TIME Options History — September 2024 In September 2024, TIME traded between $25.54 and $27.68. ATM implied volatility averaged 39.8%, placing in the 7.2% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 22.9% (HV 20d: 16.9%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-09-05 : Highest Volume — 1 contracts2024-09-20 : Largest IV spike — 141.3% change2024-09-20 : Highest IV Rank — 32.4%2024-09-20 : Largest Expected Move — 23.1%Monthly Statistics Metric Avg Min Max Open Close Price $26.78 $25.54 $27.68 $25.99 $27.47 Max Pain $26.00 $26.00 $26.00 $26.00 $26.00 ATM IV 39.8% 31.6% 80.6% 34.1% 43.4% Expected Move 10.7% 9.0% 23.1% 9.8% 12.4% HV 20d 16.9% 15.5% 19.1% 19.1% 15.7% HV 60d 20.6% 20.2% 20.9% 20.2% 20.8% IV Rank 7.2% 2.2% 32.4% 3.1% 10.6% IV Percentile 35.1% 7.1% 93.3% 16.3% 60.3% Term Structure -8.1% -23.0% -3.1% -13.3% -12.3% Skew 25d 2.6% -0.3% 19.4% -0.3% 0.5% Skew 10d 13.6% 2.9% 28.9% 12.6% 7.3% Call IV 25d 45.5% 35.9% 95.8% 52.6% 49.9% Put IV 25d 48.1% 38.0% 115.1% 52.4% 50.4% Bid-Ask Spread % 177.15 165.63 199.63 165.63 174.25 Gamma HHI 0.51 0.50 0.55 0.50 0.50 Net GEX -27 -96 4 -22 0 Net DEX 548 -44 2.1K 155 0 Net VEX -4 -14 0 -14 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 0.05 0 1 0 0 Total OI 2.95 0 5 5 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 2024-09-03 $25.99 $26.00 34.1% 9.8% 19.1% 3.1% 0.0% -0.3% -13.3% -22 155 -14 0.00 165.63 N/A N/A 0 0 3 2 2024-09-04 $25.92 $26.00 34.0% 9.7% 18.0% 3.1% 0.0% 1.9% -13.0% -20 227 -14 0.00 169.44 N/A N/A 0 0 3 2 2024-09-05 $25.87 $0.00 31.6% 9.0% 17.7% 2.2% 0.0% 2.1% -4.2% 1 354 -13 0.00 176.12 N/A N/A 1 0 3 2 2024-09-06 $25.54 $0.00 38.3% 9.0% 16.9% 4.6% 0.0% 1.3% -4.6% -96 2.1K -6 0.00 173.04 N/A N/A 0 0 2 2 2024-09-09 $25.92 $0.00 53.6% 9.4% 17.6% 10.1% 0.0% 2.7% -4.9% -68 1.6K -6 0.00 176.49 N/A N/A 0 0 2 2 2024-09-10 $26.09 $0.00 55.2% 9.6% 17.7% 10.7% 0.0% 2.8% -4.4% -64 1.4K -6 0.00 176.94 N/A N/A 0 0 2 2 2024-09-11 $26.29 $0.00 31.6% 9.0% 17.0% 2.2% 0.0% 3.5% -3.1% -64 1.3K -5 0.00 173.44 N/A N/A 0 0 2 2 2024-09-12 $26.56 $0.00 32.0% 9.2% 17.1% 2.4% 0.0% 3.4% -5.0% -46 938 -5 0.00 178.44 N/A N/A 0 0 2 2 2024-09-13 $26.77 $0.00 31.6% 9.1% 16.5% 3.7% 0.0% 1.8% -4.7% -37 700 -5 0.00 177.84 N/A N/A 0 0 2 2 2024-09-16 $26.74 $0.00 33.5% 9.6% 16.5% 4.8% 0.0% 1.7% -5.5% -41 763 -4 0.00 178.35 N/A N/A 0 0 2 2 2024-09-17 $26.81 $0.00 34.0% 9.7% 16.2% 5.1% 0.0% 1.2% -5.9% -38 687 -3 0.00 177.44 N/A N/A 0 0 2 2 2024-09-18 $26.88 $0.00 33.7% 9.7% 16.2% 4.9% 0.0% 1.3% -6.1% -49 694 -3 0.00 176.88 N/A N/A 0 0 2 2 2024-09-19 $27.39 $0.00 33.4% 9.6% 17.4% 4.7% 0.0% 2.1% -5.3% 4 -44 -2 0.00 176.61 N/A N/A 0 0 2 2 2024-09-20 $27.34 $0.00 80.6% 23.1% 16.9% 32.4% 0.0% 19.4% -23.0% 0 0 0 0.00 199.63 N/A N/A 0 0 2 2 2024-09-23 $27.41 $0.00 37.7% 10.8% 16.6% 7.3% 0.0% 1.9% -8.4% 0 0 0 0.00 177.78 N/A N/A 0 0 0 0 2024-09-24 $27.60 $0.00 36.0% 10.3% 16.5% 6.2% 0.0% 1.7% -8.0% 0 0 0 0.00 176.76 N/A N/A 0 0 0 0 2024-09-25 $27.57 $0.00 35.4% 10.2% 16.5% 5.9% 0.0% 0.8% -8.8% 0 0 0 0.00 177.55 N/A N/A 0 0 0 0 2024-09-26 $27.68 $0.00 49.5% 14.2% 15.5% 14.2% 0.0% 1.2% -13.1% 0 0 0 0.00 185.45 N/A N/A 0 0 0 0 2024-09-27 $27.67 $0.00 36.6% 10.5% 15.5% 6.6% 0.0% 0.9% -9.0% 0 0 0 0.00 174.86 N/A N/A 0 0 0 0 2024-09-30 $27.47 $0.00 43.4% 12.4% 15.7% 10.6% 0.0% 0.5% -12.3% 0 0 0 0.00 174.25 N/A N/A 0 0 0 0
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