BYND Options History — November 2023

In November 2023, BYND traded between $5.92 and $7.29. ATM implied volatility averaged 104.9%, placing in the 47.5% IV rank vs the trailing year. The 30-day expected move averaged 30.6%. IV traded above realized volatility by 14.2% (HV 20d: 90.7%). Max pain ranged from $7.00 to $10.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.99.

Notable Days

  • 2023-11-29: Highest Volume — 56,803 contracts
  • 2023-11-29: Largest IV spike — 36.5% change
  • 2023-11-30: Highest IV Rank — 80.2%
  • 2023-11-30: Largest Expected Move — 45.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.76$5.92$7.29$5.92$7.29
Max Pain$9.71$7.00$10.00$10.00$10.00
ATM IV104.9%85.1%133.6%125.0%133.6%
Expected Move30.6%23.3%45.2%42.0%45.2%
HV 20d90.7%74.0%99.2%74.0%87.1%
HV 60d67.1%53.0%71.6%53.0%71.6%
IV Rank47.5%24.9%80.2%70.3%80.2%
IV Percentile55.8%19.0%91.3%84.9%91.3%
Term Structure0.2%-23.4%30.1%-6.3%19.1%
VWIV110.6%92.3%156.7%155.4%156.7%
Skew 25d2.3%-14.9%18.8%1.8%0.5%
Skew 10d5.6%-19.8%30.4%-1.7%-11.6%
Call IV 25d107.0%89.5%125.4%125.4%121.4%
Put IV 25d109.3%92.4%127.1%127.1%122.0%
Bid-Ask Spread %49.3424.9272.6833.4024.92
Gamma HHI0.170.140.210.170.14
Net GEX-572.3K-697.1K-330.5K-418.8K-330.5K
Net DEX112.5M97.4M121.6M111.4M97.4M
Net VEX-436.4K-474.2K-393.4K-393.4K-473.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.990.112.181.120.30
Total Volume22,584.8575,55056,80312,16853,087
Total OI585,328.714529,244633,571568,851582,160

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-11-01$5.92$10.00125.0%42.0%74.0%70.3%155.4%1.8%-6.3%-418.8K111.4M-393.4K1.1233.405,7536,415248,993319,858
2023-11-02$6.99$7.00117.5%31.9%98.4%61.8%112.0%-1.4%-7.6%-538.0K110.6M-459.3K0.4535.4216,4627,451250,790325,421
2023-11-03$6.97$7.00109.2%31.2%98.3%52.4%107.0%-2.5%-1.6%-403.6K109.9M-467.4K0.8851.3313,90312,279256,236327,400
2023-11-06$6.94$10.00108.7%32.4%98.1%51.8%113.5%0.9%4.3%-638.2K113.4M-470.8K1.4447.666,2358,980251,574328,626
2023-11-07$6.99$10.00113.1%30.7%95.6%56.8%115.5%0.4%-8.6%-657.5K114.1M-474.2K1.6650.395,3198,855254,972333,670
2023-11-08$6.63$10.00114.6%31.5%94.5%58.5%113.0%0.5%-6.4%-626.0K117.1M-436.1K0.8035.4617,60114,127257,609335,812
2023-11-09$6.78$10.0093.5%27.9%92.8%34.5%96.3%-0.9%9.3%-651.4K118.1M-425.9K1.0044.4318,78018,732269,312348,514
2023-11-10$6.83$10.0095.3%27.6%91.1%36.6%108.3%-0.5%6.1%-627.9K120.5M-432.3K2.1859.536,73514,712274,241355,271
2023-11-13$6.37$10.00102.5%29.0%92.5%44.7%106.4%7.7%0.4%-585.4K121.6M-410.7K1.0252.4910,06210,301260,788349,263
2023-11-14$6.76$10.0094.2%26.8%95.1%35.3%95.9%-4.8%2.7%-669.1K117.7M-436.8K0.8852.6811,1209,823265,976351,421
2023-11-15$7.26$10.00100.1%28.7%99.2%42.0%119.4%11.3%5.0%-553.5K115.3M-470.9K0.7453.0917,80313,137270,074353,557
2023-11-16$6.89$10.00103.4%29.7%97.3%45.8%101.6%6.1%-0.5%-516.4K119.8M-438.4K1.6953.133,8676,540275,944356,926
2023-11-17$6.66$10.0099.5%28.1%92.5%41.3%100.5%0.1%5.1%-574.6K120.2M-425.2K0.6766.919,3286,281276,937356,634
2023-11-20$6.63$10.0093.4%26.8%86.5%34.4%96.1%6.5%2.5%-592.8K105.1M-429.2K0.5949.9811,1316,558219,583309,661
2023-11-21$6.37$10.0085.1%23.3%87.5%24.9%92.3%-14.9%-23.4%-578.5K105.8M-414.4K0.7472.683,1882,362226,358314,683
2023-11-22$6.58$10.0086.7%27.9%83.3%26.7%94.1%18.8%-1.6%-555.7K108.3M-416.3K1.0966.2411,08212,102228,318315,759
2023-11-24$6.83$10.00102.0%28.7%83.9%44.1%99.3%5.9%-11.1%-607.6K106.4M-441.2K1.0455.026,3666,615235,819324,356
2023-11-27$6.51$10.00107.9%30.7%85.2%50.8%116.0%-1.3%30.1%-608.1K111.9M-394.8K1.2726.236,3688,096231,333320,588
2023-11-28$6.75$10.0092.3%28.7%85.7%33.1%96.5%5.5%4.6%-697.1K112.1M-403.6K1.0552.444,8385,085235,148324,903
2023-11-29$6.92$10.00125.9%33.1%85.9%71.4%126.6%8.6%-18.7%-587.5K106.7M-449.3K0.1152.6751,1905,613238,165329,250
2023-11-30$7.29$10.00133.6%45.2%87.1%80.2%156.7%0.5%19.1%-330.5K97.4M-473.1K0.3024.9240,86012,227251,710330,450