TIME Options History — August 2023 In August 2023, TIME traded between $22.08 and $23.50. ATM implied volatility averaged 54.7%, placing in the 5.3% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 38.9% (HV 20d: 15.9%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 2 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2023-08-29 : Highest Volume — 10 contracts2023-08-08 : Largest IV spike — 251.1% change2023-08-08 : Highest IV Rank — 41.5%2023-08-15 : Largest Expected Move — 35.4%Monthly Statistics Metric Avg Min Max Open Close Price $22.62 $22.08 $23.50 $23.50 $23.06 Max Pain $22.00 $22.00 $22.00 $22.00 $22.00 ATM IV 54.7% 35.0% 198.3% 47.8% 49.0% Expected Move 13.8% 9.6% 35.4% 13.7% 14.1% HV 20d 15.9% 14.3% 17.9% 14.8% 14.6% HV 60d 15.5% 14.8% 15.8% 14.8% 15.5% IV Rank 5.3% 0.4% 41.5% 3.6% 3.9% IV Percentile 18.1% 1.2% 96.0% 12.7% 17.5% Term Structure -10.5% -17.5% 25.3% -14.0% -17.5% VWIV 33.1% 33.1% 33.1% 33.1% 33.1% Skew 25d 0.8% -6.9% 2.5% -0.0% 0.8% Skew 10d 4.0% 3.2% 8.0% 8.0% 4.0% Call IV 25d 51.0% 39.5% 63.5% 58.4% 63.5% Put IV 25d 51.8% 41.3% 64.3% 58.3% 64.3% Bid-Ask Spread % 142.55 137.16 146.73 139.38 146.64 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 31 0 380 0 344 Net DEX -675 -7.9K 0 0 -7.9K Net VEX -1 -9 0 0 -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 0.435 0 10 0 0 Total OI 0.435 0 5 0 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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-08-01 $23.50 $0.00 47.8% 13.7% 14.8% 3.6% 0.0% -0.0% -14.0% 0 0 0 0.00 139.38 N/A N/A 0 0 0 0 2023-08-02 $22.88 $0.00 47.0% 13.5% 17.9% 3.4% 0.0% 0.7% -15.5% 0 0 0 0.00 137.16 N/A N/A 0 0 0 0 2023-08-03 $22.86 $0.00 50.6% 9.7% 17.2% 4.3% 0.0% 2.5% -8.1% 0 0 0 0.00 141.37 N/A N/A 0 0 0 0 2023-08-04 $22.92 $0.00 50.9% 9.6% 17.2% 4.4% 0.0% 1.7% -7.9% 0 0 0 0.00 140.80 N/A N/A 0 0 0 0 2023-08-07 $23.05 $0.00 56.5% 9.9% 17.2% 5.8% 0.0% 2.3% -7.6% 0 0 0 0.00 142.14 N/A N/A 0 0 0 0 2023-08-08 $22.88 $0.00 198.3% 30.0% 17.2% 41.5% 0.0% 1.1% -8.9% 0 0 0 0.00 140.96 N/A N/A 0 0 0 0 2023-08-09 $22.66 $0.00 35.4% 10.1% 17.1% 0.4% 0.0% 1.8% -10.5% 0 0 0 0.00 140.92 N/A N/A 0 0 0 0 2023-08-10 $22.58 $0.00 35.0% 10.0% 15.7% 0.4% 0.0% 1.7% -9.9% 0 0 0 0.00 140.18 N/A N/A 0 0 0 0 2023-08-11 $22.50 $0.00 39.0% 11.2% 15.7% 1.4% 0.0% 2.5% -11.3% 0 0 0 0.00 142.87 N/A N/A 0 0 0 0 2023-08-14 $22.70 $0.00 36.6% 10.5% 15.6% 0.8% 0.0% 2.1% -10.4% 0 0 0 0.00 140.77 N/A N/A 0 0 0 0 2023-08-15 $22.46 $0.00 123.5% 35.4% 15.4% 22.6% 0.0% -2.3% -11.4% 0 0 0 0.00 141.21 N/A N/A 0 0 0 0 2023-08-16 $22.29 $0.00 40.4% 11.6% 15.4% 1.7% 0.0% 1.4% -12.4% 0 0 0 0.00 141.29 N/A N/A 0 0 0 0 2023-08-17 $22.08 $0.00 40.4% 11.6% 14.3% 1.7% 0.0% 1.0% 25.3% 0 0 0 0.00 141.38 N/A N/A 0 0 0 0 2023-08-18 $22.12 $0.00 40.0% 11.5% 14.4% 1.6% 0.0% 2.1% -8.2% 0 0 0 0.00 140.97 N/A N/A 0 0 0 0 2023-08-21 $22.36 $0.00 42.5% 12.2% 15.2% 2.3% 0.0% 1.8% -10.6% 0 0 0 0.00 145.44 N/A N/A 0 0 0 0 2023-08-22 $22.26 $0.00 45.8% 13.1% 15.2% 3.1% 0.0% 0.4% -14.0% 0 0 0 0.00 146.40 N/A N/A 0 0 0 0 2023-08-23 $22.59 $0.00 43.8% 12.5% 16.3% 2.6% 0.0% 2.0% -11.7% 0 0 0 0.00 145.38 N/A N/A 0 0 0 0 2023-08-24 $22.24 $0.00 46.7% 13.4% 16.8% 3.3% 0.0% 0.7% -15.6% 0 0 0 0.00 143.75 N/A N/A 0 0 0 0 2023-08-25 $22.28 $0.00 44.2% 12.7% 15.3% 2.7% 0.0% 1.5% -11.9% 0 0 0 0.00 143.11 N/A N/A 0 0 0 0 2023-08-28 $22.37 $0.00 50.8% 14.6% 15.3% 4.3% 0.0% 0.7% -17.2% 0 0 0 0.00 146.73 N/A N/A 0 0 0 0 2023-08-29 $22.80 $0.00 46.3% 13.3% 17.1% 3.2% 33.1% -2.3% -14.9% 0 0 0 0.00 146.55 N/A N/A 10 0 0 0 2023-08-30 $22.89 $22.00 48.3% 13.8% 14.3% 3.7% 0.0% -6.9% -16.7% 380 -7.7K -9 0.00 143.32 N/A N/A 0 0 5 0 2023-08-31 $23.06 $22.00 49.0% 14.1% 14.6% 3.9% 0.0% 0.8% -17.5% 344 -7.9K -8 0.00 146.64 N/A N/A 0 0 5 0
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