TIME Options History — November 2024

In November 2024, TIME traded between $27.36 and $30.69. ATM implied volatility averaged 103.3%, placing in the 42.8% IV rank vs the trailing year. The 30-day expected move averaged 20.1%. IV traded above realized volatility by 80.8% (HV 20d: 22.5%). Max pain ranged from $25.00 to $32.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-11-05: Highest Volume — 1 contracts
  • 2024-11-13: Largest IV drop — 71.4% change
  • 2024-11-12: Highest IV Rank — 100.0%
  • 2024-11-01: Largest Expected Move — 32.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.68$27.36$30.69$27.42$30.63
Max Pain$25.37$25.00$32.00$32.00$25.00
ATM IV103.3%63.5%222.2%113.5%81.6%
Expected Move20.1%17.1%32.5%32.5%23.4%
HV 20d22.5%18.7%24.0%18.9%19.2%
HV 60d17.9%16.1%18.6%16.1%17.5%
IV Rank42.8%19.4%100.0%51.8%28.6%
IV Percentile92.6%86.1%100.0%98.4%89.7%
Term Structure-23.1%-47.4%-16.1%-47.4%-29.4%
VWIV55.0%55.0%55.0%55.0%55.0%
Skew 25d14.7%-6.5%21.7%16.4%21.7%
Skew 10d35.0%-6.5%58.1%58.1%47.7%
Call IV 25d86.9%69.8%149.1%149.1%102.8%
Put IV 25d101.5%79.2%165.5%165.5%124.5%
Bid-Ask Spread %197.07195.18198.45196.09196.50
Gamma HHI0.940.881.000.891.00
Net GEX-14.2K-15.9K-11.1K-11.1K-13.9K
Net DEX448.1K399.6K546.4K540.0K402.5K
Net VEX-1.8K-1.9K-1.6K-1.7K-1.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.050100
Total OI300.75291308308291

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$27.42$32.00113.5%32.5%18.9%51.8%0.0%16.4%-47.4%-11.1K540.0K-1.7K0.00196.09N/AN/A001307
2024-11-04$27.36$25.00128.4%18.2%18.8%60.5%0.0%-6.5%-21.9%-11.4K546.4K-1.6K0.00198.08N/AN/A001307
2024-11-05$27.84$25.00131.1%17.7%18.7%62.1%55.0%10.1%-22.7%-12.1K497.5K-1.8K0.00198.45N/AN/A101307
2024-11-06$28.96$25.00133.7%17.5%23.3%63.6%0.0%10.9%-23.6%-15.9K495.7K-1.8K0.00198.18N/AN/A001307
2024-11-07$29.38$25.00139.9%17.3%23.7%67.3%0.0%15.1%-21.5%-15.3K472.1K-1.9K0.00198.10N/AN/A001307
2024-11-08$29.78$25.00146.2%17.1%23.7%70.9%0.0%17.7%-22.9%-14.4K451.4K-1.9K0.00197.62N/AN/A001307
2024-11-11$30.25$25.00191.7%17.6%23.5%97.7%0.0%15.0%-23.3%-15.4K439.5K-1.9K0.00197.20N/AN/A001307
2024-11-12$30.04$25.00222.2%17.9%22.5%100.0%0.0%14.3%-24.5%-15.2K447.1K-1.9K0.00197.38N/AN/A001307
2024-11-13$29.94$25.0063.5%18.2%22.6%19.4%0.0%14.1%-25.5%-15.1K450.6K-1.8K0.00197.07N/AN/A001307
2024-11-14$29.59$25.0064.7%18.6%23.1%20.0%0.0%14.0%-17.1%-14.8K462.9K-1.8K0.00198.13N/AN/A001307
2024-11-15$29.42$25.0066.9%19.2%23.3%21.1%0.0%13.7%-16.5%-13.0K480.6K-1.8K0.00198.41N/AN/A001307
2024-11-18$29.94$25.0068.3%19.6%23.8%21.8%0.0%15.0%-18.8%-13.4K419.2K-1.8K0.00197.55N/AN/A001291
2024-11-19$30.26$25.0069.0%19.8%24.0%22.1%0.0%16.7%-18.7%-15.8K418.7K-1.8K0.00197.34N/AN/A001291
2024-11-20$30.31$25.0070.0%20.1%23.1%22.7%0.0%18.3%-16.1%-15.7K416.7K-1.8K0.00195.51N/AN/A001291
2024-11-21$30.24$25.0071.3%20.4%23.2%23.4%0.0%16.9%-17.5%-13.8K411.9K-1.8K0.00195.18N/AN/A001291
2024-11-22$30.65$25.0070.9%20.3%23.4%23.1%0.0%21.3%-21.8%-14.9K401.0K-1.8K0.00196.60N/AN/A001291
2024-11-25$30.69$25.0075.0%21.5%23.4%25.2%0.0%16.6%-24.5%-14.7K399.6K-1.7K0.00195.57N/AN/A001291
2024-11-26$30.49$25.0078.0%22.4%23.7%26.7%0.0%14.8%-24.0%-13.8K403.6K-1.7K0.00196.17N/AN/A001291
2024-11-27$30.48$25.0079.7%22.8%23.1%27.6%0.0%17.0%-25.1%-13.8K404.1K-1.7K0.00196.31N/AN/A001291
2024-11-29$30.63$0.0081.6%23.4%19.2%28.6%0.0%21.7%-29.4%-13.9K402.5K-1.7K0.00196.50N/AN/A000291