BYNDBeyond Meat, Inc. Common Stock
BYND Options Overview
IV is elevated with bullish flow. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
BYND Gamma Walls
Value
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 95.6% — elevated vs history
IV/HV 0.74x — IV ≤ HV
Sector percentile 99% — above sector median
Front/Back 0.79x — contango
Put/Call IV 1.16x — elevated
ATM IV 97.2% — crisis-level IV
Effective IV 181.4% (ATM 97.2% + spread 42.1% + bias) — expensive
Total drag 57.89% (spread 42.09% + slippage 15.80%) — high friction
Vega efficiency 0.31 (vega 1.304 / spread 42.09%) — spread drag
Sentiment
Bullish or bearish?
Analyzes
Conviction-weighted: +18% (bullish) — Raw: +16%
|OI skew| 23.9% — call-heavy
Vol skew +38.8%, OI skew +23.9% — aligned
0-DTE 0%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: -31%, ATM: +32%, OTM: +11% — neutral (ITM/ATM divergent)
Sector P/C percentile 43% — bullish vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 0.1x avg — normal
Vol/OI 7.8% — normal turnover
1 day(s) elevated — may be one-day event
OI change +84.7% (5d) — building
Sector activity percentile 90% — very active vs sector
Large trade volume 5% — mostly retail
Aggressive execution 42% — patient
Conviction +18 (bullish) — mixed
Liquidity
Can I trade efficiently?
Evaluates
Spread 42.1% — wide
OI 27,024 — adequate
Volume 2,120/day — adequate
$2.10 to cross — expensive
0 liquid strikes — limited options
Sector spread percentile 99% — much wider than sector
Depth 271.0 contracts (bid:143.7 ask:127.3) — adequate
Avg slippage 15.80% — poor
Timing
Is now a good time?
Considers earnings proximity,
Slope -20.7% — contango
IV percentile 96% — seller opportunity
IV kink -13.7pts — no clear event
θ/ν ratio 52.38 — favors income trades
5 liquid expirations — flexible
safe window: No events detected
Spread ratio 1.00x — stable
Flow +18% @ 59% consistency — unclear
Score 35 (ITM 20% + inst 5%) — retail dominated
Directional Strategy Fit
For educational purposes only. Not investment advice.
The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.