TIME Options History — October 2024

In October 2024, TIME traded between $27.07 and $28.86. ATM implied volatility averaged 53.6%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 39.0% (HV 20d: 14.5%). Max pain ranged from $32.00 to $32.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-10-24: Highest Volume — 1,200 contracts
  • 2024-10-24: Largest IV spike — 140.4% change
  • 2024-10-31: Highest IV Rank — 49.6%
  • 2024-10-31: Largest Expected Move — 31.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.02$27.07$28.86$27.16$27.38
Max Pain$32.00$32.00$32.00$32.00$32.00
ATM IV53.6%30.7%109.8%41.3%109.8%
Expected Move14.5%8.6%31.5%11.8%31.5%
HV 20d14.5%11.7%19.6%12.6%19.6%
HV 60d19.7%15.4%21.3%20.9%16.7%
IV Rank16.6%3.1%49.6%9.3%49.6%
IV Percentile53.5%5.2%98.4%54.4%98.4%
Term Structure-17.8%-44.0%-7.9%-11.3%-44.0%
VWIV54.8%54.8%54.8%54.8%54.8%
Skew 25d6.4%1.7%20.2%1.7%14.8%
Skew 10d22.3%5.0%67.5%5.0%55.4%
Call IV 25d61.4%34.2%144.5%51.3%144.5%
Put IV 25d67.8%36.8%159.3%53.0%159.3%
Bid-Ask Spread %171.41158.75195.32172.54195.32
Gamma HHI0.950.761.001.000.76
Net GEX-2.6K-12.4K00-12.3K
Net DEX107.3K0596.0K0596.0K
Net VEX-390-1.8K00-1.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume57.43501,20001
Total OI65.17403370337

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$27.16$0.0041.3%11.8%12.6%9.3%0.0%1.7%-11.3%0000.00172.54N/AN/A0000
2024-10-02$27.23$0.0041.9%12.0%12.4%9.7%0.0%1.8%-11.5%0000.00173.31N/AN/A0000
2024-10-03$27.07$0.0042.9%8.8%12.7%10.3%0.0%2.2%-8.2%0000.00164.32N/AN/A0000
2024-10-04$27.46$0.0044.4%8.8%12.0%11.2%0.0%3.0%-7.9%0000.00164.59N/AN/A0000
2024-10-07$27.30$0.0053.1%9.3%11.7%16.3%0.0%2.3%-10.1%0000.00165.46N/AN/A0000
2024-10-08$27.80$0.0048.8%8.6%12.9%13.8%0.0%2.5%-9.2%0000.00162.50N/AN/A0000
2024-10-09$27.93$0.0031.0%8.9%12.8%3.3%0.0%2.0%-9.4%0000.00163.22N/AN/A0000
2024-10-10$27.95$0.0030.7%8.8%12.6%3.1%0.0%2.9%-10.1%0000.00162.19N/AN/A0000
2024-10-11$28.34$0.0031.5%9.0%13.1%3.6%0.0%3.3%-10.3%0000.00163.52N/AN/A0000
2024-10-14$28.86$0.0031.4%9.0%14.0%3.6%0.0%4.9%-10.5%0000.00161.57N/AN/A0000
2024-10-15$28.34$0.0032.7%9.4%16.1%4.3%0.0%1.7%-11.3%0000.00158.75N/AN/A0000
2024-10-16$28.48$0.0036.2%10.4%16.1%6.4%0.0%3.1%-14.3%0000.00160.33N/AN/A0000
2024-10-17$28.39$0.0035.8%10.2%15.1%6.1%0.0%2.4%-9.3%0000.00162.61N/AN/A0000
2024-10-18$28.46$0.0036.3%10.4%15.0%6.4%0.0%2.6%-9.2%0000.00163.07N/AN/A0000
2024-10-21$28.35$0.0035.6%10.2%15.1%6.0%0.0%2.0%-8.7%0000.00161.49N/AN/A0000
2024-10-22$28.44$0.0037.9%10.9%15.0%7.4%0.0%2.8%-12.4%0000.00162.79N/AN/A0000
2024-10-23$28.02$0.0036.5%10.5%16.1%6.6%0.0%1.8%-10.2%0000.00159.80N/AN/A0000
2024-10-24$28.16$0.0087.9%25.2%16.1%36.7%0.0%15.9%-33.0%0000.00195.30N/AN/A01,20000
2024-10-25$28.22$0.0089.8%25.7%16.1%37.8%0.0%16.7%-34.3%-12.4K464.7K-1.8K0.00195.19N/AN/A0300289
2024-10-28$28.36$0.0096.7%27.7%15.9%41.9%0.0%18.6%-39.1%-12.2K459.6K-1.8K0.00194.45N/AN/A000291
2024-10-29$28.55$0.0097.4%27.9%15.2%42.3%0.0%20.2%-44.0%-12.3K455.5K-1.8K0.00191.75N/AN/A000291
2024-10-30$28.23$0.00102.8%29.5%16.0%45.5%54.8%17.5%-41.6%-11.6K491.1K-1.8K0.00188.36N/AN/A0900291
2024-10-31$27.38$32.00109.8%31.5%19.6%49.6%0.0%14.8%-44.0%-12.3K596.0K-1.7K0.00195.32N/AN/A100337