BYND Options History — February 2022

In February 2022, BYND traded between $43.69 and $67.02. ATM implied volatility averaged 93.4%, placing in the 90.6% IV rank vs the trailing year. The 30-day expected move averaged 26.4%. IV traded above realized volatility by 5.2% (HV 20d: 88.2%). Max pain ranged from $75.00 to $85.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 1.18.

Notable Days

  • 2022-02-25: Highest Volume — 151,380 contracts
  • 2022-02-25: Largest IV drop — 30.0% change
  • 2022-02-03: Highest IV Rank — 100.0%
  • 2022-02-23: Largest Expected Move — 35.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.54$43.69$67.02$67.02$46.65
Max Pain$78.42$75.00$85.00$85.00$75.00
ATM IV93.4%78.6%115.2%88.6%81.3%
Expected Move26.4%21.8%35.4%22.4%24.7%
HV 20d88.2%79.0%99.3%92.7%98.2%
HV 60d79.2%76.5%83.4%78.7%83.4%
IV Rank90.6%50.7%100.0%91.1%54.4%
IV Percentile97.2%90.5%100.0%97.6%90.9%
Term Structure-4.1%-10.0%1.5%-1.3%-1.5%
VWIV95.2%77.6%130.4%80.8%88.6%
Skew 25d11.7%8.0%17.8%8.3%13.0%
Skew 10d27.1%18.0%41.7%18.0%28.7%
Call IV 25d90.0%75.4%108.5%89.0%76.4%
Put IV 25d101.7%87.6%123.2%97.2%89.4%
Bid-Ask Spread %8.595.3712.165.3712.16
Gamma HHI0.090.060.160.060.09
Net GEX-5.4M-8.2M-2.9M-2.9M-3.8M
Net DEX757.7M572.0M953.8M572.0M706.5M
Net VEX-4.5M-5.5M-3.0M-5.5M-3.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.180.602.270.900.87
Total Volume53,812.36830,927151,38039,17344,721
Total OI521,445.105448,816570,916500,541496,719

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-02-01$67.02$85.0088.6%22.4%92.7%91.1%80.8%8.3%-1.3%-2.9M572.0M-5.5M0.905.3720,59318,580196,106304,435
2022-02-02$64.17$85.0088.9%21.8%93.1%91.7%77.6%9.6%-2.1%-4.6M656.6M-5.3M0.695.4425,10917,385202,399309,364
2022-02-03$57.79$80.0094.1%24.9%99.3%100.0%90.0%10.7%-4.2%-7.8M806.3M-4.6M1.0810.7226,62028,759205,429313,496
2022-02-04$58.68$80.0092.7%24.7%87.6%97.3%88.3%10.6%-4.8%-8.2M793.4M-4.7M0.6010.9427,91616,744214,278317,247
2022-02-07$58.95$80.0093.3%25.5%86.8%98.5%93.3%10.0%-2.7%-5.8M773.4M-4.8M0.998.1726,54326,188203,883302,046
2022-02-08$59.76$80.0092.4%25.3%86.2%96.7%90.6%10.5%-4.2%-5.6M760.4M-4.9M1.069.9116,53817,514211,907313,182
2022-02-09$62.16$80.0089.0%25.0%85.6%90.3%88.6%8.0%-1.7%-3.9M716.9M-5.2M0.658.8928,26518,464217,472319,542
2022-02-10$61.36$80.0089.0%24.9%85.5%90.3%86.9%8.7%-2.3%-4.0M740.5M-5.2M0.967.4617,72617,058224,014322,621
2022-02-11$59.30$80.0093.5%25.8%83.1%98.8%94.1%10.2%-4.6%-5.7M805.2M-4.9M0.9211.6319,38317,797225,063326,255
2022-02-14$58.15$80.0091.8%25.9%79.0%95.6%93.1%11.4%-2.9%-6.5M812.3M-4.7M0.8810.2616,42114,506210,482317,820
2022-02-15$61.86$80.0089.8%25.6%81.6%91.8%85.1%11.1%-5.6%-5.0M748.1M-5.0M0.847.1632,41527,172214,825321,584
2022-02-16$59.61$75.0086.3%24.7%82.6%85.2%88.3%11.5%-2.8%-6.7M804.1M-4.8M1.278.5018,48923,519220,604325,316
2022-02-17$56.39$75.0091.4%26.4%84.4%94.8%92.1%12.4%-2.7%-8.2M885.2M-4.5M1.479.4914,23620,873228,010332,348
2022-02-18$52.41$75.00104.1%30.6%87.5%100.0%109.0%17.2%-7.7%-5.0M953.8M-4.1M2.278.2518,39241,715233,666337,250
2022-02-22$50.52$75.00103.5%31.5%88.1%99.1%121.5%17.8%-7.9%-4.3M679.6M-3.9M1.996.2911,56923,077174,191274,625
2022-02-23$47.51$75.00115.2%35.4%90.0%100.0%127.2%14.7%-10.0%-4.2M689.2M-3.6M1.815.9723,33842,230178,201281,439
2022-02-24$48.35$75.00112.2%34.9%90.6%96.0%130.4%14.4%-9.8%-4.2M704.1M-3.7M1.627.3942,50768,693192,333299,121
2022-02-25$43.69$75.0078.6%22.2%94.5%50.7%82.8%12.2%1.5%-5.9M789.1M-3.0M1.589.2258,64492,736213,529326,655
2022-02-28$46.65$75.0081.3%24.7%98.2%54.4%88.6%13.0%-1.5%-3.8M706.5M-3.5M0.8712.1623,87920,842196,638300,081