BYND Options History — December 2022

In December 2022, BYND traded between $11.32 and $16.45. ATM implied volatility averaged 99.4%, placing in the 43.2% IV rank vs the trailing year. The 30-day expected move averaged 28.4%. IV traded above realized volatility by 8.2% (HV 20d: 91.2%). Max pain ranged from $20.00 to $60.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.92.

Notable Days

  • 2022-12-08: Highest Volume — 89,395 contracts
  • 2022-12-13: Largest IV drop — 9.2% change
  • 2022-12-08: Highest IV Rank — 59.3%
  • 2022-12-08: Largest Expected Move — 31.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.70$11.32$16.45$14.45$12.25
Max Pain$45.48$20.00$60.00$20.00$40.00
ATM IV99.4%92.4%113.8%94.8%99.8%
Expected Move28.4%26.0%31.4%28.8%27.1%
HV 20d91.2%80.8%113.1%108.7%85.0%
HV 60d92.0%88.0%94.9%92.3%91.0%
IV Rank43.2%35.3%59.3%39.2%43.0%
IV Percentile49.9%30.2%75.0%43.3%50.0%
Term Structure-0.2%-6.8%4.6%-1.5%-0.1%
VWIV101.7%91.0%110.0%103.1%91.0%
Skew 25d3.7%-1.7%10.7%10.7%8.1%
Skew 10d1.3%-7.4%15.8%15.8%11.1%
Call IV 25d100.0%92.2%113.5%92.2%96.9%
Put IV 25d103.7%96.9%115.6%102.9%104.9%
Bid-Ask Spread %10.735.1127.059.839.01
Gamma HHI0.260.120.350.150.32
Net GEX-1.3M-1.8M-3.9K-294.2K-1.8M
Net DEX251.7M222.4M274.6M243.4M253.3M
Net VEX-615.6K-701.5K-546.7K-571.0K-549.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.920.392.101.120.65
Total Volume33,433.85710,58389,39562,17223,144
Total OI690,255.714630,051751,115630,051705,522

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-12-01$14.45$20.0094.8%28.8%108.7%39.2%103.1%10.7%-1.5%-294.2K243.4M-571.0K1.129.8329,32532,847267,591362,460
2022-12-02$14.30$20.0096.2%29.7%108.1%40.6%104.4%7.7%-1.9%-1.0M247.9M-596.3K0.659.7915,96010,353273,934384,791
2022-12-05$13.59$60.0096.7%27.5%108.9%41.0%99.2%6.6%1.4%-1.2M246.7M-551.9K1.1516.2626,76830,888261,606370,382
2022-12-06$13.93$50.00100.1%27.9%108.5%44.7%99.4%-0.9%0.7%-1.0M256.0M-583.2K0.396.1044,99817,758275,444386,472
2022-12-07$15.38$50.00106.3%29.3%113.1%51.3%108.9%1.4%-0.2%-530.1K237.3M-694.1K0.9211.2839,21536,125284,325391,407
2022-12-08$16.45$50.00113.8%31.4%105.0%59.3%110.0%2.1%-0.6%-3.9K222.4M-701.5K1.046.7043,75245,643292,356413,968
2022-12-09$14.99$50.00108.5%31.2%90.1%52.7%106.6%6.8%-0.5%-879.7K261.9M-659.1K0.686.5822,78315,382297,988445,986
2022-12-12$14.51$50.00108.5%30.5%86.9%52.7%109.2%5.0%-6.8%-1.4M258.8M-628.8K1.067.3912,18112,884283,708430,532
2022-12-13$14.46$50.0098.5%28.5%85.7%41.9%105.5%6.3%-0.3%-1.4M258.3M-621.6K0.757.808,8026,619288,556435,180
2022-12-14$14.52$50.0098.5%29.0%85.5%41.9%102.4%1.2%0.8%-1.3M259.7M-645.9K0.505.7813,1926,595291,078437,286
2022-12-15$13.77$50.0097.0%28.1%81.9%40.2%100.2%3.1%0.2%-1.7M274.6M-609.3K2.105.1112,66926,553294,085438,831
2022-12-16$14.09$50.0094.8%27.4%80.8%37.9%101.1%2.2%0.4%-1.4M274.6M-697.9K0.936.3611,53110,680298,480452,635
2022-12-19$13.25$50.0096.6%27.6%82.9%39.8%101.2%3.8%-1.2%-1.6M243.7M-643.3K0.9915.276,8476,799260,169400,959
2022-12-20$13.16$50.0094.9%27.1%82.9%38.0%98.1%1.6%1.1%-1.5M244.6M-615.8K0.8814.929,0637,991263,703404,170
2022-12-21$13.23$45.0092.4%26.5%80.9%35.3%94.5%3.6%-0.2%-1.5M243.5M-603.9K0.5413.197,4594,036269,833409,279
2022-12-22$12.81$45.0097.1%27.7%81.8%40.4%102.0%1.4%1.8%-1.7M249.5M-649.5K1.4227.054,3726,211271,706410,898
2022-12-23$12.82$45.0092.5%26.0%81.7%35.4%93.0%2.9%4.6%-1.8M255.2M-594.5K0.9517.3911,31510,694273,036412,208
2022-12-27$11.86$45.0099.0%27.8%86.0%42.5%103.2%4.2%0.8%-1.8M252.2M-583.7K0.898.8410,8359,608266,637408,796
2022-12-28$11.32$45.00103.6%28.1%86.3%47.4%101.9%1.4%-2.0%-1.8M254.5M-579.9K1.069.588,5599,058272,783414,167
2022-12-29$12.59$40.0098.7%28.6%85.0%41.8%100.6%-1.7%-0.1%-1.6M247.5M-546.7K0.6311.0019,97812,639275,681416,742
2022-12-30$12.25$40.0099.8%27.1%85.0%43.0%91.0%8.1%-0.1%-1.8M253.3M-549.4K0.659.0114,0329,112284,957420,565