BYND Options History — August 2024

In August 2024, BYND traded between $5.26 and $6.84. ATM implied volatility averaged 123.9%, placing in the 43.9% IV rank vs the trailing year. The 30-day expected move averaged 34.8%. IV traded above realized volatility by 20.5% (HV 20d: 103.4%). Max pain ranged from $6.00 to $10.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 1.09.

Notable Days

2024-08-09: Highest Volume — 272,989 contracts
2024-08-29: Largest IV spike — 53.7% change
2024-08-02: Highest IV Rank — 73.9%
2024-08-02: Largest Expected Move — 42.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.07	$5.26	$6.84	$6.13	$6.11
Max Pain	$7.86	$6.00	$10.00	$9.00	$8.00
ATM IV	123.9%	100.3%	165.4%	112.9%	114.0%
Expected Move	34.8%	28.3%	42.8%	41.0%	28.3%
HV 20d	103.4%	70.2%	118.5%	70.2%	113.1%
HV 60d	74.7%	61.5%	81.3%	64.6%	81.3%
IV Rank	43.9%	26.8%	73.9%	35.9%	36.7%
IV Percentile	58.5%	22.6%	96.0%	45.2%	44.0%
Term Structure	7.0%	-47.6%	116.6%	116.6%	8.1%
VWIV	123.5%	95.7%	156.4%	145.7%	101.6%
Skew 25d	9.3%	-19.8%	74.9%	66.0%	26.6%
Skew 10d	-0.3%	-89.0%	126.7%	-7.8%	-39.0%
Call IV 25d	104.7%	70.6%	124.9%	79.0%	70.6%
Put IV 25d	114.0%	90.7%	184.3%	145.1%	97.2%
Bid-Ask Spread %	30.65	10.24	80.94	28.69	33.77
Gamma HHI	0.21	0.18	0.28	0.19	0.23
Net GEX	-743.8K	-1.2M	-514.1K	-803.3K	-797.6K
Net DEX	50.7M	24.8M	75.0M	56.0M	46.3M
Net VEX	-307.9K	-342.1K	-247.9K	-342.1K	-314.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.09	0.14	3.31	0.63	1.44
Total Volume	35,696.273	8,277	272,989	8,277	17,862
Total OI	456,649.045	388,891	531,167	474,525	437,097

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
2024-08-01	$6.13	$9.00	112.9%	41.0%	70.2%	35.9%	145.7%	66.0%	116.6%	-803.3K	56.0M	-342.1K	0.63	28.69	5,072	3,205	171,124	303,401
2024-08-02	$5.63	$8.00	165.4%	42.8%	73.6%	73.9%	156.4%	54.0%	7.9%	-592.3K	64.2M	-333.4K	2.05	35.92	4,677	9,590	173,173	304,503
2024-08-05	$5.26	$7.00	135.1%	38.9%	75.5%	52.0%	150.0%	16.6%	-45.3%	-589.3K	63.2M	-315.1K	2.22	80.94	7,195	15,964	159,427	290,508
2024-08-06	$5.29	$7.00	143.2%	37.9%	75.7%	57.9%	147.5%	17.3%	-33.5%	-804.9K	75.0M	-247.9K	0.60	67.51	6,497	3,899	162,968	294,802
2024-08-07	$5.33	$6.00	145.8%	42.5%	75.3%	59.7%	142.1%	74.9%	66.3%	-514.1K	61.2M	-314.3K	0.99	60.33	11,355	11,296	167,056	296,655
2024-08-08	$6.72	$6.00	133.9%	36.3%	114.3%	51.1%	114.1%	-19.2%	53.3%	-676.0K	44.4M	-328.5K	0.61	16.34	31,125	19,120	173,301	303,887
2024-08-09	$6.61	$6.00	146.3%	42.5%	114.4%	60.1%	143.0%	12.3%	-14.8%	-679.6K	40.2M	-331.9K	0.14	52.91	240,216	32,773	177,468	310,550
2024-08-12	$6.00	$6.00	122.4%	37.4%	118.5%	42.8%	123.5%	19.3%	0.3%	-689.6K	56.6M	-304.4K	1.32	16.88	18,439	24,374	188,800	300,972
2024-08-13	$5.61	$6.00	116.7%	34.8%	111.9%	38.7%	122.5%	-0.9%	-10.1%	-1.0M	69.6M	-295.1K	1.20	19.89	14,796	17,738	196,643	314,430
2024-08-14	$5.75	$6.00	110.6%	33.7%	112.1%	34.3%	120.7%	5.3%	3.4%	-1.2M	68.0M	-298.2K	1.33	10.39	7,299	9,728	200,506	321,561
2024-08-15	$6.08	$6.00	109.9%	34.4%	108.9%	33.7%	134.2%	4.9%	16.7%	-997.4K	59.4M	-289.5K	0.91	14.61	27,028	24,597	203,391	321,618
2024-08-16	$6.11	$10.00	103.0%	31.6%	107.0%	28.8%	114.8%	-16.3%	15.7%	-612.5K	53.7M	-300.5K	0.95	10.24	18,750	17,875	207,820	323,347
2024-08-19	$6.17	$10.00	107.8%	31.1%	107.0%	32.2%	113.7%	-1.6%	-26.6%	-612.3K	40.9M	-299.8K	0.81	10.54	10,815	8,743	133,444	255,447
2024-08-20	$6.04	$10.00	114.3%	29.9%	107.2%	36.9%	95.7%	-17.3%	18.7%	-617.5K	43.0M	-293.7K	3.31	12.44	4,755	15,738	139,489	261,062
2024-08-21	$6.38	$10.00	107.4%	30.8%	108.7%	32.0%	114.5%	-17.8%	13.4%	-688.5K	38.0M	-302.3K	0.41	18.72	7,943	3,256	141,415	274,355
2024-08-22	$6.29	$10.00	112.4%	31.1%	108.9%	35.6%	118.4%	-12.1%	15.8%	-631.5K	43.3M	-307.0K	0.63	33.77	10,838	6,805	146,010	275,057
2024-08-23	$6.84	$10.00	114.7%	34.4%	112.4%	37.2%	113.2%	-14.8%	-13.1%	-794.9K	24.8M	-305.3K	0.37	39.22	43,285	15,990	148,980	277,288
2024-08-26	$6.50	$8.00	139.8%	33.8%	113.8%	55.4%	118.8%	-19.8%	-19.3%	-618.6K	34.3M	-311.9K	0.86	20.13	10,979	9,454	141,986	267,489
2024-08-27	$6.20	$8.00	116.8%	30.6%	115.2%	38.8%	106.7%	0.6%	0.5%	-721.9K	43.1M	-297.5K	1.32	33.58	4,545	6,000	147,370	274,062
2024-08-28	$6.08	$8.00	100.3%	32.6%	115.1%	26.8%	113.3%	0.4%	26.8%	-861.0K	49.4M	-321.8K	0.87	23.74	4,992	4,342	148,536	279,040
2024-08-29	$6.39	$8.00	154.1%	29.7%	116.3%	65.8%	107.5%	26.8%	-47.6%	-869.1K	40.5M	-318.4K	0.95	33.79	8,409	7,959	149,106	281,135
2024-08-30	$6.11	$8.00	114.0%	28.3%	113.1%	36.7%	101.6%	26.6%	8.1%	-797.6K	46.3M	-314.9K	1.44	33.77	7,331	10,531	151,499	285,598