BYND Options History — August 2022

In August 2022, BYND traded between $24.51 and $39.45. ATM implied volatility averaged 101.4%, placing in the 54.4% IV rank vs the trailing year. The 30-day expected move averaged 29.4%. IV traded below realized volatility by 2.5% (HV 20d: 103.9%). Max pain ranged from $40.00 to $85.00. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.92.

Notable Days

2022-08-05: Highest Volume — 225,175 contracts
2022-08-05: Largest IV drop — 25.3% change
2022-08-04: Highest IV Rank — 78.1%
2022-08-03: Largest Expected Move — 41.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$31.68	$24.51	$39.45	$32.09	$24.51
Max Pain	$62.39	$40.00	$85.00	$40.00	$50.00
ATM IV	101.4%	92.5%	127.7%	121.1%	100.2%
Expected Move	29.4%	26.5%	41.2%	38.4%	28.7%
HV 20d	103.9%	89.4%	115.5%	93.7%	101.6%
HV 60d	99.8%	92.7%	113.0%	110.7%	92.7%
IV Rank	54.4%	46.4%	78.1%	72.2%	53.1%
IV Percentile	74.6%	63.9%	96.0%	91.7%	73.8%
Term Structure	-1.4%	-8.6%	3.3%	-4.5%	1.0%
VWIV	106.3%	93.9%	148.2%	148.2%	101.3%
Skew 25d	7.0%	-1.2%	14.8%	13.7%	8.8%
Skew 10d	10.3%	-1.7%	26.5%	21.9%	16.2%
Call IV 25d	100.9%	92.8%	128.0%	116.8%	98.9%
Put IV 25d	108.0%	97.1%	139.3%	130.4%	107.7%
Bid-Ask Spread %	14.49	4.59	50.53	14.74	6.55
Gamma HHI	0.08	0.06	0.21	0.09	0.06
Net GEX	-1.7M	-5.8M	3.6M	-1.5M	-2.4M
Net DEX	412.5M	238.6M	588.1M	388.8M	423.4M
Net VEX	-1.9M	-2.3M	-1.5M	-2.0M	-1.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.92	0.13	1.89	1.89	0.57
Total Volume	65,929.087	27,454	225,175	50,775	45,169
Total OI	704,794.261	591,986	792,611	683,433	639,337

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
2022-08-01	$32.09	$40.00	121.1%	38.4%	93.7%	72.2%	148.2%	13.7%	-4.5%	-1.5M	388.8M	-2.0M	1.89	14.74	17,553	33,222	270,048	413,385
2022-08-02	$33.30	$40.00	124.0%	38.9%	92.0%	74.8%	140.6%	14.8%	-6.7%	-1.4M	375.8M	-2.1M	1.61	13.26	14,764	23,782	274,557	425,976
2022-08-03	$33.91	$40.00	123.2%	41.2%	89.4%	74.1%	146.7%	13.6%	-8.6%	-1.5M	368.8M	-2.2M	1.02	12.04	18,763	19,128	279,786	440,033
2022-08-04	$31.43	$85.00	127.7%	34.4%	91.0%	78.1%	125.1%	11.3%	-7.5%	-2.1M	417.7M	-2.0M	1.02	50.53	49,019	50,052	286,071	449,738
2022-08-05	$38.09	$85.00	95.4%	27.2%	113.7%	49.0%	99.3%	6.7%	-0.9%	3.6M	238.6M	-2.1M	0.80	19.19	125,101	100,074	314,971	472,097
2022-08-08	$39.45	$85.00	107.5%	30.3%	111.8%	59.9%	107.3%	4.6%	-3.5%	-174.7K	289.4M	-2.3M	0.81	29.15	62,039	50,545	270,549	446,599
2022-08-09	$36.84	$85.00	99.2%	28.4%	115.5%	52.4%	101.7%	5.7%	-2.8%	-923.1K	385.4M	-2.1M	0.81	20.23	32,361	26,336	285,653	459,199
2022-08-10	$36.92	$85.00	93.2%	27.0%	115.5%	47.0%	93.9%	7.4%	-6.1%	-743.7K	386.9M	-2.1M	0.42	11.58	39,875	16,616	294,073	466,256
2022-08-11	$36.50	$80.00	96.6%	27.8%	115.3%	50.1%	101.4%	1.4%	0.2%	-1.2M	398.7M	-2.1M	0.61	13.95	54,405	32,946	299,233	471,956
2022-08-12	$36.55	$80.00	94.0%	27.0%	105.7%	47.7%	99.4%	5.3%	-1.4%	-1.1M	399.1M	-2.1M	0.84	19.39	39,955	33,685	311,188	478,836
2022-08-15	$35.90	$75.00	94.7%	27.2%	106.0%	48.4%	98.7%	5.6%	2.3%	-836.5K	411.0M	-2.1M	0.54	12.29	30,074	16,309	285,172	442,467
2022-08-16	$35.95	$65.00	93.7%	26.9%	100.3%	47.5%	96.6%	4.9%	1.3%	-618.3K	411.6M	-2.1M	0.31	16.50	80,233	24,880	292,820	447,535
2022-08-17	$34.79	$60.00	94.5%	27.1%	100.8%	48.2%	103.8%	-1.2%	1.1%	-690.0K	431.7M	-2.1M	0.13	16.73	73,780	9,219	313,216	458,278
2022-08-18	$33.11	$55.00	92.5%	26.5%	101.6%	46.4%	97.0%	7.2%	1.7%	-1.9M	484.0M	-2.0M	1.14	11.29	16,966	19,328	319,892	460,651
2022-08-19	$28.95	$55.00	94.0%	26.7%	110.8%	47.7%	97.2%	6.2%	3.3%	-5.8M	588.1M	-1.7M	1.46	7.32	23,155	33,872	324,272	468,339
2022-08-22	$26.99	$55.00	101.5%	28.7%	107.4%	54.5%	103.5%	6.1%	-3.8%	-3.1M	444.2M	-1.6M	1.42	9.28	15,500	21,978	248,016	343,970
2022-08-23	$26.28	$55.00	97.5%	27.7%	104.7%	50.9%	99.7%	4.4%	-1.4%	-3.2M	447.4M	-1.6M	0.94	10.10	19,263	18,125	253,893	348,519
2022-08-24	$26.18	$55.00	94.0%	26.8%	101.6%	47.7%	94.6%	4.2%	0.4%	-3.2M	453.8M	-1.5M	0.78	10.58	24,530	19,127	262,541	351,139
2022-08-25	$26.86	$55.00	94.5%	26.7%	101.8%	48.2%	97.5%	6.0%	0.9%	-2.9M	435.2M	-1.7M	0.38	9.86	52,061	19,786	274,244	358,727
2022-08-26	$24.85	$50.00	96.4%	27.1%	104.1%	49.9%	94.4%	6.1%	1.3%	-2.8M	464.4M	-1.5M	1.16	6.30	24,738	28,752	292,271	372,317
2022-08-29	$24.62	$50.00	98.6%	28.5%	103.8%	51.9%	101.0%	8.0%	0.2%	-2.4M	422.9M	-1.5M	0.65	4.59	19,255	12,594	262,869	350,619
2022-08-30	$24.55	$50.00	98.0%	27.7%	102.2%	51.2%	96.2%	11.3%	2.0%	-2.2M	420.9M	-1.5M	1.77	7.84	9,895	17,559	273,368	355,592
2022-08-31	$24.51	$50.00	100.2%	28.7%	101.6%	53.1%	101.3%	8.8%	1.0%	-2.4M	423.4M	-1.6M	0.57	6.55	28,817	16,352	277,029	362,308