TIME Options History — May 2024 In May 2024, TIME traded between $24.75 and $26.73. ATM implied volatility averaged 44.7%, placing in the 5.4% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 28.1% (HV 20d: 16.6%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-05-30 : Highest Volume — 4 contracts2024-05-15 : Largest IV drop — 67.0% change2024-05-14 : Highest IV Rank — 22.0%2024-05-02 : Largest Expected Move — 13.2%Monthly Statistics Metric Avg Min Max Open Close Price $25.96 $24.75 $26.73 $24.75 $26.23 Max Pain $26.00 $26.00 $26.00 $26.00 $26.00 ATM IV 44.7% 29.7% 90.0% 44.9% 36.9% Expected Move 9.6% 8.1% 13.2% 12.9% 10.6% HV 20d 16.6% 13.3% 20.2% 18.9% 14.4% HV 60d 18.8% 16.1% 20.9% 20.9% 16.1% IV Rank 5.4% 0.0% 22.0% 5.5% 2.6% IV Percentile 37.5% 0.0% 90.9% 51.6% 23.8% Term Structure -4.1% -17.1% 88.5% -16.4% -9.1% VWIV 22.6% 22.6% 22.6% 22.6% 22.6% Skew 25d 0.9% -0.1% 2.2% 0.7% 0.6% Skew 10d 8.9% 4.5% 13.4% 5.4% 4.5% Call IV 25d 41.8% 33.5% 60.4% 57.8% 47.4% Put IV 25d 42.7% 35.5% 60.5% 58.4% 48.0% Bid-Ask Spread % 167.81 140.30 176.63 140.30 166.01 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 18 0 389 0 389 Net DEX -270 -5.9K 0 0 -5.9K Net VEX -0 -10 0 0 -10 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 0.182 0 4 0 0 Total OI 0.182 0 4 0 4
Daily Data (22 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 2024-05-01 $24.75 $0.00 44.9% 12.9% 18.9% 5.5% 0.0% 0.7% -16.4% 0 0 0 0.00 140.30 N/A N/A 0 0 0 0 2024-05-02 $24.92 $0.00 46.1% 13.2% 19.1% 5.9% 0.0% 0.9% -16.3% 0 0 0 0.00 141.29 N/A N/A 0 0 0 0 2024-05-03 $25.27 $0.00 45.9% 13.1% 19.3% 5.8% 0.0% 0.0% -17.1% 0 0 0 0.00 142.03 N/A N/A 0 0 0 0 2024-05-06 $25.66 $0.00 50.0% 8.1% 20.2% 7.4% 0.0% 2.2% -5.3% 0 0 0 0.00 176.63 N/A N/A 0 0 0 0 2024-05-07 $25.73 $0.00 53.8% 8.2% 19.6% 8.7% 0.0% 0.9% -5.9% 0 0 0 0.00 174.03 N/A N/A 0 0 0 0 2024-05-08 $25.68 $0.00 54.5% 8.2% 19.6% 9.0% 0.0% 0.8% -6.2% 0 0 0 0.00 173.20 N/A N/A 0 0 0 0 2024-05-09 $25.70 $0.00 57.7% 8.2% 19.2% 10.2% 0.0% 0.8% -5.4% 0 0 0 0.00 173.14 N/A N/A 0 0 0 0 2024-05-10 $25.66 $0.00 60.9% 8.3% 17.9% 11.3% 0.0% -0.1% -6.9% 0 0 0 0.00 172.57 N/A N/A 0 0 0 0 2024-05-13 $25.54 $0.00 78.4% 8.5% 17.0% 17.7% 0.0% 1.4% -6.7% 0 0 0 0.00 173.98 N/A N/A 0 0 0 0 2024-05-14 $25.73 $0.00 90.0% 8.7% 17.0% 22.0% 0.0% 1.6% -7.3% 0 0 0 0.00 173.30 N/A N/A 0 0 0 0 2024-05-15 $26.25 $0.00 29.7% 8.5% 17.9% 0.0% 0.0% 1.7% -7.2% 0 0 0 0.00 170.78 N/A N/A 0 0 0 0 2024-05-16 $26.04 $0.00 29.9% 8.6% 18.0% 0.1% 0.0% 0.6% 88.5% 0 0 0 0.00 172.78 N/A N/A 0 0 0 0 2024-05-17 $26.18 $0.00 31.4% 9.0% 14.7% 0.6% 0.0% 0.8% -6.2% 0 0 0 0.00 174.18 N/A N/A 0 0 0 0 2024-05-20 $26.39 $0.00 34.2% 9.8% 14.7% 1.7% 0.0% 1.3% -7.2% 0 0 0 0.00 174.22 N/A N/A 0 0 0 0 2024-05-21 $26.45 $0.00 34.3% 9.8% 13.3% 1.7% 0.0% 1.3% -7.2% 0 0 0 0.00 173.05 N/A N/A 0 0 0 0 2024-05-22 $26.18 $0.00 32.2% 9.2% 13.9% 0.9% 0.0% 0.0% -6.8% 0 0 0 0.00 171.67 N/A N/A 0 0 0 0 2024-05-23 $26.12 $0.00 32.8% 9.4% 13.9% 1.1% 0.0% -0.1% -7.9% 0 0 0 0.00 170.56 N/A N/A 0 0 0 0 2024-05-24 $26.57 $0.00 33.3% 9.6% 14.7% 1.3% 0.0% 1.7% -7.4% 0 0 0 0.00 171.29 N/A N/A 0 0 0 0 2024-05-28 $26.73 $0.00 34.5% 9.9% 14.7% 1.8% 0.0% 1.1% -8.5% 0 0 0 0.00 171.51 N/A N/A 0 0 0 0 2024-05-29 $26.71 $0.00 35.3% 10.1% 13.7% 2.0% 0.0% 1.0% -8.8% 0 0 0 0.00 169.87 N/A N/A 0 0 0 0 2024-05-30 $26.54 $0.00 35.7% 10.2% 13.5% 2.2% 22.6% 0.9% -9.9% 0 0 0 0.00 165.48 N/A N/A 4 0 0 0 2024-05-31 $26.23 $26.00 36.9% 10.6% 14.4% 2.6% 0.0% 0.6% -9.1% 389 -5.9K -10 0.00 166.01 N/A N/A 0 0 4 0
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