BYND Options History — April 2024

In April 2024, BYND traded between $6.04 and $7.76. ATM implied volatility averaged 122.1%, placing in the 43.0% IV rank vs the trailing year. The 30-day expected move averaged 36.8%. IV traded above realized volatility by 75.7% (HV 20d: 46.4%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 1.07.

Notable Days

  • 2024-04-17: Highest Volume — 25,704 contracts
  • 2024-04-08: Largest IV spike — 28.3% change
  • 2024-04-25: Highest IV Rank — 65.0%
  • 2024-04-29: Largest Expected Move — 43.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.82$6.04$7.76$7.76$6.79
Max Pain$8.48$7.50$10.00$10.00$7.50
ATM IV122.1%83.9%152.3%100.0%129.4%
Expected Move36.8%22.5%43.5%25.6%42.6%
HV 20d46.4%31.3%76.0%76.0%40.3%
HV 60d87.3%86.4%88.2%88.2%87.1%
IV Rank43.0%15.1%65.0%26.8%48.3%
IV Percentile71.6%17.9%97.2%34.1%83.7%
Term Structure3.7%-42.1%52.5%28.8%2.8%
VWIV133.5%85.9%158.7%100.0%153.0%
Skew 25d-5.1%-12.4%6.3%-5.1%-12.4%
Skew 10d-11.3%-19.3%0.9%-18.7%-17.6%
Call IV 25d126.5%83.3%143.1%105.2%138.2%
Put IV 25d121.5%79.0%144.4%100.1%125.8%
Bid-Ask Spread %51.9636.7072.6041.3457.06
Gamma HHI0.180.140.230.140.23
Net GEX-771.0K-1.2M-453.0K-736.9K-493.3K
Net DEX54.2M40.5M70.3M40.5M43.3M
Net VEX-402.8K-443.3K-368.3K-443.3K-412.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.070.372.121.050.37
Total Volume14,5157,52425,70417,33417,376
Total OI452,192.727373,875497,278448,335418,641

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-04-01$7.76$10.00100.0%25.6%76.0%26.8%100.0%-5.1%28.8%-736.9K40.5M-443.3K1.0541.348,4388,896170,174278,161
2024-04-02$7.64$10.0097.3%23.5%58.2%24.9%93.7%1.3%28.4%-704.3K42.5M-423.4K1.5045.948,28412,389174,548284,555
2024-04-03$7.55$10.0090.0%22.5%57.5%19.5%85.9%-6.2%37.3%-973.5K48.3M-425.7K0.8545.877,3646,263179,391294,904
2024-04-04$7.50$8.0083.9%35.8%56.3%15.1%129.8%-7.2%52.5%-939.1K48.9M-425.1K1.5252.695,2908,030181,613297,453
2024-04-05$7.44$8.0093.0%34.7%56.3%21.8%124.9%-4.2%44.5%-1.2M51.7M-435.4K0.9943.164,9504,881183,083299,044
2024-04-08$7.42$8.00119.4%33.3%55.3%41.0%120.9%-6.7%-16.0%-933.4K50.3M-417.2K0.8738.566,3365,509174,595293,990
2024-04-09$7.49$8.00123.7%35.8%54.8%44.1%132.9%-10.9%-4.3%-777.6K47.6M-420.3K1.3051.265,8767,643177,990296,469
2024-04-10$7.03$8.00126.6%36.2%56.8%46.3%131.7%-11.4%-0.4%-981.6K59.1M-403.0K1.1036.707,6488,402180,726300,255
2024-04-11$6.89$8.00128.4%36.9%48.5%47.6%127.9%-9.7%-4.9%-1.0M63.9M-419.6K1.0344.114,2474,362183,147302,868
2024-04-12$6.62$8.00129.5%38.5%44.5%48.4%138.2%-7.9%6.9%-936.3K66.9M-405.4K1.9158.794,0107,666183,665304,314
2024-04-15$6.47$8.00135.8%39.2%41.7%53.0%135.8%0.3%-9.0%-942.3K64.7M-389.0K0.8649.654,9894,275175,179297,039
2024-04-16$6.56$8.00128.4%37.0%42.3%47.6%135.1%6.3%-5.8%-941.9K64.1M-384.9K0.6666.576,3474,190177,878297,869
2024-04-17$6.42$8.00132.7%38.0%40.7%50.7%136.0%-2.6%-1.6%-909.3K63.8M-395.4K0.8172.6014,19411,510181,481300,500
2024-04-18$6.39$9.00136.1%39.3%37.6%53.2%146.2%2.5%-4.1%-890.7K69.2M-383.7K2.1266.762,4145,110188,737305,301
2024-04-19$6.29$9.00133.2%38.9%36.9%51.1%144.4%-2.4%-7.2%-552.8K70.3M-381.4K1.7569.003,5496,193189,589307,689
2024-04-22$6.20$9.00127.8%39.7%36.3%47.2%143.1%-6.4%-2.3%-573.2K50.8M-375.1K0.6248.158,4545,241129,920243,955
2024-04-23$6.11$9.00127.6%41.3%36.0%47.0%146.1%-1.9%-8.1%-512.1K49.9M-368.3K1.0748.558,5909,222135,767245,776
2024-04-24$6.04$9.00127.8%40.7%31.3%47.1%149.9%-3.2%-4.4%-453.0K53.3M-371.4K1.1549.296,9437,977141,087251,281
2024-04-25$6.31$8.00152.3%43.1%37.0%65.0%158.7%-7.4%-42.1%-526.5K48.7M-384.4K0.6153.8011,1266,824144,115258,189
2024-04-26$6.36$8.00135.4%42.7%37.7%52.7%152.5%-5.1%-6.8%-518.2K48.9M-397.1K0.5651.4610,2935,743149,704261,783
2024-04-29$6.67$8.00128.9%43.5%39.4%48.0%150.9%-10.7%-1.8%-488.5K44.7M-400.7K0.8451.9012,14010,146147,408258,407
2024-04-30$6.79$7.50129.4%42.6%40.3%48.3%153.0%-12.4%2.8%-493.3K43.3M-412.9K0.3757.0612,6824,694153,579265,062