TIME Options History — December 2024

In December 2024, TIME traded between $24.90 and $30.90. ATM implied volatility averaged 88.3%, placing in the 32.0% IV rank vs the trailing year. The 30-day expected move averaged 22.6%. IV traded above realized volatility by 61.3% (HV 20d: 27.0%). Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.09.

Notable Days

  • 2024-12-30: Highest Volume — 13 contracts
  • 2024-12-11: Largest IV drop — 49.2% change
  • 2024-12-10: Highest IV Rank — 49.0%
  • 2024-12-31: Largest Expected Move — 32.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.96$24.90$30.90$30.49$24.90
ATM IV88.3%61.8%121.7%90.0%113.4%
Expected Move22.6%16.4%32.5%25.8%32.5%
HV 20d27.0%12.8%54.3%19.5%54.0%
HV 60d23.0%17.1%35.9%17.2%35.8%
IV Rank32.0%18.5%49.0%32.9%44.7%
IV Percentile89.1%79.0%96.4%91.7%94.8%
Term Structure-27.2%-48.0%-15.5%-32.3%-48.0%
Skew 25d7.1%-25.9%26.3%23.2%-5.9%
Skew 10d16.8%-28.7%55.9%49.4%54.6%
Call IV 25d104.9%71.0%161.5%112.8%161.5%
Put IV 25d112.0%82.9%155.6%135.9%155.6%
Bid-Ask Spread %197.73193.50199.61196.31193.50
Gamma HHI0.960.571.001.000.74
Net GEX-10.8K-14.8K616-14.3K272
Net DEX338.5K-11.8K465.9K408.9K-11.8K
Net VEX-1.2K-1.7K0-1.7K-101
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.090.000.180.000.18
Total Volume1.23801300
Total OI237.524029129113

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$30.49$0.0090.0%25.8%19.5%32.9%0.0%23.2%-32.3%-14.3K408.9K-1.7K0.00196.31N/AN/A000291
2024-12-03$30.43$0.0092.7%26.6%19.5%34.2%0.0%21.3%-34.4%-14.4K411.9K-1.7K0.00197.11N/AN/A000291
2024-12-04$30.72$0.0093.6%26.8%19.0%34.7%0.0%26.3%-38.5%-14.0K400.9K-1.7K0.00196.55N/AN/A000291
2024-12-05$30.64$0.0098.4%16.4%14.1%37.1%0.0%11.2%-15.6%-14.8K406.2K-1.6K0.00199.33N/AN/A000291
2024-12-06$30.90$0.0099.9%16.5%13.6%37.9%0.0%13.5%-15.5%-14.1K395.7K-1.6K0.00199.45N/AN/A000291
2024-12-09$30.38$0.00115.4%17.6%14.6%45.7%0.0%10.8%-16.4%-14.5K415.5K-1.6K0.00199.56N/AN/A000291
2024-12-10$30.09$0.00121.7%17.9%14.0%49.0%0.0%11.1%-17.5%-14.1K424.0K-1.6K0.00199.61N/AN/A000291
2024-12-11$30.52$0.0061.8%17.7%14.7%18.5%0.0%11.9%-18.6%-13.9K408.6K-1.6K0.00199.56N/AN/A000291
2024-12-12$30.47$0.0063.7%18.3%14.6%19.5%0.0%12.8%-17.7%-13.8K410.3K-1.6K0.00199.45N/AN/A000291
2024-12-13$30.50$0.0064.6%18.5%13.8%19.9%0.0%14.2%-18.2%-13.9K409.7K-1.6K0.00199.50N/AN/A000291
2024-12-16$30.75$0.0066.2%19.0%13.7%20.8%0.0%15.8%-21.3%-14.0K402.4K-1.5K0.00199.50N/AN/A000291
2024-12-17$30.55$0.0067.5%19.3%12.8%21.4%0.0%14.0%-22.5%-13.9K408.7K-1.5K0.00199.45N/AN/A000291
2024-12-18$29.30$0.0072.5%20.8%19.4%23.9%0.0%6.0%-22.8%-12.8K443.2K-1.4K0.00199.50N/AN/A000291
2024-12-19$29.32$0.0073.7%21.1%19.4%24.5%0.0%6.4%-23.6%-12.8K443.0K-1.4K0.00199.56N/AN/A000291
2024-12-20$29.63$0.0073.3%21.0%19.9%24.4%0.0%9.9%-25.7%-13.6K438.8K-1.4K0.00199.24N/AN/A000291
2024-12-23$25.70$0.0090.3%25.9%53.4%33.0%0.0%-25.9%-32.4%0000.00194.64N/AN/A0000
2024-12-24$26.04$0.0091.2%26.1%53.9%33.4%0.0%-3.6%-32.2%-10.1K465.9K-1.2K0.00194.74N/AN/A000291
2024-12-26$26.13$0.0095.3%27.3%54.0%35.5%0.0%-2.4%-34.9%-9.2K445.5K-1.2K0.00195.99N/AN/A1100291
2024-12-27$25.48$0.0098.8%28.3%54.3%37.3%0.0%-13.7%-39.6%616-10.3K-1020.00195.94N/AN/A02112
2024-12-30$25.17$0.00109.5%31.4%54.1%42.7%0.0%-6.6%-43.9%212-9.1K-1150.18193.82N/AN/A112114
2024-12-31$24.90$0.00113.4%32.5%54.0%44.7%0.0%-5.9%-48.0%272-11.8K-1010.00193.50N/AN/A00112