BYND Options History — October 2023

In October 2023, BYND traded between $5.70 and $9.18. ATM implied volatility averaged 106.7%, placing in the 49.5% IV rank vs the trailing year. The 30-day expected move averaged 31.0%. IV traded above realized volatility by 50.4% (HV 20d: 56.4%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 1.25.

Notable Days

  • 2023-10-04: Highest Volume — 33,818 contracts
  • 2023-10-11: Largest IV spike — 9.2% change
  • 2023-10-30: Highest IV Rank — 74.7%
  • 2023-10-31: Largest Expected Move — 41.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.56$5.70$9.18$9.18$5.96
Max Pain$11.27$10.00$15.00$15.00$10.00
ATM IV106.7%83.9%128.8%83.9%127.3%
Expected Move31.0%20.9%41.9%20.9%41.9%
HV 20d56.4%38.0%74.7%38.0%73.9%
HV 60d60.7%58.0%65.9%65.1%60.3%
IV Rank49.5%23.5%74.7%23.5%72.9%
IV Percentile57.7%17.5%88.5%17.5%86.9%
Term Structure-1.0%-8.3%15.0%-0.9%-3.6%
VWIV110.7%75.2%157.9%75.2%157.9%
Skew 25d-0.4%-13.5%13.7%1.5%5.0%
Skew 10d6.8%-18.9%138.9%2.5%10.0%
Call IV 25d110.0%83.6%131.8%83.6%123.6%
Put IV 25d109.6%79.9%132.4%85.1%128.6%
Bid-Ask Spread %43.0029.9665.1851.2330.48
Gamma HHI0.150.110.180.110.17
Net GEX-782.5K-1.2M-420.3K-1.0M-420.3K
Net DEX117.1M106.8M126.8M120.4M108.0M
Net VEX-498.9K-586.0K-371.3K-581.8K-410.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.250.422.970.650.60
Total Volume13,810.4554,21433,81819,2375,194
Total OI545,448.409527,958565,476530,467565,476

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-10-02$9.18$15.0083.9%20.9%38.0%23.5%75.2%1.5%-0.9%-1.0M120.4M-581.8K0.6551.2311,6387,599229,038301,429
2023-10-03$8.64$13.0088.3%21.4%41.5%28.6%79.9%-3.6%0.5%-1.1M121.7M-573.7K1.2360.899,51311,719231,834302,296
2023-10-04$8.45$13.0089.8%22.1%40.0%30.2%80.9%-2.4%15.0%-1.2M125.3M-544.0K2.9765.188,51225,306237,953306,376
2023-10-05$8.18$12.0095.7%28.1%39.7%37.0%100.7%13.7%7.1%-1.1M125.4M-551.0K1.4544.133,6615,297240,604315,336
2023-10-06$8.23$12.0090.5%27.6%40.2%31.1%101.2%-13.5%12.9%-906.8K126.1M-557.0K1.9349.843,9207,579241,247313,612
2023-10-09$8.05$12.0097.9%28.7%39.6%39.5%86.8%-4.9%0.7%-891.1K121.0M-535.8K1.1642.054,2864,979230,306304,735
2023-10-10$8.50$11.00100.7%29.1%45.7%42.7%102.0%-5.7%-5.5%-923.8K118.4M-558.9K1.1143.446,6877,430232,290307,090
2023-10-11$8.89$11.00110.0%28.2%47.6%53.3%102.3%-4.8%-4.7%-809.7K113.5M-586.0K0.4229.964,1671,737236,110306,682
2023-10-12$8.27$11.00102.5%30.0%50.7%44.7%106.7%4.8%1.4%-922.6K119.2M-542.4K1.1339.235,2055,884237,038307,542
2023-10-13$8.61$11.00105.3%29.5%53.2%47.9%103.7%2.2%-3.6%-880.3K114.1M-561.3K1.0341.146,2796,474238,366308,450
2023-10-16$8.80$11.00104.1%28.9%54.2%46.6%103.5%3.4%-0.2%-914.6K111.7M-562.4K0.4643.535,0952,347236,555305,622
2023-10-17$8.34$11.0099.4%28.2%56.3%41.2%103.9%6.9%4.5%-855.5K117.9M-556.2K1.3237.221,8142,400237,925306,181
2023-10-18$8.13$11.00102.1%29.3%56.6%44.3%108.4%4.5%-2.8%-926.8K121.0M-521.0K0.8841.234,7644,199238,597307,422
2023-10-19$7.54$11.00107.4%31.3%60.7%50.3%105.1%-4.2%-8.3%-860.0K125.3M-483.6K1.5751.624,8827,683241,593308,018
2023-10-20$6.88$11.00109.9%32.0%66.4%53.2%117.4%0.4%-7.8%-642.4K126.8M-447.0K1.8439.416,06611,178244,120312,313
2023-10-23$6.29$11.00114.2%33.5%71.4%58.1%122.0%-7.6%-2.1%-559.3K114.6M-412.2K0.7138.058,1095,785229,451298,507
2023-10-24$6.16$11.00118.2%36.0%70.4%62.6%131.5%1.1%-4.5%-533.0K111.6M-403.2K1.0142.196,1456,230232,632299,312
2023-10-25$5.72$10.00121.8%37.5%72.2%66.7%131.3%-1.8%-3.9%-454.9K110.1M-371.3K1.5644.827,80112,142236,085303,238
2023-10-26$5.70$10.00126.3%38.0%72.3%71.8%126.6%-1.1%-8.3%-455.9K107.3M-390.2K1.9737.486,82413,427239,525308,936
2023-10-27$5.95$10.00123.9%38.1%74.7%69.1%141.1%-3.8%-7.7%-434.3K109.2M-414.3K1.1738.577,0268,253244,608318,002
2023-10-30$5.88$10.00128.8%41.2%74.4%74.7%148.3%0.9%-0.9%-472.5K106.8M-412.6K1.2234.268,37510,219242,804314,609
2023-10-31$5.96$10.00127.3%41.9%73.9%72.9%157.9%5.0%-3.6%-420.3K108.0M-410.6K0.6030.483,2561,938247,882317,594