IntraAlpha
Create free account Start free

Beyond Meat Inc BYND

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-10-21T17:00:33.298Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:00:00.031884547Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:00:32.907357+00:00

Share price$6.77
1D-2.4%
$6.68$6.75$6.83$6.90$6.975:30 AM6:30 AM9:00 AM1:00 PMBYND
Sold putSold call

Beyond Meat Inc options

Live interpolated BYND call and put midpoint premiums by absolute delta.Beyond Meat Inc$0.00$1.14$2.27$3.41$4.55$5.33$6.13$6.92$7.71$8.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BYND spot · $6.77BYND PRICE$0.32$0.36$0.21$0.12$0.16$0.20$0.25$0.29$0.33$0.37$0.64$1.52$2.41$0.32$0.16$0.10$0.14$0.17$0.21$0.24$0.27$0.31$0.34$1.95$3.65$4.22
PutsExpensive3.00×
CallsExpensive3.08×
SkewBullish-57.90 pp
Implied moveBalanced±$0.49
TiltBearish25.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.25683.7%85.7%5.29489.5%26.7%
25Δ10.31592.5%57.6%6.12218.9%12.0%
30Δ8.39305.8%27.1%6.5495.2%5.0%
35Δ6.9898.9%4.8%6.6096.5%4.5%
40Δ6.91102.8%4.4%6.6797.7%4.1%
45Δ6.84106.8%4.0%6.7399.0%3.6%
50Δ6.77110.7%3.6%6.80100.2%3.1%
55Δ6.70114.7%3.1%6.86101.5%2.7%
60Δ6.62118.7%2.7%6.93102.7%2.2%
65Δ6.55122.6%2.3%7.00104.0%1.7%
70Δ6.32185.6%2.8%8.53291.9%2.7%
75Δ5.65413.0%5.9%10.16490.5%3.8%
80Δ4.97640.4%9.0%10.72556.0%4.0%

20Δ

Calls
Pseudo strike
12.25
IV
683.7%
B/E move
85.7%
Puts
Pseudo strike
5.29
IV
489.5%
B/E move
26.7%

25Δ

Calls
Pseudo strike
10.31
IV
592.5%
B/E move
57.6%
Puts
Pseudo strike
6.12
IV
218.9%
B/E move
12.0%

30Δ

Calls
Pseudo strike
8.39
IV
305.8%
B/E move
27.1%
Puts
Pseudo strike
6.54
IV
95.2%
B/E move
5.0%

35Δ

Calls
Pseudo strike
6.98
IV
98.9%
B/E move
4.8%
Puts
Pseudo strike
6.60
IV
96.5%
B/E move
4.5%

40Δ

Calls
Pseudo strike
6.91
IV
102.8%
B/E move
4.4%
Puts
Pseudo strike
6.67
IV
97.7%
B/E move
4.1%

45Δ

Calls
Pseudo strike
6.84
IV
106.8%
B/E move
4.0%
Puts
Pseudo strike
6.73
IV
99.0%
B/E move
3.6%

50Δ

Calls
Pseudo strike
6.77
IV
110.7%
B/E move
3.6%
Puts
Pseudo strike
6.80
IV
100.2%
B/E move
3.1%

55Δ

Calls
Pseudo strike
6.70
IV
114.7%
B/E move
3.1%
Puts
Pseudo strike
6.86
IV
101.5%
B/E move
2.7%

60Δ

Calls
Pseudo strike
6.62
IV
118.7%
B/E move
2.7%
Puts
Pseudo strike
6.93
IV
102.7%
B/E move
2.2%

65Δ

Calls
Pseudo strike
6.55
IV
122.6%
B/E move
2.3%
Puts
Pseudo strike
7.00
IV
104.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
6.32
IV
185.6%
B/E move
2.8%
Puts
Pseudo strike
8.53
IV
291.9%
B/E move
2.7%

75Δ

Calls
Pseudo strike
5.65
IV
413.0%
B/E move
5.9%
Puts
Pseudo strike
10.16
IV
490.5%
B/E move
3.8%

80Δ

Calls
Pseudo strike
4.97
IV
640.4%
B/E move
9.0%
Puts
Pseudo strike
10.72
IV
556.0%
B/E move
4.0%

Options history

BYND84.74123.46162.182026-10-19: 90.08%2026-10-20: 156.84%Oct 19Oct 20
Table
DateIV
90.08%
156.84%