BYND Options History — January 2024

In January 2024, BYND traded between $6.67 and $8.55. ATM implied volatility averaged 111.8%, placing in the 55.3% IV rank vs the trailing year. The 30-day expected move averaged 31.3%. IV traded above realized volatility by 48.3% (HV 20d: 63.4%). Max pain ranged from $9.00 to $15.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 1.19.

Notable Days

  • 2024-01-05: Highest Volume — 60,009 contracts
  • 2024-01-04: Largest IV spike — 12.4% change
  • 2024-01-31: Highest IV Rank — 68.7%
  • 2024-01-08: Largest Expected Move — 34.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.55$6.67$8.55$8.07$6.67
Max Pain$10.38$9.00$15.00$15.00$10.00
ATM IV111.8%95.0%123.5%109.6%123.5%
Expected Move31.3%28.1%34.0%28.2%30.5%
HV 20d63.4%44.6%98.3%98.3%44.6%
HV 60d83.1%72.3%87.8%87.7%72.3%
IV Rank55.3%36.2%68.7%52.8%68.7%
IV Percentile63.8%37.3%78.6%63.9%78.6%
Term Structure3.9%-17.6%23.9%6.0%0.5%
VWIV108.6%85.0%123.0%111.0%102.1%
Skew 25d0.8%-14.4%30.5%-14.2%3.7%
Skew 10d-4.8%-26.2%19.2%-26.2%-6.7%
Call IV 25d111.9%96.4%123.0%122.9%120.8%
Put IV 25d112.7%98.1%134.2%108.7%124.5%
Bid-Ask Spread %45.8036.0052.0144.7544.59
Gamma HHI0.180.110.300.160.14
Net GEX-750.2K-1.1M-402.0K-866.7K-677.7K
Net DEX90.1M41.0M126.3M106.2M59.2M
Net VEX-427.4K-478.8K-335.4K-436.3K-400.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.190.183.850.650.18
Total Volume22,8077,45160,00931,36221,464
Total OI548,077.429377,857666,658586,242423,908

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-01-02$8.07$15.00109.6%28.2%98.3%52.8%111.0%-14.2%6.0%-866.7K106.2M-436.3K0.6544.7519,05812,304249,240337,002
2024-01-03$8.27$15.00109.3%30.3%80.7%52.4%85.0%-0.9%5.6%-804.5K104.6M-450.4K1.1049.708,1728,978257,422340,697
2024-01-04$8.41$9.00122.8%33.9%80.8%67.8%123.0%-14.4%-9.0%-759.2K104.1M-460.4K0.5447.5815,3678,317261,748345,130
2024-01-05$8.46$9.00112.7%32.9%74.2%56.4%120.6%-5.8%17.7%-747.3K103.2M-453.9K1.1749.3027,68532,324268,413345,283
2024-01-08$8.55$10.00112.1%34.0%69.9%55.6%117.7%-5.9%3.7%-669.7K103.4M-478.8K0.9942.3414,60114,407271,703352,739
2024-01-09$8.07$10.00103.5%33.9%71.7%45.9%119.6%0.7%13.0%-892.9K110.6M-434.2K1.2645.979,18811,606281,657360,064
2024-01-10$8.23$10.00101.9%31.1%68.3%44.1%111.8%-2.2%10.0%-775.2K114.1M-469.0K0.5543.099,3435,175285,529367,460
2024-01-11$7.74$10.0095.0%30.6%59.7%36.2%107.0%-11.9%18.6%-936.9K122.4M-438.3K0.8050.865,9774,752288,748368,487
2024-01-12$7.54$10.00101.8%30.6%59.8%43.9%104.9%-10.3%9.0%-1.0M126.3M-438.5K1.8151.374,1427,511289,748370,186
2024-01-16$7.37$10.00111.7%32.2%59.0%55.2%99.2%2.3%-10.2%-907.3K121.3M-421.2K1.4240.218,18811,667273,581360,885
2024-01-17$7.26$10.00113.5%32.5%58.2%57.3%110.8%-6.8%-13.1%-837.4K122.8M-429.8K2.9049.748,16523,685277,710363,418
2024-01-18$7.42$10.00109.2%31.4%59.8%52.4%112.2%11.2%-17.6%-1.1M122.1M-433.6K1.5749.0312,27919,237282,304373,376
2024-01-19$7.38$10.00108.3%31.3%59.6%51.4%107.2%11.9%-9.6%-587.0K126.1M-438.5K1.1347.688,93010,085287,068379,590
2024-01-22$7.25$10.00116.4%30.5%54.1%60.5%107.3%7.3%5.2%-569.8K43.1M-419.0K0.6146.4113,4268,228135,163242,694
2024-01-23$6.87$10.00119.4%31.8%54.8%64.0%107.6%30.5%23.9%-626.1K50.5M-405.6K1.1141.9716,19418,020141,959249,042
2024-01-24$6.83$10.00114.4%32.0%53.7%58.3%106.9%6.0%2.1%-718.5K54.9M-413.3K0.8747.703,9903,461151,676261,636
2024-01-25$7.06$10.00113.9%31.0%56.1%57.6%107.1%14.6%-0.5%-632.3K50.7M-410.1K0.8952.015,6705,033153,837263,869
2024-01-26$7.17$10.00111.3%30.5%56.9%54.7%104.2%2.5%17.1%-572.3K51.2M-408.3K0.5036.0016,7948,457155,844266,310
2024-01-29$7.03$10.00119.8%29.5%56.7%64.4%107.0%2.1%6.3%-402.0K41.0M-335.4K3.8541.005,55021,345147,832258,845
2024-01-30$6.87$10.00116.8%28.1%55.4%61.0%109.2%-3.4%2.3%-665.3K54.5M-399.7K1.0240.605,0335,139150,910266,913
2024-01-31$6.67$10.00123.5%30.5%44.6%68.7%102.1%3.7%0.5%-677.7K59.2M-400.6K0.1844.5918,2323,232153,944269,964