BYND Options History — April 2023

In April 2023, BYND traded between $12.96 and $16.38. ATM implied volatility averaged 102.9%, placing in the 28.4% IV rank vs the trailing year. The 30-day expected move averaged 29.6%. IV traded above realized volatility by 59.7% (HV 20d: 43.2%). Max pain ranged from $17.50 to $19.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 1.20.

Notable Days

  • 2023-04-21: Highest Volume — 26,591 contracts
  • 2023-04-10: Largest IV spike — 9.9% change
  • 2023-04-12: Highest IV Rank — 40.3%
  • 2023-04-28: Largest Expected Move — 32.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.65$12.96$16.38$16.38$13.46
Max Pain$17.89$17.50$19.00$19.00$17.50
ATM IV102.9%90.8%112.4%90.8%104.7%
Expected Move29.6%23.1%32.5%24.8%32.5%
HV 20d43.2%34.9%49.1%48.6%40.9%
HV 60d79.7%68.8%85.6%85.6%68.9%
IV Rank28.4%12.8%40.3%26.4%28.8%
IV Percentile44.1%9.5%65.5%9.5%48.0%
Term Structure1.0%-7.8%18.3%15.5%-5.1%
VWIV105.7%85.2%116.0%88.8%115.0%
Skew 25d2.4%-1.3%9.5%3.0%1.0%
Skew 10d1.6%-11.0%13.4%-2.6%-0.4%
Call IV 25d104.5%90.1%116.1%92.9%109.8%
Put IV 25d106.8%89.1%116.1%95.9%110.8%
Bid-Ask Spread %26.8012.6852.2712.6820.23
Gamma HHI0.120.090.440.100.13
Net GEX-1.3M-3.4M-405.9K-654.3K-1.4M
Net DEX115.3M90.4M140.0M90.4M115.1M
Net VEX-760.3K-805.9K-700.1K-700.1K-747.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.200.343.030.701.80
Total Volume14,933.5799,86826,59113,74814,388
Total OI428,550.053386,987454,156423,450424,403

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-04-03$16.38$19.0090.8%24.8%48.6%26.4%88.8%3.0%15.5%-654.3K90.4M-700.1K0.7012.688,0995,649167,021256,429
2023-04-04$16.38$19.0093.5%24.2%48.6%26.9%87.8%0.1%12.9%-405.9K91.8M-768.0K1.2615.525,3046,695172,392259,121
2023-04-05$15.93$19.0093.7%23.1%49.1%20.6%85.2%1.8%15.3%-868.0K99.5M-790.6K0.8612.975,5014,757174,974263,066
2023-04-06$15.32$19.0092.5%29.6%48.7%12.8%103.1%-1.3%18.3%-1.2M115.1M-749.4K0.5736.3111,0026,217176,321264,898
2023-04-10$15.22$19.00101.8%30.8%48.7%24.3%107.9%9.5%5.7%-1.3M113.7M-749.1K1.2443.685,6246,996168,200261,024
2023-04-11$15.12$17.50108.6%31.4%47.2%34.6%109.9%2.3%-3.7%-1.4M116.1M-769.8K0.3444.138,8753,044169,362263,871
2023-04-12$14.66$17.50112.4%31.1%47.8%40.3%108.8%6.8%-5.4%-1.5M124.4M-757.3K1.4952.274,0676,065169,324264,549
2023-04-13$14.84$17.50109.8%30.5%46.5%36.4%111.3%-0.7%-3.5%-1.6M120.3M-760.9K1.0145.825,0625,109170,317265,387
2023-04-14$14.88$17.50109.0%29.8%46.6%35.3%104.3%-0.8%-5.5%-1.7M120.4M-781.0K1.1647.724,9435,740172,684267,338
2023-04-17$14.64$17.50105.1%29.6%39.7%29.3%106.2%1.1%1.5%-1.4M122.3M-767.5K0.7535.8211,4828,610165,809263,868
2023-04-18$14.82$17.50105.1%30.0%38.2%29.4%106.4%4.9%-2.8%-1.4M119.0M-782.5K1.1313.354,6235,245172,209268,052
2023-04-19$14.86$17.50104.5%30.0%35.7%28.4%105.0%2.5%-1.4%-1.4M117.0M-805.9K0.7612.895,9334,513173,983270,303
2023-04-20$13.86$17.50104.9%30.3%42.1%29.1%107.7%2.2%-5.2%-1.7M140.0M-737.7K3.0313.356,43219,473175,973271,667
2023-04-21$14.07$17.50103.0%29.7%42.5%26.3%107.1%0.3%-0.6%-3.4M133.4M-780.3K3.0012.816,64319,948178,395275,761
2023-04-24$13.96$17.50103.0%30.5%34.9%26.1%110.0%4.2%-2.3%-1.0M110.1M-750.0K1.2317.805,0286,186144,233242,754
2023-04-25$13.43$17.50103.4%31.0%36.4%26.7%111.9%2.5%-4.5%-1.1M114.1M-741.1K0.6419.5511,6457,484146,879245,615
2023-04-26$12.96$17.50104.7%30.8%37.6%28.7%116.0%3.9%-7.8%-1.0M117.0M-750.0K0.8232.797,3115,976154,931250,313
2023-04-27$13.48$17.50105.4%32.2%41.4%29.8%115.2%1.3%-2.9%-944.1K110.3M-757.7K0.9319.4212,47711,592158,973252,052
2023-04-28$13.46$17.50104.7%32.5%40.9%28.8%115.0%1.0%-5.1%-1.4M115.1M-747.4K1.8020.235,1359,253165,129259,274