BYND Options History — December 2024

In December 2024, BYND traded between $3.42 and $4.99. ATM implied volatility averaged 95.8%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 28.4%. IV traded above realized volatility by 41.7% (HV 20d: 54.1%). Max pain ranged from $6.00 to $10.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.66.

Notable Days

  • 2024-12-27: Highest Volume — 43,372 contracts
  • 2024-12-09: Largest IV spike — 21.3% change
  • 2024-12-27: Highest IV Rank — 25.0%
  • 2024-12-19: Largest Expected Move — 32.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.03$3.42$4.99$4.99$3.71
Max Pain$8.90$6.00$10.00$10.00$7.50
ATM IV95.8%77.2%112.2%88.7%102.2%
Expected Move28.4%22.3%32.2%26.8%27.6%
HV 20d54.1%42.4%66.2%66.2%58.2%
HV 60d56.7%53.9%58.4%56.4%55.6%
IV Rank16.1%6.0%25.0%12.3%19.6%
IV Percentile14.1%1.2%37.7%4.0%21.8%
Term Structure8.5%-21.1%43.2%18.5%11.4%
VWIV108.8%86.5%124.5%90.6%104.8%
Skew 25d-3.9%-29.0%48.2%12.4%-20.8%
Skew 10d9.9%-42.9%177.1%177.1%-1.5%
Call IV 25d96.9%63.5%123.5%87.9%119.8%
Put IV 25d93.0%54.3%126.6%100.3%99.1%
Bid-Ask Spread %52.2641.7763.1360.4147.14
Gamma HHI0.280.220.430.270.29
Net GEX-361.6K-599.9K-170.5K-526.5K-170.5K
Net DEX54.1M44.5M64.2M51.4M45.5M
Net VEX-193.0K-234.0K-160.7K-232.9K-170.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.660.161.490.750.35
Total Volume18,405.0954,64743,37225,78212,087
Total OI436,145.524405,544462,767411,356421,289

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-12-02$4.99$10.0088.7%26.8%66.2%12.3%90.6%12.4%18.5%-526.5K51.4M-232.9K0.7560.4114,72411,058153,049258,307
2024-12-03$4.87$8.0081.8%24.0%66.2%8.5%101.7%-13.1%-6.5%-474.8K51.2M-201.4K0.7352.0512,3849,079157,148261,977
2024-12-04$4.67$6.0084.8%22.3%64.4%10.2%86.5%3.6%27.9%-530.8K57.6M-221.1K0.6143.6212,3787,588165,269266,909
2024-12-05$4.50$10.0085.4%30.4%63.3%10.5%124.5%3.5%-3.8%-475.2K54.2M-234.0K0.3544.4111,2223,913170,877268,175
2024-12-06$4.54$10.0077.2%29.5%55.6%6.0%103.6%-29.0%28.5%-599.9K56.8M-228.3K0.9945.548,5308,429176,718268,942
2024-12-09$4.47$10.0093.6%29.0%49.7%14.9%109.3%-9.3%-1.9%-496.0K57.0M-216.6K0.3650.4310,2133,685166,125267,242
2024-12-10$4.16$10.0094.2%30.4%54.1%15.2%114.4%-11.2%18.4%-485.2K59.8M-210.3K1.4948.6910,88916,201172,366269,348
2024-12-11$4.03$10.0092.8%30.1%53.4%14.5%115.3%9.9%24.7%-440.3K60.6M-204.2K0.8445.558,2806,934177,421273,342
2024-12-12$3.88$10.0090.3%30.2%49.2%13.1%114.7%-18.8%28.9%-359.5K59.9M-195.8K0.9549.106,7866,435181,934274,105
2024-12-13$3.83$10.0091.9%25.9%48.9%14.0%101.1%-18.6%-5.8%-336.6K64.2M-174.8K1.2952.207,78910,043185,398275,561
2024-12-16$3.73$10.00104.6%31.8%48.7%20.9%119.8%-1.3%-11.6%-358.1K58.4M-178.2K1.3459.617,1889,602175,255271,697
2024-12-17$3.79$10.00108.4%31.0%49.4%23.0%114.4%-4.0%10.7%-338.1K57.2M-179.0K0.4958.0411,1845,482179,432272,709
2024-12-18$3.66$10.0099.1%28.4%50.0%17.9%113.2%-0.3%-2.8%-258.6K58.6M-170.8K0.5361.4911,3495,959185,294273,556
2024-12-19$3.42$9.00109.5%32.2%46.9%23.5%121.0%-14.8%-21.1%-256.7K54.0M-178.4K0.7852.417,2395,647187,560273,460
2024-12-20$3.54$9.00104.9%30.7%50.8%21.1%107.6%13.7%15.6%-252.1K55.1M-174.1K0.5856.3115,5728,974191,129271,638
2024-12-23$3.52$7.5096.1%25.4%50.9%16.3%103.0%-5.7%3.4%-230.8K48.9M-160.7K0.4462.2911,0564,876160,723244,821
2024-12-24$3.58$7.5098.9%22.6%42.4%17.8%98.3%48.2%10.8%-240.1K49.3M-170.7K0.1863.133,927720165,621247,241
2024-12-26$3.84$7.5094.9%28.5%53.0%15.6%110.6%-3.3%43.2%-219.2K47.0M-177.9K0.3757.4815,2945,723167,882246,044
2024-12-27$4.01$7.50112.2%29.1%56.9%25.0%115.2%-28.5%-11.8%-308.8K44.5M-192.7K0.1641.7737,2586,114173,893245,092
2024-12-30$3.87$7.50100.4%29.8%57.4%18.6%114.3%6.2%1.9%-235.6K44.6M-179.8K0.2345.7611,9812,715174,318240,189
2024-12-31$3.71$7.50102.2%27.6%58.2%19.6%104.8%-20.8%11.4%-170.5K45.5M-170.6K0.3547.148,9333,154180,345240,944