BYND Options History — September 2022

In September 2022, BYND traded between $14.24 and $24.59. ATM implied volatility averaged 100.7%, placing in the 53.1% IV rank vs the trailing year. The 30-day expected move averaged 28.7%. IV traded above realized volatility by 30.5% (HV 20d: 70.2%). Max pain ranged from $25.00 to $50.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.74.

Notable Days

  • 2022-09-21: Highest Volume — 156,865 contracts
  • 2022-09-13: Largest IV spike — 6.4% change
  • 2022-09-27: Highest IV Rank — 61.0%
  • 2022-09-27: Largest Expected Move — 31.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.70$14.24$24.59$24.59$14.24
Max Pain$36.43$25.00$50.00$50.00$30.00
ATM IV100.7%91.1%109.2%98.1%106.8%
Expected Move28.7%26.0%31.5%28.1%29.6%
HV 20d70.2%61.3%99.3%99.3%81.1%
HV 60d91.2%88.4%93.1%92.7%91.0%
IV Rank53.1%44.4%61.0%51.3%57.7%
IV Percentile72.5%54.8%82.1%71.4%78.6%
Term Structure0.8%-2.6%5.3%1.4%5.3%
VWIV101.6%85.7%113.9%99.4%107.2%
Skew 25d8.5%3.9%13.5%8.7%6.5%
Skew 10d14.1%4.4%24.3%20.2%12.4%
Call IV 25d99.2%86.8%108.7%97.2%106.1%
Put IV 25d107.7%96.6%117.0%105.9%112.7%
Bid-Ask Spread %11.376.8820.877.0713.07
Gamma HHI0.100.050.120.050.11
Net GEX-1.8M-2.6M-822.5K-1.9M-1.3M
Net DEX369.0M284.3M447.6M421.0M285.8M
Net VEX-1.1M-1.5M-847.6K-1.5M-874.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.740.321.120.680.99
Total Volume51,791.23823,379156,86547,18439,066
Total OI651,133.571562,041713,893658,770657,803

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-09-01$24.59$50.0098.1%28.1%99.3%51.3%99.4%8.7%1.4%-1.9M421.0M-1.5M0.687.0728,05919,125290,522368,248
2022-09-02$23.35$50.00100.2%27.8%64.2%53.2%104.0%7.0%0.4%-2.0M429.7M-1.5M0.579.6621,77812,518299,299374,018
2022-09-06$21.76$25.00101.6%28.7%62.1%54.2%103.7%13.5%-1.4%-1.9M421.7M-1.3M0.7820.8736,69328,731288,437357,501
2022-09-07$22.05$25.0095.7%27.4%62.1%48.8%86.3%12.5%-0.7%-2.3M429.9M-1.3M0.7612.7128,04621,359290,099367,779
2022-09-08$21.53$40.0096.3%27.1%61.3%49.2%97.1%9.8%-0.3%-2.5M445.4M-1.3M0.797.8113,04210,337300,685378,252
2022-09-09$22.66$40.0091.1%26.0%67.1%44.5%91.9%9.8%1.1%-2.4M447.6M-1.3M0.4112.7328,28311,558306,833385,135
2022-09-12$23.30$40.0091.1%26.1%69.1%44.4%85.7%11.1%-0.5%-2.0M426.6M-1.4M0.688.8822,36315,206286,832370,522
2022-09-13$21.08$40.0096.9%27.9%74.3%49.8%97.8%8.4%-1.6%-2.3M431.9M-1.2M1.037.4724,68325,307291,216376,490
2022-09-14$20.26$40.0098.5%28.0%73.7%51.2%101.0%10.1%-2.6%-2.5M439.3M-1.2M0.6713.7435,95124,117296,728385,789
2022-09-15$19.60$40.0096.6%27.3%73.7%49.4%96.4%11.6%0.3%-2.6M441.2M-1.2M1.0712.0318,49919,708311,911395,673
2022-09-16$18.42$40.00100.6%28.7%74.3%53.1%99.7%7.0%-0.5%-2.0M437.1M-1.1M0.696.8833,89523,550318,172395,721
2022-09-19$17.19$40.0097.6%27.9%65.1%50.4%99.4%6.0%0.4%-1.6M312.1M-971.5K1.0513.6022,93524,192246,673315,368
2022-09-20$16.06$40.00100.1%28.7%64.9%52.7%100.7%8.6%0.2%-1.5M308.2M-905.7K1.1211.2524,10727,101252,976321,804
2022-09-21$15.93$40.00101.8%29.2%65.3%54.2%103.1%6.2%-1.2%-1.6M307.9M-917.5K0.3214.23118,75138,114266,601331,323
2022-09-22$15.28$35.00101.5%29.0%65.0%53.9%103.6%6.2%4.6%-1.6M311.0M-914.5K0.9412.0534,33732,175300,521344,523
2022-09-23$15.69$30.00105.9%30.4%65.1%57.9%110.6%3.9%-0.5%-822.5K300.5M-975.0K0.388.3748,69618,597314,198350,552
2022-09-26$14.72$30.00108.3%31.5%63.8%60.2%113.9%6.7%5.1%-1.2M290.6M-847.6K0.6510.5921,94314,249282,916336,450
2022-09-27$14.58$30.00109.2%31.5%63.8%61.0%111.0%8.5%3.1%-1.2M288.4M-862.5K0.5714.5223,08913,164287,402337,848
2022-09-28$16.03$30.00107.4%30.5%76.7%58.3%111.3%6.2%0.9%-875.5K284.3M-990.4K0.548.6534,01218,312294,654341,856
2022-09-29$14.44$30.00109.0%30.6%81.7%59.8%108.6%9.3%2.3%-1.3M288.5M-880.9K0.8712.5217,10914,859304,879349,596
2022-09-30$14.24$30.00106.8%29.6%81.1%57.7%107.2%6.5%5.3%-1.3M285.8M-874.1K0.9913.0719,62319,443308,202349,601