TIME Options History — August 2024 In August 2024, TIME traded between $24.27 and $26.84. ATM implied volatility averaged 50.7%, placing in the 8.6% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 23.9% (HV 20d: 26.8%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-08-02 : Highest Volume — 1 contracts2024-08-14 : Largest IV drop — 65.3% change2024-08-06 : Highest IV Rank — 28.1%2024-08-06 : Largest Expected Move — 15.9%Monthly Statistics Metric Avg Min Max Open Close Price $25.97 $24.27 $26.84 $25.84 $26.71 Max Pain $26.00 $26.00 $26.00 $26.00 $26.00 ATM IV 50.7% 25.4% 106.2% 46.2% 37.4% Expected Move 10.6% 7.3% 15.9% 13.2% 10.7% HV 20d 26.8% 19.4% 29.8% 22.6% 19.4% HV 60d 19.2% 16.2% 19.7% 16.2% 19.4% IV Rank 8.6% 0.0% 28.1% 6.3% 4.3% IV Percentile 45.2% 0.0% 96.8% 65.9% 36.5% Term Structure -8.1% -20.9% 19.9% -18.4% -9.2% Skew 25d 16.5% -0.1% 35.5% 0.9% 23.5% Skew 10d 8.2% 3.2% 40.2% 3.2% 7.4% Call IV 25d 28.9% 15.2% 62.3% 56.4% 21.8% Put IV 25d 45.4% 37.7% 64.9% 57.3% 45.4% Bid-Ask Spread % 167.34 136.59 189.27 136.59 169.26 Gamma HHI 0.52 0.50 0.64 0.53 0.50 Net GEX -30 -151 46 -78 27 Net DEX 796 -1.3K 2.9K 1.6K -1.0K Net VEX -12 -17 -9 -12 -15 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 0.136 0 1 0 0 Total OI 4.273 4 5 4 5
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 2024-08-01 $25.84 $0.00 46.2% 13.2% 22.6% 6.3% 0.0% 0.9% -18.4% -78 1.6K -12 0.00 136.59 N/A N/A 0 0 2 2 2024-08-02 $24.97 $0.00 52.8% 15.1% 24.6% 8.7% 0.0% 1.4% -20.9% -151 2.9K -9 0.00 141.66 N/A N/A 0 1 2 2 2024-08-05 $24.27 $26.00 81.4% 13.9% 25.9% 19.1% 0.0% -0.1% -10.6% -40 2.2K -11 0.00 169.20 N/A N/A 0 0 2 2 2024-08-06 $24.80 $26.00 106.2% 15.9% 27.6% 28.1% 0.0% 35.5% -14.2% -21 1.5K -12 0.00 189.27 N/A N/A 0 0 2 2 2024-08-07 $24.63 $26.00 61.7% 9.5% 27.3% 12.0% 0.0% 1.7% -7.7% -65 2.4K -10 0.00 164.65 N/A N/A 0 1 2 2 2024-08-08 $25.18 $26.00 90.1% 12.8% 29.0% 22.3% 0.0% 25.8% -9.6% -27 1.5K -12 0.00 180.26 N/A N/A 0 0 2 2 2024-08-09 $25.32 $26.00 66.6% 9.8% 29.0% 13.7% 0.0% 3.2% -6.5% -57 1.8K -11 0.00 169.12 N/A N/A 0 0 2 2 2024-08-12 $25.33 $26.00 85.6% 10.5% 29.0% 20.7% 0.0% 2.9% -8.4% -70 2.0K -10 0.00 167.48 N/A N/A 0 0 2 2 2024-08-13 $25.75 $26.00 94.0% 9.6% 29.8% 23.7% 0.0% 11.8% -7.8% -53 1.5K -11 0.00 169.35 N/A N/A 0 0 2 2 2024-08-14 $25.95 $26.00 32.6% 9.4% 28.8% 1.4% 0.0% 14.2% -6.9% -49 1.3K -11 0.00 169.45 N/A N/A 0 0 2 2 2024-08-15 $26.35 $26.00 25.4% 7.3% 29.3% 0.0% 0.0% 17.9% 19.9% -47 1.0K -11 0.00 170.23 N/A N/A 0 0 2 2 2024-08-16 $26.38 $26.00 34.7% 9.9% 29.3% 3.3% 0.0% 23.8% -6.1% -38 923 -11 0.00 170.24 N/A N/A 0 0 2 2 2024-08-19 $26.64 $26.00 31.9% 9.2% 29.5% 2.4% 0.0% 22.6% -6.3% -35 706 -11 0.00 169.05 N/A N/A 0 0 2 2 2024-08-20 $26.68 $26.00 31.6% 9.1% 29.3% 2.2% 0.0% 25.3% -6.5% -30 636 -11 0.00 168.36 N/A N/A 0 0 2 2 2024-08-21 $26.81 $26.00 32.9% 9.4% 25.9% 2.7% 0.0% 22.5% -6.1% -26 505 -11 0.00 168.72 N/A N/A 0 0 2 2 2024-08-22 $26.54 $26.00 33.2% 9.5% 26.2% 2.8% 0.0% 21.2% -7.7% -43 857 -10 0.00 166.44 N/A N/A 1 0 2 2 2024-08-23 $26.84 $26.00 33.6% 9.6% 26.4% 3.0% 0.0% 22.2% -6.7% 39 -1.3K -17 0.00 168.70 N/A N/A 0 0 3 2 2024-08-26 $26.69 $26.00 35.2% 10.1% 26.5% 3.5% 0.0% 23.3% -7.5% 46 -1.1K -16 0.00 167.18 N/A N/A 0 0 3 2 2024-08-27 $26.74 $26.00 36.4% 10.4% 25.7% 3.9% 0.0% 25.4% -9.0% 32 -1.1K -16 0.00 169.11 N/A N/A 0 0 3 2 2024-08-28 $26.38 $26.00 30.8% 8.8% 24.9% 1.9% 0.0% 16.4% -10.0% 8 -536 -16 0.00 168.04 N/A N/A 0 0 3 2 2024-08-29 $26.50 $26.00 34.2% 9.8% 23.4% 3.2% 0.0% 21.3% -11.5% 15 -724 -16 0.00 169.12 N/A N/A 0 0 3 2 2024-08-30 $26.71 $26.00 37.4% 10.7% 19.4% 4.3% 0.0% 23.5% -9.2% 27 -1.0K -15 0.00 169.26 N/A N/A 0 0 3 2
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