TIME Options History — July 2024 In July 2024, TIME traded between $25.84 and $27.96. ATM implied volatility averaged 37.8%, placing in the 3.3% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 25.1% (HV 20d: 12.8%). Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-07-18 : Highest Volume — 2 contracts2024-07-10 : Largest IV drop — 37.7% change2024-07-09 : Highest IV Rank — 7.3%2024-07-31 : Largest Expected Move — 12.8%Monthly Statistics Metric Avg Min Max Open Close Price $27.15 $25.84 $27.96 $27.16 $26.45 ATM IV 37.8% 28.9% 48.8% 38.0% 44.6% Expected Move 10.2% 7.9% 12.8% 10.9% 12.8% HV 20d 12.8% 8.1% 21.5% 9.3% 21.5% HV 60d 14.2% 13.0% 15.7% 14.8% 15.7% IV Rank 3.3% 0.0% 7.3% 3.3% 5.7% IV Percentile 32.5% 0.4% 70.2% 32.5% 59.9% Term Structure -11.2% -15.5% -6.8% -9.4% -14.6% Skew 25d 0.8% -5.0% 11.1% -2.9% 1.6% Skew 10d 8.0% 2.8% 13.9% 9.6% 5.0% Call IV 25d 42.6% 32.9% 54.9% 49.1% 54.9% Put IV 25d 43.4% 34.7% 56.5% 46.1% 56.5% Bid-Ask Spread % 145.51 137.53 178.95 175.97 142.61 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 65 0 223 0 150 Net DEX -494 -1.6K 0 0 -607 Net VEX -3 -8 0 0 -4 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 2 0 2 Total OI 0.818 0 2 0 2
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 2024-07-01 $27.16 $0.00 38.0% 10.9% 9.3% 3.3% 0.0% -2.9% -9.4% 0 0 0 0.00 175.97 N/A N/A 0 0 0 0 2024-07-02 $27.32 $0.00 41.6% 11.9% 9.4% 4.6% 0.0% -3.7% -15.2% 0 0 0 0.00 178.95 N/A N/A 0 0 0 0 2024-07-03 $27.52 $0.00 42.3% 12.1% 9.6% 4.9% 0.0% -5.0% -13.0% 0 0 0 0.00 178.22 N/A N/A 0 0 0 0 2024-07-05 $27.77 $0.00 42.4% 7.9% 8.8% 5.0% 0.0% 1.8% -6.8% 0 0 0 0.00 140.51 N/A N/A 0 0 0 0 2024-07-08 $27.75 $0.00 45.3% 8.3% 8.9% 6.0% 0.0% 1.0% -8.3% 0 0 0 0.00 141.41 N/A N/A 0 0 0 0 2024-07-09 $27.83 $0.00 48.8% 8.8% 8.1% 7.3% 0.0% 1.2% -11.5% 0 0 0 0.00 141.39 N/A N/A 0 0 0 0 2024-07-10 $27.95 $0.00 30.4% 8.7% 8.1% 0.6% 0.0% 0.9% -10.3% 0 0 0 0.00 140.22 N/A N/A 0 0 0 0 2024-07-11 $27.63 $0.00 28.9% 8.3% 9.4% 0.0% 0.0% 0.2% -9.1% 0 0 0 0.00 137.53 N/A N/A 0 0 0 0 2024-07-12 $27.80 $0.00 29.5% 8.5% 8.6% 0.3% 0.0% 0.8% -9.1% 0 0 0 0.00 139.26 N/A N/A 0 0 0 0 2024-07-15 $27.84 $0.00 32.4% 9.3% 8.6% 1.3% 0.0% 0.9% -13.5% 0 0 0 0.00 139.86 N/A N/A 0 0 0 0 2024-07-16 $27.96 $0.00 31.2% 9.0% 8.4% 0.9% 0.0% 1.1% -10.3% 0 0 0 0.00 140.09 N/A N/A 0 0 0 0 2024-07-17 $27.21 $0.00 30.7% 8.8% 12.9% 0.7% 0.0% -0.1% -8.4% 0 0 0 0.00 138.98 N/A N/A 0 0 0 0 2024-07-18 $26.96 $0.00 35.6% 10.2% 13.3% 2.5% 0.0% 1.0% -11.8% 0 0 0 0.00 138.75 N/A N/A 2 0 0 0 2024-07-19 $26.92 $0.00 37.1% 10.6% 13.3% 3.0% 0.0% 1.6% -12.1% 165 -1.6K -8 0.00 142.35 N/A N/A 0 0 2 0 2024-07-22 $27.07 $0.00 39.1% 11.2% 13.3% 3.8% 0.0% 11.1% -13.5% 212 -1.3K -7 0.00 141.88 N/A N/A 0 0 2 0 2024-07-23 $27.30 $0.00 36.0% 10.3% 13.5% 2.6% 0.0% 1.7% -7.8% 223 -1.5K -7 0.00 141.24 N/A N/A 0 0 2 0 2024-07-24 $26.29 $0.00 36.3% 10.4% 19.1% 2.7% 0.0% 0.0% -10.9% 143 -1.2K -7 0.00 138.79 N/A N/A 0 0 2 0 2024-07-25 $26.18 $0.00 36.2% 10.4% 19.0% 2.7% 0.0% 1.7% -10.7% 138 -1.1K -6 0.00 137.59 N/A N/A 0 0 2 0 2024-07-26 $26.27 $0.00 39.5% 11.3% 19.0% 3.9% 0.0% 1.8% -10.3% 138 -1.3K -6 0.00 142.96 N/A N/A 0 0 2 0 2024-07-29 $26.27 $0.00 42.1% 12.1% 19.0% 4.9% 0.0% 1.0% -14.6% 138 -1.2K -6 0.00 142.22 N/A N/A 0 0 2 0 2024-07-30 $25.84 $0.00 44.5% 12.8% 19.7% 5.7% 0.0% 0.1% -15.5% 122 -1.0K -6 0.00 140.50 N/A N/A 0 0 2 0 2024-07-31 $26.45 $0.00 44.6% 12.8% 21.5% 5.7% 0.0% 1.6% -14.6% 150 -607 -4 0.00 142.61 N/A N/A 0 2 2 0
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