TIME Options History — March 2024 In March 2024, TIME traded between $24.90 and $25.96. ATM implied volatility averaged 46.6%, placing in the 4.2% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 23.1% (HV 20d: 23.5%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-03-13 : Largest IV drop — 66.3% change2024-03-12 : Highest IV Rank — 17.9%2024-03-01 : Largest Expected Move — 12.9%Monthly Statistics Metric Avg Min Max Open Close Price $25.40 $24.90 $25.96 $24.94 $25.63 ATM IV 46.6% 32.2% 101.4% 44.9% 37.0% Expected Move 9.6% 8.2% 12.9% 12.9% 10.6% HV 20d 23.5% 18.7% 27.2% 25.4% 19.0% HV 60d 38.8% 19.7% 43.7% 42.8% 19.7% IV Rank 4.2% 0.6% 17.9% 3.8% 1.8% IV Percentile 29.5% 1.2% 76.2% 39.7% 18.3% Term Structure -6.7% -17.8% -1.2% -17.8% -8.5% Skew 25d 1.1% 0.3% 2.2% 0.5% 0.9% Skew 10d 8.5% 4.0% 12.4% 4.0% 8.3% Call IV 25d 41.2% 34.4% 61.0% 61.0% 47.8% Put IV 25d 42.3% 35.7% 61.5% 61.5% 48.7% Bid-Ask Spread % 168.44 143.41 172.31 143.41 170.85 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 2024-03-01 $24.94 $0.00 44.9% 12.9% 25.4% 3.8% 0.0% 0.5% -17.8% 0 0 0 0.00 143.41 N/A N/A 0 0 0 0 2024-03-04 $25.48 $0.00 53.5% 8.7% 24.8% 5.9% 0.0% 1.3% -6.7% 0 0 0 0.00 170.60 N/A N/A 0 0 0 0 2024-03-05 $24.90 $0.00 52.5% 8.2% 26.6% 5.6% 0.0% 0.6% -1.2% 0 0 0 0.00 169.42 N/A N/A 0 0 0 0 2024-03-06 $25.30 $0.00 55.5% 8.6% 26.7% 6.4% 0.0% 0.7% -5.1% 0 0 0 0.00 171.60 N/A N/A 0 0 0 0 2024-03-07 $25.56 $0.00 62.4% 8.5% 26.3% 8.1% 0.0% 1.7% -4.1% 0 0 0 0.00 172.31 N/A N/A 0 0 0 0 2024-03-08 $25.41 $0.00 65.5% 9.0% 26.6% 8.9% 0.0% 0.3% -7.0% 0 0 0 0.00 165.74 N/A N/A 0 0 0 0 2024-03-11 $25.16 $0.00 82.2% 9.2% 26.9% 13.1% 0.0% 1.4% -5.7% 0 0 0 0.00 171.88 N/A N/A 0 0 0 0 2024-03-12 $25.55 $0.00 101.4% 9.1% 27.2% 17.9% 0.0% 2.2% -5.2% 0 0 0 0.00 171.20 N/A N/A 0 0 0 0 2024-03-13 $25.46 $0.00 34.2% 9.8% 26.2% 1.1% 0.0% 1.3% -8.3% 0 0 0 0.00 172.29 N/A N/A 0 0 0 0 2024-03-14 $25.16 $0.00 32.2% 9.2% 25.0% 0.6% 0.0% 0.9% -6.8% 0 0 0 0.00 168.03 N/A N/A 0 0 0 0 2024-03-15 $25.13 $0.00 33.5% 9.6% 24.7% 0.9% 0.0% 1.1% -6.7% 0 0 0 0.00 171.02 N/A N/A 0 0 0 0 2024-03-18 $25.08 $0.00 33.8% 9.7% 24.3% 1.0% 0.0% 1.1% -4.2% 0 0 0 0.00 167.88 N/A N/A 0 0 0 0 2024-03-19 $25.00 $0.00 33.6% 9.6% 23.3% 0.9% 0.0% 1.7% -5.7% 0 0 0 0.00 168.42 N/A N/A 0 0 0 0 2024-03-20 $25.30 $0.00 34.2% 9.8% 22.5% 1.1% 0.0% 1.9% -7.1% 0 0 0 0.00 168.41 N/A N/A 0 0 0 0 2024-03-21 $25.77 $0.00 33.1% 9.5% 19.0% 0.8% 0.0% 1.1% -5.7% 0 0 0 0.00 168.31 N/A N/A 0 0 0 0 2024-03-22 $25.73 $0.00 33.7% 9.7% 18.9% 0.9% 0.0% 0.9% -6.7% 0 0 0 0.00 169.74 N/A N/A 0 0 0 0 2024-03-25 $25.96 $0.00 35.1% 10.1% 18.7% 1.3% 0.0% 1.5% -6.8% 0 0 0 0.00 168.16 N/A N/A 0 0 0 0 2024-03-26 $25.87 $0.00 35.8% 10.3% 18.9% 1.5% 0.0% 0.4% -6.7% 0 0 0 0.00 168.46 N/A N/A 0 0 0 0 2024-03-27 $25.63 $0.00 38.2% 10.9% 19.3% 2.1% 0.0% 0.8% -8.6% 0 0 0 0.00 171.11 N/A N/A 0 0 0 0 2024-03-28 $25.63 $0.00 37.0% 10.6% 19.0% 1.8% 0.0% 0.9% -8.5% 0 0 0 0.00 170.85 N/A N/A 0 0 0 0
« Feb 2024 | All History | Apr 2024 » Home TIME History March 2024