BYND Options History — January 2023

In January 2023, BYND traded between $12.39 and $18.67. ATM implied volatility averaged 103.2%, placing in the 43.3% IV rank vs the trailing year. The 30-day expected move averaged 28.0%. IV traded above realized volatility by 22.3% (HV 20d: 80.9%). Max pain ranged from $15.00 to $40.00. Net GEX was positive for 5 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.82.

Notable Days

  • 2023-01-27: Highest Volume — 104,000 contracts
  • 2023-01-27: Largest IV spike — 22.8% change
  • 2023-01-30: Highest IV Rank — 82.2%
  • 2023-01-27: Largest Expected Move — 34.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.27$12.39$18.67$12.39$16.38
Max Pain$18.32$15.00$40.00$40.00$17.50
ATM IV103.2%91.5%137.2%100.8%127.1%
Expected Move28.0%25.6%34.6%27.8%30.0%
HV 20d80.9%70.0%97.1%85.3%96.5%
HV 60d90.6%88.7%97.1%90.3%96.8%
IV Rank43.3%27.3%82.2%43.2%70.1%
IV Percentile50.5%21.8%98.8%52.8%91.7%
Term Structure2.7%-3.6%16.6%0.0%-1.3%
VWIV98.9%87.6%120.3%97.5%113.4%
Skew 25d3.7%-8.1%14.4%7.4%-3.2%
Skew 10d-0.0%-20.6%13.5%8.0%-12.2%
Call IV 25d103.9%87.3%144.8%99.4%131.8%
Put IV 25d107.6%92.4%136.7%106.8%128.6%
Bid-Ask Spread %19.605.6737.9410.5213.63
Gamma HHI0.170.080.350.350.09
Net GEX-385.6K-1.5M1.1M-1.5M-173.8K
Net DEX172.8M-6.2M271.3M244.7M73.8M
Net VEX-585.3K-735.4K-523.6K-528.4K-720.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.820.281.960.490.58
Total Volume37,289.915,930104,00021,46827,223
Total OI653,940.55475,867778,471692,306524,843

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-01-03$12.39$40.00100.8%27.8%85.3%43.2%97.5%7.4%0.0%-1.5M244.7M-528.4K0.4910.5214,4107,058281,507410,799
2023-01-04$12.85$40.0098.4%27.6%85.0%40.1%91.5%5.1%3.5%-907.4K235.7M-548.9K0.675.6714,3209,540289,258414,552
2023-01-05$13.05$15.0098.4%29.2%84.7%39.5%101.0%2.4%1.9%-990.1K235.6M-541.9K1.3021.339,45312,316290,773417,441
2023-01-06$13.93$15.0094.2%26.9%80.0%34.9%96.4%8.1%4.5%395.2K217.0M-572.2K1.0813.6715,01616,163295,551421,072
2023-01-09$14.13$15.0095.0%28.1%75.7%35.8%98.6%11.5%-3.1%-920.7K224.9M-590.0K1.9616.029,46118,556289,124422,608
2023-01-10$14.63$15.0095.6%28.1%70.0%36.4%97.3%5.0%-3.3%-619.5K214.9M-547.7K1.0534.1619,63120,702293,312430,767
2023-01-11$15.70$15.0095.6%27.2%73.4%36.4%93.7%6.2%0.1%-56.9K204.5M-529.5K0.9326.2729,30127,283293,589437,533
2023-01-12$16.29$15.0095.1%27.1%74.2%35.9%96.6%7.4%-3.6%143.2K204.0M-523.6K0.6737.9421,63314,563295,999451,794
2023-01-13$16.01$15.0091.5%26.7%74.7%31.8%87.6%5.2%7.1%-30.5K222.7M-561.9K0.5730.0232,53718,605296,469456,867
2023-01-17$15.68$15.0093.4%26.8%72.2%29.6%95.9%5.5%7.2%-469.4K243.7M-537.6K1.2424.1814,67618,245293,507446,679
2023-01-18$14.70$15.0091.5%26.2%76.1%27.3%91.7%-1.4%8.7%-1.2M257.4M-531.4K1.0511.4220,87921,932298,700453,078
2023-01-19$14.34$16.0094.8%26.6%73.1%31.3%96.0%14.4%16.6%-1.4M271.3M-563.7K0.6112.4314,1288,571308,646461,865
2023-01-20$15.11$16.0095.2%25.6%75.0%31.7%95.4%4.7%12.4%-826.0K246.5M-593.8K0.6523.7619,24212,483315,720462,751
2023-01-23$16.88$16.00104.8%28.4%83.5%43.2%102.4%3.6%1.4%98.5K56.7M-611.8K0.6521.0824,44815,961169,063306,804
2023-01-24$15.87$17.00106.5%27.5%86.2%45.3%98.1%3.8%1.2%-124.2K84.3M-598.9K0.6317.7621,81013,818179,845314,594
2023-01-25$16.14$17.50110.4%26.4%86.1%50.0%93.5%0.5%-0.3%-58.8K79.4M-574.4K0.4016.8817,3456,916185,033323,075
2023-01-26$16.07$16.50107.1%26.0%79.8%46.0%93.5%2.9%-0.1%13.1K79.6M-570.8K0.8116.238,7777,153190,931327,484
2023-01-27$18.67$17.50131.5%34.6%89.5%75.4%120.3%-8.1%4.6%1.1M-6.2M-735.4K0.2822.7181,24822,752192,207330,673
2023-01-30$16.63$17.50137.2%33.0%97.1%82.2%116.9%-7.2%-3.5%-228.4K65.0M-723.6K0.7716.2432,58225,061181,095323,203
2023-01-31$16.38$17.50127.1%30.0%96.5%70.1%113.4%-3.2%-1.3%-173.8K73.8M-720.3K0.5813.6317,2809,943195,973328,870