BYND Options History — November 2024

In November 2024, BYND traded between $4.88 and $6.50. ATM implied volatility averaged 113.9%, placing in the 25.7% IV rank vs the trailing year. The 30-day expected move averaged 27.8%. IV traded above realized volatility by 55.1% (HV 20d: 58.8%). Max pain ranged from $8.00 to $11.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 1.00.

Notable Days

  • 2024-11-07: Highest Volume — 42,956 contracts
  • 2024-11-06: Largest IV spike — 125.7% change
  • 2024-11-06: Highest IV Rank — 100.0%
  • 2024-11-01: Largest Expected Move — 35.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.39$4.88$6.50$6.11$5.00
Max Pain$10.50$8.00$11.00$8.00$9.00
ATM IV113.9%66.1%250.6%100.5%69.2%
Expected Move27.8%24.0%35.8%35.8%24.0%
HV 20d58.8%39.2%67.3%40.6%66.1%
HV 60d57.5%53.8%60.4%58.5%56.6%
IV Rank25.7%0.0%100.0%18.4%1.7%
IV Percentile28.0%0.0%100.0%11.9%0.4%
Term Structure-30.3%-327.3%34.2%34.2%26.0%
VWIV99.5%85.0%131.1%131.1%85.0%
Skew 25d2.9%-185.3%74.1%42.8%9.9%
Skew 10d-36.4%-216.2%44.5%-20.1%-2.7%
Call IV 25d91.5%52.2%275.6%77.5%78.6%
Put IV 25d94.5%57.7%157.2%120.3%88.5%
Bid-Ask Spread %49.5024.1082.6651.4068.87
Gamma HHI0.300.220.470.240.32
Net GEX-713.1K-1.1M-404.8K-707.2K-628.2K
Net DEX55.1M37.0M66.7M49.1M54.1M
Net VEX-249.5K-297.7K-219.7K-291.6K-232.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.000.182.380.860.54
Total Volume21,557.259,78342,95619,20215,214
Total OI452,916.05391,915496,965479,946438,538

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-11-01$6.11$8.00100.5%35.8%40.6%18.4%131.1%42.8%34.2%-707.2K49.1M-291.6K0.8651.4010,3238,879168,318311,628
2024-11-04$6.13$11.00135.7%34.3%39.2%40.5%115.3%11.5%-95.9%-722.1K46.1M-264.5K1.4024.107,50910,520159,633298,583
2024-11-05$6.36$11.00104.2%31.7%40.4%20.7%109.2%74.1%12.7%-673.0K42.7M-280.9K0.8253.638,7657,194164,789304,661
2024-11-06$6.50$11.00235.1%32.2%40.8%100.0%116.4%-185.3%27.5%-628.6K37.0M-297.7K0.5482.6614,1817,704171,170305,045
2024-11-07$5.87$11.00100.1%29.6%54.5%17.7%107.9%7.5%-9.2%-907.8K53.5M-251.3K1.0132.1121,35121,605177,092307,961
2024-11-08$5.42$11.00147.8%26.5%59.9%46.8%100.5%-79.7%-125.4%-766.9K66.2M-270.4K1.6541.1414,80724,395182,729310,037
2024-11-11$5.26$11.0098.3%26.6%59.4%16.6%99.3%7.5%13.7%-958.0K66.7M-221.6K1.2234.718,76110,683167,057300,100
2024-11-12$5.04$11.00149.8%27.1%60.4%48.0%97.9%36.9%-147.5%-990.7K66.4M-241.9K2.3831.926,91616,464172,740303,896
2024-11-13$5.29$11.00117.5%26.2%64.0%28.3%96.8%72.4%-23.4%-1.1M63.9M-257.3K0.6740.7012,6458,526176,103314,700
2024-11-14$5.29$11.00250.6%26.0%63.3%100.0%89.6%2.0%-327.3%-1.1M64.3M-252.3K1.4240.387,08310,088180,822315,603
2024-11-15$5.13$11.0091.8%27.4%63.8%11.5%94.8%53.5%22.8%-622.4K66.1M-252.1K1.8042.076,28111,337183,345313,620
2024-11-18$4.95$11.0085.7%24.5%64.4%8.1%89.7%2.2%17.8%-680.8K55.3M-225.2K0.7450.3410,6347,900135,711256,204
2024-11-19$4.88$11.0089.9%25.5%63.4%10.5%91.4%4.8%3.8%-612.7K56.1M-231.4K0.6462.5911,2817,177142,552260,190
2024-11-20$5.14$11.0096.9%27.8%66.9%14.4%101.8%-14.5%-58.4%-600.3K54.8M-237.2K0.1863.2620,8243,759150,616264,706
2024-11-21$5.03$11.0085.9%25.3%64.5%8.2%91.2%-6.5%-34.0%-550.1K56.1M-235.1K0.5056.486,5273,256159,516264,836
2024-11-22$4.92$10.0088.3%25.7%64.5%9.6%88.2%-3.5%-3.1%-587.4K57.4M-219.7K1.4460.228,56012,337161,064266,057
2024-11-25$5.26$10.0083.6%28.5%67.3%7.0%99.3%49.7%20.1%-546.8K47.6M-240.0K0.2649.0431,8048,292150,322257,518
2024-11-26$5.17$10.0080.1%26.1%66.2%5.0%95.4%-59.3%11.4%-404.8K47.6M-239.6K0.4051.5110,9474,420165,022262,001
2024-11-27$5.09$9.0066.1%25.0%66.1%0.0%88.6%32.6%29.0%-456.0K50.7M-247.4K1.4552.974,9857,211169,612264,224
2024-11-29$5.00$9.0069.2%24.0%66.1%1.7%85.0%9.9%26.0%-628.2K54.1M-232.1K0.5468.879,8815,333170,602267,936