TIME Options History — November 2023 In November 2023, TIME traded between $21.69 and $24.02. ATM implied volatility averaged 51.8%, placing in the 4.6% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 34.1% (HV 20d: 17.7%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2023-11-02 : Largest IV spike — 231.3% change2023-11-02 : Highest IV Rank — 35.5%2023-11-08 : Largest Expected Move — 25.1%Monthly Statistics Metric Avg Min Max Open Close Price $23.11 $21.69 $24.02 $21.69 $23.96 ATM IV 51.8% 34.4% 174.5% 52.7% 45.2% Expected Move 12.0% 9.9% 25.1% 15.1% 12.9% HV 20d 17.7% 12.5% 20.7% 19.2% 12.5% HV 60d 16.6% 16.2% 17.1% 16.2% 16.2% IV Rank 4.6% 0.2% 35.5% 4.8% 2.9% IV Percentile 24.2% 0.8% 92.5% 33.7% 27.0% Term Structure -9.1% -36.3% 48.4% -15.5% -16.9% Skew 25d -0.2% -20.6% 3.6% 1.3% 0.1% Skew 10d 4.6% -9.0% 36.8% 5.2% 4.1% Call IV 25d 54.5% 41.4% 123.0% 66.6% 61.2% Put IV 25d 54.3% 42.8% 126.6% 67.9% 61.4% Bid-Ask Spread % 146.80 144.15 157.81 144.15 144.92 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 2023-11-01 $21.69 $0.00 52.7% 15.1% 19.2% 4.8% 0.0% 1.3% -15.5% 0 0 0 0.00 144.15 N/A N/A 0 0 0 0 2023-11-02 $21.97 $0.00 174.5% 10.0% 19.8% 35.5% 0.0% 0.8% -8.9% 0 0 0 0.00 148.16 N/A N/A 0 0 0 0 2023-11-03 $22.23 $0.00 52.7% 9.9% 19.7% 4.8% 0.0% 1.5% -8.6% 0 0 0 0.00 146.66 N/A N/A 0 0 0 0 2023-11-06 $22.17 $0.00 58.0% 10.2% 19.7% 6.1% 0.0% 1.0% -9.2% 0 0 0 0.00 145.54 N/A N/A 0 0 0 0 2023-11-07 $22.56 $0.00 62.2% 10.0% 20.4% 7.2% 0.0% 1.5% -8.8% 0 0 0 0.00 145.44 N/A N/A 0 0 0 0 2023-11-08 $22.57 $0.00 87.5% 25.1% 20.4% 13.6% 0.0% 3.6% -36.3% 0 0 0 0.00 157.81 N/A N/A 0 0 0 0 2023-11-09 $22.50 $0.00 38.4% 11.0% 20.3% 1.2% 0.0% 0.8% -10.8% 0 0 0 0.00 145.33 N/A N/A 0 0 0 0 2023-11-10 $22.88 $0.00 34.4% 9.9% 20.3% 0.2% 0.0% 1.9% -8.9% 0 0 0 0.00 145.21 N/A N/A 0 0 0 0 2023-11-13 $22.96 $0.00 36.4% 10.4% 19.8% 0.7% 0.0% 1.3% -10.5% 0 0 0 0.00 146.24 N/A N/A 0 0 0 0 2023-11-14 $23.41 $0.00 37.9% 10.9% 20.7% 1.1% 0.0% -20.6% -12.2% 0 0 0 0.00 146.33 N/A N/A 0 0 0 0 2023-11-15 $23.35 $0.00 38.6% 11.1% 19.2% 1.3% 0.0% 0.3% -12.4% 0 0 0 0.00 145.76 N/A N/A 0 0 0 0 2023-11-16 $23.31 $0.00 36.4% 10.4% 18.7% 0.7% 0.0% 1.1% 48.4% 0 0 0 0.00 145.65 N/A N/A 0 0 0 0 2023-11-17 $23.33 $0.00 40.0% 11.5% 18.1% 1.6% 0.0% 0.4% 15.7% 0 0 0 0.00 147.14 N/A N/A 0 0 0 0 2023-11-20 $23.69 $0.00 37.1% 10.6% 18.5% 0.9% 0.0% 1.0% -10.4% 0 0 0 0.00 144.76 N/A N/A 0 0 0 0 2023-11-21 $23.58 $0.00 41.0% 11.8% 18.6% 1.9% 0.0% 0.8% -11.7% 0 0 0 0.00 148.97 N/A N/A 0 0 0 0 2023-11-22 $23.70 $0.00 39.2% 11.2% 15.1% 1.4% 0.0% -0.1% -12.2% 0 0 0 0.00 146.29 N/A N/A 0 0 0 0 2023-11-24 $23.67 $0.00 42.6% 12.2% 12.9% 2.3% 0.0% -0.6% -12.6% 0 0 0 0.00 149.54 N/A N/A 0 0 0 0 2023-11-27 $23.82 $0.00 42.5% 12.2% 12.8% 2.2% 0.0% 0.1% -15.2% 0 0 0 0.00 146.09 N/A N/A 0 0 0 0 2023-11-28 $23.89 $0.00 44.3% 12.7% 12.5% 2.7% 0.0% 0.2% -16.5% 0 0 0 0.00 146.66 N/A N/A 0 0 0 0 2023-11-29 $24.02 $0.00 45.6% 13.1% 12.5% 3.0% 0.0% -0.0% -17.8% 0 0 0 0.00 146.22 N/A N/A 0 0 0 0 2023-11-30 $23.96 $0.00 45.2% 12.9% 12.5% 2.9% 0.0% 0.1% -16.9% 0 0 0 0.00 144.92 N/A N/A 0 0 0 0
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