BYND Options History — October 2024

In October 2024, BYND traded between $6.14 and $6.72. ATM implied volatility averaged 133.2%, placing in the 38.9% IV rank vs the trailing year. The 30-day expected move averaged 34.3%. IV traded above realized volatility by 76.6% (HV 20d: 56.6%). Max pain ranged from $6.00 to $8.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 1.15.

Notable Days

2024-10-24: Highest Volume — 34,646 contracts
2024-10-04: Largest IV spike — 37.7% change
2024-10-08: Highest IV Rank — 81.8%
2024-10-29: Largest Expected Move — 37.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.41	$6.14	$6.72	$6.42	$6.14
Max Pain	$7.07	$6.00	$8.00	$8.00	$8.00
ATM IV	133.2%	103.4%	201.5%	111.7%	103.4%
Expected Move	34.3%	27.2%	37.9%	28.3%	37.3%
HV 20d	56.6%	40.6%	61.4%	57.5%	40.6%
HV 60d	79.1%	75.4%	84.5%	83.7%	75.6%
IV Rank	38.9%	20.2%	81.8%	25.5%	20.2%
IV Percentile	60.5%	16.3%	99.6%	36.1%	16.3%
Term Structure	-5.4%	-122.9%	292.0%	-47.4%	48.1%
VWIV	126.7%	113.1%	145.7%	113.1%	135.1%
Skew 25d	7.6%	-90.3%	50.1%	14.0%	44.2%
Skew 10d	-12.6%	-138.3%	42.5%	11.9%	-5.5%
Call IV 25d	103.7%	66.2%	162.9%	91.6%	77.4%
Put IV 25d	111.3%	69.4%	136.4%	105.6%	121.7%
Bid-Ask Spread %	42.39	28.69	56.38	28.69	48.05
Gamma HHI	0.20	0.15	0.29	0.15	0.21
Net GEX	-755.5K	-1.1M	-247.4K	-655.4K	-824.4K
Net DEX	46.6M	33.1M	57.1M	41.6M	47.3M
Net VEX	-295.4K	-323.2K	-275.2K	-318.8K	-284.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.15	0.48	3.82	1.00	1.40
Total Volume	16,088.565	5,552	34,646	19,011	8,586
Total OI	471,846.913	434,626	494,602	464,277	476,418

Daily Data (23 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
2024-10-01	$6.42	$8.00	111.7%	28.3%	57.5%	25.5%	113.1%	14.0%	-47.4%	-655.4K	41.6M	-318.8K	1.00	28.69	9,503	9,508	176,449	287,828
2024-10-02	$6.72	$8.00	117.7%	27.2%	59.3%	29.3%	122.9%	19.9%	68.3%	-747.7K	39.5M	-323.2K	0.84	35.07	12,946	10,838	179,688	295,142
2024-10-03	$6.45	$6.00	127.8%	34.7%	60.9%	35.6%	128.5%	23.8%	27.4%	-813.1K	48.6M	-297.5K	1.12	37.44	7,310	8,182	186,277	302,545
2024-10-04	$6.45	$6.00	176.0%	34.4%	59.9%	65.8%	121.0%	39.0%	292.0%	-1.1M	50.4M	-284.0K	1.29	33.25	6,906	8,891	188,031	305,351
2024-10-07	$6.25	$6.00	163.2%	36.0%	61.1%	57.8%	133.7%	-40.1%	-108.9%	-849.7K	53.6M	-281.5K	1.25	31.56	6,712	8,373	159,070	299,749
2024-10-08	$6.41	$7.00	201.5%	34.7%	61.4%	81.8%	139.6%	-90.3%	-109.9%	-858.3K	50.6M	-294.6K	0.57	45.98	10,059	5,749	162,053	305,812
2024-10-09	$6.50	$7.00	165.0%	33.5%	61.4%	58.9%	119.3%	-33.5%	-3.2%	-759.4K	47.6M	-290.9K	1.13	31.72	6,341	7,168	169,849	309,927
2024-10-10	$6.42	$7.00	121.1%	33.8%	60.9%	31.4%	119.3%	23.2%	-8.8%	-803.6K	55.8M	-312.6K	2.08	35.39	6,109	12,729	173,308	314,433
2024-10-11	$6.54	$7.00	164.6%	36.9%	61.2%	58.7%	122.3%	23.9%	-78.5%	-247.4K	47.7M	-313.3K	0.73	39.51	10,171	7,388	176,492	315,043
2024-10-14	$6.66	$7.00	121.8%	34.0%	60.6%	31.8%	118.4%	-6.7%	2.4%	-711.7K	44.4M	-278.2K	1.23	34.65	10,709	13,149	166,745	302,831
2024-10-15	$6.61	$7.00	122.4%	35.2%	60.0%	32.2%	123.9%	-10.1%	-3.0%	-665.2K	44.7M	-281.3K	0.58	40.29	5,190	3,025	171,990	309,979
2024-10-16	$6.64	$7.00	121.6%	34.9%	59.8%	31.7%	125.4%	-5.4%	-4.9%	-630.7K	44.8M	-279.5K	1.29	39.81	3,106	4,012	174,760	312,280
2024-10-17	$6.39	$7.00	117.2%	33.4%	61.0%	28.9%	128.1%	1.1%	9.5%	-931.3K	56.3M	-303.4K	1.10	38.47	5,620	6,202	175,843	314,628
2024-10-18	$6.33	$7.00	119.9%	33.7%	61.1%	30.6%	124.5%	-6.8%	0.7%	-748.5K	57.1M	-298.9K	0.86	38.40	16,939	14,612	176,530	318,072
2024-10-21	$6.25	$7.00	157.3%	32.5%	61.0%	54.1%	119.2%	-4.7%	-122.9%	-796.8K	43.5M	-311.2K	1.38	49.44	6,977	9,603	147,161	287,465
2024-10-22	$6.37	$7.00	124.8%	33.6%	57.7%	33.7%	121.3%	46.1%	-4.7%	-803.6K	43.7M	-297.1K	0.88	47.97	4,752	4,179	151,081	294,874
2024-10-23	$6.16	$7.00	120.9%	33.7%	58.6%	31.2%	131.6%	50.1%	1.3%	-817.2K	47.8M	-298.5K	1.12	50.82	6,145	6,867	153,652	296,326
2024-10-24	$6.41	$7.00	130.2%	33.8%	50.2%	37.1%	128.9%	-14.9%	-10.8%	-740.8K	41.6M	-290.3K	3.82	56.38	7,195	27,451	157,404	301,014
2024-10-25	$6.29	$7.50	117.3%	33.4%	50.3%	29.0%	127.0%	16.0%	-9.9%	-725.7K	44.3M	-292.7K	0.48	56.23	11,554	5,575	162,050	308,631
2024-10-28	$6.59	$7.00	124.2%	37.7%	47.6%	33.3%	132.0%	-3.4%	-71.3%	-694.5K	33.1M	-275.2K	0.59	49.95	9,044	5,363	152,926	298,821
2024-10-29	$6.30	$7.00	120.9%	37.9%	45.8%	31.2%	145.7%	43.7%	9.0%	-677.3K	41.3M	-289.4K	1.08	54.70	6,618	7,129	159,420	301,345
2024-10-30	$6.17	$8.00	112.0%	37.6%	42.8%	25.7%	134.5%	46.0%	2.1%	-768.2K	46.5M	-297.5K	0.66	51.27	3,341	2,211	164,725	308,461
2024-10-31	$6.14	$8.00	103.4%	37.3%	40.6%	20.2%	135.1%	44.2%	48.1%	-824.4K	47.3M	-284.7K	1.40	48.05	3,584	5,002	166,713	309,705