BYND Options History — March 2022

In March 2022, BYND traded between $36.34 and $51.23. ATM implied volatility averaged 80.2%, placing in the 52.8% IV rank vs the trailing year. The 30-day expected move averaged 24.9%. IV traded below realized volatility by 8.0% (HV 20d: 88.1%). Max pain ranged from $65.00 to $85.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.97.

Notable Days

2022-03-08: Highest Volume — 84,497 contracts
2022-03-15: Largest IV drop — 10.6% change
2022-03-07: Highest IV Rank — 72.3%
2022-03-07: Largest Expected Move — 30.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$45.92	$36.34	$51.23	$47.55	$48.44
Max Pain	$76.74	$65.00	$85.00	$75.00	$75.00
ATM IV	80.2%	68.8%	94.6%	87.2%	68.8%
Expected Move	24.9%	22.3%	30.4%	26.3%	22.3%
HV 20d	88.1%	73.2%	104.0%	80.1%	93.7%
HV 60d	85.0%	80.5%	88.7%	83.5%	87.9%
IV Rank	52.8%	37.5%	72.3%	62.3%	37.5%
IV Percentile	86.6%	77.0%	98.4%	91.3%	77.0%
Term Structure	0.9%	-3.8%	12.1%	-3.1%	12.1%
VWIV	89.4%	80.4%	107.9%	96.5%	82.6%
Skew 25d	9.6%	2.3%	14.1%	11.6%	3.7%
Skew 10d	21.9%	7.6%	32.0%	24.3%	7.6%
Call IV 25d	78.4%	67.1%	89.6%	83.0%	67.1%
Put IV 25d	88.1%	70.9%	103.0%	94.6%	70.9%
Bid-Ask Spread %	14.42	5.80	28.35	7.23	17.20
Gamma HHI	0.10	0.07	0.17	0.07	0.07
Net GEX	-2.9M	-4.5M	-1.0M	-2.8M	-2.1M
Net DEX	677.4M	560.3M	762.9M	680.0M	666.0M
Net VEX	-3.5M	-4.1M	-2.5M	-3.6M	-3.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.97	0.53	1.62	0.78	0.53
Total Volume	40,302.217	19,327	84,497	35,003	44,784
Total OI	527,348.304	478,997	559,829	508,587	559,829

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2022-03-01	$47.55	$75.00	87.2%	26.3%	80.1%	62.3%	96.5%	11.6%	-3.1%	-2.8M	680.0M	-3.6M	0.78	7.23	19,656	15,347	204,178	304,409
2022-03-02	$45.77	$75.00	82.8%	24.4%	77.0%	56.4%	85.2%	13.3%	1.5%	-3.2M	714.0M	-3.3M	1.23	9.58	16,854	20,717	208,483	307,544
2022-03-03	$46.37	$75.00	83.7%	24.6%	77.3%	57.6%	87.3%	12.9%	-1.8%	-2.5M	709.5M	-3.5M	0.87	8.74	17,289	15,071	214,891	313,847
2022-03-04	$42.77	$75.00	87.9%	27.5%	74.0%	63.2%	100.1%	12.3%	0.4%	-4.5M	731.7M	-3.2M	1.31	5.80	17,233	22,546	217,774	316,251
2022-03-07	$42.93	$75.00	94.6%	30.4%	73.5%	72.3%	107.9%	13.4%	-2.8%	-3.8M	707.3M	-3.2M	0.83	6.63	13,648	11,363	201,455	303,529
2022-03-08	$42.43	$75.00	90.2%	28.6%	73.2%	66.4%	102.6%	12.6%	2.3%	-3.8M	719.3M	-3.1M	1.05	7.32	41,186	43,311	205,904	307,188
2022-03-09	$44.60	$65.00	84.8%	25.6%	76.2%	59.0%	89.4%	11.8%	-1.1%	-3.4M	711.6M	-3.4M	0.57	8.41	16,438	9,343	211,986	314,302
2022-03-10	$42.91	$70.00	84.8%	25.1%	73.9%	59.0%	88.0%	13.2%	-2.6%	-3.8M	743.9M	-3.2M	0.88	10.81	10,282	9,045	218,199	319,842
2022-03-11	$38.77	$70.00	88.4%	27.0%	79.5%	63.9%	95.4%	14.1%	-0.4%	-4.3M	762.9M	-2.8M	1.62	6.89	13,599	22,039	219,977	321,948
2022-03-14	$36.34	$85.00	93.0%	27.4%	80.8%	70.1%	95.2%	13.9%	-3.0%	-3.6M	743.8M	-2.5M	1.12	12.22	18,079	20,190	211,720	311,298
2022-03-15	$38.97	$85.00	83.1%	25.7%	87.4%	56.8%	95.9%	13.0%	-0.6%	-3.9M	745.2M	-2.7M	0.91	10.11	10,663	9,729	216,140	314,890
2022-03-16	$43.50	$85.00	81.0%	24.9%	94.8%	53.9%	86.2%	13.3%	-1.6%	-3.0M	725.0M	-3.2M	0.90	20.50	15,543	13,959	219,678	317,295
2022-03-17	$46.73	$80.00	80.3%	25.5%	99.5%	53.0%	85.3%	11.7%	-3.8%	-2.6M	688.2M	-3.5M	0.96	28.35	23,075	22,128	222,534	321,729
2022-03-18	$50.54	$80.00	76.6%	23.5%	103.1%	48.0%	83.9%	10.8%	-2.7%	-2.5M	647.9M	-3.8M	1.45	25.95	25,601	37,123	228,179	328,724
2022-03-21	$47.87	$80.00	74.4%	23.8%	101.7%	45.1%	86.4%	12.2%	-0.7%	-2.8M	623.1M	-3.6M	0.98	16.68	14,443	14,136	195,473	283,524
2022-03-22	$51.23	$80.00	74.5%	23.2%	104.0%	45.1%	82.4%	5.7%	-0.8%	-1.9M	560.3M	-4.0M	0.74	26.56	29,299	21,704	200,268	287,209
2022-03-23	$50.53	$80.00	73.5%	23.4%	101.6%	43.9%	86.8%	4.8%	0.2%	-1.7M	583.7M	-4.0M	1.18	25.62	21,914	25,904	213,855	299,893
2022-03-24	$50.23	$80.00	70.1%	22.8%	101.5%	39.2%	81.8%	4.4%	1.7%	-2.6M	609.8M	-3.9M	1.24	21.32	20,761	25,663	219,348	308,334
2022-03-25	$48.68	$75.00	71.3%	22.9%	94.9%	40.9%	84.4%	3.1%	0.7%	-2.5M	641.5M	-3.8M	0.84	22.42	16,592	13,994	229,392	312,983
2022-03-28	$48.88	$75.00	73.0%	23.3%	92.2%	43.2%	90.6%	4.8%	7.8%	-2.3M	638.0M	-3.7M	1.01	11.78	25,680	26,004	217,434	302,759
2022-03-29	$51.15	$75.00	69.7%	22.6%	93.3%	38.7%	81.9%	2.3%	7.0%	-1.0M	580.9M	-4.1M	0.64	8.88	35,125	22,345	227,668	313,653
2022-03-30	$48.90	$75.00	70.2%	22.5%	93.7%	39.4%	80.4%	2.8%	11.0%	-2.0M	646.7M	-3.7M	0.63	12.59	23,091	14,455	236,704	316,791
2022-03-31	$48.44	$75.00	68.8%	22.3%	93.7%	37.5%	82.6%	3.7%	12.1%	-2.1M	666.0M	-3.6M	0.53	17.20	29,230	15,554	240,801	319,028