TIME Options History — June 2022 In June 2022, TIME traded between $16.80 and $20.03. ATM implied volatility averaged 72.7%, placing in the 76.7% IV rank vs the trailing year. The 30-day expected move averaged 19.1%. IV traded above realized volatility by 25.2% (HV 20d: 47.5%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2022-06-23 : Highest Volume — 1 contracts2022-06-08 : Largest IV drop — 48.6% change2022-06-03 : Highest IV Rank — 100.0%2022-06-30 : Largest Expected Move — 25.5%Monthly Statistics Metric Avg Min Max Open Close Price $18.33 $16.80 $20.03 $19.37 $17.59 Max Pain $18.00 $18.00 $18.00 $18.00 $18.00 ATM IV 72.7% 48.6% 94.8% 70.2% 88.8% Expected Move 19.1% 13.9% 25.5% 20.1% 25.5% HV 20d 47.5% 41.0% 52.6% 41.0% 48.1% HV 60d 30.8% 23.4% 36.2% 23.4% 36.2% IV Rank 76.7% 47.2% 100.0% 86.8% 93.1% IV Percentile 94.1% 79.4% 100.0% 96.0% 99.2% Term Structure -14.1% -30.3% 12.9% -20.8% -30.3% VWIV 68.3% 41.3% 86.4% 41.3% 83.5% Skew 25d 4.2% -4.3% 8.8% 5.8% 4.4% Skew 10d 10.7% 6.0% 26.7% 7.9% 13.2% Call IV 25d 75.6% 53.9% 105.9% 76.1% 105.9% Put IV 25d 79.8% 57.2% 110.3% 81.8% 110.3% Bid-Ask Spread % 145.46 139.08 157.43 157.43 140.71 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 9 0 42 0 34 Net DEX -228 -1.1K 0 0 -874 Net VEX -0 -2 0 0 -1 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.286 0 1 0 1 Total OI 0.238 0 1 0 1
Daily Data (21 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 2022-06-01 $19.37 $0.00 70.2% 20.1% 41.0% 86.8% 0.0% 5.8% -20.8% 0 0 0 0.00 157.43 N/A N/A 0 0 0 0 2022-06-02 $20.03 $0.00 75.9% 14.7% 42.4% 94.7% 0.0% 8.8% -7.2% 0 0 0 0.00 144.50 N/A N/A 0 0 0 0 2022-06-03 $19.46 $0.00 84.9% 16.3% 44.0% 100.0% 0.0% 4.0% -9.7% 0 0 0 0.00 145.75 N/A N/A 0 0 0 0 2022-06-06 $19.48 $0.00 94.8% 16.9% 44.0% 100.0% 0.0% 4.1% -10.9% 0 0 0 0.00 146.99 N/A N/A 0 0 0 0 2022-06-07 $19.62 $0.00 94.7% 17.0% 44.0% 99.9% 0.0% 5.1% -5.3% 0 0 0 0.00 146.96 N/A N/A 0 0 0 0 2022-06-08 $19.73 $0.00 48.6% 13.9% 44.0% 47.2% 0.0% 3.3% -8.2% 0 0 0 0.00 139.98 N/A N/A 0 0 0 0 2022-06-09 $19.41 $0.00 58.9% 16.9% 44.5% 58.9% 0.0% 4.6% -10.8% 0 0 0 0.00 145.88 N/A N/A 0 0 0 0 2022-06-10 $18.29 $0.00 74.1% 21.3% 49.7% 76.4% 0.0% 8.7% -13.3% 0 0 0 0.00 153.71 N/A N/A 0 0 0 0 2022-06-13 $17.40 $0.00 61.7% 17.7% 46.9% 62.1% 0.0% 5.9% -9.2% 0 0 0 0.00 139.69 N/A N/A 0 0 0 0 2022-06-14 $17.26 $0.00 71.3% 20.4% 45.9% 73.1% 0.0% 5.2% -13.2% 0 0 0 0.00 147.03 N/A N/A 0 0 0 0 2022-06-15 $17.93 $0.00 59.3% 17.0% 48.4% 59.4% 0.0% 6.3% -10.1% 0 0 0 0.00 139.08 N/A N/A 0 0 0 0 2022-06-16 $16.80 $0.00 86.3% 24.7% 52.0% 90.3% 0.0% 4.7% -21.4% 0 0 0 0.00 153.05 N/A N/A 0 0 0 0 2022-06-17 $17.14 $0.00 74.7% 21.4% 51.5% 77.0% 0.0% 2.1% -17.6% 0 0 0 0.00 148.60 N/A N/A 0 0 0 0 2022-06-21 $17.89 $0.00 73.9% 21.2% 52.6% 76.1% 0.0% 3.8% -19.4% 0 0 0 0.00 148.84 N/A N/A 0 0 0 0 2022-06-22 $17.77 $0.00 64.8% 18.6% 51.7% 65.7% 0.0% -4.3% -20.2% 0 0 0 0.00 139.81 N/A N/A 0 0 0 0 2022-06-23 $17.70 $0.00 56.6% 16.2% 49.6% 56.3% 41.3% 2.7% 12.9% 0 0 0 0.00 145.88 N/A N/A 1 0 0 0 2022-06-24 $17.98 $18.00 77.4% 22.2% 49.4% 80.1% 86.4% 1.5% -25.5% 35 -973 -2 0.00 147.77 N/A N/A 1 0 1 0 2022-06-27 $18.40 $18.00 68.2% 19.6% 50.1% 69.6% 66.5% 3.5% -19.8% 42 -1.1K -2 0.00 142.45 N/A N/A 1 0 1 0 2022-06-28 $18.02 $18.00 69.6% 19.9% 49.4% 71.1% 64.2% 4.5% -17.5% 42 -969 -2 0.00 140.22 N/A N/A 1 0 1 0 2022-06-29 $17.74 $18.00 71.3% 20.4% 48.2% 73.1% 67.9% 4.1% -19.7% 42 -890 -1 0.00 140.43 N/A N/A 1 0 1 0 2022-06-30 $17.59 $18.00 88.8% 25.5% 48.1% 93.1% 83.5% 4.4% -30.3% 34 -874 -1 0.00 140.71 N/A N/A 1 0 1 0
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