BYND Options History — February 2024

In February 2024, BYND traded between $6.12 and $10.73. ATM implied volatility averaged 144.9%, placing in the 78.0% IV rank vs the trailing year. The 30-day expected move averaged 40.9%. IV traded above realized volatility by 81.9% (HV 20d: 63.0%). Max pain ranged from $8.00 to $10.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.70.

Notable Days

  • 2024-02-28: Highest Volume — 400,727 contracts
  • 2024-02-22: Largest IV drop — 32.1% change
  • 2024-02-16: Highest IV Rank — 100.0%
  • 2024-02-27: Largest Expected Move — 51.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.28$6.12$10.73$6.72$10.73
Max Pain$9.60$8.00$10.00$8.00$10.00
ATM IV144.9%115.5%200.2%121.4%152.4%
Expected Move40.9%34.9%51.9%34.9%47.1%
HV 20d63.0%41.4%116.8%43.3%116.1%
HV 60d75.3%72.4%92.6%72.4%92.6%
IV Rank78.0%38.2%100.0%66.2%65.1%
IV Percentile90.9%70.6%100.0%75.4%98.0%
Term Structure-10.6%-118.6%14.3%2.9%-18.2%
VWIV140.1%110.1%183.8%121.9%158.4%
Skew 25d-9.4%-101.3%31.1%3.8%-16.1%
Skew 10d10.8%-55.3%143.6%-0.8%-29.8%
Call IV 25d151.0%115.7%242.2%116.5%172.2%
Put IV 25d141.6%111.0%219.1%120.3%156.0%
Bid-Ask Spread %36.3011.8865.4929.9718.01
Gamma HHI0.170.100.230.140.10
Net GEX-479.0K-874.9K270.4K-670.7K270.4K
Net DEX41.9M-48.0M64.9M56.9M-48.0M
Net VEX-392.1K-438.8K-353.2K-397.8K-411.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.700.351.750.780.83
Total Volume56,265.75,282400,7275,282162,423
Total OI456,028.5403,696609,565432,494609,565

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-02-01$6.72$8.00121.4%34.9%43.3%66.2%121.9%3.8%2.9%-670.7K56.9M-397.8K0.7829.972,9702,312159,977272,517
2024-02-02$6.46$8.00119.3%36.1%43.2%63.8%123.9%-0.2%14.3%-874.9K61.7M-370.0K1.7534.526,56511,464160,708273,238
2024-02-05$6.17$8.00119.5%35.9%44.1%64.1%132.8%-0.1%3.9%-697.7K61.9M-365.1K1.0447.886,9707,270147,180270,306
2024-02-06$6.12$8.00121.3%36.5%43.1%66.1%125.7%-2.6%8.0%-732.8K64.9M-357.3K0.3744.3717,7816,559151,882274,504
2024-02-07$6.20$10.00140.7%36.5%41.4%88.2%110.1%14.5%-30.7%-701.5K64.8M-376.4K0.6841.6421,94115,003159,549280,541
2024-02-08$6.56$10.00130.2%35.5%47.0%76.3%115.5%10.6%-15.1%-647.6K58.3M-380.4K0.5444.4112,5276,813167,727284,823
2024-02-09$7.16$10.00136.2%37.4%55.0%83.1%131.9%-1.8%-12.8%-515.2K45.3M-433.0K0.3623.3260,99922,007172,057288,801
2024-02-12$6.92$10.00137.8%39.0%55.5%84.9%133.0%0.2%9.0%-421.3K53.4M-406.8K0.3532.3726,5469,265174,855283,910
2024-02-13$6.45$10.00134.3%38.1%60.0%81.0%136.6%12.6%-17.5%-604.7K61.9M-395.9K0.8850.2513,24711,685182,638289,897
2024-02-14$6.76$10.00146.1%41.9%62.8%94.4%135.1%-15.2%-8.4%-525.6K57.1M-386.9K0.3665.498,1172,905188,092290,529
2024-02-15$7.16$10.00148.6%39.6%65.9%97.2%144.0%-0.9%-4.9%-239.4K51.2M-392.7K0.5860.6021,60312,568189,116291,934
2024-02-16$7.16$10.00160.1%39.4%65.9%100.0%133.6%11.3%6.8%-483.9K55.8M-406.1K0.7431.2014,03810,354194,441297,919
2024-02-20$7.04$10.00155.4%42.7%65.9%95.2%150.6%-40.9%-16.0%-476.4K43.2M-383.2K1.1048.4315,04816,528151,688252,008
2024-02-21$7.26$10.00200.2%44.3%63.8%100.0%136.0%-23.1%-118.6%-494.4K42.3M-385.7K0.4541.8619,4188,833159,441264,771
2024-02-22$7.66$10.00136.0%44.1%66.2%53.2%149.7%-2.6%2.0%-324.3K30.7M-353.2K0.4931.3024,60811,941166,702270,199
2024-02-23$7.79$10.00115.5%40.9%65.5%38.2%141.9%31.1%-22.2%-547.3K34.9M-384.7K0.5811.8818,46010,648172,205278,425
2024-02-26$7.37$10.00151.6%45.2%68.8%64.5%154.1%-101.3%5.0%-480.5K40.3M-399.9K0.6719.1125,82817,186154,889266,200
2024-02-27$7.71$10.00199.0%51.9%70.0%99.1%182.4%-57.6%-0.1%-476.8K33.8M-416.0K0.5924.3139,07523,082170,056276,057
2024-02-28$10.11$10.00172.9%51.7%116.8%80.1%183.8%-8.9%1.1%64.4K-31.5M-438.8K0.8524.99216,707184,020187,367293,856
2024-02-29$10.73$10.00152.4%47.1%116.1%65.1%158.4%-16.1%-18.2%270.4K-48.0M-411.5K0.8318.0188,56173,862247,320362,245