BYND Options History — September 2024

In September 2024, BYND traded between $5.94 and $7.42. ATM implied volatility averaged 124.3%, placing in the 38.2% IV rank vs the trailing year. The 30-day expected move averaged 31.2%. IV traded above realized volatility by 60.0% (HV 20d: 64.2%). Max pain ranged from $7.00 to $8.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.82.

Notable Days

  • 2024-09-26: Highest Volume — 81,989 contracts
  • 2024-09-12: Largest IV drop — 59.1% change
  • 2024-09-11: Highest IV Rank — 100.0%
  • 2024-09-26: Largest Expected Move — 36.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.38$5.94$7.42$5.97$6.80
Max Pain$7.55$7.00$8.00$8.00$8.00
ATM IV124.3%94.2%230.5%98.5%118.6%
Expected Move31.2%27.5%36.0%27.7%31.4%
HV 20d64.2%42.3%110.7%110.4%53.8%
HV 60d80.8%79.9%83.4%81.0%83.4%
IV Rank38.2%18.5%100.0%25.5%29.8%
IV Percentile47.2%12.7%100.0%19.4%49.6%
Term Structure13.2%-95.2%152.3%81.9%-9.8%
VWIV112.9%99.2%132.6%100.8%102.5%
Skew 25d2.1%-102.5%53.3%22.9%13.5%
Skew 10d20.1%-31.3%162.6%-31.3%48.1%
Call IV 25d100.8%60.0%164.6%85.0%85.9%
Put IV 25d102.9%62.0%120.1%107.9%99.4%
Bid-Ask Spread %33.9116.5469.4730.7724.16
Gamma HHI0.200.150.240.230.20
Net GEX-662.0K-1.2M-263.7K-950.6K-372.6K
Net DEX37.2M9.5M49.7M48.9M31.7M
Net VEX-302.3K-340.6K-279.5K-292.6K-308.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.820.141.511.331.16
Total Volume24,741.157,04981,98914,53730,179
Total OI435,214.7408,264479,958410,796449,231

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-09-03$5.97$8.0098.5%27.7%110.4%25.5%100.8%22.9%81.9%-950.6K48.9M-292.6K1.3330.776,2418,296135,473275,323
2024-09-04$5.96$8.00101.8%27.5%110.4%27.9%102.3%16.7%152.3%-953.6K49.7M-286.7K0.8336.913,9703,298139,208281,452
2024-09-05$6.13$7.00103.6%32.5%110.7%29.2%112.4%11.3%124.4%-868.2K49.1M-311.1K0.8169.478,5006,867141,288283,229
2024-09-06$5.96$7.00143.5%33.1%72.6%58.0%115.9%-24.4%-87.2%-1.2M49.0M-281.8K1.3654.025,3417,240143,915283,359
2024-09-09$5.94$7.00192.7%32.2%72.5%93.7%116.5%-102.5%-95.2%-872.0K47.4M-279.5K1.3143.496,6508,694134,779273,485
2024-09-10$6.05$7.00146.9%32.2%64.3%60.5%110.6%-11.1%-88.8%-896.8K47.0M-289.6K0.8233.073,8793,170139,685279,277
2024-09-11$6.14$7.00230.5%31.2%59.3%100.0%114.4%53.3%-94.1%-736.9K43.0M-299.0K0.7531.316,0134,513141,753281,227
2024-09-12$6.31$7.0094.2%33.2%59.4%18.5%119.8%33.9%23.4%-622.0K37.9M-287.5K0.4131.4513,5525,514143,563283,356
2024-09-13$6.28$7.0099.4%31.1%56.3%21.6%115.8%19.4%22.7%-696.8K41.2M-308.8K0.6138.009,4545,802149,822286,106
2024-09-16$6.13$7.00114.6%31.0%57.0%30.7%115.0%2.3%71.8%-782.3K42.3M-293.0K1.5132.537,60911,462140,399279,198
2024-09-17$6.31$7.00108.8%30.9%57.8%27.2%123.7%-9.5%24.1%-717.4K38.6M-297.4K0.9126.0013,84012,558146,416288,126
2024-09-18$6.42$8.00108.6%31.1%57.5%27.1%115.5%1.7%67.6%-644.9K41.0M-340.6K0.1423.9135,7994,889153,664294,511
2024-09-19$6.29$8.00120.2%29.3%54.6%34.1%108.3%3.6%125.3%-420.7K26.6M-309.4K0.9216.546,4995,964180,131296,133
2024-09-20$6.28$8.00108.3%29.5%54.4%26.2%119.5%9.1%-12.7%-642.3K30.5M-291.1K0.2917.0544,95913,148179,377300,581
2024-09-23$6.38$8.00107.7%32.8%45.0%25.4%100.0%5.5%20.9%-599.0K37.5M-296.8K1.3238.8210,52313,841140,908267,796
2024-09-24$6.75$8.00120.2%28.9%46.1%32.2%115.5%38.4%-14.6%-453.7K32.0M-318.6K0.4723.4418,2658,665148,721278,721
2024-09-25$6.79$8.00110.5%28.6%42.3%24.7%99.2%-6.8%1.5%-264.3K31.8M-317.0K0.9028.258,4917,682157,921281,797
2024-09-26$7.42$8.00153.3%36.0%50.8%51.6%132.6%-60.1%-60.9%-275.7K9.5M-315.2K0.1847.2369,77212,217162,724284,780
2024-09-27$7.31$8.00103.5%34.4%49.2%20.3%116.8%25.2%11.5%-263.7K9.7M-322.3K0.4431.7828,73112,736188,409288,450
2024-09-30$6.80$8.00118.6%31.4%53.8%29.8%102.5%13.5%-9.8%-372.6K31.7M-308.7K1.1624.1614,00316,176172,094277,137