TIME Options History — July 2022

In July 2022, TIME traded between $17.15 and $19.52. ATM implied volatility averaged 82.9%, placing in the 51.8% IV rank vs the trailing year. The 30-day expected move averaged 18.6%. IV traded above realized volatility by 42.6% (HV 20d: 40.3%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.00.

Notable Days

2022-07-25: Highest Volume — 4 contracts
2022-07-13: Largest IV drop — 77.9% change
2022-07-07: Highest IV Rank — 100.0%
2022-07-01: Largest Expected Move — 26.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.20	$17.15	$19.52	$17.15	$19.52
Max Pain	$18.00	$18.00	$18.00	$18.00	$18.00
ATM IV	82.9%	44.3%	200.5%	92.2%	68.1%
Expected Move	18.6%	12.7%	26.4%	26.4%	19.5%
HV 20d	40.3%	31.8%	50.1%	46.4%	35.4%
HV 60d	39.0%	36.5%	41.6%	36.5%	41.6%
IV Rank	51.8%	19.1%	100.0%	97.0%	31.4%
IV Percentile	90.9%	69.0%	100.0%	99.2%	87.7%
Term Structure	-13.7%	-34.1%	22.3%	-34.1%	-32.6%
VWIV	61.8%	32.7%	95.1%	95.1%	74.4%
Skew 25d	1.7%	-7.4%	5.8%	1.8%	3.2%
Skew 10d	3.9%	-9.1%	13.8%	13.8%	8.3%
Call IV 25d	76.3%	55.4%	111.6%	111.6%	77.7%
Put IV 25d	78.0%	53.6%	113.4%	113.4%	80.9%
Bid-Ask Spread %	158.00	142.52	173.62	142.52	162.15
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	59	0	187	33	187
Net DEX	-1.1K	-2.3K	0	-770	-2.2K
Net VEX	-2	-8	0	-1	-8
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	1.842	1	4	1	3
Total OI	1.368	0	3	1	3

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2022-07-01	$17.15	$18.00	92.2%	26.4%	46.4%	97.0%	95.1%	1.8%	-34.1%	33	-770	-1	142.52	N/A	N/A	1	1
2022-07-06	$17.75	$0.00	92.5%	14.7%	48.0%	97.3%	0.0%	4.6%	-13.0%	48	-875	-1	152.49	N/A	N/A	1	1
2022-07-07	$18.19	$0.00	106.7%	16.6%	49.1%	100.0%	0.0%	5.4%	-15.8%	39	-1.0K	-1	160.94	N/A	N/A	1	1
2022-07-08	$18.38	$0.00	109.4%	16.2%	49.2%	100.0%	0.0%	4.4%	-14.1%	40	-1.1K	-1	159.98	N/A	N/A	1	1
2022-07-11	$17.80	$0.00	126.2%	16.7%	50.1%	100.0%	0.0%	2.2%	-26.6%	53	-880	-1	146.80	N/A	N/A	1	1
2022-07-12	$17.78	$0.00	200.5%	19.8%	49.9%	100.0%	0.0%	5.8%	-19.2%	39	-907	-1	165.69	N/A	N/A	1	1
2022-07-13	$17.56	$0.00	44.3%	12.7%	45.6%	19.1%	42.8%	-2.6%	-6.3%	84	-695	0	146.00	N/A	N/A	2	1
2022-07-14	$17.33	$18.00	64.2%	18.4%	42.3%	29.4%	32.7%	4.7%	9.2%	106	-1.4K	-3	156.53	N/A	N/A	2	2
2022-07-15	$17.81	$18.00	62.7%	18.0%	43.3%	28.6%	37.9%	3.4%	19.3%	27	-965	-2	164.88	N/A	N/A	2	2
2022-07-18	$17.93	$18.00	81.0%	23.2%	41.1%	38.1%	80.6%	-3.3%	22.3%	30	-880	-2	173.62	N/A	N/A	1	1
2022-07-19	$18.23	$18.00	57.0%	16.3%	33.5%	25.6%	58.3%	-4.2%	-7.2%	46	-922	-2	152.44	N/A	N/A	1	1
2022-07-20	$18.87	$18.00	64.3%	18.4%	34.8%	29.5%	39.0%	0.9%	-20.7%	38	-1.1K	-2	160.95	N/A	N/A	1	1
2022-07-21	$18.99	$18.00	63.1%	18.1%	31.8%	28.8%	67.0%	-0.6%	-20.0%	40	-1.2K	-2	156.65	N/A	N/A	1	1
2022-07-22	$18.74	$18.00	67.7%	19.4%	32.1%	31.2%	60.6%	-7.4%	-26.8%	51	-1.1K	-2	157.73	N/A	N/A	2	1
2022-07-25	$18.57	$0.00	68.8%	19.7%	32.3%	31.8%	68.2%	3.2%	-20.9%	0	0	0	160.83	N/A	N/A	4	0
2022-07-26	$18.04	$0.00	70.9%	20.3%	33.7%	32.9%	70.0%	3.1%	-16.2%	75	-1.1K	-5	160.76	N/A	N/A	4	2
2022-07-27	$18.51	$0.00	68.7%	19.7%	34.0%	31.7%	69.4%	3.2%	-20.2%	80	-1.4K	-5	161.22	N/A	N/A	3	2
2022-07-28	$18.72	$0.00	67.0%	19.2%	33.2%	30.9%	68.7%	4.0%	-17.2%	114	-2.3K	-8	159.83	N/A	N/A	3	3
2022-07-29	$19.52	$0.00	68.1%	19.5%	35.4%	31.4%	74.4%	3.2%	-32.6%	187	-2.2K	-8	162.15	N/A	N/A	3	3