BYND Options History — February 2023

In February 2023, BYND traded between $15.52 and $19.67. ATM implied volatility averaged 135.9%, placing in the 80.7% IV rank vs the trailing year. The 30-day expected move averaged 38.2%. IV traded above realized volatility by 22.8% (HV 20d: 113.2%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 8 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.68.

Notable Days

  • 2023-02-24: Highest Volume — 242,937 contracts
  • 2023-02-24: Largest IV drop — 17.6% change
  • 2023-02-21: Highest IV Rank — 98.9%
  • 2023-02-21: Largest Expected Move — 44.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.39$15.52$19.67$16.94$17.77
Max Pain$18.74$17.50$20.00$17.50$20.00
ATM IV135.9%104.1%151.0%123.5%104.1%
Expected Move38.2%28.4%44.8%30.3%28.4%
HV 20d113.2%96.7%120.6%96.7%99.4%
HV 60d95.0%91.3%101.8%96.7%93.4%
IV Rank80.7%42.5%98.9%65.8%42.5%
IV Percentile91.4%50.8%99.6%84.9%50.8%
Term Structure-3.3%-9.7%2.1%-1.9%-0.2%
VWIV135.4%105.0%157.3%111.0%105.0%
Skew 25d-6.6%-17.7%1.5%-3.1%-3.9%
Skew 10d-15.4%-37.7%-4.1%-15.0%-6.2%
Call IV 25d142.9%106.8%161.0%129.0%106.8%
Put IV 25d136.3%102.9%151.6%125.9%102.9%
Bid-Ask Spread %18.2911.2927.2723.6827.27
Gamma HHI0.100.070.180.070.08
Net GEX70.9K-1.1M1.7M454.4K-655.0K
Net DEX62.0M-33.7M124.8M56.4M83.9M
Net VEX-825.7K-893.2K-747.9K-767.4K-747.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.680.201.340.370.77
Total Volume55,928.36817,928242,93731,83543,993
Total OI553,915.105480,405609,167534,149524,051

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-02-01$16.94$17.50123.5%30.3%96.7%65.8%111.0%-3.1%-1.9%454.4K56.4M-767.4K0.3723.6823,1688,667202,468331,681
2023-02-02$19.67$17.50136.7%37.3%107.7%81.6%132.8%-15.5%-2.8%1.5M-33.7M-769.1K0.5112.5167,15133,932207,466335,476
2023-02-03$19.41$17.50135.9%36.6%108.3%80.6%113.1%-11.8%-5.4%1.7M-13.2M-828.2K0.7611.2924,90018,823216,981351,878
2023-02-06$17.99$17.50137.9%38.2%112.0%83.0%136.9%-5.5%-3.3%358.0K47.2M-804.2K0.9620.1126,44825,265199,312339,391
2023-02-07$17.02$17.50135.7%37.2%114.6%80.4%139.7%-5.8%-2.8%-269.2K78.3M-807.4K1.2515.0212,17115,198203,000354,269
2023-02-08$17.73$17.50144.8%40.1%114.8%91.3%144.3%-17.7%-7.2%-99.7K58.6M-874.8K0.2016.0653,14410,836205,357365,569
2023-02-09$16.23$20.00141.3%39.2%117.4%87.2%138.7%-14.9%-2.7%-922.5K105.0M-861.7K0.6419.6515,74510,065217,807371,598
2023-02-10$15.84$19.00146.3%41.5%117.0%93.1%145.3%-14.1%-1.6%-1.0M124.8M-796.6K0.8825.9322,40119,615222,886375,848
2023-02-13$16.15$17.50146.3%41.6%117.1%93.1%146.0%-3.9%-4.1%-693.1K103.5M-824.9K0.6118.8515,0149,217204,112367,777
2023-02-14$15.52$20.00143.3%40.9%117.7%89.5%144.6%-6.9%-6.3%-1.1M118.2M-809.9K0.2516.6816,0193,926212,410371,872
2023-02-15$17.20$20.00142.9%41.0%120.6%89.1%148.7%-3.6%-4.8%228.0K72.7M-849.0K0.4616.9133,89915,431216,597373,656
2023-02-16$17.12$20.00146.2%42.3%120.1%93.1%148.5%-4.5%-2.7%270.9K73.8M-893.2K0.3115.9931,4909,912223,471376,720
2023-02-17$17.60$20.00142.3%40.8%119.2%88.3%144.5%-2.9%0.0%1.6M68.0M-866.6K0.6316.0933,78221,253227,565381,602
2023-02-21$16.45$19.00151.0%44.8%115.5%98.9%157.3%-3.7%-7.8%-644.1K66.8M-849.3K1.0119.658,9149,014184,581295,824
2023-02-22$16.95$19.00146.9%43.3%113.7%93.9%151.9%1.5%-9.7%-402.6K57.5M-873.3K1.3416.1712,33216,524189,502301,978
2023-02-23$17.09$19.00136.8%41.2%113.6%81.7%142.6%0.5%-1.2%-474.5K53.9M-836.6K0.8615.0148,61341,598196,933311,969
2023-02-24$18.86$17.50112.8%32.1%118.5%52.8%113.2%-7.7%2.1%1.6M845.4K-826.7K0.6016.02151,84391,094217,168341,095
2023-02-27$18.83$20.00108.0%30.0%106.0%47.1%108.9%-1.9%-0.5%-45.7K56.2M-802.3K0.6124.6438,03123,211191,295313,222
2023-02-28$17.77$20.00104.1%28.4%99.4%42.5%105.0%-3.9%-0.2%-655.0K83.9M-747.9K0.7727.2724,86419,129200,674323,377