TIME Options History — June 2017 In June 2017, TIME traded between $12.73 and $14.35. ATM implied volatility averaged 34.3%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded below realized volatility by 2.2% (HV 20d: 36.4%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 0.48.
Notable Days 2017-06-05 : Highest Volume — 1,020 contracts2017-06-14 : Largest IV drop — 33.5% change2017-06-13 : Highest IV Rank — 27.7%2017-06-01 : Largest Expected Move — 10.6%Monthly Statistics Metric Avg Min Max Open Close Price $13.65 $12.73 $14.35 $12.73 $14.35 Max Pain $17.05 $15.00 $17.50 $15.00 $17.50 ATM IV 34.3% 28.3% 45.3% 36.9% 29.3% Expected Move 9.4% 8.1% 10.6% 10.6% 8.4% HV 20d 36.4% 24.8% 64.3% 61.8% 29.6% HV 60d 55.1% 54.0% 56.4% 54.1% 56.4% IV Rank 13.7% 6.1% 27.7% 17.0% 7.3% IV Percentile 33.9% 7.5% 80.2% 48.0% 11.9% Term Structure 4.0% -2.8% 13.9% -2.8% 6.8% VWIV 32.5% 22.0% 39.1% 37.3% 28.9% Skew 25d 4.1% -4.4% 16.5% 8.9% -3.5% Skew 10d 16.2% -3.2% 62.7% 14.8% -0.4% Call IV 25d 31.4% 20.2% 38.4% 31.5% 29.7% Put IV 25d 35.6% 26.2% 43.0% 40.4% 26.2% Bid-Ask Spread % 22.39 14.17 59.76 14.17 16.08 Gamma HHI 0.53 0.42 0.60 0.43 0.55 Net GEX 165.9K 61.6K 253.7K 61.6K 204.5K Net DEX -2.3M -4.8M 713.8K 713.8K -4.8M Net VEX -52.9K -56.7K -48.4K -50.2K -55.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.48 0.31 0.73 0.68 0.36 Total Volume 596.909 448 1,020 535 666 Total OI 25,274.727 22,440 27,630 27,581 22,537
Daily Data (22 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2017-06-01 $12.73 $15.00 36.9% 10.6% 61.8% 17.0% 37.3% 8.9% -2.8% 61.6K 713.8K -50.2K 0.68 14.17 N/A N/A 318 217 20,424 7,157 2017-06-02 $12.88 $15.00 34.6% 9.9% 62.0% 14.0% 34.6% 4.5% -0.1% 70.3K 168.6K -51.5K 0.73 30.99 N/A N/A 416 302 20,370 7,145 2017-06-05 $13.40 $17.50 36.9% 9.9% 64.2% 17.0% 32.3% 1.2% 1.7% 118.0K -1.2M -53.4K 0.34 16.39 N/A N/A 764 256 20,281 7,127 2017-06-06 $13.48 $17.50 42.7% 9.6% 64.3% 24.4% 31.0% 0.8% 3.1% 135.2K -1.6M -54.8K 0.67 16.96 N/A N/A 393 265 20,515 7,115 2017-06-07 $13.48 $17.50 28.9% 9.8% 63.8% 6.8% 32.6% 1.8% 1.9% 144.5K -1.6M -53.0K 0.65 14.76 N/A N/A 374 244 20,512 7,064 2017-06-08 $13.48 $17.50 35.1% 9.9% 30.7% 14.8% 29.9% 1.4% 2.3% 144.6K -1.8M -52.8K 0.64 16.31 N/A N/A 345 221 20,510 7,064 2017-06-09 $13.83 $17.50 40.0% 8.6% 31.7% 20.9% 32.9% 4.0% 2.3% 176.0K -2.7M -56.0K 0.66 18.18 N/A N/A 313 205 20,510 7,045 2017-06-12 $13.90 $17.50 36.9% 8.9% 30.8% 17.0% 35.3% 6.6% 3.1% 185.4K -2.9M -56.5K 0.65 18.78 N/A N/A 317 205 20,525 7,045 2017-06-13 $13.98 $17.50 45.3% 9.1% 30.2% 27.7% 32.6% 7.4% 1.8% 253.7K -2.9M -56.5K 0.34 23.05 N/A N/A 459 156 20,525 7,045 2017-06-14 $13.98 $17.50 30.1% 8.6% 24.8% 8.3% 33.0% 6.5% 0.3% 193.0K -3.0M -56.7K 0.31 33.98 N/A N/A 459 144 20,524 7,045 2017-06-15 $13.50 $17.50 31.7% 9.1% 26.0% 10.4% 39.1% -1.2% 8.8% 133.9K -1.6M -50.8K 0.33 17.43 N/A N/A 435 145 20,523 7,044 2017-06-16 $13.43 $17.50 32.5% 9.3% 26.0% 11.3% 32.6% 0.5% 2.6% 170.2K -1.5M -50.2K 0.47 19.68 N/A N/A 319 150 20,553 7,029 2017-06-19 $13.78 $17.50 28.3% 8.1% 25.7% 6.1% 33.6% 5.2% 2.4% 184.2K -2.8M -53.0K 0.46 25.79 N/A N/A 307 141 17,227 5,266 2017-06-20 $13.80 $17.50 30.2% 8.7% 25.8% 8.5% 32.2% 5.1% 3.4% 182.5K -2.9M -52.6K 0.46 21.73 N/A N/A 311 143 17,267 5,263 2017-06-21 $13.38 $17.50 34.0% 9.7% 29.0% 13.3% 36.1% -0.1% 6.5% 173.5K -1.8M -48.4K 0.48 20.54 N/A N/A 318 153 17,271 5,259 2017-06-22 $13.28 $17.50 33.9% 9.7% 29.4% 13.2% 28.4% 7.4% 2.5% 170.9K -1.7M -48.8K 0.51 27.55 N/A N/A 320 164 17,286 5,277 2017-06-23 $13.65 $17.50 30.7% 8.8% 29.3% 9.1% 25.3% 10.2% 13.9% 174.5K -2.4M -50.4K 0.37 28.74 N/A N/A 443 166 17,294 5,277 2017-06-26 $13.75 $17.50 32.6% 9.4% 28.8% 11.6% 22.0% 16.5% 12.1% 188.2K -2.9M -51.3K 0.35 17.05 N/A N/A 470 163 17,315 5,277 2017-06-27 $13.75 $15.00 36.8% 10.6% 28.7% 16.9% 38.5% 3.0% 7.4% 189.0K -3.0M -51.8K 0.32 59.76 N/A N/A 535 169 17,303 5,257 2017-06-28 $14.20 $15.00 34.4% 9.9% 29.7% 13.8% 35.7% 9.3% 2.6% 194.6K -4.0M -54.3K 0.38 17.25 N/A N/A 445 170 17,258 5,273 2017-06-29 $14.33 $17.50 32.3% 9.3% 29.6% 11.2% 31.8% -4.4% 4.6% 201.5K -4.5M -55.0K 0.39 17.42 N/A N/A 451 175 17,165 5,275 2017-06-30 $14.35 $17.50 29.3% 8.4% 29.6% 7.3% 28.9% -3.5% 6.8% 204.5K -4.8M -55.9K 0.36 16.08 N/A N/A 491 175 17,257 5,280
« May 2017 | All History | Jul 2017 » Home TIME History June 2017