TIME Options History — May 2022

In May 2022, TIME traded between $17.73 and $19.67. ATM implied volatility averaged 67.0%, placing in the 72.8% IV rank vs the trailing year. The 30-day expected move averaged 19.2%. IV traded above realized volatility by 34.4% (HV 20d: 32.5%). Net GEX was positive for 0 of 12 trading days. Term structure was in contango for 0 of 12 days.

Notable Days

  • 2022-05-16: Largest IV spike — 22.3% change
  • 2022-05-26: Highest IV Rank — 100.0%
  • 2022-05-31: Largest Expected Move — 22.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.69$17.73$19.67$19.67$19.30
ATM IV67.0%52.1%79.8%52.1%79.8%
Expected Move19.2%14.9%22.9%14.9%22.9%
HV 20d32.5%21.8%41.0%21.8%41.0%
HV 60d18.8%13.2%23.4%13.2%23.4%
IV Rank72.8%47.2%100.0%47.2%100.0%
IV Percentile95.8%88.9%100.0%88.9%100.0%
Term Structure-16.2%-25.4%-6.2%-10.7%-25.4%
Skew 25d4.7%1.2%7.7%7.2%3.7%
Skew 10d1.2%-8.0%11.3%8.8%11.3%
Call IV 25d76.1%55.8%92.0%55.8%92.0%
Put IV 25d80.8%63.1%97.7%63.1%95.7%
Bid-Ask Spread %159.74147.75164.65154.52163.86
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (12 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-13$19.67$0.0052.1%14.9%21.8%47.2%0.0%7.2%-10.7%0000.00154.52N/AN/A0000
2022-05-16$19.05$0.0063.8%18.3%25.1%59.5%0.0%5.2%-17.9%0000.00163.09N/AN/A0000
2022-05-17$18.94$0.0063.2%18.1%25.2%59.0%0.0%1.2%-18.0%0000.00163.00N/AN/A0000
2022-05-18$19.42$0.0061.6%17.7%26.6%57.2%0.0%7.7%-14.6%0000.00159.76N/AN/A0000
2022-05-19$18.69$0.0065.1%18.7%30.3%61.0%0.0%6.3%-10.7%0000.00159.71N/AN/A0000
2022-05-20$18.02$0.0056.8%16.3%33.0%52.1%0.0%4.0%-11.0%0000.00147.75N/AN/A0000
2022-05-23$18.48$0.0061.7%17.7%34.3%57.4%0.0%5.1%-6.2%0000.00155.09N/AN/A0000
2022-05-24$17.73$0.0073.5%21.1%37.3%93.1%0.0%4.5%-19.0%0000.00160.51N/AN/A0000
2022-05-25$18.07$0.0073.7%21.1%38.1%93.5%0.0%3.7%-16.8%0000.00161.11N/AN/A0000
2022-05-26$18.19$0.0078.7%22.6%38.2%100.0%0.0%6.1%-24.0%0000.00163.87N/AN/A0000
2022-05-27$18.74$0.0073.6%21.1%39.7%92.9%0.0%1.7%-20.8%0000.00164.65N/AN/A0000
2022-05-31$19.30$0.0079.8%22.9%41.0%100.0%0.0%3.7%-25.4%0000.00163.86N/AN/A0000