BYND Options History — December 2023

In December 2023, BYND traded between $7.50 and $10.66. ATM implied volatility averaged 124.5%, placing in the 69.8% IV rank vs the trailing year. The 30-day expected move averaged 35.6%. IV traded above realized volatility by 36.3% (HV 20d: 88.2%). Max pain ranged from $10.00 to $17.50. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.47.

Notable Days

  • 2023-12-04: Highest Volume — 114,521 contracts
  • 2023-12-04: Largest IV spike — 20.5% change
  • 2023-12-04: Highest IV Rank — 90.7%
  • 2023-12-01: Largest Expected Move — 42.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.36$7.50$10.66$7.50$8.95
Max Pain$15.55$10.00$17.50$10.00$15.00
ATM IV124.5%106.2%142.9%118.6%116.3%
Expected Move35.6%28.6%42.9%42.9%29.3%
HV 20d88.2%65.5%93.2%65.5%90.0%
HV 60d83.3%71.9%86.7%71.9%85.3%
IV Rank69.8%49.0%90.7%63.1%60.5%
IV Percentile80.7%61.5%96.4%80.2%73.0%
Term Structure3.7%-16.5%30.7%-4.3%-3.2%
VWIV128.3%107.9%154.9%154.9%107.9%
Skew 25d-11.6%-22.9%10.2%-4.4%-11.4%
Skew 10d-14.0%-38.2%21.8%2.3%-19.2%
Call IV 25d131.3%108.1%158.5%129.3%122.5%
Put IV 25d119.7%102.2%137.6%124.9%111.1%
Bid-Ask Spread %41.8714.8050.7714.8038.84
Gamma HHI0.150.100.350.350.24
Net GEX-428.1K-1.3M309.0K309.0K17.7K
Net DEX74.2M32.6M98.8M91.7M91.2M
Net VEX-529.9K-588.7K-427.4K-484.8K-509.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.470.280.860.470.49
Total Volume41,433.8513,163114,52154,12046,883
Total OI614,669.6574,812654,245603,528604,612

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-12-01$7.50$10.00118.6%42.9%65.5%63.1%154.9%-4.4%-4.3%309.0K91.7M-484.8K0.4714.8036,79817,322267,352336,176
2023-12-04$8.77$17.50142.9%39.3%85.0%90.7%141.4%-20.9%-2.9%-231.9K64.6M-551.2K0.2942.9088,58725,934259,744328,828
2023-12-05$8.86$17.50142.9%38.4%84.8%90.7%138.4%-11.3%-16.5%-274.3K68.0M-563.2K0.3942.8628,36511,115281,471345,219
2023-12-06$9.64$17.50138.8%39.6%88.5%86.1%137.4%-8.9%-7.0%-96.2K47.5M-574.5K0.3439.2943,34814,806286,334347,374
2023-12-07$8.95$17.50128.3%37.7%91.0%74.1%131.9%-10.0%2.5%-210.2K76.4M-544.7K0.3350.2227,0238,922290,438352,460
2023-12-08$9.18$17.50106.2%34.7%91.0%49.0%123.3%3.1%30.7%-416.5K72.4M-537.3K0.2948.8222,8166,658290,567354,509
2023-12-11$9.73$17.50127.7%36.3%92.3%73.4%125.6%10.2%-3.9%-385.9K64.2M-549.3K0.6642.7322,36914,801256,881339,626
2023-12-12$10.66$16.00135.1%38.7%89.7%81.9%139.4%-16.9%2.9%-259.1K32.6M-568.4K0.4540.1973,65833,239263,939348,695
2023-12-13$10.46$15.00127.2%35.2%90.1%72.9%130.7%-10.1%-12.4%-211.0K51.2M-588.7K0.3144.8931,3859,675281,356364,782
2023-12-14$10.57$15.00128.1%36.8%88.2%73.9%131.8%-18.7%-2.0%-144.8K48.9M-579.8K0.2843.3028,5308,087282,856369,094
2023-12-15$10.11$15.00124.1%37.2%87.4%69.3%132.7%-22.9%5.2%-189.2K64.0M-569.4K0.6544.3424,56316,058282,427371,818
2023-12-18$9.98$15.00126.7%36.4%86.0%72.2%130.7%-10.2%10.0%-653.0K72.9M-541.8K0.5538.9321,82512,013242,397332,415
2023-12-19$10.00$15.00123.3%35.2%85.8%68.4%129.7%-20.5%-3.0%-601.3K69.9M-549.6K0.5840.0615,0188,724254,015342,613
2023-12-20$9.21$15.00116.9%33.5%90.9%61.1%126.5%-17.4%19.0%-853.3K89.4M-514.1K0.3940.5021,5288,335258,407346,880
2023-12-21$9.38$15.00123.5%36.7%90.8%68.6%123.9%-18.2%-7.8%-904.5K88.2M-510.2K0.4542.789,1504,127264,189351,656
2023-12-22$8.96$15.00116.2%32.0%93.2%60.4%120.3%-16.0%21.2%-1.3M98.4M-499.7K0.8637.6315,28913,077266,152354,174
2023-12-26$8.82$15.00109.8%32.7%91.0%53.0%114.4%-16.1%6.5%-793.7K96.9M-474.6K0.4744.3613,6106,448246,209336,322
2023-12-27$8.70$15.00113.5%30.4%91.2%57.3%111.8%-8.9%24.2%-775.0K98.8M-458.8K0.7949.1614,19711,231251,458340,769
2023-12-28$8.75$15.00123.9%28.6%91.1%69.1%113.4%-1.6%14.8%-630.6K95.7M-427.4K0.4250.779,2923,871255,070344,108
2023-12-29$8.95$15.00116.3%29.3%90.0%60.5%107.9%-11.4%-3.2%17.7K91.2M-509.7K0.4938.8431,39715,486259,877344,735