TIME Options History — January 2023

In January 2023, TIME traded between $16.08 and $18.02. ATM implied volatility averaged 96.4%, placing in the 46.1% IV rank vs the trailing year. The 30-day expected move averaged 25.8%. IV traded above realized volatility by 75.4% (HV 20d: 21.0%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

  • 2023-01-24: Largest IV spike — 114.9% change
  • 2023-01-31: Highest IV Rank — 81.5%
  • 2023-01-31: Largest Expected Move — 47.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.18$16.08$18.02$16.13$18.00
ATM IV96.4%51.8%164.8%86.3%164.8%
Expected Move25.8%14.9%47.3%24.7%47.3%
HV 20d21.0%15.9%24.9%24.1%15.9%
HV 60d27.1%25.5%30.6%30.6%25.5%
IV Rank46.1%23.0%81.5%40.8%81.5%
IV Percentile74.1%32.9%99.2%87.3%99.2%
Term Structure-29.6%-63.7%-12.9%-25.8%-63.7%
Skew 25d4.8%2.0%8.9%2.8%8.4%
Skew 10d32.2%7.0%92.1%13.2%92.1%
Call IV 25d115.1%56.3%227.6%105.1%227.6%
Put IV 25d119.8%60.9%236.0%107.9%236.0%
Bid-Ask Spread %149.75138.75158.30145.95157.89
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-01-03$16.13$0.0086.3%24.7%24.1%40.8%0.0%2.8%-25.8%0000.00145.95N/AN/A0000
2023-01-04$16.21$0.0089.6%25.7%23.2%42.6%0.0%2.8%-28.6%0000.00148.37N/AN/A0000
2023-01-05$16.08$0.0077.3%15.4%22.3%36.2%0.0%3.9%-14.8%0000.00142.30N/AN/A0000
2023-01-06$16.48$0.0074.7%15.0%24.1%34.8%0.0%4.6%-12.9%0000.00138.75N/AN/A0000
2023-01-09$16.71$0.00101.9%17.6%24.3%48.9%0.0%4.5%-21.8%0000.00148.21N/AN/A0000
2023-01-10$16.92$0.00102.0%17.4%24.7%49.0%0.0%3.5%-18.4%0000.00148.03N/AN/A0000
2023-01-11$17.13$0.0052.1%14.9%24.9%23.1%0.0%4.1%-15.8%0000.00141.57N/AN/A0000
2023-01-12$17.26$0.0060.9%17.4%24.4%27.7%0.0%3.7%-19.8%0000.00147.60N/AN/A0000
2023-01-13$17.40$0.0051.8%14.9%24.4%23.0%0.0%5.2%-15.1%0000.00142.43N/AN/A0000
2023-01-17$17.30$0.0064.2%18.4%21.2%29.4%0.0%2.4%-23.5%0000.00148.73N/AN/A0000
2023-01-18$17.22$0.0065.5%18.8%21.3%30.1%0.0%2.1%-23.7%0000.00149.72N/AN/A0000
2023-01-19$17.17$0.0066.7%19.1%19.6%30.7%0.0%2.0%-15.7%0000.00148.78N/AN/A0000
2023-01-20$17.41$0.0065.9%18.9%19.9%30.3%0.0%2.9%-14.4%0000.00148.41N/AN/A0000
2023-01-23$17.62$0.0065.4%18.7%19.8%30.0%0.0%2.1%-17.1%0000.00148.02N/AN/A0000
2023-01-24$17.52$0.00140.5%40.3%18.1%68.9%0.0%7.9%-47.5%0000.00157.96N/AN/A0000
2023-01-25$17.56$0.00143.4%41.1%18.1%70.4%0.0%7.9%-49.4%0000.00158.30N/AN/A0000
2023-01-26$17.73$0.00145.9%41.8%17.4%71.7%0.0%7.9%-50.7%0000.00158.08N/AN/A0000
2023-01-27$18.02$0.00148.2%42.5%16.1%72.9%0.0%7.4%-51.3%0000.00157.89N/AN/A0000
2023-01-30$17.75$0.00161.2%46.2%16.2%79.6%0.0%8.9%-62.1%0000.00158.07N/AN/A0000
2023-01-31$18.00$0.00164.8%47.3%15.9%81.5%0.0%8.4%-63.7%0000.00157.89N/AN/A0000