BYND Options History — March 2023

In March 2023, BYND traded between $15.09 and $18.63. ATM implied volatility averaged 91.7%, placing in the 27.5% IV rank vs the trailing year. The 30-day expected move averaged 26.0%. IV traded above realized volatility by 20.1% (HV 20d: 71.5%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 2 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.80.

Notable Days

  • 2023-03-17: Highest Volume — 44,891 contracts
  • 2023-03-24: Largest IV spike — 7.3% change
  • 2023-03-01: Highest IV Rank — 37.8%
  • 2023-03-24: Largest Expected Move — 28.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.68$15.09$18.63$17.02$16.07
Max Pain$18.26$15.00$20.00$20.00$19.00
ATM IV91.7%85.6%100.3%100.3%89.8%
Expected Move26.0%24.5%28.1%27.9%24.5%
HV 20d71.5%48.7%101.0%100.6%48.7%
HV 60d89.7%85.6%94.2%93.8%85.6%
IV Rank27.5%20.2%37.8%37.8%25.2%
IV Percentile16.0%7.1%43.3%43.3%7.5%
Term Structure0.9%-2.4%6.2%-0.2%6.2%
VWIV91.7%63.7%102.0%98.3%88.1%
Skew 25d0.3%-3.0%3.5%-0.9%-3.0%
Skew 10d-2.9%-8.1%4.6%-2.4%-4.3%
Call IV 25d93.5%87.7%103.2%103.2%90.8%
Put IV 25d93.7%85.2%102.4%102.4%87.8%
Bid-Ask Spread %22.729.2250.6810.9614.84
Gamma HHI0.110.070.330.080.33
Net GEX-815.8K-3.4M223.1K-1.0M-3.4M
Net DEX100.8M55.8M144.5M109.7M101.0M
Net VEX-714.0K-783.3K-635.9K-763.8K-715.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.321.700.500.34
Total Volume24,768.4358,58744,89134,82020,930
Total OI488,852.87403,778550,438538,563455,165

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-03-01$17.02$20.00100.3%27.9%100.6%37.8%98.3%-0.9%-0.2%-1.0M109.7M-763.8K0.5010.9623,23611,584207,602330,961
2023-03-02$17.77$20.0098.1%26.4%101.0%35.1%90.3%1.1%-0.3%-371.8K88.4M-783.3K0.4810.1414,5656,959212,717332,717
2023-03-03$18.63$20.0092.9%24.9%86.8%29.0%91.1%0.6%1.1%223.1K55.8M-767.6K0.419.2226,40810,901216,378334,060
2023-03-06$18.04$15.0093.1%25.7%87.4%29.2%91.2%-0.5%-0.5%-85.2K74.8M-710.6K0.9420.7619,88018,781196,135317,756
2023-03-07$18.06$15.0087.3%25.6%83.1%22.2%63.7%0.5%1.4%-16.9K75.8M-735.2K0.7422.9611,8638,735204,905327,834
2023-03-08$18.16$15.0085.6%25.5%80.4%20.2%92.4%-2.5%2.2%2080.5M-735.6K0.9618.7119,40518,604208,391331,339
2023-03-09$17.39$19.0086.6%24.9%80.8%21.4%89.7%-1.8%0.2%-967.4K110.4M-754.0K0.5023.3517,9488,963207,458333,885
2023-03-10$17.26$19.0089.0%24.5%74.0%24.2%89.7%-2.3%-0.2%-799.5K115.8M-737.7K1.0220.0312,65612,920212,274334,904
2023-03-13$17.71$18.0092.0%26.2%73.7%27.9%94.9%2.1%-0.9%-332.8K83.8M-681.5K0.6930.4014,1649,819190,515318,386
2023-03-14$17.68$17.0090.3%26.3%73.5%25.8%86.2%-1.8%-1.8%-341.0K90.2M-725.8K0.3219.1317,2135,567198,007323,575
2023-03-15$16.91$16.0092.5%26.3%73.9%28.4%98.4%0.4%-2.4%-795.2K108.1M-671.7K0.4921.1825,11712,208207,021325,320
2023-03-16$16.82$19.0091.8%26.1%64.1%27.6%91.8%-0.5%-1.5%-716.9K108.4M-678.4K0.8850.686,8626,065212,237330,191
2023-03-17$15.64$19.0091.7%26.7%69.0%27.5%95.6%2.3%1.1%-1.3M144.5M-651.9K1.6415.0817,01127,880214,523331,706
2023-03-20$15.09$17.0092.9%26.7%68.7%28.9%94.9%0.8%1.7%-866.1K110.4M-668.7K0.5717.907,5774,305163,110240,668
2023-03-21$15.64$17.0087.9%25.2%66.5%22.9%89.7%0.4%-2.0%-758.5K102.5M-635.9K0.8415.967,5086,341165,508243,197
2023-03-22$15.20$18.0087.5%25.1%66.0%22.5%93.2%1.4%3.5%-1.0M110.5M-670.6K0.9423.334,4344,153168,734247,050
2023-03-23$15.27$17.0091.9%26.3%65.9%27.8%94.6%3.3%1.8%-1.1M115.0M-679.5K0.5248.6013,7777,229170,944249,527
2023-03-24$16.23$20.0098.6%28.1%59.0%35.8%102.0%1.1%1.2%-219.7K94.4M-762.7K0.9638.9021,18720,281173,673254,207
2023-03-27$15.91$20.0095.5%27.6%59.1%32.0%95.6%1.1%3.0%-1.0M105.9M-718.4K1.3234.7611,20514,826165,086256,261
2023-03-28$15.70$20.0093.1%26.7%56.2%29.2%96.1%2.5%-1.2%-1.2M110.1M-746.1K1.7023.533,5606,069173,124265,570
2023-03-29$15.68$20.0090.2%25.0%54.5%25.7%93.1%-1.7%3.8%-1.3M112.1M-733.8K1.3415.694,3565,851174,742268,646
2023-03-30$15.84$20.0089.9%25.3%51.9%25.3%89.2%3.5%3.5%-1.4M110.9M-694.0K0.3416.5315,4495,322177,604270,003
2023-03-31$16.07$19.0089.8%24.5%48.7%25.2%88.1%-3.0%6.2%-3.4M101.0M-715.1K0.3414.8415,6675,263183,316271,849