TIME Options History — November 2022 In November 2022, TIME traded between $15.74 and $17.47. ATM implied volatility averaged 78.5%, placing in the 36.8% IV rank vs the trailing year. The 30-day expected move averaged 20.5%. IV traded above realized volatility by 47.1% (HV 20d: 31.4%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2022-11-09 : Largest IV drop — 37.4% change2022-11-08 : Highest IV Rank — 53.6%2022-11-02 : Largest Expected Move — 26.3%Monthly Statistics Metric Avg Min Max Open Close Price $16.65 $15.74 $17.47 $17.00 $17.23 ATM IV 78.5% 54.1% 110.8% 84.9% 82.5% Expected Move 20.5% 15.5% 26.3% 24.3% 23.6% HV 20d 31.4% 22.4% 36.1% 36.1% 34.9% HV 60d 50.1% 33.7% 69.6% 68.8% 34.1% IV Rank 36.8% 24.2% 53.6% 40.1% 38.9% IV Percentile 79.7% 53.6% 98.8% 91.7% 88.1% Term Structure -20.0% -30.4% -13.0% -25.8% -26.1% Skew 25d 3.8% 0.8% 8.3% 0.8% 5.6% Skew 10d 10.5% -8.8% 24.6% 0.5% 13.0% Call IV 25d 83.3% 61.3% 107.2% 101.7% 101.1% Put IV 25d 87.1% 64.8% 109.1% 102.5% 106.7% Bid-Ask Spread % 148.87 139.06 160.50 160.50 144.06 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 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 2022-11-01 $17.00 $0.00 84.9% 24.3% 36.1% 40.1% 0.0% 0.8% -25.8% 0 0 0 0.00 160.50 N/A N/A 0 0 0 0 2022-11-02 $16.39 $0.00 91.6% 26.3% 34.5% 43.6% 0.0% 1.9% -27.6% 0 0 0 0.00 157.31 N/A N/A 0 0 0 0 2022-11-03 $16.25 $0.00 94.2% 18.1% 34.4% 44.9% 0.0% 4.9% -13.0% 0 0 0 0.00 147.45 N/A N/A 0 0 0 0 2022-11-04 $15.89 $0.00 96.7% 18.6% 34.4% 46.2% 0.0% 4.0% -15.9% 0 0 0 0.00 145.98 N/A N/A 0 0 0 0 2022-11-07 $15.93 $0.00 106.8% 19.1% 34.5% 51.5% 0.0% 4.1% -15.0% 0 0 0 0.00 147.94 N/A N/A 0 0 0 0 2022-11-08 $15.92 $0.00 110.8% 19.0% 22.4% 53.6% 0.0% 4.2% -18.5% 0 0 0 0.00 146.64 N/A N/A 0 0 0 0 2022-11-09 $15.74 $0.00 69.4% 19.9% 22.6% 32.1% 0.0% 8.3% -19.1% 0 0 0 0.00 149.35 N/A N/A 0 0 0 0 2022-11-10 $16.57 $0.00 64.5% 18.5% 29.5% 29.6% 0.0% 7.5% -18.6% 0 0 0 0.00 149.04 N/A N/A 0 0 0 0 2022-11-11 $16.78 $0.00 54.1% 15.5% 29.3% 24.2% 0.0% 3.5% -15.8% 0 0 0 0.00 139.06 N/A N/A 0 0 0 0 2022-11-14 $17.21 $0.00 65.9% 18.9% 29.1% 30.3% 0.0% 3.7% -17.1% 0 0 0 0.00 148.38 N/A N/A 0 0 0 0 2022-11-15 $17.47 $0.00 66.3% 19.0% 29.3% 30.5% 0.0% 3.3% -17.4% 0 0 0 0.00 147.94 N/A N/A 0 0 0 0 2022-11-16 $17.36 $0.00 67.1% 19.2% 29.4% 30.9% 0.0% 4.6% -18.0% 0 0 0 0.00 148.22 N/A N/A 0 0 0 0 2022-11-17 $16.69 $0.00 70.3% 20.2% 32.7% 32.6% 0.0% 4.3% -16.9% 0 0 0 0.00 148.99 N/A N/A 0 0 0 0 2022-11-18 $16.71 $0.00 70.9% 20.3% 32.1% 32.8% 0.0% 3.3% -17.7% 0 0 0 0.00 149.65 N/A N/A 0 0 0 0 2022-11-21 $16.67 $0.00 73.6% 21.1% 32.1% 34.3% 0.0% 2.0% -19.8% 0 0 0 0.00 149.43 N/A N/A 0 0 0 0 2022-11-22 $16.53 $0.00 62.0% 17.8% 31.8% 28.3% 0.0% 2.8% -15.9% 0 0 0 0.00 151.11 N/A N/A 0 0 0 0 2022-11-23 $16.82 $0.00 73.4% 21.1% 32.3% 34.2% 0.0% 2.7% -22.2% 0 0 0 0.00 148.15 N/A N/A 0 0 0 0 2022-11-25 $17.07 $0.00 76.9% 22.0% 32.5% 36.0% 0.0% 3.5% -23.6% 0 0 0 0.00 150.12 N/A N/A 0 0 0 0 2022-11-28 $16.77 $0.00 80.5% 23.1% 33.0% 37.9% 0.0% 3.0% -25.9% 0 0 0 0.00 147.47 N/A N/A 0 0 0 0 2022-11-29 $16.70 $0.00 85.6% 24.5% 33.0% 40.5% 0.0% 2.8% -30.4% 0 0 0 0.00 149.53 N/A N/A 0 0 0 0 2022-11-30 $17.23 $0.00 82.5% 23.6% 34.9% 38.9% 0.0% 5.6% -26.1% 0 0 0 0.00 144.06 N/A N/A 0 0 0 0
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