BYND Options History — August 2023

In August 2023, BYND traded between $11.32 and $16.87. ATM implied volatility averaged 84.6%, placing in the 13.5% IV rank vs the trailing year. The 30-day expected move averaged 23.9%. IV traded above realized volatility by 4.5% (HV 20d: 80.1%). Max pain ranged from $15.00 to $18.00. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.94.

Notable Days

2023-08-08: Highest Volume — 123,201 contracts
2023-08-08: Largest IV drop — 21.9% change
2023-08-01: Highest IV Rank — 62.7%
2023-08-02: Largest Expected Move — 41.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.01	$11.32	$16.87	$16.87	$11.88
Max Pain	$16.87	$15.00	$18.00	$17.50	$15.00
ATM IV	84.6%	65.0%	124.6%	124.6%	65.0%
Expected Move	23.9%	16.6%	41.0%	40.9%	16.9%
HV 20d	80.1%	63.2%	100.4%	86.0%	63.2%
HV 60d	88.4%	85.0%	94.9%	93.6%	85.5%
IV Rank	13.5%	0.0%	62.7%	62.7%	0.0%
IV Percentile	17.5%	0.0%	81.7%	81.7%	0.0%
Term Structure	-1.0%	-10.2%	6.5%	-8.2%	3.4%
VWIV	85.9%	59.8%	149.8%	142.0%	62.9%
Skew 25d	-5.2%	-11.9%	3.9%	-10.3%	-5.2%
Skew 10d	-11.0%	-27.4%	0.2%	-22.3%	-10.5%
Call IV 25d	89.0%	67.4%	131.3%	131.2%	68.9%
Put IV 25d	83.7%	63.7%	120.9%	120.9%	63.7%
Bid-Ask Spread %	35.59	11.81	59.71	23.70	49.34
Gamma HHI	0.10	0.07	0.13	0.07	0.13
Net GEX	-905.6K	-1.4M	304.6K	304.6K	-917.3K
Net DEX	94.5M	5.0M	127.2M	5.0M	102.3M
Net VEX	-711.3K	-919.2K	-622.3K	-895.6K	-625.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.94	0.25	4.16	0.54	0.68
Total Volume	26,079.739	4,633	123,201	27,625	4,633
Total OI	528,389.957	451,351	616,455	546,181	470,961

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2023-08-01	$16.87	$17.50	124.6%	40.9%	86.0%	62.7%	142.0%	-10.3%	-8.2%	304.6K	5.0M	-895.6K	0.54	23.70	17,929	9,696	236,157	310,024
2023-08-02	$15.68	$17.50	124.4%	41.0%	89.6%	62.3%	149.8%	-11.9%	-7.2%	-766.2K	43.5M	-919.2K	0.39	22.30	16,291	6,315	241,001	316,116
2023-08-03	$15.96	$18.00	122.5%	32.7%	89.0%	59.7%	113.4%	-10.3%	-6.1%	-315.6K	34.9M	-910.6K	0.25	11.81	19,212	4,751	242,100	316,477
2023-08-04	$15.66	$18.00	117.9%	31.9%	84.7%	53.2%	115.2%	-9.2%	-5.5%	-82.0K	42.0M	-885.9K	0.62	13.70	12,687	7,924	250,994	318,619
2023-08-07	$15.16	$18.00	115.1%	30.8%	85.6%	49.2%	110.9%	-11.6%	-10.2%	-177.6K	55.2M	-831.2K	0.52	17.16	57,891	30,214	234,696	301,856
2023-08-08	$13.00	$18.00	89.9%	25.2%	100.4%	13.5%	90.6%	-4.4%	-2.9%	-1.3M	120.3M	-725.7K	0.81	28.58	67,971	55,230	261,601	320,091
2023-08-09	$12.84	$17.00	82.6%	23.7%	84.9%	3.2%	84.5%	-4.0%	-0.1%	-1.3M	118.7M	-716.8K	0.68	32.00	27,032	18,339	274,136	329,862
2023-08-10	$13.07	$17.00	79.5%	23.0%	85.6%	0.0%	82.1%	-5.8%	1.3%	-1.0M	110.1M	-735.5K	0.80	37.56	15,373	12,351	278,179	335,755
2023-08-11	$13.07	$17.00	77.0%	22.2%	85.5%	0.0%	80.5%	-5.3%	0.6%	-903.7K	113.4M	-687.6K	0.79	25.91	12,887	10,195	282,364	334,091
2023-08-14	$12.93	$17.00	76.0%	22.0%	85.5%	0.0%	77.9%	-6.0%	4.2%	-1.1M	114.4M	-670.5K	0.60	29.59	8,946	5,367	233,316	316,780
2023-08-15	$12.39	$16.00	77.0%	22.1%	86.2%	1.4%	87.5%	-2.2%	2.7%	-1.2M	120.4M	-671.9K	1.50	17.25	14,545	21,762	237,602	316,901
2023-08-16	$12.32	$17.00	75.9%	21.8%	85.3%	0.0%	81.4%	-4.0%	1.1%	-1.4M	122.4M	-679.4K	4.16	52.67	5,297	22,021	239,629	323,302
2023-08-17	$12.11	$17.00	75.2%	21.5%	80.1%	0.0%	80.1%	-2.8%	2.1%	-1.4M	127.2M	-648.5K	0.32	22.68	10,497	3,378	242,131	323,524
2023-08-18	$12.21	$17.00	76.8%	22.0%	80.2%	2.1%	77.0%	-2.0%	-1.2%	-962.4K	125.9M	-677.5K	1.69	53.99	5,882	9,913	244,534	326,180
2023-08-21	$11.68	$17.00	75.4%	21.7%	79.2%	0.2%	74.1%	-5.9%	1.7%	-1.1M	103.9M	-645.7K	1.10	51.85	6,342	7,001	187,316	264,035
2023-08-22	$11.57	$17.00	76.2%	20.9%	79.2%	1.4%	75.3%	-8.3%	-4.6%	-1.2M	105.1M	-632.3K	0.85	59.71	4,458	3,796	190,688	265,275
2023-08-23	$11.45	$17.00	73.2%	20.7%	74.2%	0.0%	71.7%	-5.2%	3.4%	-1.2M	107.2M	-630.3K	0.76	19.83	4,416	3,378	192,805	270,768
2023-08-24	$11.32	$17.00	70.4%	18.9%	72.1%	0.0%	66.9%	-3.7%	6.5%	-1.3M	109.0M	-632.7K	0.92	57.27	4,302	3,951	194,741	271,563
2023-08-25	$11.54	$16.00	71.3%	18.6%	71.4%	1.0%	65.5%	-3.6%	4.9%	-1.3M	105.2M	-640.5K	0.97	53.66	6,335	6,131	197,139	272,625
2023-08-28	$12.05	$16.00	69.0%	18.2%	65.2%	0.0%	64.2%	-2.6%	-0.5%	-916.4K	97.5M	-633.7K	1.26	45.40	6,065	7,658	188,535	266,359
2023-08-29	$12.16	$16.00	65.4%	17.3%	65.9%	0.0%	62.5%	-0.2%	1.3%	-767.5K	96.3M	-641.6K	0.47	39.16	7,117	3,330	192,375	271,035
2023-08-30	$12.38	$15.00	65.6%	16.6%	63.4%	0.3%	59.8%	3.9%	-9.1%	-588.0K	94.7M	-622.3K	0.87	53.49	5,904	5,121	196,658	272,073
2023-08-31	$11.88	$15.00	65.0%	16.9%	63.2%	0.0%	62.9%	-5.2%	3.4%	-917.3K	102.3M	-625.7K	0.68	49.34	2,766	1,867	198,408	272,553