TIME Options History — September 2023 In September 2023, TIME traded between $21.75 and $23.18. ATM implied volatility averaged 64.2%, placing in the 7.7% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 49.8% (HV 20d: 14.4%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-09-12 : Largest IV spike — 250.4% change2023-09-12 : Highest IV Rank — 68.1%2023-09-20 : Largest Expected Move — 33.3%Monthly Statistics Metric Avg Min Max Open Close Price $22.58 $21.75 $23.18 $22.95 $22.04 Max Pain $22.00 $22.00 $22.00 $22.00 $22.00 ATM IV 64.2% 34.5% 303.9% 49.5% 44.6% Expected Move 12.8% 9.3% 33.3% 14.2% 12.8% HV 20d 14.4% 13.4% 15.8% 14.7% 13.5% HV 60d 14.9% 14.5% 15.3% 15.0% 15.1% IV Rank 7.7% 0.2% 68.1% 4.0% 2.8% IV Percentile 23.6% 0.8% 98.8% 18.3% 17.5% Term Structure -8.7% -20.9% -4.0% -19.0% -11.6% Skew 25d 5.2% -124.4% 213.6% -8.2% 0.4% Skew 10d 8.0% 3.1% 57.6% 3.9% 4.0% Call IV 25d 58.7% 38.7% 185.3% 63.4% 57.3% Put IV 25d 63.9% 40.8% 277.0% 55.2% 57.7% Bid-Ask Spread % 146.98 142.56 157.66 142.56 148.89 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 168 0 444 387 0 Net DEX -4.1K -11.4K 0 -7.8K 0 Net VEX -2 -8 0 -8 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 2.5 0 5 5 0
Daily Data (20 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 2023-09-01 $22.95 $22.00 49.5% 14.2% 14.7% 4.0% 0.0% -8.2% -19.0% 387 -7.8K -8 0.00 142.56 N/A N/A 0 0 5 0 2023-09-05 $23.06 $0.00 59.2% 9.5% 14.6% 6.5% 0.0% 2.1% -5.1% 351 -7.9K -7 0.00 146.21 N/A N/A 0 0 5 0 2023-09-06 $22.87 $0.00 60.9% 9.3% 14.7% 6.9% 0.0% 1.3% -4.5% 367 -7.5K -7 0.00 145.60 N/A N/A 0 0 5 0 2023-09-07 $22.89 $0.00 64.6% 9.5% 14.2% 7.8% 0.0% 1.8% -4.0% 391 -7.7K -6 0.00 147.20 N/A N/A 0 0 5 0 2023-09-08 $22.88 $0.00 68.0% 9.6% 14.2% 8.7% 0.0% 1.4% -5.7% 375 -7.6K -6 0.00 146.51 N/A N/A 0 0 5 0 2023-09-11 $23.16 $0.00 86.7% 9.6% 14.6% 13.4% 0.0% 1.3% -5.1% 393 -8.3K -4 0.00 146.34 N/A N/A 0 0 5 0 2023-09-12 $23.00 $0.00 303.9% 24.6% 14.6% 68.1% 0.0% 3.4% -20.9% 211 -7.2K -4 0.00 157.66 N/A N/A 0 0 5 0 2023-09-13 $23.01 $0.00 34.7% 10.0% 14.0% 0.3% 0.0% 1.2% -5.9% 443 -8.2K -3 0.00 147.22 N/A N/A 0 0 5 0 2023-09-14 $23.18 $0.00 35.0% 10.0% 13.8% 0.4% 0.0% 1.1% -6.0% 444 -8.7K -2 0.00 146.25 N/A N/A 0 0 5 0 2023-09-15 $22.84 $0.00 34.5% 9.9% 14.5% 0.2% 0.0% 0.9% -6.4% 0 -11.4K 0 0.00 145.73 N/A N/A 0 0 5 0 2023-09-18 $22.79 $0.00 37.0% 10.6% 14.5% 0.9% 0.0% 0.9% -7.2% 0 0 0 0.00 147.19 N/A N/A 0 0 0 0 2023-09-19 $22.77 $0.00 36.2% 10.4% 14.1% 0.7% 0.0% 1.0% -6.8% 0 0 0 0.00 146.22 N/A N/A 0 0 0 0 2023-09-20 $22.52 $0.00 116.3% 33.3% 14.6% 20.8% 0.0% -124.4% -7.8% 0 0 0 0.00 153.38 N/A N/A 0 0 0 0 2023-09-21 $22.02 $0.00 39.5% 11.3% 15.8% 1.5% 0.0% 1.3% -8.6% 0 0 0 0.00 145.89 N/A N/A 0 0 0 0 2023-09-22 $22.00 $0.00 40.2% 11.5% 14.8% 1.7% 0.0% 1.6% -8.1% 0 0 0 0.00 145.64 N/A N/A 0 0 0 0 2023-09-25 $22.02 $0.00 42.5% 12.2% 14.8% 2.2% 0.0% 213.6% -9.1% 0 0 0 0.00 145.83 N/A N/A 0 0 0 0 2023-09-26 $21.75 $0.00 43.0% 12.3% 15.3% 2.4% 0.0% 0.9% -11.1% 0 0 0 0.00 145.59 N/A N/A 0 0 0 0 2023-09-27 $21.80 $0.00 43.9% 12.6% 13.4% 2.6% 0.0% 1.4% -11.1% 0 0 0 0.00 145.20 N/A N/A 0 0 0 0 2023-09-28 $22.02 $0.00 43.6% 12.5% 13.9% 2.5% 0.0% 1.6% -10.5% 0 0 0 0.00 144.57 N/A N/A 0 0 0 0 2023-09-29 $22.04 $0.00 44.6% 12.8% 13.5% 2.8% 0.0% 0.4% -11.6% 0 0 0 0.00 148.89 N/A N/A 0 0 0 0
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