TIME Options History — December 2022 In December 2022, TIME traded between $15.71 and $17.52. ATM implied volatility averaged 89.2%, placing in the 42.3% IV rank vs the trailing year. The 30-day expected move averaged 19.1%. IV traded above realized volatility by 61.0% (HV 20d: 28.2%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2022-12-14 : Largest IV drop — 65.3% change2022-12-13 : Highest IV Rank — 86.1%2022-12-02 : Largest Expected Move — 25.6%Monthly Statistics Metric Avg Min Max Open Close Price $16.58 $15.71 $17.52 $17.52 $16.02 ATM IV 89.2% 57.8% 173.6% 83.7% 78.8% Expected Move 19.1% 14.8% 25.6% 24.0% 22.6% HV 20d 28.2% 23.8% 33.6% 32.4% 23.8% HV 60d 32.9% 30.7% 34.6% 34.3% 30.7% IV Rank 42.3% 26.1% 86.1% 39.5% 37.0% IV Percentile 77.8% 46.0% 99.6% 88.1% 81.7% Term Structure -13.5% -34.6% -6.8% -28.5% -18.7% Skew 25d 3.1% 1.2% 5.1% 3.2% 2.1% Skew 10d 10.2% 6.4% 13.7% 11.6% 12.8% Call IV 25d 78.6% 56.5% 107.4% 103.6% 96.4% Put IV 25d 81.7% 60.0% 110.7% 106.8% 98.4% Bid-Ask Spread % 147.33 140.85 154.12 148.35 148.86 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 2022-12-01 $17.52 $0.00 83.7% 24.0% 32.4% 39.5% 0.0% 3.2% -28.5% 0 0 0 0.00 148.35 N/A N/A 0 0 0 0 2022-12-02 $17.44 $0.00 89.3% 25.6% 32.3% 42.4% 0.0% 3.3% -34.6% 0 0 0 0.00 147.91 N/A N/A 0 0 0 0 2022-12-05 $17.04 $0.00 99.1% 16.0% 32.3% 47.5% 0.0% 1.8% -7.5% 0 0 0 0.00 147.31 N/A N/A 0 0 0 0 2022-12-06 $16.69 $0.00 105.9% 16.4% 33.5% 51.0% 0.0% 3.1% -6.8% 0 0 0 0.00 146.49 N/A N/A 0 0 0 0 2022-12-07 $16.60 $0.00 96.2% 14.8% 33.6% 46.0% 0.0% 3.5% -7.5% 0 0 0 0.00 141.91 N/A N/A 0 0 0 0 2022-12-08 $16.78 $0.00 116.9% 16.8% 33.3% 56.7% 0.0% 5.1% -8.1% 0 0 0 0.00 147.95 N/A N/A 0 0 0 0 2022-12-09 $16.82 $0.00 123.5% 17.2% 28.0% 60.1% 0.0% 4.2% -8.6% 0 0 0 0.00 148.28 N/A N/A 0 0 0 0 2022-12-12 $16.97 $0.00 159.1% 17.4% 27.9% 78.6% 0.0% 4.6% -9.3% 0 0 0 0.00 147.84 N/A N/A 0 0 0 0 2022-12-13 $17.25 $0.00 173.6% 16.8% 27.0% 86.1% 0.0% 2.5% -9.7% 0 0 0 0.00 146.19 N/A N/A 0 0 0 0 2022-12-14 $17.14 $0.00 60.3% 17.3% 26.5% 27.4% 0.0% 3.3% -9.9% 0 0 0 0.00 147.69 N/A N/A 0 0 0 0 2022-12-15 $16.59 $0.00 62.7% 18.0% 28.7% 28.6% 0.0% 2.8% -9.7% 0 0 0 0.00 149.23 N/A N/A 0 0 0 0 2022-12-16 $16.54 $0.00 75.1% 21.5% 25.2% 35.1% 0.0% 4.2% -17.8% 0 0 0 0.00 154.12 N/A N/A 0 0 0 0 2022-12-19 $16.20 $0.00 66.8% 19.1% 26.2% 30.7% 0.0% 2.4% -8.9% 0 0 0 0.00 148.28 N/A N/A 0 0 0 0 2022-12-20 $16.19 $0.00 67.2% 19.3% 26.2% 30.9% 0.0% 2.7% -11.5% 0 0 0 0.00 148.53 N/A N/A 0 0 0 0 2022-12-21 $16.41 $0.00 69.0% 19.8% 26.6% 31.9% 0.0% 2.9% -10.6% 0 0 0 0.00 149.28 N/A N/A 0 0 0 0 2022-12-22 $16.08 $0.00 57.8% 16.6% 26.6% 26.1% 0.0% 2.3% -10.1% 0 0 0 0.00 140.85 N/A N/A 0 0 0 0 2022-12-23 $16.09 $0.00 59.5% 17.0% 25.9% 27.0% 0.0% 4.5% -10.7% 0 0 0 0.00 141.47 N/A N/A 0 0 0 0 2022-12-27 $15.94 $0.00 76.2% 21.9% 25.4% 35.6% 0.0% 3.2% -20.0% 0 0 0 0.00 148.82 N/A N/A 0 0 0 0 2022-12-28 $15.71 $0.00 75.9% 21.8% 25.7% 35.5% 0.0% 1.2% -18.7% 0 0 0 0.00 146.41 N/A N/A 0 0 0 0 2022-12-29 $16.13 $0.00 75.8% 21.7% 24.9% 35.4% 0.0% 3.2% -16.9% 0 0 0 0.00 148.12 N/A N/A 0 0 0 0 2022-12-30 $16.02 $0.00 78.8% 22.6% 23.8% 37.0% 0.0% 2.1% -18.7% 0 0 0 0.00 148.86 N/A N/A 0 0 0 0
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