BYND Options History — June 2024

In June 2024, BYND traded between $6.45 and $7.71. ATM implied volatility averaged 119.5%, placing in the 41.1% IV rank vs the trailing year. The 30-day expected move averaged 30.1%. IV traded above realized volatility by 68.0% (HV 20d: 51.5%). Max pain ranged from $7.00 to $10.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.84.

Notable Days

  • 2024-06-24: Highest Volume — 73,761 contracts
  • 2024-06-06: Largest IV spike — 48.4% change
  • 2024-06-25: Highest IV Rank — 75.6%
  • 2024-06-06: Largest Expected Move — 33.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.96$6.45$7.71$7.70$6.63
Max Pain$8.16$7.00$10.00$9.00$8.00
ATM IV119.5%71.1%166.8%117.9%122.1%
Expected Move30.1%21.3%33.1%31.7%28.5%
HV 20d51.5%37.3%80.2%80.1%44.0%
HV 60d61.2%59.2%64.0%64.0%60.3%
IV Rank41.1%5.8%75.6%39.9%43.0%
IV Percentile56.5%7.9%98.4%57.1%61.1%
Term Structure-19.6%-156.9%85.8%29.7%-116.7%
VWIV112.0%99.2%126.1%124.1%106.8%
Skew 25d0.4%-73.1%106.6%-73.1%25.2%
Skew 10d-9.6%-167.1%191.4%177.3%-4.2%
Call IV 25d120.2%84.4%191.4%191.4%101.2%
Put IV 25d120.6%90.9%281.3%118.3%126.4%
Bid-Ask Spread %32.3118.6346.8644.1443.01
Gamma HHI0.170.130.240.160.17
Net GEX-796.5K-1.2M-488.9K-488.9K-707.4K
Net DEX45.5M26.1M63.0M26.1M45.6M
Net VEX-375.7K-415.3K-342.3K-405.4K-362.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.840.201.760.670.66
Total Volume26,130.10510,94673,76121,63616,854
Total OI475,289.632376,961516,666461,036449,355

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-06-03$7.70$9.00117.9%31.7%80.1%39.9%124.1%-73.1%29.7%-488.9K26.1M-405.4K0.6744.1412,9648,672181,070279,966
2024-06-04$7.71$9.00105.8%30.7%78.5%31.1%126.1%-23.0%41.6%-580.7K27.9M-390.5K0.6446.866,6554,291187,536283,765
2024-06-05$7.46$9.0071.1%31.3%79.1%5.8%115.8%-22.7%-13.9%-622.4K33.9M-397.6K0.5544.6817,6329,702189,791286,514
2024-06-06$7.71$7.00105.5%33.1%80.2%30.9%116.2%2.2%-24.4%-525.4K26.8M-406.9K0.2032.7817,4363,561195,132292,887
2024-06-07$7.58$7.00131.3%32.1%61.3%49.7%113.2%-10.8%-53.4%-620.9K33.8M-390.4K0.3831.9026,54310,083203,661294,122
2024-06-10$7.13$8.00101.6%30.6%65.0%28.0%113.9%-19.4%-5.1%-855.1K45.5M-382.6K0.9225.0010,7479,902194,215289,823
2024-06-11$7.13$8.00138.7%31.6%53.0%55.1%119.1%53.8%21.4%-773.1K46.0M-415.3K1.7318.6311,74420,335199,912295,897
2024-06-12$7.00$8.00159.8%30.2%48.7%70.6%104.9%-40.8%-63.7%-983.4K50.4M-384.0K1.5526.824,8317,484204,696302,498
2024-06-13$6.83$8.00126.2%29.5%41.3%46.0%109.4%-8.3%-20.8%-1.2M55.8M-370.5K0.9127.486,5015,886205,412306,706
2024-06-14$6.61$8.0093.7%31.1%37.3%22.3%119.4%106.6%-2.8%-938.6K63.0M-378.8K1.1941.8214,81417,673205,884310,233
2024-06-17$6.50$8.0099.9%29.0%37.5%26.7%111.8%-8.8%5.0%-1.2M61.7M-342.3K1.0827.099,64910,468194,874297,772
2024-06-18$6.45$8.0088.8%21.3%37.5%18.7%100.3%-17.0%85.8%-1.2M61.9M-359.4K0.9728.936,2036,003199,192301,724
2024-06-20$6.59$8.00105.3%28.5%38.2%30.7%105.7%-21.0%49.7%-872.7K56.9M-351.1K0.7126.1723,00816,402202,128303,837
2024-06-21$6.54$10.00116.0%30.4%37.7%38.5%105.4%-20.5%67.1%-1.1M58.9M-352.8K0.8022.8611,6859,307209,983306,683
2024-06-24$6.71$8.00160.3%31.4%38.5%70.9%113.6%6.3%-156.9%-579.8K38.4M-378.4K0.4224.0551,98221,779135,582241,379
2024-06-25$6.55$8.00166.8%28.1%39.1%75.6%99.2%21.9%-122.0%-619.3K44.7M-354.7K0.6724.5112,8768,573157,043258,880
2024-06-26$6.51$8.00138.1%28.9%39.0%54.7%99.6%36.3%-88.5%-729.1K48.3M-350.3K1.7641.2312,55822,148159,090264,476
2024-06-27$6.83$8.00122.4%32.9%43.1%43.2%123.0%19.8%-5.0%-660.1K39.7M-363.9K0.2135.9424,4805,041163,020275,765
2024-06-28$6.63$8.00122.1%28.5%44.0%43.0%106.8%25.2%-116.7%-707.4K45.6M-362.5K0.6643.0110,1756,679171,600277,755