TIME Options History — February 2024 In February 2024, TIME traded between $22.04 and $24.54. ATM implied volatility averaged 42.2%, placing in the 3.1% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 21.7% (HV 20d: 20.5%). Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-02-14 : Highest Volume — 1 contracts2024-02-07 : Largest IV drop — 43.0% change2024-02-06 : Highest IV Rank — 7.0%2024-02-29 : Largest Expected Move — 14.1%Monthly Statistics Metric Avg Min Max Open Close Price $23.41 $22.04 $24.54 $22.04 $24.54 ATM IV 42.2% 33.1% 58.0% 55.1% 49.3% Expected Move 10.9% 9.1% 14.1% 9.5% 14.1% HV 20d 20.5% 13.8% 26.6% 13.8% 25.2% HV 60d 41.6% 40.7% 42.7% 40.7% 42.7% IV Rank 3.1% 0.8% 7.0% 6.3% 4.8% IV Percentile 26.4% 1.2% 56.0% 54.0% 50.0% Term Structure -0.8% -18.9% 96.6% -5.5% -18.9% Skew 25d 0.8% -0.1% 1.9% 1.0% -0.1% Skew 10d 3.3% 2.7% 4.0% 3.7% 4.0% Call IV 25d 47.9% 39.8% 60.7% 41.2% 60.7% Put IV 25d 48.8% 41.3% 60.6% 42.2% 60.6% Bid-Ask Spread % 144.90 143.39 146.98 146.19 144.94 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 15 0 41 41 0 Net DEX -1.3K -2.4K 0 -1.9K 0 Net VEX -0 -1 0 -1 0 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 0.05 0 1 0 0 Total OI 0.6 0 1 1 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 2024-02-01 $22.04 $0.00 55.1% 9.5% 13.8% 6.3% 0.0% 1.0% -5.5% 41 -1.9K -1 0.00 146.19 N/A N/A 0 0 1 0 2024-02-02 $22.66 $0.00 48.8% 9.1% 16.2% 4.7% 0.0% 1.5% -7.2% 33 -2.0K -1 0.00 144.68 N/A N/A 0 0 1 0 2024-02-05 $22.54 $0.00 56.9% 10.0% 16.6% 6.7% 0.0% 0.7% -9.2% 35 -2.0K -1 0.00 145.81 N/A N/A 0 0 1 0 2024-02-06 $22.48 $0.00 58.0% 10.5% 15.4% 7.0% 0.0% 0.7% -12.5% 35 -2.0K -1 0.00 144.74 N/A N/A 0 0 1 0 2024-02-07 $22.92 $0.00 33.1% 9.5% 16.4% 0.8% 0.0% 1.2% -8.1% 29 -2.1K -1 0.00 144.79 N/A N/A 0 0 1 0 2024-02-08 $23.05 $0.00 33.9% 9.7% 16.3% 1.0% 0.0% 1.1% -7.2% 28 -2.1K -1 0.00 145.87 N/A N/A 0 0 1 0 2024-02-09 $23.34 $0.00 35.3% 10.1% 16.4% 1.4% 0.0% 1.4% -12.7% 23 -2.2K 0 0.00 145.91 N/A N/A 0 0 1 0 2024-02-12 $23.36 $0.00 37.4% 10.7% 16.4% 1.9% 0.0% 0.3% -14.9% 21 -2.2K 0 0.00 144.32 N/A N/A 0 0 1 0 2024-02-13 $22.98 $0.00 35.6% 10.2% 18.0% 1.4% 0.0% 1.5% -8.7% 28 -2.1K 0 0.00 144.65 N/A N/A 0 0 1 0 2024-02-14 $23.71 $0.00 34.8% 10.0% 20.1% 1.2% 0.0% 1.9% -10.9% 16 -2.3K 0 0.00 144.81 N/A N/A 1 0 1 0 2024-02-15 $24.02 $0.00 35.3% 10.1% 20.3% 1.3% 0.0% 1.2% 96.6% 14 -2.3K 0 0.00 144.41 N/A N/A 0 0 1 0 2024-02-16 $23.76 $0.00 35.6% 10.2% 20.7% 1.4% 0.0% 1.0% 96.2% 0 -2.4K 0 0.00 143.65 N/A N/A 0 0 1 0 2024-02-20 $23.36 $0.00 40.5% 11.6% 22.1% 2.7% 0.0% 0.4% -11.7% 0 0 0 0.00 143.84 N/A N/A 0 0 0 0 2024-02-21 $23.02 $0.00 42.4% 12.2% 22.8% 3.1% 0.0% 1.3% -12.4% 0 0 0 0.00 146.98 N/A N/A 0 0 0 0 2024-02-22 $23.96 $0.00 38.9% 11.2% 26.5% 2.3% 0.0% 1.1% -10.8% 0 0 0 0.00 144.19 N/A N/A 0 0 0 0 2024-02-23 $23.87 $0.00 39.4% 11.3% 26.6% 2.4% 0.0% 0.3% -11.6% 0 0 0 0.00 143.39 N/A N/A 0 0 0 0 2024-02-26 $24.18 $0.00 42.8% 12.3% 26.6% 3.2% 0.0% 0.6% -14.1% 0 0 0 0.00 144.29 N/A N/A 0 0 0 0 2024-02-27 $24.27 $0.00 43.9% 12.6% 26.5% 3.5% 0.0% -0.1% -14.4% 0 0 0 0.00 145.21 N/A N/A 0 0 0 0 2024-02-28 $24.23 $0.00 47.2% 13.5% 26.3% 4.3% 0.0% -0.1% -17.9% 0 0 0 0.00 145.34 N/A N/A 0 0 0 0 2024-02-29 $24.54 $0.00 49.3% 14.1% 25.2% 4.8% 0.0% -0.1% -18.9% 0 0 0 0.00 144.94 N/A N/A 0 0 0 0
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