BYND Options History — July 2022

In July 2022, BYND traded between $25.58 and $37.98. ATM implied volatility averaged 126.3%, placing in the 76.8% IV rank vs the trailing year. The 30-day expected move averaged 36.2%. IV traded above realized volatility by 41.8% (HV 20d: 84.4%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.79.

Notable Days

  • 2022-07-07: Highest Volume — 126,844 contracts
  • 2022-07-05: Largest IV spike — 10.9% change
  • 2022-07-18: Highest IV Rank — 82.7%
  • 2022-07-05: Largest Expected Move — 38.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.11$25.58$37.98$25.58$31.82
Max Pain$39.75$35.00$40.00$40.00$40.00
ATM IV126.3%114.5%132.8%114.5%117.5%
Expected Move36.2%28.8%38.3%28.8%36.2%
HV 20d84.4%74.9%95.9%85.3%95.6%
HV 60d108.6%104.5%111.9%104.5%111.7%
IV Rank76.8%66.2%82.7%66.2%68.9%
IV Percentile97.0%90.5%99.6%95.2%90.5%
Term Structure-2.8%-8.9%12.9%12.9%-4.3%
VWIV126.4%104.0%147.4%104.0%134.5%
Skew 25d12.1%7.7%17.8%10.2%15.6%
Skew 10d23.1%13.9%65.1%18.1%35.1%
Call IV 25d124.3%111.3%132.5%111.3%114.8%
Put IV 25d136.3%121.5%144.2%121.5%130.4%
Bid-Ask Spread %25.146.8652.316.8614.73
Gamma HHI0.080.070.100.090.10
Net GEX-1.3M-2.7M176.8K-1.1M-757.6K
Net DEX410.1M289.8M485.2M452.1M455.2M
Net VEX-1.9M-2.4M-1.5M-1.5M-2.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.790.551.120.761.12
Total Volume73,125.546,854126,84455,65852,430
Total OI698,956.35641,945756,821693,396740,361

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-07-01$25.58$40.00114.5%28.8%85.3%66.2%104.0%10.2%12.9%-1.1M452.1M-1.5M0.766.8631,53924,119288,948404,448
2022-07-05$27.32$35.00127.0%38.3%82.7%77.4%128.1%17.8%5.6%-1.4M410.7M-1.6M0.7031.2239,85927,718270,767383,045
2022-07-06$29.28$40.00126.2%36.0%85.7%76.7%119.8%11.7%3.2%-762.5K390.6M-1.7M0.5841.9555,45032,248280,701393,539
2022-07-07$31.35$40.00125.3%35.7%87.9%76.0%127.0%15.8%4.8%-312.9K378.3M-1.8M0.5839.1980,41446,430290,218404,956
2022-07-08$31.51$40.00124.4%35.1%87.8%75.1%118.4%16.0%-3.0%-910.2K414.2M-1.9M0.7152.3161,18843,434298,070429,750
2022-07-11$29.97$40.00130.8%35.9%81.9%80.9%120.9%16.1%-5.6%-2.3M445.0M-1.8M0.5722.3236,53120,867275,929423,853
2022-07-12$30.54$40.00125.5%35.1%81.8%76.1%116.6%13.2%-6.8%-2.0M438.9M-1.8M0.7626.5431,33423,893280,220429,374
2022-07-13$30.45$40.00125.5%34.9%80.3%76.1%115.1%9.3%-3.5%-2.0M453.8M-1.8M0.5819.8850,61629,471287,207438,824
2022-07-14$29.90$40.00130.2%36.2%81.0%80.4%117.3%13.0%-8.9%-2.2M485.2M-1.8M1.0023.8236,83136,870292,529447,560
2022-07-15$34.16$40.00127.9%35.5%80.0%78.3%125.1%14.5%-8.3%176.8K399.8M-2.0M0.8126.0766,87054,349296,647460,174
2022-07-18$34.33$40.00132.8%37.4%74.9%82.7%128.8%9.2%-3.4%-1.1M352.1M-2.1M0.8117.3441,35433,464248,168393,777
2022-07-19$37.70$40.00131.7%37.6%77.9%81.7%133.0%10.3%-8.7%-104.9K289.8M-2.3M1.0120.1532,74233,146258,558404,321
2022-07-20$37.15$40.00128.6%36.9%76.5%78.9%127.1%10.8%-5.7%-232.8K324.1M-2.3M1.0216.9932,24233,036262,018415,297
2022-07-21$37.98$40.00130.7%37.8%76.3%80.8%133.4%7.7%-6.2%-626.6K346.0M-2.4M0.8319.2345,53237,890265,371429,398
2022-07-22$36.49$40.00126.8%36.7%79.1%77.3%131.1%10.5%-3.1%-1.3M403.1M-2.3M0.8118.9830,23224,379276,076444,223
2022-07-25$32.82$40.00125.5%37.4%89.6%76.1%132.6%9.1%-3.0%-2.1M412.7M-2.0M0.7731.3842,49632,552252,369406,746
2022-07-26$30.40$40.00129.1%38.1%94.3%79.4%137.1%9.8%-3.0%-2.7M463.2M-1.9M0.6724.3534,56623,167266,014421,717
2022-07-27$32.32$40.00122.7%36.9%94.1%73.6%131.3%9.2%-4.6%-2.2M431.8M-2.0M0.5527.9530,16816,686277,142426,403
2022-07-28$31.11$40.00123.4%37.5%95.9%74.2%147.4%11.2%-4.0%-2.1M455.8M-1.9M1.0621.5527,33429,063283,222431,187
2022-07-29$31.82$40.00117.5%36.2%95.6%68.9%134.5%15.6%-4.3%-757.6K455.2M-2.0M1.1214.7324,74227,688292,892447,469