TIME Options History — January 2024 In January 2024, TIME traded between $20.52 and $22.28. ATM implied volatility averaged 50.0%, placing in the 5.0% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded below realized volatility by 7.7% (HV 20d: 57.6%). Max pain ranged from $19.58 to $19.58. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-01-05 : Highest Volume — 1 contracts2024-01-26 : Largest IV spike — 165.9% change2024-01-26 : Highest IV Rank — 22.8%2024-01-26 : Largest Expected Move — 34.8%Monthly Statistics Metric Avg Min Max Open Close Price $21.41 $20.52 $22.28 $20.56 $21.77 Max Pain $19.58 $19.58 $19.58 $19.58 $19.58 ATM IV 50.0% 34.5% 121.4% 49.5% 53.1% Expected Move 13.1% 9.9% 34.8% 14.2% 15.2% HV 20d 57.6% 13.5% 68.2% 67.5% 13.5% HV 60d 41.1% 40.6% 41.5% 41.4% 40.7% IV Rank 5.0% 1.2% 22.8% 4.9% 5.8% IV Percentile 34.3% 2.8% 75.8% 39.3% 52.8% Term Structure -14.4% -37.4% -8.7% -15.8% -23.1% VWIV 34.5% 34.5% 34.5% 34.5% 34.5% Skew 25d 1.1% -0.3% 10.8% 0.1% -0.0% Skew 10d 10.9% 3.4% 83.8% 5.0% 4.1% Call IV 25d 58.0% 43.4% 160.8% 67.2% 65.8% Put IV 25d 59.1% 44.8% 171.6% 67.3% 65.8% Bid-Ask Spread % 143.85 140.70 155.89 144.85 141.83 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 35 0 49 0 45 Net DEX -1.4K -1.9K 0 0 -1.8K Net VEX -1 -2 0 0 -1 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 0.048 0 1 0 0 Total OI 0.81 0 1 0 1
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 2024-01-02 $20.56 $0.00 49.5% 14.2% 67.5% 4.9% 0.0% 0.1% -15.8% 0 0 0 0.00 144.85 N/A N/A 0 0 0 0 2024-01-03 $20.52 $0.00 52.5% 15.1% 67.5% 5.7% 0.0% 0.4% -17.2% 0 0 0 0.00 147.09 N/A N/A 0 0 0 0 2024-01-04 $20.59 $0.00 51.9% 9.9% 67.5% 5.5% 0.0% 1.4% -10.0% 0 0 0 0.00 145.18 N/A N/A 0 0 0 0 2024-01-05 $20.61 $0.00 54.5% 10.1% 67.6% 6.1% 34.5% 1.6% -10.6% 0 0 0 0.00 145.14 N/A N/A 1 0 0 0 2024-01-08 $21.07 $19.58 63.8% 10.9% 68.1% 8.5% 0.0% 1.6% -12.1% 48 -1.5K -2 0.00 142.27 N/A N/A 0 0 1 0 2024-01-09 $21.10 $19.58 65.4% 10.6% 67.9% 8.9% 0.0% 0.8% -11.8% 49 -1.6K -2 0.00 141.56 N/A N/A 0 0 1 0 2024-01-10 $21.27 $19.58 35.9% 10.3% 68.0% 1.5% 0.0% 0.9% -12.3% 48 -1.6K -2 0.00 142.53 N/A N/A 0 0 1 0 2024-01-11 $21.24 $19.58 34.5% 9.9% 67.9% 1.2% 0.0% 0.7% -11.5% 47 -1.6K -2 0.00 141.22 N/A N/A 0 0 1 0 2024-01-12 $21.22 $19.58 36.9% 10.6% 67.6% 1.8% 0.0% 0.9% -13.4% 48 -1.6K -2 0.00 142.54 N/A N/A 0 0 1 0 2024-01-16 $21.21 $19.58 38.2% 10.9% 67.6% 2.1% 0.0% 1.0% -14.9% 49 -1.6K -2 0.00 141.80 N/A N/A 0 0 1 0 2024-01-17 $21.13 $19.58 42.0% 12.0% 67.4% 3.0% 0.0% 0.6% -16.4% 47 -1.5K -2 0.00 141.87 N/A N/A 0 0 1 0 2024-01-18 $21.28 $19.58 39.4% 11.3% 67.3% 2.4% 0.0% 1.1% -9.2% 49 -1.6K -2 0.00 141.25 N/A N/A 0 0 1 0 2024-01-19 $21.63 $19.58 38.8% 11.1% 67.8% 2.2% 0.0% 0.4% -8.7% 45 -1.7K -2 0.00 140.70 N/A N/A 0 0 1 0 2024-01-22 $21.80 $19.58 43.0% 12.3% 68.0% 3.3% 0.0% 0.6% -13.0% 44 -1.8K -1 0.00 143.69 N/A N/A 0 0 1 0 2024-01-23 $22.02 $19.58 44.7% 12.8% 68.1% 3.7% 0.0% 0.8% -14.9% 41 -1.8K -1 0.00 144.33 N/A N/A 0 0 1 0 2024-01-24 $22.13 $19.58 42.4% 12.1% 68.2% 3.1% 0.0% -0.3% -10.8% 40 -1.8K -1 0.00 144.12 N/A N/A 0 0 1 0 2024-01-25 $22.11 $19.58 45.6% 13.1% 68.1% 3.9% 0.0% -0.1% -12.3% 40 -1.9K -1 0.00 144.50 N/A N/A 0 0 1 0 2024-01-26 $22.04 $19.58 121.4% 34.8% 14.8% 22.8% 0.0% 10.8% -37.4% 25 -1.6K -2 0.00 155.89 N/A N/A 0 0 1 0 2024-01-29 $22.28 $19.58 47.8% 13.7% 15.1% 4.5% 0.0% 0.1% -12.8% 38 -1.9K -1 0.00 144.14 N/A N/A 0 0 1 0 2024-01-30 $22.13 $19.58 48.0% 13.7% 14.9% 4.5% 0.0% -0.1% -13.8% 40 -1.9K -1 0.00 144.25 N/A N/A 0 0 1 0 2024-01-31 $21.77 $19.58 53.1% 15.2% 13.5% 5.8% 0.0% -0.0% -23.1% 45 -1.8K -1 0.00 141.83 N/A N/A 0 0 1 0
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