BYND Options History — July 2024

In July 2024, BYND traded between $6.04 and $7.46. ATM implied volatility averaged 146.1%, placing in the 60.1% IV rank vs the trailing year. The 30-day expected move averaged 37.6%. IV traded above realized volatility by 88.8% (HV 20d: 57.4%). Max pain ranged from $7.00 to $9.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.87.

Notable Days

2024-07-16: Highest Volume — 69,294 contracts
2024-07-02: Largest IV spike — 68.0% change
2024-07-09: Highest IV Rank — 100.0%
2024-07-30: Largest Expected Move — 41.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.56	$6.04	$7.46	$6.71	$6.24
Max Pain	$7.73	$7.00	$9.00	$8.00	$9.00
ATM IV	146.1%	102.8%	201.5%	117.5%	102.8%
Expected Move	37.6%	27.9%	41.3%	33.0%	39.5%
HV 20d	57.4%	40.6%	73.2%	42.2%	70.0%
HV 60d	64.5%	60.1%	69.6%	60.4%	65.2%
IV Rank	60.1%	28.6%	100.0%	39.6%	28.6%
IV Percentile	79.7%	32.1%	100.0%	54.4%	32.1%
Term Structure	22.3%	-139.1%	313.5%	187.6%	124.7%
VWIV	143.0%	104.4%	209.1%	119.2%	136.8%
Skew 25d	5.1%	-40.4%	74.9%	31.5%	9.6%
Skew 10d	6.0%	-107.2%	171.2%	28.7%	21.9%
Call IV 25d	139.5%	76.3%	251.3%	207.1%	121.0%
Put IV 25d	144.6%	71.4%	274.7%	238.7%	130.6%
Bid-Ask Spread %	32.48	20.61	49.04	49.04	23.64
Gamma HHI	0.18	0.14	0.33	0.16	0.18
Net GEX	-731.5K	-1.4M	-232.0K	-615.2K	-761.7K
Net DEX	45.9M	26.3M	65.5M	42.2M	51.5M
Net VEX	-352.2K	-375.4K	-317.7K	-369.4K	-330.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.87	0.36	1.57	0.68	1.57
Total Volume	25,398.591	7,840	69,294	30,207	13,574
Total OI	457,032.955	411,150	522,562	411,150	466,601

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2024-07-01	$6.71	$8.00	117.5%	33.0%	42.2%	39.6%	119.2%	31.5%	187.6%	-615.2K	42.2M	-369.4K	0.68	49.04	17,936	12,271	148,999	262,151
2024-07-02	$6.91	$8.00	197.3%	27.9%	43.0%	97.9%	106.0%	-5.9%	-139.1%	-818.7K	31.7M	-328.1K	1.02	37.74	8,208	8,383	161,150	271,097
2024-07-03	$6.83	$8.00	186.8%	29.8%	43.0%	90.2%	104.4%	-15.3%	-23.8%	-675.3K	38.7M	-371.5K	0.36	46.61	9,107	3,307	164,013	277,161
2024-07-05	$7.09	$7.00	158.3%	36.5%	44.4%	69.4%	127.7%	-0.8%	12.2%	-232.0K	33.2M	-359.9K	0.53	20.61	36,309	19,306	168,587	278,519
2024-07-08	$6.79	$7.00	131.5%	37.8%	44.6%	49.8%	139.4%	-40.4%	-7.7%	-703.2K	40.1M	-366.5K	0.83	29.87	8,742	7,256	161,423	273,936
2024-07-09	$6.63	$7.00	201.5%	39.4%	44.8%	100.0%	157.9%	-8.4%	-22.9%	-690.1K	42.5M	-358.5K	0.99	34.48	4,606	4,552	166,172	278,434
2024-07-10	$6.74	$7.00	115.6%	36.8%	40.6%	37.9%	137.3%	8.6%	21.2%	-828.5K	42.7M	-357.4K	0.48	31.17	9,057	4,353	167,994	280,051
2024-07-11	$6.92	$7.00	124.6%	35.5%	41.9%	44.4%	126.3%	-12.0%	2.8%	-640.4K	39.0M	-355.4K	1.09	29.59	10,326	11,271	166,411	281,187
2024-07-12	$6.95	$7.00	124.5%	36.2%	41.5%	44.3%	125.6%	41.5%	9.4%	-635.9K	41.0M	-350.7K	0.63	37.00	11,044	6,958	170,451	288,094
2024-07-15	$6.67	$7.00	129.5%	36.0%	43.1%	48.0%	126.8%	-6.8%	79.3%	-750.3K	45.5M	-347.4K	1.04	37.59	8,451	8,794	162,832	279,764
2024-07-16	$7.46	$7.00	147.4%	41.1%	57.3%	60.9%	179.0%	-26.0%	70.8%	-599.1K	26.3M	-370.9K	0.46	41.95	47,334	21,960	165,296	286,368
2024-07-17	$7.14	$8.00	137.4%	39.4%	59.5%	53.6%	152.4%	-14.9%	-15.3%	-503.2K	33.8M	-374.4K	0.55	44.44	31,064	17,205	185,286	295,843
2024-07-18	$6.44	$8.00	147.4%	39.8%	70.7%	60.9%	154.3%	-9.0%	78.6%	-923.3K	58.1M	-375.4K	0.97	24.02	19,818	19,229	199,465	304,897
2024-07-19	$6.08	$8.00	156.8%	39.5%	73.1%	67.7%	148.6%	-10.4%	65.3%	-1.4M	65.5M	-351.9K	1.27	34.90	16,528	21,017	208,048	314,514
2024-07-22	$6.12	$8.00	194.9%	40.1%	73.2%	95.2%	151.3%	31.4%	-133.7%	-752.0K	52.5M	-335.0K	0.68	25.76	22,049	14,950	159,282	280,347
2024-07-23	$6.19	$8.00	147.1%	39.4%	72.6%	60.7%	140.9%	74.9%	-55.6%	-720.4K	52.2M	-344.4K	1.12	25.58	8,616	9,638	170,888	283,566
2024-07-24	$6.06	$8.00	136.2%	40.7%	72.5%	52.8%	140.5%	2.9%	-7.8%	-748.0K	55.6M	-354.7K	0.83	26.98	7,853	6,511	175,233	290,285
2024-07-25	$6.04	$8.00	178.7%	39.1%	72.5%	83.5%	170.0%	-4.3%	-109.9%	-719.0K	55.6M	-317.7K	1.25	36.31	7,420	9,276	179,138	292,376
2024-07-26	$6.21	$8.00	130.6%	39.2%	70.9%	48.8%	143.2%	-0.9%	-15.1%	-784.4K	54.2M	-359.9K	0.84	28.17	7,905	6,644	181,612	301,724
2024-07-29	$6.09	$8.00	119.7%	39.8%	70.5%	40.8%	209.1%	3.8%	313.5%	-784.7K	51.6M	-328.0K	0.91	26.81	16,784	15,317	158,045	284,474
2024-07-30	$6.08	$9.00	129.3%	41.3%	70.3%	47.8%	149.3%	64.0%	57.1%	-834.3K	55.6M	-340.1K	0.93	22.26	4,068	3,772	166,743	296,268
2024-07-31	$6.24	$9.00	102.8%	39.5%	70.0%	28.6%	136.8%	9.6%	124.7%	-761.7K	51.5M	-330.4K	1.57	23.64	5,284	8,290	168,618	297,983