BYND Options History — June 2022

In June 2022, BYND traded between $22.16 and $27.23. ATM implied volatility averaged 102.9%, placing in the 55.8% IV rank vs the trailing year. The 30-day expected move averaged 29.5%. IV traded below realized volatility by 9.5% (HV 20d: 112.4%). Max pain ranged from $35.00 to $45.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 1.09.

Notable Days

  • 2022-06-13: Highest Volume — 260,505 contracts
  • 2022-06-13: Largest IV spike — 13.7% change
  • 2022-06-30: Highest IV Rank — 68.0%
  • 2022-06-16: Largest Expected Move — 32.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.49$22.16$27.23$25.54$23.96
Max Pain$40.00$35.00$45.00$45.00$40.00
ATM IV102.9%89.8%116.5%101.4%116.5%
Expected Move29.5%25.4%32.9%30.6%31.4%
HV 20d112.4%85.2%144.0%143.9%85.2%
HV 60d104.9%100.0%108.1%106.5%104.1%
IV Rank55.8%43.9%68.0%54.4%68.0%
IV Percentile89.0%79.0%97.6%89.3%97.6%
Term Structure3.1%-3.4%14.8%-1.6%14.8%
VWIV105.3%80.4%121.9%118.4%110.5%
Skew 25d14.5%9.9%18.7%15.0%15.0%
Skew 10d28.6%23.3%33.3%32.6%29.3%
Call IV 25d99.1%87.3%112.2%99.2%109.7%
Put IV 25d113.6%101.0%129.3%114.3%124.7%
Bid-Ask Spread %13.964.8733.028.5212.27
Gamma HHI0.090.070.170.090.08
Net GEX-1.8M-2.8M-1.2M-2.0M-1.8M
Net DEX453.0M418.1M497.6M450.7M440.0M
Net VEX-1.6M-1.8M-1.4M-1.7M-1.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.090.491.911.151.10
Total Volume65,118.23836,095260,50541,88355,927
Total OI674,565.095620,925770,183638,090673,540

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$25.54$45.00101.4%30.6%143.9%54.4%118.4%15.0%-1.6%-2.0M450.7M-1.7M1.158.5219,47022,413248,259389,831
2022-06-02$27.23$40.0095.5%28.7%143.6%49.1%105.0%16.1%0.6%-1.3M452.6M-1.8M0.9033.0221,91419,663255,687396,455
2022-06-03$24.98$40.0095.2%27.9%144.0%48.8%105.2%15.7%-1.4%-2.8M466.4M-1.6M1.6627.9414,76424,462261,114402,830
2022-06-06$24.84$40.0094.6%27.7%143.1%48.3%106.1%15.6%3.5%-2.0M458.7M-1.6M1.3210.4020,03326,434252,739393,201
2022-06-07$24.53$35.0091.8%26.8%134.9%45.8%80.4%14.8%2.7%-2.0M463.2M-1.5M0.9725.6662,15460,109260,137398,591
2022-06-08$25.10$40.0089.8%26.5%135.3%43.9%97.2%12.2%-0.1%-1.8M466.6M-1.6M1.7426.8624,71642,951274,106408,898
2022-06-09$22.83$40.0098.3%28.7%128.7%51.7%99.0%14.5%3.5%-2.3M473.4M-1.4M1.0019.4424,41124,322280,132416,397
2022-06-10$22.89$40.00100.2%29.1%128.1%53.3%107.3%9.9%2.5%-2.0M469.7M-1.5M1.527.1118,05027,398287,381425,105
2022-06-13$22.18$40.00113.9%32.6%96.4%65.7%111.7%13.5%-2.7%-1.9M461.0M-1.5M0.9410.29134,089126,416278,008413,726
2022-06-14$22.16$40.00113.2%32.4%87.3%65.1%114.7%15.9%-2.2%-1.8M460.6M-1.5M0.9117.6626,62924,189289,319421,108
2022-06-15$25.45$40.00112.7%32.3%101.9%64.6%115.6%15.9%2.3%-1.2M448.5M-1.7M0.7820.9144,50734,553295,451429,242
2022-06-16$23.93$40.00115.0%32.9%103.9%66.6%121.9%18.7%1.9%-2.0M486.8M-1.6M1.9113.9022,24042,539300,467446,212
2022-06-17$23.41$40.00108.3%31.2%103.9%60.7%104.6%16.1%-3.4%-1.6M497.6M-1.5M1.164.8724,84428,903306,343463,840
2022-06-21$25.26$40.00102.2%28.4%105.5%55.1%100.9%14.7%0.2%-1.6M418.1M-1.6M0.766.5120,53615,559255,920365,005
2022-06-22$25.39$40.00101.8%28.9%105.5%54.8%103.8%13.8%2.0%-1.5M425.3M-1.6M0.825.4226,07021,398261,392371,995
2022-06-23$26.07$40.00102.6%29.0%103.7%55.5%101.9%13.4%-0.1%-1.3M423.3M-1.6M1.008.1023,85923,878265,329378,729
2022-06-24$25.54$40.0093.1%25.4%94.6%46.9%90.7%13.5%2.7%-1.6M444.1M-1.5M1.087.0631,26733,777270,958385,519
2022-06-27$24.94$40.0098.0%27.7%94.9%51.3%97.7%13.8%11.8%-1.6M429.1M-1.5M0.498.0832,98316,247262,310368,308
2022-06-28$23.97$40.00108.1%30.6%89.6%60.5%110.0%13.9%14.3%-1.6M436.3M-1.5M0.818.9436,58129,734270,690373,756
2022-06-29$24.19$40.00109.0%30.3%85.7%61.2%108.3%12.8%14.5%-1.8M440.6M-1.5M0.8410.1820,41917,075278,410389,427
2022-06-30$23.96$40.00116.5%31.4%85.2%68.0%110.5%15.0%14.8%-1.8M440.0M-1.5M1.1012.2726,60829,319281,419392,121