BYND Options History — March 2024

In March 2024, BYND traded between $7.88 and $9.89. ATM implied volatility averaged 113.7%, placing in the 36.9% IV rank vs the trailing year. The 30-day expected move averaged 32.1%. IV traded below realized volatility by 12.2% (HV 20d: 125.9%). Max pain ranged from $9.00 to $10.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.86.

Notable Days

  • 2024-03-01: Highest Volume — 98,682 contracts
  • 2024-03-13: Largest IV spike — 45.0% change
  • 2024-03-13: Highest IV Rank — 66.7%
  • 2024-03-13: Largest Expected Move — 42.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.28$7.88$9.89$9.89$8.23
Max Pain$9.95$9.00$10.00$10.00$10.00
ATM IV113.7%90.6%154.5%138.0%90.6%
Expected Move32.1%24.9%42.3%37.2%24.9%
HV 20d125.9%78.2%134.0%121.9%78.2%
HV 60d90.2%87.5%93.7%88.8%87.5%
IV Rank36.9%20.0%66.7%54.6%20.0%
IV Percentile59.0%26.2%98.0%94.0%26.2%
Term Structure-1.9%-38.1%16.1%-5.5%7.8%
VWIV119.1%93.2%153.4%139.0%93.2%
Skew 25d-9.4%-50.6%27.1%27.1%-0.4%
Skew 10d-25.8%-104.3%5.2%-104.3%-14.6%
Call IV 25d119.7%95.6%163.4%109.6%95.6%
Put IV 25d110.3%89.2%143.3%136.6%95.1%
Bid-Ask Spread %37.8929.7152.9129.7141.29
Gamma HHI0.130.080.150.080.15
Net GEX-527.9K-857.2K-77.5K-262.0K-671.0K
Net DEX41.3M17.5M69.2M17.5M33.7M
Net VEX-447.0K-475.7K-406.8K-435.0K-444.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.860.191.380.830.73
Total Volume34,346.0510,83098,68298,68223,087
Total OI520,085.9438,729640,545640,545475,323

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-03-01$9.89$10.00138.0%37.2%121.9%54.6%139.0%27.1%-5.5%-262.0K17.5M-435.0K0.8329.7153,89944,783254,280386,265
2024-03-04$8.57$9.00128.1%35.5%133.5%47.4%127.9%-3.2%-8.1%-542.2K38.1M-406.8K1.3844.0536,16049,880204,274320,899
2024-03-05$8.32$10.00112.9%34.3%132.7%36.3%126.3%-0.8%-38.1%-747.5K54.9M-461.3K1.0752.9124,76226,405216,139334,507
2024-03-06$8.02$10.00123.2%33.4%133.7%43.8%128.9%-50.6%-22.7%-857.2K68.9M-463.1K0.6648.6113,7529,069225,692341,407
2024-03-07$7.94$10.00109.6%34.6%134.0%33.9%123.7%-10.8%16.1%-775.2K69.2M-474.5K0.7644.3510,3557,884230,927342,975
2024-03-08$8.14$10.00120.9%34.2%133.1%42.1%123.1%-23.9%9.8%-510.4K63.0M-450.2K1.0547.9013,69514,339234,264344,097
2024-03-11$7.92$10.00120.6%33.6%130.5%41.9%119.0%-3.5%-6.7%-534.2K53.1M-464.4K0.9541.1512,62012,033200,915306,915
2024-03-12$8.21$10.00106.5%33.1%130.1%31.6%118.3%-7.1%3.9%-519.8K50.3M-438.4K0.6833.6112,1928,319207,269315,215
2024-03-13$8.82$10.00154.5%42.3%128.4%66.7%153.4%-20.1%-14.6%-380.0K27.1M-461.2K0.1932.3458,17010,799212,323320,031
2024-03-14$8.21$10.00134.6%37.0%131.5%52.1%137.2%-11.6%-5.0%-324.8K47.5M-461.4K0.7335.4916,68712,174246,406321,645
2024-03-15$8.48$10.00130.8%35.5%130.6%49.3%135.1%-12.8%-9.2%-77.5K45.2M-475.7K1.0834.5714,85416,113247,472327,421
2024-03-18$8.23$10.00111.3%31.8%131.3%35.1%120.5%-11.3%0.9%-501.4K26.3M-446.1K0.6833.9420,10913,696194,000269,626
2024-03-19$7.88$10.00104.2%29.7%132.2%29.9%111.8%-7.1%4.0%-620.3K37.3M-448.1K1.2130.1716,64520,147200,313276,938
2024-03-20$8.14$10.00103.3%29.6%132.3%29.3%112.6%-7.5%9.3%-562.4K29.7M-432.7K0.8438.505,8784,952206,494284,206
2024-03-21$8.20$10.00102.2%29.4%131.1%28.4%108.4%-5.1%0.6%-558.4K30.1M-433.9K1.0534.366,7687,125207,687284,654
2024-03-22$7.95$10.0097.4%28.3%131.5%24.9%103.8%-6.2%-1.2%-665.5K38.9M-427.0K0.9230.516,8786,306210,006287,240
2024-03-25$7.95$10.0097.1%26.8%129.8%24.7%102.2%-12.4%5.0%-722.0K34.6M-414.1K0.7033.1714,56810,133167,404271,325
2024-03-26$8.23$10.0091.9%26.4%129.4%20.9%101.0%-7.5%12.3%-446.3K29.1M-434.9K0.7033.5721,74915,311176,458277,178
2024-03-27$8.29$10.0096.6%25.2%82.4%24.4%96.1%-13.1%3.1%-279.2K31.8M-467.5K1.0637.507,0987,527186,809284,719
2024-03-28$8.23$10.0090.6%24.9%78.2%20.0%93.2%-0.4%7.8%-671.0K33.7M-444.0K0.7341.2913,3119,776186,884288,439