BYND Options History — June 2023

In June 2023, BYND traded between $10.29 and $14.04. ATM implied volatility averaged 105.1%, placing in the 35.0% IV rank vs the trailing year. The 30-day expected move averaged 29.8%. IV traded above realized volatility by 6.2% (HV 20d: 98.8%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.79.

Notable Days

  • 2023-06-08: Highest Volume — 157,485 contracts
  • 2023-06-08: Largest IV spike — 50.6% change
  • 2023-06-13: Highest IV Rank — 69.6%
  • 2023-06-13: Largest Expected Move — 36.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.25$10.29$14.04$10.29$13.00
Max Pain$15.24$15.00$17.50$17.50$15.00
ATM IV105.1%80.7%129.6%90.3%102.3%
Expected Move29.8%23.9%36.9%26.2%27.0%
HV 20d98.8%95.7%117.4%96.8%97.5%
HV 60d77.6%65.8%83.2%65.8%83.2%
IV Rank35.0%0.6%69.6%14.1%31.0%
IV Percentile49.2%0.4%89.3%9.9%45.6%
Term Structure2.1%-6.8%15.5%-1.5%15.5%
VWIV106.7%85.8%131.7%92.7%102.0%
Skew 25d-13.3%-27.6%8.0%4.7%-14.0%
Skew 10d-28.0%-58.4%5.3%-0.9%-29.1%
Call IV 25d116.0%81.1%152.0%90.5%106.9%
Put IV 25d102.7%84.7%124.4%95.2%92.9%
Bid-Ask Spread %21.044.5132.3111.4527.14
Gamma HHI0.130.080.280.210.28
Net GEX-550.8K-1.2M1.0M-1.2M1.0M
Net DEX96.0M44.6M141.3M140.2M78.4M
Net VEX-733.4K-822.8K-575.2K-582.8K-785.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.790.312.111.240.35
Total Volume46,508.76210,177157,48533,85239,007
Total OI567,805.143516,275672,068519,298595,388

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-06-01$10.29$17.5090.3%26.2%96.8%14.1%92.7%4.7%-1.5%-1.2M140.2M-582.8K1.2411.4515,14218,710206,285313,013
2023-06-02$10.66$17.5087.5%24.1%98.2%10.2%86.2%8.0%-3.2%-1.1M141.3M-594.4K1.234.519,60911,846216,389324,446
2023-06-05$10.77$15.0084.6%24.7%97.8%6.1%86.5%5.2%1.3%-1.0M134.9M-575.2K1.0220.685,0375,140205,778310,497
2023-06-06$11.11$15.0081.8%23.9%98.8%2.1%85.8%3.6%1.2%-894.8K128.7M-606.0K2.1114.475,71412,078209,133312,837
2023-06-07$10.79$15.0080.7%24.0%97.1%0.6%86.7%3.5%6.2%-1.0M135.2M-591.9K1.0012.818,5998,621211,146316,807
2023-06-08$12.92$15.00121.6%33.7%117.4%58.3%117.8%-21.2%-2.6%-564.0K82.7M-753.4K0.4115.09111,71745,768214,123321,142
2023-06-09$11.95$15.00107.0%30.7%95.7%37.8%108.4%-11.9%-0.6%-537.1K117.5M-705.1K0.7717.2040,24530,874254,867351,652
2023-06-12$12.39$15.00108.6%30.8%95.8%40.0%106.5%-13.4%-4.1%-628.1K104.0M-739.1K0.8914.8524,70322,053244,067336,546
2023-06-13$14.04$15.00129.6%36.9%104.4%69.6%131.7%-27.6%2.3%-185.2K44.6M-821.9K0.5117.3177,71639,530252,573339,383
2023-06-14$13.36$15.00127.8%35.0%101.9%67.2%128.6%-26.5%-6.8%-324.2K75.6M-822.8K0.6025.5222,28713,446270,715356,128
2023-06-15$13.10$15.00121.0%33.9%98.2%57.6%123.1%-22.1%-4.0%-598.2K99.2M-822.6K0.8721.5934,62630,241275,382365,483
2023-06-16$12.95$15.00115.1%32.4%97.9%49.1%118.5%-25.5%-4.6%-482.5K111.4M-820.3K0.9725.6819,48018,991293,322378,746
2023-06-20$12.25$15.00109.9%31.6%97.4%41.8%111.2%-21.2%-1.8%-732.3K81.1M-794.9K0.5722.2422,33012,750230,911299,474
2023-06-21$12.48$15.00108.5%31.1%97.4%39.9%111.3%-20.9%1.0%-693.9K78.4M-777.8K0.6527.9116,61810,803240,141306,779
2023-06-22$12.59$15.00110.6%31.8%97.2%42.8%105.4%-20.4%-0.1%-550.9K74.1M-783.0K0.3124.9847,50114,950245,545310,907
2023-06-23$12.84$15.00110.2%31.5%96.7%42.3%114.4%-22.1%0.7%-334.0K76.0M-808.2K0.3122.8832,48310,015262,364321,427
2023-06-26$11.96$15.00104.8%29.7%97.7%34.6%102.3%-14.8%9.5%-529.3K88.0M-758.6K0.9828.6518,54418,129235,571299,709
2023-06-27$12.45$15.00101.4%29.1%96.9%29.8%111.2%-12.4%11.4%-596.7K83.4M-752.3K0.6032.3110,6486,403244,228313,189
2023-06-28$12.39$15.0099.0%28.3%97.0%26.3%103.8%-14.2%12.4%-547.9K82.7M-763.8K0.8025.5615,97812,732249,209314,838
2023-06-29$12.98$15.00103.8%29.1%97.4%33.2%105.7%-15.9%12.5%-111.1K59.4M-741.7K0.4429.0438,63616,984254,355319,413
2023-06-30$13.00$15.00102.3%27.0%97.5%31.0%102.0%-14.0%15.5%1.0M78.4M-785.1K0.3527.1428,97410,033265,348330,040