BYND Options History — October 2022

In October 2022, BYND traded between $12.53 and $16.15. ATM implied volatility averaged 124.0%, placing in the 73.8% IV rank vs the trailing year. The 30-day expected move averaged 36.2%. IV traded above realized volatility by 37.8% (HV 20d: 86.2%). Max pain ranged from $20.00 to $30.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.02.

Notable Days

  • 2022-10-14: Highest Volume — 90,683 contracts
  • 2022-10-05: Largest IV spike — 8.0% change
  • 2022-10-14: Highest IV Rank — 90.6%
  • 2022-10-31: Largest Expected Move — 39.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.29$12.53$16.15$14.66$15.87
Max Pain$22.74$20.00$30.00$30.00$20.00
ATM IV124.0%105.2%142.0%107.3%120.2%
Expected Move36.2%28.7%39.2%29.5%39.2%
HV 20d86.2%82.0%95.4%82.9%84.1%
HV 60d88.5%79.1%94.2%91.3%79.1%
IV Rank73.8%56.3%90.6%58.3%70.3%
IV Percentile90.3%76.2%99.6%78.6%83.7%
Term Structure0.3%-12.0%11.8%6.9%-4.6%
VWIV129.0%106.2%142.6%106.7%138.3%
Skew 25d10.6%3.2%22.0%9.0%11.3%
Skew 10d16.7%-0.9%29.1%10.8%17.6%
Call IV 25d122.2%105.5%144.5%108.1%117.2%
Put IV 25d132.8%115.2%149.3%117.1%128.4%
Bid-Ask Spread %10.574.5719.107.3010.25
Gamma HHI0.120.080.370.110.09
Net GEX-1.2M-2.9M231.8K-1.2M-398.9K
Net DEX272.3M232.7M312.8M280.3M245.1M
Net VEX-806.9K-991.0K-644.9K-852.8K-856.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.020.372.540.821.58
Total Volume53,39128,20790,68329,92036,634
Total OI685,334.857624,319763,926624,319674,900

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$14.66$30.00107.3%29.5%82.9%58.3%106.7%9.0%6.9%-1.2M280.3M-852.8K0.827.3016,46513,455284,632339,687
2022-10-04$15.76$30.00105.2%28.7%87.5%56.3%106.2%9.7%7.8%-998.1K273.3M-966.3K0.7113.1023,66116,731290,663344,668
2022-10-05$16.15$25.00113.6%31.5%88.1%64.2%114.0%3.8%7.4%-820.0K269.3M-991.0K0.4018.7560,65024,103297,407349,433
2022-10-06$15.23$22.50114.9%34.9%89.4%65.3%130.3%3.2%8.7%-904.3K271.0M-967.3K0.7617.6724,49618,504318,787361,002
2022-10-07$14.09$22.50116.5%34.5%88.0%66.9%132.3%5.9%11.8%-2.0M280.9M-886.3K0.8217.7725,87521,255323,662368,309
2022-10-10$13.75$22.50124.9%35.8%85.9%74.7%124.2%11.5%-3.0%-1.3M276.8M-812.6K0.9312.1823,63721,926301,032351,425
2022-10-11$14.13$22.50126.7%36.1%83.2%76.4%128.5%10.6%2.0%-1.1M270.2M-852.0K0.485.3225,88012,483307,461353,901
2022-10-12$14.35$22.50130.8%37.0%83.8%80.2%128.7%13.6%-1.6%-952.5K272.4M-848.3K0.687.5622,13615,155315,232359,151
2022-10-13$14.83$22.50139.7%38.9%85.4%88.5%142.6%4.5%-5.9%-813.3K270.4M-847.1K0.3718.9947,83517,773320,864363,100
2022-10-14$13.39$22.50142.0%38.9%89.5%90.6%139.9%4.8%-12.0%-1.4M283.1M-754.4K2.5419.1025,58965,094334,975368,440
2022-10-17$13.42$22.50134.0%37.8%87.4%83.2%137.7%8.9%1.0%-1.6M285.7M-742.3K1.814.5730,50155,250316,418367,953
2022-10-18$13.56$22.50128.2%36.5%85.2%77.7%131.7%20.8%4.0%-2.2M297.0M-724.2K0.955.1534,54132,830325,706391,650
2022-10-19$13.62$22.50127.1%36.4%85.3%76.8%125.3%10.8%-4.4%-2.3M304.0M-724.0K0.869.6133,56628,849335,391403,224
2022-10-20$12.95$22.50128.8%37.1%85.8%78.3%131.9%22.0%4.4%-2.5M308.0M-672.4K1.337.5319,60826,107343,982410,465
2022-10-21$12.62$22.50128.9%37.7%85.0%78.4%134.2%14.3%-3.6%-2.9M312.8M-644.9K1.334.8129,42239,029349,105414,821
2022-10-24$12.53$22.50124.1%37.1%82.7%74.0%124.0%11.4%0.4%-878.8K248.6M-656.2K0.957.5721,33720,363298,748341,510
2022-10-25$14.21$20.00124.4%37.6%95.4%74.2%131.9%11.1%-1.3%-462.3K247.4M-725.5K1.097.8638,88742,309308,429351,161
2022-10-26$14.83$20.00122.0%38.3%90.0%71.9%134.5%11.0%-3.8%-303.1K242.2M-792.1K0.699.7019,31413,318321,620373,776
2022-10-27$14.62$20.00123.8%37.9%82.0%73.7%130.8%11.4%-3.3%-196.9K245.9M-777.1K1.628.3310,78217,425324,351376,417
2022-10-28$15.49$20.00120.9%38.2%84.2%70.9%134.6%12.8%-4.5%231.8K232.7M-851.1K0.708.9028,43320,003326,295382,279
2022-10-31$15.87$20.00120.2%39.2%84.1%70.3%138.3%11.3%-4.6%-398.9K245.1M-856.7K1.5810.2514,22322,411312,190362,710