BYND Options History — May 2023

In May 2023, BYND traded between $9.96 and $13.41. ATM implied volatility averaged 93.5%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 27.3%. IV traded above realized volatility by 19.6% (HV 20d: 73.8%). Max pain ranged from $16.50 to $17.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 1.40.

Notable Days

  • 2023-05-11: Highest Volume — 107,773 contracts
  • 2023-05-11: Largest IV drop — 22.1% change
  • 2023-05-10: Highest IV Rank — 42.7%
  • 2023-05-03: Largest Expected Move — 36.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.45$9.96$13.41$13.41$10.23
Max Pain$17.45$16.50$17.50$17.50$17.50
ATM IV93.5%80.3%113.9%106.4%87.6%
Expected Move27.3%23.0%36.0%34.1%26.3%
HV 20d73.8%40.1%97.4%40.1%96.7%
HV 60d64.3%55.8%70.2%61.0%65.8%
IV Rank16.0%0.0%42.7%31.3%10.3%
IV Percentile22.3%0.0%68.3%54.0%5.2%
Term Structure-1.3%-9.5%2.7%-1.1%2.7%
VWIV96.5%80.3%126.0%122.8%97.0%
Skew 25d2.9%-1.8%8.1%2.8%4.5%
Skew 10d2.4%-2.3%12.4%3.6%2.5%
Call IV 25d95.4%81.1%117.8%106.3%86.5%
Put IV 25d98.3%86.1%118.8%109.1%90.9%
Bid-Ask Spread %17.647.6147.8415.4310.63
Gamma HHI0.130.090.250.100.20
Net GEX-1.2M-1.9M-702.9K-1.0M-1.1M
Net DEX140.5M115.9M170.5M115.9M141.3M
Net VEX-675.0K-796.0K-566.5K-716.4K-566.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.400.434.060.671.18
Total Volume28,942.5459,602107,77322,63116,114
Total OI503,181.182415,524575,361415,524511,074

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-05-01$13.41$17.50106.4%34.1%40.1%31.3%122.8%2.8%-1.1%-1.0M115.9M-716.4K0.6715.4313,5539,078159,790255,734
2023-05-02$12.81$17.50106.2%34.7%40.7%31.0%121.5%3.6%-3.4%-1.1M120.7M-726.2K1.4822.426,4869,607168,599261,862
2023-05-03$12.71$16.50106.6%36.0%40.4%31.6%126.0%-0.7%-3.0%-1.1M122.4M-709.6K1.9627.396,87513,503171,679264,515
2023-05-04$12.71$17.50108.3%29.3%40.3%34.3%103.9%4.8%-0.7%-1.2M123.9M-769.1K4.0647.842,94011,947177,569273,736
2023-05-05$12.98$17.50106.3%29.1%40.4%31.1%102.0%-1.8%-9.5%-1.3M121.0M-757.4K1.5842.243,7205,882178,795276,425
2023-05-08$13.02$17.50106.0%29.5%40.6%30.8%106.2%3.8%-2.3%-1.0M117.8M-772.8K1.0618.567,7188,199174,862271,805
2023-05-09$12.24$17.50110.0%30.9%44.9%36.7%108.1%4.3%-1.3%-1.0M124.7M-726.0K1.9317.6512,80424,690179,344275,879
2023-05-10$12.43$17.50113.9%32.4%45.1%42.7%111.2%0.9%-0.4%-1.1M127.8M-796.0K0.8725.6237,69132,906193,391297,854
2023-05-11$10.18$17.5088.7%24.7%80.9%4.7%96.2%0.1%-7.3%-1.8M170.5M-658.0K1.929.4936,96470,809222,337323,908
2023-05-12$10.52$17.5082.5%23.4%82.6%0.0%84.2%1.5%0.1%-1.9M168.2M-690.2K1.6814.2816,36027,461237,467337,894
2023-05-15$10.73$17.5081.7%23.6%83.7%0.0%82.2%5.5%2.3%-1.4M159.6M-678.4K0.7711.1714,60111,315210,114320,243
2023-05-16$9.96$17.5083.6%24.0%85.5%2.8%88.2%2.8%2.4%-1.4M168.5M-602.4K1.428.8114,07419,943216,393322,962
2023-05-17$10.93$17.5080.3%23.0%94.2%0.0%82.0%-0.1%0.3%-1.4M163.0M-621.6K1.068.7310,81411,410224,486333,027
2023-05-18$11.34$17.5081.5%23.4%93.7%1.6%82.9%8.1%1.6%-1.2M157.3M-696.3K1.097.618,7799,542228,874334,479
2023-05-19$10.66$17.5084.7%24.6%94.9%6.1%80.3%2.8%-4.9%-1.2M169.0M-605.1K1.1611.0411,09112,888231,370337,950
2023-05-22$10.80$17.5084.6%23.9%95.4%6.0%82.7%3.4%0.7%-1.1M137.4M-628.5K1.4022.4911,81516,593193,743297,957
2023-05-23$11.10$17.5085.5%24.9%95.9%7.4%88.8%1.5%0.5%-1.0M133.0M-646.0K0.4313.4824,20310,511200,252307,950
2023-05-24$11.51$17.5086.9%25.4%96.7%9.2%89.7%2.2%0.5%-702.9K125.9M-656.9K1.1014.139,35310,307208,191312,519
2023-05-25$10.84$17.5088.2%26.3%96.9%11.1%87.4%3.1%-0.5%-973.8K135.0M-634.2K1.1017.7310,37511,379211,305316,293
2023-05-26$10.41$17.5088.7%25.0%97.4%11.8%88.5%6.1%-1.3%-1.9M148.3M-601.9K1.2810.996,9178,883217,131323,729
2023-05-30$10.38$17.5087.9%26.0%97.4%10.7%91.8%5.3%-4.0%-1.1M138.6M-591.4K1.5810.346,44510,191200,775305,724
2023-05-31$10.23$17.5087.6%26.3%96.7%10.3%97.0%4.5%2.7%-1.1M141.3M-566.5K1.1810.637,4078,707202,798308,276