01-26$60.46$85.0089.0%24.8%75.4%83.4%89.2%11.2%2.2%-5.0M673.7M-4.8M0.519.6625,15412,746181,228265,852
2022-01-27$56.80$85.0092.1%25.2%76.2%97.8%93.6%13.7%4.7%-5.6M739.8M-4.3M0.854.5317,15614,598194,186269,367
2022-01-28$55.17$85.0090.9%24.5%72.8%95.4%91.4%10.8%1.2%-6.0M768.9M-4.0M2.294.1618,89143,254195,872271,819
2022-01-31$63.94$85.0091.9%24.0%91.5%97.4%89.0%9.2%-4.0%-4.0M627.1M-5.2M1.115.0840,77345,096186,027282,952