BYND Options History — July 2023

In July 2023, BYND traded between $13.19 and $17.66. ATM implied volatility averaged 128.1%, placing in the 67.6% IV rank vs the trailing year. The 30-day expected move averaged 37.0%. IV traded above realized volatility by 45.7% (HV 20d: 82.4%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.57.

Notable Days

  • 2023-07-12: Highest Volume — 158,629 contracts
  • 2023-07-12: Largest IV spike — 15.7% change
  • 2023-07-12: Highest IV Rank — 98.8%
  • 2023-07-31: Largest Expected Move — 42.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.76$13.19$17.66$13.19$17.14
Max Pain$16.10$15.00$17.50$15.00$17.50
ATM IV128.1%105.1%150.2%105.1%130.3%
Expected Move37.0%28.2%42.5%28.2%42.5%
HV 20d82.4%69.4%101.1%97.1%85.4%
HV 60d88.9%83.1%93.5%83.1%93.5%
IV Rank67.6%35.0%98.8%35.0%70.7%
IV Percentile84.1%51.6%99.6%51.6%88.5%
Term Structure-2.3%-9.4%15.6%11.3%-6.5%
VWIV132.1%104.3%147.7%104.6%147.7%
Skew 25d-16.5%-24.9%-9.3%-15.7%-11.5%
Skew 10d-30.9%-42.9%-19.9%-29.3%-23.5%
Call IV 25d141.4%122.2%166.8%124.4%136.2%
Put IV 25d124.8%108.6%142.0%108.6%124.7%
Bid-Ask Spread %22.439.1644.7820.8621.33
Gamma HHI0.090.060.360.100.06
Net GEX-146.9K-3.1M1.4M-259.7K64.5K
Net DEX13.7M-85.6M78.1M61.6M-555.3K
Net VEX-847.7K-913.6K-745.4K-754.2K-889.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.570.221.410.560.30
Total Volume51,449.2517,047158,62929,87649,432
Total OI567,093.35529,252617,520542,571529,252

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-07-03$13.19$15.00105.1%28.2%97.1%35.0%104.6%-15.7%11.3%-259.7K61.6M-754.2K0.5620.8619,09110,785233,805308,766
2023-07-05$13.93$15.00112.8%29.0%98.3%45.9%104.3%-11.2%9.2%204.2K35.7M-785.8K0.4030.6429,70811,981238,628312,345
2023-07-06$13.61$15.00114.9%34.6%98.9%48.8%112.0%-12.9%4.8%34.6K55.7M-745.4K0.8644.7819,49816,828240,786316,517
2023-07-07$14.81$15.00115.3%34.2%101.1%49.5%118.5%-13.6%15.6%1.0K27.8M-808.5K0.4939.3052,51025,586250,747327,299
2023-07-10$14.86$15.00123.8%35.2%80.3%61.5%123.9%-9.3%-3.8%159.4K20.5M-796.3K0.5040.0129,10614,641236,318315,058
2023-07-11$15.43$15.00129.8%36.0%74.4%70.0%128.0%-16.8%-7.2%447.3K-1.9M-811.5K0.3521.9548,22916,842241,766322,665
2023-07-12$17.66$15.00150.2%40.7%85.9%98.8%142.5%-24.9%-9.0%815.0K-85.6M-904.4K0.3512.53117,79440,835247,601332,119
2023-07-13$17.66$15.00140.8%39.0%76.1%85.5%140.3%-22.2%-5.5%1.4M-74.6M-913.6K0.469.1655,01125,295261,787334,083
2023-07-14$17.15$15.00137.7%38.9%74.2%81.1%138.1%-23.2%-3.0%508.3K-40.9M-901.8K0.3111.0566,25420,400266,043340,004
2023-07-17$16.93$15.00137.5%39.0%73.9%80.8%137.8%-18.2%-4.6%515.7K-32.6M-861.2K0.639.7220,43012,788244,319322,726
2023-07-18$16.70$16.00133.9%38.1%74.0%75.8%139.8%-19.5%-3.9%365.8K-16.2M-878.1K1.4115.2211,83316,628248,348330,423
2023-07-19$17.02$16.00136.6%39.2%69.4%79.6%139.7%-18.7%-9.4%136.6K-22.1M-887.3K0.2211.1438,9908,587248,870343,907
2023-07-20$15.48$17.50132.6%38.3%79.9%73.9%142.1%-21.6%-6.6%-1.1M51.1M-850.7K0.7213.3127,93120,244254,698349,307
2023-07-21$15.05$17.50128.9%37.4%81.0%68.7%137.0%-17.1%-6.3%-3.1M78.1M-819.2K0.7923.4338,09930,113260,840356,680
2023-07-24$15.59$17.50128.7%38.4%81.5%68.4%139.0%-16.3%-3.3%-781.3K48.2M-859.1K0.5320.2420,04210,664221,117308,241
2023-07-25$15.43$17.50125.4%37.5%76.2%63.7%135.8%-15.2%-4.0%-695.5K54.7M-864.8K0.5320.7211,1765,871229,980311,202
2023-07-26$16.38$17.50128.3%38.2%77.5%67.8%138.5%-17.9%-3.7%-76.7K22.5M-866.0K0.2930.2324,2986,931232,745311,586
2023-07-27$15.34$17.50126.2%38.6%82.2%64.9%138.8%-12.0%-3.8%-737.9K51.3M-878.3K0.5025.5417,0038,474237,985314,650
2023-07-28$15.77$17.50123.3%36.6%81.4%60.8%134.4%-13.1%-6.2%-893.3K40.5M-878.3K1.2127.3913,16515,892241,121317,533
2023-07-31$17.14$17.50130.3%42.5%85.4%70.7%147.7%-11.5%-6.5%64.5K-555.3K-889.9K0.3021.3338,01711,415224,239305,013