BYND Options History — November 2022

In November 2022, BYND traded between $11.60 and $15.89. ATM implied volatility averaged 111.1%, placing in the 60.6% IV rank vs the trailing year. The 30-day expected move averaged 32.0%. IV traded above realized volatility by 13.3% (HV 20d: 97.9%). Max pain ranged from $15.00 to $30.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 1.23.

Notable Days

  • 2022-11-10: Highest Volume — 161,989 contracts
  • 2022-11-10: Largest IV drop — 20.4% change
  • 2022-11-09: Highest IV Rank — 83.7%
  • 2022-11-02: Largest Expected Move — 40.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.81$11.60$15.89$15.41$14.31
Max Pain$19.76$15.00$30.00$20.00$20.00
ATM IV111.1%95.5%134.5%122.5%96.9%
Expected Move32.0%28.8%40.7%40.0%29.2%
HV 20d97.9%75.4%112.7%80.8%109.3%
HV 60d86.3%77.8%92.6%78.5%92.3%
IV Rank60.6%41.4%83.7%72.4%41.4%
IV Percentile70.7%45.2%98.8%85.3%48.0%
Term Structure-2.3%-11.5%14.9%-5.1%-6.7%
VWIV114.6%101.6%144.1%141.3%104.6%
Skew 25d11.2%3.4%27.7%10.3%8.8%
Skew 10d16.6%6.2%31.8%16.8%8.9%
Call IV 25d108.0%93.3%126.6%119.7%93.4%
Put IV 25d119.2%102.1%142.4%130.0%102.1%
Bid-Ask Spread %14.138.1020.8220.8214.05
Gamma HHI0.130.080.250.090.20
Net GEX-964.2K-1.4M-493.5K-493.5K-597.1K
Net DEX255.9M232.6M290.7M251.3M234.3M
Net VEX-696.7K-831.6K-559.6K-831.6K-575.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.230.402.100.400.71
Total Volume47,635.9055,759161,98959,95226,070
Total OI691,015.333578,907824,024685,408624,238

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-11-01$15.41$20.00122.5%40.0%80.8%72.4%141.3%10.3%-5.1%-493.5K251.3M-831.6K0.4020.8242,87417,078316,414368,994
2022-11-02$14.86$20.00123.3%40.7%81.1%73.2%144.1%4.9%-4.9%-592.2K254.2M-799.6K1.0011.2316,77516,704324,451372,803
2022-11-03$14.37$15.00120.6%33.4%79.3%70.7%116.0%3.4%-0.1%-816.2K258.1M-789.5K1.2416.3112,33415,329328,460379,960
2022-11-04$13.86$15.00122.7%32.4%75.4%72.6%120.2%8.8%-5.5%-1.2M264.4M-771.6K1.3812.0814,27019,706331,033384,831
2022-11-07$13.38$15.00121.0%33.0%76.0%71.1%121.4%10.3%-9.2%-1.0M261.8M-719.2K1.348.1015,23820,492312,916365,248
2022-11-08$13.01$15.00120.4%33.1%75.7%70.5%113.1%13.1%-4.9%-1.1M266.1M-667.2K2.1012.5715,93933,522318,483373,419
2022-11-09$11.60$15.00134.5%35.4%84.8%83.7%128.2%15.7%-11.5%-1.3M267.2M-609.3K1.9016.6539,97576,079323,781393,040
2022-11-10$14.04$15.00107.0%30.5%110.3%58.0%112.3%13.0%-2.1%-1.1M249.7M-727.8K1.4415.6566,48295,507345,592431,383
2022-11-11$15.12$25.00102.5%29.6%106.9%53.7%101.7%12.7%2.2%-497.2K249.6M-775.0K0.8912.5345,40740,583365,412458,612
2022-11-14$15.68$30.00106.3%30.4%107.4%57.3%110.6%27.7%14.9%-713.0K265.7M-803.6K0.7512.9530,86123,258330,997414,866
2022-11-15$15.89$25.00110.1%31.6%107.5%60.9%113.2%12.0%-4.9%-632.2K266.2M-815.6K1.1016.0620,54822,618336,049422,431
2022-11-16$14.56$25.00107.7%30.9%112.7%58.6%111.7%12.6%2.0%-1.3M285.7M-740.2K0.9914.9623,02722,776336,718427,143
2022-11-17$13.92$20.00110.2%31.7%112.3%61.0%116.6%8.3%0.2%-1.4M286.3M-751.2K0.7115.3223,56316,678344,283430,353
2022-11-18$13.46$20.00110.0%31.8%112.6%60.6%117.3%14.3%2.7%-1.4M290.7M-699.7K0.9414.1818,67017,642352,054431,415
2022-11-21$13.32$20.00107.1%31.2%112.7%56.8%110.6%8.7%-3.6%-803.4K232.6M-656.1K1.3217.189,87112,991249,873329,034
2022-11-22$12.69$20.00106.7%29.6%104.2%54.9%105.3%13.1%-4.1%-1.1M238.4M-584.7K1.3215.3016,64521,894253,289334,405
2022-11-23$12.80$20.00101.4%29.5%102.8%49.3%108.0%7.7%-0.1%-1.1M238.8M-595.3K1.3514.9313,76318,614260,434341,336
2022-11-25$12.66$20.00105.4%29.5%102.7%53.3%101.6%9.4%-3.8%-1.3M240.1M-593.9K2.0813.991,8683,891265,083346,790
2022-11-28$12.36$20.00101.6%30.4%99.9%48.9%102.2%11.2%-3.7%-944.3K236.7M-559.6K1.0211.5310,93311,197252,632334,621
2022-11-29$12.77$20.0095.5%28.8%100.4%42.8%106.1%9.5%0.1%-946.7K235.6M-564.4K1.8310.3310,12218,560257,529340,917
2022-11-30$14.31$20.0096.9%29.2%109.3%41.4%104.6%8.8%-6.7%-597.1K234.3M-575.4K0.7114.0515,26210,808265,741358,497