TIME Options History — August 2022

In August 2022, TIME traded between $19.13 and $25.59. ATM implied volatility averaged 63.5%, placing in the 29.1% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded below realized volatility by 4.3% (HV 20d: 67.8%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.00.

Notable Days

2022-08-03: Highest Volume — 4 contracts
2022-08-17: Largest IV spike — 107.0% change
2022-08-17: Highest IV Rank — 52.9%
2022-08-17: Largest Expected Move — 31.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.40	$19.13	$25.59	$19.79	$19.13
Max Pain	$20.00	$20.00	$20.00	$20.00	$20.00
ATM IV	63.5%	42.1%	109.5%	69.7%	78.0%
Expected Move	16.4%	10.6%	31.4%	20.0%	22.4%
HV 20d	67.8%	28.7%	112.0%	35.2%	110.8%
HV 60d	55.3%	40.2%	72.3%	41.7%	71.3%
IV Rank	29.1%	17.9%	52.9%	32.2%	36.5%
IV Percentile	79.0%	55.6%	99.2%	89.3%	92.9%
Term Structure	-7.6%	-33.9%	52.7%	-29.1%	-26.3%
VWIV	53.3%	23.7%	88.4%	74.8%	53.9%
Skew 25d	-0.9%	-17.9%	52.5%	2.5%	6.9%
Skew 10d	7.4%	-227.9%	83.8%	-227.9%	6.9%
Call IV 25d	69.2%	48.8%	86.3%	84.7%	79.6%
Put IV 25d	68.3%	47.0%	101.3%	87.2%	86.5%
Bid-Ask Spread %	146.49	138.52	162.33	162.33	141.18
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	308	76	545	211	322
Net DEX	-5.1K	-9.9K	-2.4K	-2.4K	-3.5K
Net VEX	-10	-13	-7	-8	-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	1.043	0	4	3	1
Total OI	4.826	3	5	3	5

Daily Data (23 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
2022-08-01	$19.79	$0.00	69.7%	20.0%	35.2%	32.2%	74.8%	2.5%	-29.1%	211	-2.4K	-8	162.33	N/A	N/A	3	3
2022-08-02	$19.93	$0.00	70.8%	20.3%	33.2%	32.8%	83.6%	4.2%	-32.9%	247	-2.5K	-7	162.10	N/A	N/A	3	3
2022-08-03	$20.27	$0.00	71.5%	20.5%	31.8%	33.2%	88.4%	4.5%	-33.9%	207	-5.1K	-13	162.06	N/A	N/A	4	5
2022-08-04	$20.59	$20.00	72.9%	14.5%	31.3%	33.9%	33.0%	-7.3%	-19.0%	314	-5.6K	-13	145.59	N/A	N/A	4	5
2022-08-05	$20.59	$20.00	78.3%	15.3%	31.4%	36.7%	35.3%	-11.5%	-30.1%	234	-5.4K	-13	144.89	N/A	N/A	4	5
2022-08-08	$20.39	$20.00	85.8%	10.6%	28.7%	40.6%	33.9%	-15.7%	6.6%	477	-5.3K	-12	143.64	N/A	N/A	4	5
2022-08-09	$20.00	$20.00	90.2%	11.5%	30.1%	42.9%	0.0%	4.2%	5.1%	463	-4.3K	-11	145.55	N/A	N/A	0	5
2022-08-10	$20.72	$20.00	50.2%	14.4%	31.0%	22.1%	0.0%	-12.8%	-21.1%	456	-6.0K	-11	145.42	N/A	N/A	0	5
2022-08-11	$20.52	$20.00	49.7%	14.2%	30.7%	21.9%	0.0%	-12.3%	-21.9%	352	-5.5K	-12	143.55	N/A	N/A	0	5
2022-08-12	$20.85	$20.00	52.8%	15.1%	30.0%	23.5%	0.0%	4.5%	-13.8%	218	-6.6K	-12	146.07	N/A	N/A	0	5
2022-08-15	$20.97	$20.00	53.7%	15.4%	30.0%	24.0%	0.0%	2.6%	-13.1%	190	-6.6K	-12	146.15	N/A	N/A	0	5
2022-08-16	$21.03	$20.00	52.9%	15.2%	29.9%	23.6%	0.0%	1.9%	-13.8%	194	-6.7K	-11	144.16	N/A	N/A	0	5
2022-08-17	$25.59	$20.00	109.5%	31.4%	73.2%	52.9%	0.0%	52.5%	-15.2%	76	-9.9K	-11	144.82	N/A	N/A	0	5
2022-08-18	$20.52	$20.00	55.7%	16.0%	111.3%	25.0%	0.0%	-6.5%	12.9%	350	-5.6K	-11	146.57	N/A	N/A	0	5
2022-08-19	$19.97	$20.00	42.5%	12.2%	111.7%	18.2%	23.7%	1.6%	52.7%	235	-5.3K	-11	139.77	N/A	N/A	1	5
2022-08-22	$19.55	$20.00	46.9%	13.5%	112.0%	20.5%	0.0%	-0.4%	5.3%	384	-3.4K	-9	145.78	N/A	N/A	0	5
2022-08-23	$19.76	$20.00	51.5%	14.8%	111.4%	22.8%	0.0%	2.8%	37.6%	203	-5.1K	-10	147.67	N/A	N/A	0	5
2022-08-24	$19.97	$20.00	42.1%	12.1%	111.2%	17.9%	0.0%	-9.1%	1.3%	545	-4.2K	-9	138.52	N/A	N/A	0	5
2022-08-25	$20.39	$20.00	45.6%	13.1%	111.3%	19.7%	0.0%	-17.9%	9.0%	429	-5.2K	-9	146.99	N/A	N/A	0	5
2022-08-26	$19.78	$20.00	52.2%	15.0%	111.0%	23.2%	0.0%	-6.6%	-1.2%	355	-4.2K	-9	138.99	N/A	N/A	0	5
2022-08-29	$19.63	$20.00	61.2%	17.5%	110.9%	27.8%	0.0%	-11.6%	-9.3%	327	-3.8K	-8	145.38	N/A	N/A	0	5
2022-08-30	$19.32	$20.00	77.5%	22.2%	111.0%	36.3%	0.0%	2.8%	-24.1%	290	-4.1K	-8	142.07	N/A	N/A	0	5
2022-08-31	$19.13	$20.00	78.0%	22.4%	110.8%	36.5%	53.9%	6.9%	-26.3%	322	-3.5K	-8	141.18	N/A	N/A	1	5