BYND Options History — April 2022

In April 2022, BYND traded between $35.71 and $51.04. ATM implied volatility averaged 91.9%, placing in the 68.7% IV rank vs the trailing year. The 30-day expected move averaged 26.9%. IV traded above realized volatility by 15.8% (HV 20d: 76.2%). Max pain ranged from $60.00 to $75.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 1.06.

Notable Days

  • 2022-04-27: Highest Volume — 152,029 contracts
  • 2022-04-26: Largest IV spike — 9.2% change
  • 2022-04-27: Highest IV Rank — 97.4%
  • 2022-04-27: Largest Expected Move — 33.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.18$35.71$51.04$48.85$37.06
Max Pain$65.25$60.00$75.00$75.00$60.00
ATM IV91.9%72.0%113.2%72.0%105.1%
Expected Move26.9%22.8%33.7%22.8%32.8%
HV 20d76.2%61.1%97.3%88.5%73.4%
HV 60d84.4%81.0%87.5%87.5%81.6%
IV Rank68.7%41.8%97.4%41.8%86.5%
IV Percentile92.2%81.0%99.6%81.0%98.4%
Term Structure-2.0%-5.6%11.3%11.3%-4.5%
VWIV97.0%84.4%125.2%87.1%125.2%
Skew 25d12.7%2.7%19.8%2.7%19.8%
Skew 10d26.3%12.6%43.9%12.6%43.0%
Call IV 25d89.2%68.9%113.0%68.9%100.0%
Put IV 25d101.9%71.6%124.4%71.6%119.8%
Bid-Ask Spread %9.573.8318.3416.243.83
Gamma HHI0.110.070.130.080.09
Net GEX-3.5M-4.6M-1.5M-1.5M-2.8M
Net DEX705.7M609.3M740.4M666.6M723.1M
Net VEX-3.0M-3.9M-2.4M-3.7M-2.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.060.571.670.871.10
Total Volume44,338.1518,755152,02937,95636,323
Total OI564,545.35506,529638,108569,735638,108

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-04-01$48.85$75.0072.0%22.8%88.5%41.8%87.1%2.7%11.3%-1.5M666.6M-3.7M0.8716.2420,25217,704247,653322,082
2022-04-04$51.04$75.0078.6%23.5%89.4%50.7%92.8%7.9%0.3%-1.8M609.3M-3.9M0.7513.8118,93414,182223,095307,904
2022-04-05$47.38$75.0083.9%24.6%94.0%57.8%84.4%9.5%0.5%-3.1M687.3M-3.5M0.7512.6620,52515,420229,100315,430
2022-04-06$43.66$75.0087.0%24.9%97.3%62.1%93.1%9.5%0.6%-4.6M737.7M-3.2M1.4418.3216,55523,809234,712320,523
2022-04-07$44.20$70.0088.4%25.3%96.4%63.9%87.7%10.5%1.1%-4.4M729.4M-3.3M0.926.7750,94946,885239,088323,616
2022-04-08$43.15$65.0089.1%25.2%89.0%64.9%91.9%10.8%1.6%-4.0M737.4M-3.3M1.3210.9220,95327,660245,992329,704
2022-04-11$43.78$60.0089.5%25.3%85.1%65.3%90.9%9.5%-3.2%-4.5M719.8M-3.3M0.9312.499,7419,014232,362325,855
2022-04-12$43.59$60.0090.8%25.7%82.1%67.1%92.9%9.6%-2.5%-4.6M719.5M-3.2M0.7711.8914,19210,860234,390327,981
2022-04-13$44.77$60.0089.0%24.8%72.9%64.7%89.8%12.3%-2.0%-3.6M715.5M-3.3M1.1718.3411,81713,773236,224328,671
2022-04-14$43.56$60.0087.0%24.2%68.6%62.1%88.4%13.9%-4.3%-3.2M737.6M-3.2M1.6610.3012,58220,920239,815332,481
2022-04-18$40.50$60.0091.1%25.9%65.6%67.6%91.3%12.9%-3.2%-3.8M699.5M-2.7M1.626.7018,99030,677204,098302,431
2022-04-19$42.31$60.0087.0%24.8%66.3%62.0%85.4%13.5%-2.3%-3.7M698.6M-2.9M0.785.2428,54022,381212,487318,300
2022-04-20$40.70$65.0088.2%25.3%61.1%63.7%88.4%13.6%-4.3%-4.1M733.9M-2.7M0.894.8113,55012,054225,518327,275
2022-04-21$38.86$65.0093.5%27.0%62.3%70.8%94.5%17.2%-4.3%-4.3M740.4M-2.6M0.905.5114,18012,749229,826331,377
2022-04-22$37.88$65.0095.7%27.8%62.4%73.8%102.9%17.3%-3.4%-4.0M735.5M-2.5M1.675.3012,77621,283235,382333,834
2022-04-25$38.19$65.0098.5%29.2%62.5%77.5%101.0%17.9%-5.2%-3.2M715.7M-2.5M0.874.6012,13510,532232,932328,396
2022-04-26$35.71$65.00107.5%32.4%65.1%89.7%112.9%19.6%-5.2%-2.9M704.3M-2.4M1.194.5314,12916,812237,059331,721
2022-04-27$38.77$65.00113.2%33.7%70.8%97.4%120.0%11.3%-5.6%-2.4M635.1M-3.0M0.5713.4996,87855,151242,984335,281
2022-04-28$39.56$60.00103.4%32.0%70.7%84.1%120.0%13.9%-5.0%-2.5M667.6M-3.0M0.995.6230,56730,329268,983358,237
2022-04-29$37.06$60.00105.1%32.8%73.4%86.5%125.2%19.8%-4.5%-2.8M723.1M-2.7M1.103.8317,27319,050271,091367,017