TIME Options History — September 2022 In September 2022, TIME traded between $17.28 and $19.85. ATM implied volatility averaged 78.3%, placing in the 36.7% IV rank vs the trailing year. The 30-day expected move averaged 19.0%. IV traded above realized volatility by 10.2% (HV 20d: 68.1%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2022-09-06 : Highest Volume — 1 contracts2022-09-14 : Largest IV drop — 47.7% change2022-09-13 : Highest IV Rank — 53.8%2022-09-01 : Largest Expected Move — 23.1%Monthly Statistics Metric Avg Min Max Open Close Price $18.52 $17.28 $19.85 $18.61 $17.28 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 78.3% 58.1% 111.2% 80.7% 79.6% Expected Move 19.0% 15.6% 23.1% 23.1% 22.8% HV 20d 68.1% 29.7% 111.8% 110.9% 32.7% HV 60d 69.5% 68.3% 71.5% 71.5% 68.5% IV Rank 36.7% 26.3% 53.8% 37.9% 37.4% IV Percentile 86.8% 71.8% 99.2% 94.0% 90.9% Term Structure -13.7% -30.6% -6.8% -27.5% -18.2% Skew 25d 4.2% 1.2% 7.1% 2.7% 3.0% Skew 10d 9.4% 6.2% 23.0% 8.1% 12.5% Call IV 25d 74.2% 59.8% 100.3% 97.2% 92.4% Put IV 25d 78.4% 64.5% 101.5% 99.9% 95.4% Bid-Ask Spread % 146.13 141.00 148.79 146.05 145.59 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 181 0 1.2K 196 0 Net DEX -1.7K -5.0K 0 -3.6K 0 Net VEX -2 -7 0 -7 0 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 0.19 0 1 0 0 Total OI 2.619 0 5 5 0
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 2022-09-01 $18.61 $20.00 80.7% 23.1% 110.9% 37.9% 0.0% 2.7% -27.5% 196 -3.6K -7 0.00 146.05 N/A N/A 0 0 5 0 2022-09-02 $18.52 $20.00 80.2% 23.0% 110.9% 37.7% 0.0% 1.2% -30.6% 197 -3.4K -7 0.00 145.34 N/A N/A 0 0 5 0 2022-09-06 $18.45 $0.00 101.9% 17.1% 110.9% 48.9% 0.0% 4.0% -8.4% 284 -1.9K -4 0.00 147.25 N/A N/A 1 0 5 0 2022-09-07 $18.41 $0.00 106.4% 17.0% 110.8% 51.3% 0.0% 4.2% -8.8% 230 -2.8K -5 0.00 145.64 N/A N/A 1 0 5 0 2022-09-08 $19.04 $0.00 102.7% 15.6% 110.7% 49.3% 0.0% 4.0% -7.5% 410 -2.7K -5 0.00 145.52 N/A N/A 0 0 5 0 2022-09-09 $19.60 $0.00 77.8% 15.6% 111.3% 36.5% 0.0% 4.6% -6.8% 500 -3.3K -5 0.00 147.70 N/A N/A 0 0 5 0 2022-09-12 $19.82 $0.00 94.2% 15.8% 111.2% 44.9% 0.0% 3.9% -8.0% 264 -5.0K -4 0.00 147.92 N/A N/A 0 0 5 0 2022-09-13 $19.85 $0.00 111.2% 16.2% 111.2% 53.8% 0.0% 7.1% -7.6% 1.2K -4.2K -4 0.00 147.07 N/A N/A 1 0 5 0 2022-09-14 $19.12 $0.00 58.1% 16.7% 111.8% 26.3% 0.0% 4.0% -8.8% 246 -4.0K -3 0.00 146.49 N/A N/A 0 0 5 0 2022-09-15 $19.51 $0.00 58.8% 16.9% 83.8% 26.6% 0.0% 4.9% -8.7% 293 -4.4K -2 0.00 145.74 N/A N/A 0 0 5 0 2022-09-16 $19.11 $0.00 61.5% 17.6% 32.7% 28.0% 0.0% 5.6% -7.0% 0 0 0 0.00 147.45 N/A N/A 1 0 5 0 2022-09-19 $18.83 $0.00 63.6% 18.2% 31.8% 29.1% 0.0% 3.3% -11.5% 0 0 0 0.00 148.79 N/A N/A 0 0 0 0 2022-09-20 $18.70 $0.00 64.6% 18.5% 31.1% 29.6% 0.0% 4.6% -15.1% 0 0 0 0.00 146.44 N/A N/A 0 0 0 0 2022-09-21 $18.30 $0.00 65.9% 18.9% 31.4% 30.3% 0.0% 6.9% -14.3% 0 0 0 0.00 145.33 N/A N/A 0 0 0 0 2022-09-22 $17.89 $0.00 59.4% 17.0% 31.6% 26.9% 0.0% 4.1% -13.2% 0 0 0 0.00 141.00 N/A N/A 0 0 0 0 2022-09-23 $17.43 $0.00 73.9% 21.2% 30.8% 34.4% 0.0% 5.3% -14.2% 0 0 0 0.00 148.13 N/A N/A 0 0 0 0 2022-09-26 $17.32 $0.00 77.1% 22.1% 29.7% 36.1% 0.0% 3.1% -19.4% 0 0 0 0.00 145.77 N/A N/A 0 0 0 0 2022-09-27 $17.34 $0.00 76.5% 21.9% 29.8% 35.8% 0.0% 2.4% -15.4% 0 0 0 0.00 144.59 N/A N/A 0 0 0 0 2022-09-28 $17.86 $0.00 74.2% 21.3% 32.1% 34.6% 0.0% 5.5% -17.7% 0 0 0 0.00 145.14 N/A N/A 0 0 0 0 2022-09-29 $17.87 $0.00 75.8% 21.7% 32.1% 35.4% 0.0% 4.1% -18.3% 0 0 0 0.00 145.74 N/A N/A 0 0 0 0 2022-09-30 $17.28 $0.00 79.6% 22.8% 32.7% 37.4% 0.0% 3.0% -18.2% 0 0 0 0.00 145.59 N/A N/A 0 0 0 0
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