TIME Options History — December 2023 In December 2023, TIME traded between $21.04 and $25.55. ATM implied volatility averaged 49.1%, placing in the 4.4% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 30.6% (HV 20d: 18.5%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-12-13 : Largest IV drop — 69.2% change2023-12-12 : Highest IV Rank — 15.9%2023-12-29 : Largest Expected Move — 14.4%Monthly Statistics Metric Avg Min Max Open Close Price $24.32 $21.04 $25.55 $24.14 $21.04 ATM IV 49.1% 29.9% 96.9% 46.5% 50.1% Expected Move 10.2% 8.6% 14.4% 13.3% 14.4% HV 20d 18.5% 7.6% 67.6% 12.2% 67.5% HV 60d 19.5% 15.0% 41.3% 16.3% 41.1% IV Rank 4.4% 0.0% 15.9% 3.2% 5.0% IV Percentile 26.6% 0.0% 61.1% 30.2% 40.1% Term Structure -7.3% -16.9% -3.9% -16.9% -14.6% Skew 25d 0.7% -0.3% 1.6% 0.7% -0.2% Skew 10d 3.0% 2.3% 4.6% 3.5% 4.6% Call IV 25d 43.7% 36.5% 63.2% 63.2% 60.4% Put IV 25d 44.5% 37.5% 63.9% 63.9% 60.2% Bid-Ask Spread % 145.64 143.72 146.73 144.90 146.73 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 (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 2023-12-01 $24.14 $0.00 46.5% 13.3% 12.2% 3.2% 0.0% 0.7% -16.9% 0 0 0 0.00 144.90 N/A N/A 0 0 0 0 2023-12-04 $24.11 $0.00 52.5% 8.6% 12.1% 4.8% 0.0% 1.0% -3.9% 0 0 0 0.00 145.76 N/A N/A 0 0 0 0 2023-12-05 $24.17 $0.00 54.9% 8.6% 11.8% 5.4% 0.0% 1.6% -4.0% 0 0 0 0.00 145.54 N/A N/A 0 0 0 0 2023-12-06 $24.10 $0.00 58.1% 8.7% 11.0% 6.2% 0.0% 0.7% -4.4% 0 0 0 0.00 145.37 N/A N/A 0 0 0 0 2023-12-07 $24.34 $0.00 64.6% 8.9% 11.2% 7.8% 0.0% 1.6% -4.1% 0 0 0 0.00 146.15 N/A N/A 0 0 0 0 2023-12-08 $24.59 $0.00 69.2% 8.8% 11.1% 9.0% 0.0% 1.3% -3.9% 0 0 0 0.00 145.18 N/A N/A 0 0 0 0 2023-12-11 $24.63 $0.00 89.0% 8.9% 10.1% 13.9% 0.0% 1.3% -4.8% 0 0 0 0.00 146.72 N/A N/A 0 0 0 0 2023-12-12 $24.82 $0.00 96.9% 8.6% 10.2% 15.9% 0.0% 1.0% -4.6% 0 0 0 0.00 145.03 N/A N/A 0 0 0 0 2023-12-13 $25.09 $0.00 29.9% 8.6% 8.9% 0.0% 0.0% 1.1% -4.1% 0 0 0 0.00 144.20 N/A N/A 0 0 0 0 2023-12-14 $25.08 $0.00 30.3% 8.7% 8.7% 0.1% 0.0% 1.1% -5.1% 0 0 0 0.00 143.72 N/A N/A 0 0 0 0 2023-12-15 $25.18 $0.00 31.4% 9.0% 8.5% 0.4% 0.0% 1.1% -5.6% 0 0 0 0.00 145.56 N/A N/A 0 0 0 0 2023-12-18 $25.42 $0.00 34.7% 9.9% 8.6% 1.2% 0.0% 0.7% -6.3% 0 0 0 0.00 146.14 N/A N/A 0 0 0 0 2023-12-19 $25.49 $0.00 35.6% 10.2% 7.6% 1.4% 0.0% 0.5% -6.9% 0 0 0 0.00 146.50 N/A N/A 0 0 0 0 2023-12-20 $25.22 $0.00 34.8% 10.0% 8.7% 1.2% 0.0% 0.1% -7.9% 0 0 0 0.00 143.92 N/A N/A 0 0 0 0 2023-12-21 $25.43 $0.00 36.4% 10.4% 8.8% 1.6% 0.0% 0.5% -8.9% 0 0 0 0.00 145.93 N/A N/A 0 0 0 0 2023-12-22 $25.47 $0.00 37.0% 10.6% 8.7% 1.8% 0.0% 0.5% -8.1% 0 0 0 0.00 145.76 N/A N/A 0 0 0 0 2023-12-26 $25.55 $0.00 37.9% 10.9% 8.6% 2.0% 0.0% 0.7% -9.1% 0 0 0 0.00 146.56 N/A N/A 0 0 0 0 2023-12-27 $21.23 $0.00 45.5% 13.0% 67.6% 3.9% 0.0% -0.3% -10.7% 0 0 0 0.00 146.57 N/A N/A 0 0 0 0 2023-12-28 $21.24 $0.00 45.9% 13.2% 67.5% 4.0% 0.0% -0.3% -11.4% 0 0 0 0.00 146.52 N/A N/A 0 0 0 0 2023-12-29 $21.04 $0.00 50.1% 14.4% 67.5% 5.0% 0.0% -0.2% -14.6% 0 0 0 0.00 146.73 N/A N/A 0 0 0 0
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