BYND Options History — May 2022

In May 2022, BYND traded between $23.01 and $41.47. ATM implied volatility averaged 113.4%, placing in the 74.5% IV rank vs the trailing year. The 30-day expected move averaged 33.1%. IV traded below realized volatility by 1.2% (HV 20d: 114.6%). Max pain ranged from $45.00 to $60.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 1.38.

Notable Days

  • 2022-05-12: Highest Volume — 255,423 contracts
  • 2022-05-11: Largest IV spike — 21.0% change
  • 2022-05-09: Highest IV Rank — 100.0%
  • 2022-05-11: Largest Expected Move — 41.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.51$23.01$41.47$37.33$26.34
Max Pain$49.52$45.00$60.00$60.00$45.00
ATM IV113.4%96.2%152.0%106.0%101.8%
Expected Move33.1%28.2%41.5%34.0%30.4%
HV 20d114.6%72.7%145.3%73.3%145.3%
HV 60d95.7%79.2%106.5%79.2%106.4%
IV Rank74.5%49.8%100.0%87.6%54.8%
IV Percentile96.4%88.9%100.0%98.4%89.7%
Term Structure-2.9%-10.0%4.3%-2.3%-0.9%
VWIV123.8%101.0%158.6%119.1%115.1%
Skew 25d19.9%10.1%32.5%17.3%14.8%
Skew 10d38.9%4.4%62.9%34.1%35.8%
Call IV 25d106.2%94.1%133.9%98.6%99.0%
Put IV 25d126.1%105.7%166.4%116.0%113.8%
Bid-Ask Spread %9.185.5620.165.718.31
Gamma HHI0.090.060.150.090.09
Net GEX-2.4M-3.3M-1.4M-2.9M-1.9M
Net DEX616.8M425.8M717.2M699.6M449.8M
Net VEX-2.1M-3.1M-1.6M-2.7M-1.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.380.742.330.741.43
Total Volume64,221.04822,089255,42324,11935,645
Total OI670,901.381592,853803,917603,409625,180

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-05-02$37.33$60.00106.0%34.0%73.3%87.6%119.1%17.3%-2.3%-2.9M699.6M-2.7M0.745.7113,86510,254249,995353,414
2022-05-03$38.75$60.00103.6%33.7%72.7%84.4%118.6%17.8%-4.2%-2.5M688.4M-2.8M0.815.5612,1879,902255,250356,723
2022-05-04$41.47$60.00100.1%33.0%74.4%79.6%120.1%14.9%-4.6%-2.0M659.9M-3.1M1.026.8418,27418,707257,240359,051
2022-05-05$38.31$55.00105.6%28.3%74.1%87.1%108.7%16.6%-3.8%-2.5M694.0M-2.9M1.0510.7616,16716,924261,937364,498
2022-05-06$35.92$55.00110.4%30.4%76.5%93.6%106.2%13.8%-4.5%-2.9M716.9M-2.6M1.3510.6216,18321,796262,270368,729
2022-05-09$31.03$55.00120.6%33.8%90.4%100.0%116.1%19.6%-2.2%-2.9M680.5M-2.2M1.408.1520,33528,500247,663359,416
2022-05-10$30.20$55.00125.6%34.5%89.8%100.0%140.7%20.1%-6.1%-2.8M670.7M-2.1M1.818.3419,28134,882254,324366,913
2022-05-11$25.95$55.00152.0%41.5%101.2%100.0%151.5%32.5%-6.5%-2.2M626.5M-1.8M1.9913.5339,56278,916261,465378,164
2022-05-12$24.89$45.00130.5%37.3%99.3%80.6%158.6%22.1%-0.8%-3.3M661.9M-1.7M2.3314.9176,647178,776289,621417,882
2022-05-13$31.08$45.00114.7%33.3%133.6%66.4%124.7%19.5%0.2%-2.1M665.5M-2.3M1.4010.4963,48988,987311,811470,792
2022-05-16$27.38$45.00120.0%34.7%137.9%71.1%124.7%23.8%-10.0%-3.1M712.6M-1.9M1.528.1118,64428,371295,424457,495
2022-05-17$26.90$45.00114.8%33.1%135.8%66.5%133.0%26.4%-7.4%-3.1M717.2M-1.8M1.7920.1622,65640,564302,706460,015
2022-05-18$26.34$45.00119.2%34.2%135.7%70.5%133.4%30.5%-4.2%-3.0M697.5M-2.0M1.4510.0822,28732,220308,359472,872
2022-05-19$25.73$45.00114.8%33.3%135.4%66.5%121.0%22.9%-6.7%-2.7M703.3M-1.7M1.195.9319,88123,616316,221477,816
2022-05-20$24.24$45.00110.5%32.0%136.1%62.6%117.5%25.7%-3.9%-2.8M705.5M-1.6M1.406.6829,63641,394319,710484,207
2022-05-23$24.28$45.00105.7%30.9%135.9%58.3%124.2%19.4%4.3%-2.3M458.5M-1.6M1.547.2223,02135,373225,804367,049
2022-05-24$23.01$45.00114.3%34.3%135.4%66.1%129.2%17.6%2.3%-2.1M433.2M-1.7M0.948.8525,84024,225236,233371,461
2022-05-25$25.98$45.00111.2%33.1%140.1%63.3%121.9%18.5%-1.2%-1.5M438.2M-1.8M0.758.0727,48420,551244,897380,516
2022-05-26$26.12$45.00103.1%30.3%139.6%56.0%113.5%13.8%-0.4%-1.4M447.7M-1.7M1.768.3216,05428,203250,963388,181
2022-05-27$28.51$45.0096.2%28.2%143.6%49.8%101.0%10.1%1.8%-1.5M425.8M-1.9M1.266.2421,85827,485256,032400,630
2022-05-31$26.34$45.00101.8%30.4%145.3%54.8%115.1%14.8%-0.9%-1.9M449.8M-1.8M1.438.3114,66220,983241,866383,314