TIME Options History — June 2024 In June 2024, TIME traded between $26.32 and $27.25. ATM implied volatility averaged 45.5%, placing in the 5.9% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 32.9% (HV 20d: 12.6%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 6 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-10 : Highest Volume — 4 contracts2024-06-27 : Largest IV spike — 458.4% change2024-06-27 : Highest IV Rank — 60.6%2024-06-27 : Largest Expected Move — 56.1%Monthly Statistics Metric Avg Min Max Open Close Price $26.89 $26.32 $27.25 $26.32 $27.17 Max Pain $26.00 $26.00 $26.00 $26.00 $26.00 ATM IV 45.5% 28.8% 195.6% 39.8% 36.1% Expected Move 11.8% 7.9% 56.1% 11.4% 10.4% HV 20d 12.6% 10.4% 14.3% 13.8% 10.4% HV 60d 15.5% 15.0% 16.0% 15.9% 15.0% IV Rank 5.9% 0.0% 60.6% 3.7% 2.7% IV Percentile 30.2% 0.0% 99.2% 37.7% 23.8% Term Structure -9.7% -62.6% -2.1% -13.0% -9.7% Skew 25d 2.9% -2.8% 51.8% -0.0% -2.8% Skew 10d 10.5% 5.1% 51.8% 5.1% 9.4% Call IV 25d 49.8% 33.8% 210.5% 50.8% 45.7% Put IV 25d 52.6% 34.7% 262.3% 50.8% 42.9% Bid-Ask Spread % 177.33 167.40 200.00 167.40 177.15 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 127 0 431 395 0 Net DEX -2.1K -6.9K 0 -6.1K 0 Net VEX -3 -9 0 -9 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 0.211 0 4 0 0 Total OI 1.263 0 4 4 0
Daily Data (19 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 2024-06-03 $26.32 $26.00 39.8% 11.4% 13.8% 3.7% 0.0% -0.0% -13.0% 395 -6.1K -9 0.00 167.40 N/A N/A 0 0 4 0 2024-06-04 $26.37 $26.00 43.7% 12.5% 12.9% 5.1% 0.0% 0.7% -14.2% 371 -6.1K -9 0.00 170.82 N/A N/A 0 0 4 0 2024-06-05 $26.75 $26.00 40.6% 11.6% 13.7% 4.0% 0.0% 0.1% -13.8% 384 -6.8K -8 0.00 169.22 N/A N/A 0 0 4 0 2024-06-06 $26.79 $0.00 41.9% 7.9% 13.6% 4.5% 0.0% 1.0% -3.4% 396 -6.9K -8 0.00 178.26 N/A N/A 0 0 4 0 2024-06-07 $26.57 $0.00 45.3% 8.0% 14.1% 5.7% 0.0% 0.6% -3.5% 431 -6.6K -8 0.00 178.14 N/A N/A 0 0 4 0 2024-06-10 $26.64 $0.00 50.4% 8.2% 14.0% 7.5% 0.0% 1.4% -4.4% 428 -6.7K -7 0.00 178.52 N/A N/A 4 0 4 0 2024-06-11 $26.59 $0.00 54.3% 8.2% 13.9% 9.0% 0.0% 1.4% -4.5% 0 0 0 0.00 178.15 N/A N/A 0 0 0 0 2024-06-12 $26.93 $0.00 29.2% 8.4% 14.3% 0.0% 0.0% 0.9% -3.6% 0 0 0 0.00 177.89 N/A N/A 0 0 0 0 2024-06-13 $27.06 $0.00 28.8% 8.3% 12.7% 0.0% 0.0% 0.6% -2.1% 0 0 0 0.00 177.28 N/A N/A 0 0 0 0 2024-06-14 $26.95 $0.00 29.6% 8.5% 12.4% 0.3% 0.0% 1.1% -2.5% 0 0 0 0.00 178.24 N/A N/A 0 0 0 0 2024-06-17 $27.19 $0.00 29.6% 8.5% 12.6% 0.3% 0.0% 1.3% -5.3% 0 0 0 0.00 175.82 N/A N/A 0 0 0 0 2024-06-18 $27.22 $0.00 31.7% 9.1% 12.4% 1.0% 0.0% 1.2% -6.7% 0 0 0 0.00 177.97 N/A N/A 0 0 0 0 2024-06-20 $27.14 $0.00 31.2% 8.9% 12.5% 0.9% 0.0% 0.4% -6.3% 0 0 0 0.00 173.69 N/A N/A 0 0 0 0 2024-06-21 $27.01 $0.00 32.3% 9.3% 12.0% 1.3% 0.0% -1.1% -6.5% 0 0 0 0.00 176.90 N/A N/A 0 0 0 0 2024-06-24 $26.88 $0.00 34.2% 9.8% 12.1% 2.0% 0.0% -0.4% -7.9% 0 0 0 0.00 176.90 N/A N/A 0 0 0 0 2024-06-25 $27.02 $0.00 34.4% 9.9% 10.7% 2.0% 0.0% -1.2% -5.3% 0 0 0 0.00 177.55 N/A N/A 0 0 0 0 2024-06-26 $27.12 $0.00 35.0% 10.0% 10.6% 2.3% 0.0% -2.3% -8.8% 0 0 0 0.00 179.27 N/A N/A 0 0 0 0 2024-06-27 $27.25 $0.00 195.6% 56.1% 10.7% 60.6% 0.0% 51.8% -62.6% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2024-06-28 $27.17 $0.00 36.1% 10.4% 10.4% 2.7% 0.0% -2.8% -9.7% 0 0 0 0.00 177.15 N/A N/A 0 0 0 0
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