BYND Options History — September 2023

In September 2023, BYND traded between $9.36 and $12.02. ATM implied volatility averaged 67.4%, placing in the 4.1% IV rank vs the trailing year. The 30-day expected move averaged 19.2%. IV traded above realized volatility by 24.5% (HV 20d: 42.9%). Max pain ranged from $12.00 to $15.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.93.

Notable Days

  • 2023-09-15: Highest Volume — 26,420 contracts
  • 2023-09-25: Largest IV spike — 6.5% change
  • 2023-09-28: Highest IV Rank — 12.8%
  • 2023-09-26: Largest Expected Move — 22.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.37$9.36$12.02$12.02$9.61
Max Pain$13.85$12.00$15.00$15.00$15.00
ATM IV67.4%63.2%74.5%65.0%73.9%
Expected Move19.2%15.4%22.0%15.4%19.4%
HV 20d42.9%36.8%63.9%63.9%37.0%
HV 60d71.3%67.2%85.3%85.3%67.3%
IV Rank4.1%0.0%12.8%0.0%12.1%
IV Percentile3.7%0.0%9.9%0.0%9.5%
Term Structure3.0%-4.5%14.4%-4.5%14.4%
VWIV68.0%54.5%77.4%54.5%72.5%
Skew 25d0.2%-4.2%3.9%2.8%-0.7%
Skew 10d-2.2%-9.0%3.6%-3.6%-4.1%
Call IV 25d67.6%61.7%78.0%61.7%69.7%
Put IV 25d67.8%62.9%76.4%64.5%69.0%
Bid-Ask Spread %49.323.6768.623.6756.48
Gamma HHI0.130.100.250.250.10
Net GEX-989.8K-1.8M-693.1K-1.8M-871.7K
Net DEX111.2M99.7M118.9M99.7M116.4M
Net VEX-591.1K-639.0K-552.2K-621.5K-610.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.930.222.910.840.92
Total Volume15,559.258,59726,42010,90322,412
Total OI487,850.2458,491530,873472,444530,873

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-09-01$12.02$15.0065.0%15.4%63.9%0.0%54.5%2.8%-4.5%-1.8M99.7M-621.5K0.843.675,9364,967198,903273,541
2023-09-05$11.79$14.0067.0%19.2%63.5%2.3%67.8%-1.1%3.1%-934.7K103.9M-596.4K0.6026.607,3144,396190,415268,076
2023-09-06$11.25$13.0064.2%19.2%38.4%0.0%69.2%3.5%2.6%-1.1M112.2M-637.8K0.8454.589,2137,768194,262269,816
2023-09-07$11.32$13.0067.1%19.3%38.6%3.3%67.7%-0.3%-0.2%-1.1M108.3M-639.0K0.4660.3212,1565,545196,392271,587
2023-09-08$11.02$12.0064.7%19.2%38.2%0.5%67.0%2.5%5.4%-1.0M113.2M-606.3K1.3756.954,5116,173202,459272,872
2023-09-11$10.64$12.0065.4%18.5%39.2%1.4%67.8%3.6%-1.4%-1.1M115.7M-582.4K0.9363.1812,53311,702199,841269,848
2023-09-12$10.77$12.0064.0%19.4%40.0%0.0%67.8%-0.2%1.7%-1.0M113.6M-608.4K0.2260.677,7821,700208,439277,464
2023-09-13$10.25$12.0066.0%19.2%40.8%2.3%68.5%0.3%0.4%-1.1M118.9M-591.0K0.6368.629,3125,907211,157275,620
2023-09-14$10.57$12.0064.7%18.8%43.2%0.8%62.7%-4.2%0.3%-889.2K112.6M-579.5K0.4955.347,9243,852216,796277,137
2023-09-15$10.21$12.0064.9%18.6%44.1%1.1%61.8%0.6%-0.6%-709.8K116.5M-573.1K0.9526.2713,52512,895220,186278,786
2023-09-18$10.21$15.0065.0%18.6%43.8%1.2%68.5%0.3%1.7%-815.8K105.0M-578.3K0.6655.675,9563,904202,688265,319
2023-09-19$10.29$15.0063.2%18.1%42.1%0.0%64.2%-1.1%2.7%-693.1K103.6M-585.0K0.6618.8910,0496,619206,530268,437
2023-09-20$10.18$15.0064.9%18.6%42.1%1.9%64.5%3.9%4.2%-751.1K107.2M-590.2K1.8556.135,0319,303213,176271,539
2023-09-21$9.89$15.0066.0%18.8%42.9%3.2%67.3%0.2%2.7%-848.8K108.9M-560.2K1.0718.375,2665,623215,319276,339
2023-09-22$9.55$15.0067.9%19.2%44.0%5.3%70.5%1.6%3.2%-1.1M117.3M-579.5K2.9153.805,36215,597216,528278,112
2023-09-25$9.36$15.0072.3%20.4%42.9%10.4%68.0%-4.0%5.3%-1.0M115.9M-552.2K0.9364.977,5056,987209,546285,485
2023-09-26$9.46$15.0073.6%22.0%38.8%11.8%77.4%-1.9%5.5%-996.9K109.3M-554.5K1.0257.797,7427,890213,476289,668
2023-09-27$9.48$15.0073.9%21.5%38.4%12.2%74.4%-1.5%8.2%-1.0M110.7M-581.3K0.8662.4211,95710,274218,114294,302
2023-09-28$9.43$15.0074.5%21.0%36.8%12.8%77.2%-0.3%4.7%-1.0M114.3M-594.3K0.4565.665,9362,661226,569301,387
2023-09-29$9.61$15.0073.9%19.4%37.0%12.1%72.5%-0.7%14.4%-871.7K116.4M-610.9K0.9256.4811,65610,756229,166301,707