TIME Options History — February 2023

In February 2023, TIME traded between $18.13 and $18.88. ATM implied volatility averaged 143.3%, placing in the 69.4% IV rank vs the trailing year. The 30-day expected move averaged 36.1%. IV traded above realized volatility by 125.2% (HV 20d: 18.2%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.

Notable Days

  • 2023-02-08: Largest IV drop — 47.8% change
  • 2023-02-07: Highest IV Rank — 100.0%
  • 2023-02-01: Largest Expected Move — 48.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.52$18.13$18.88$18.37$18.35
ATM IV143.3%106.5%204.1%167.9%163.2%
Expected Move36.1%28.2%48.1%48.1%46.8%
HV 20d18.2%16.7%19.6%16.7%18.1%
HV 60d23.1%20.4%25.8%25.7%20.4%
IV Rank69.4%50.4%100.0%83.1%79.2%
IV Percentile95.4%90.9%100.0%99.2%96.8%
Term Structure-49.2%-67.7%-36.8%-64.3%-67.7%
Skew 25d6.9%5.8%10.1%8.8%8.4%
Skew 10d58.9%46.5%93.7%93.7%73.5%
Call IV 25d173.3%136.2%230.0%230.0%223.5%
Put IV 25d180.2%142.0%238.8%238.8%231.9%
Bid-Ask Spread %156.27155.84157.99157.99156.26
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-02-01$18.37$0.00167.9%48.1%16.7%83.1%0.0%8.8%-64.3%0000.00157.99N/AN/A0000
2023-02-02$18.84$0.00166.5%28.2%18.0%82.4%0.0%5.8%-36.8%0000.00155.92N/AN/A0000
2023-02-03$18.62$0.00173.2%28.7%18.4%85.9%0.0%5.9%-38.7%0000.00155.87N/AN/A0000
2023-02-06$18.60$0.00195.5%29.8%17.5%97.4%0.0%6.0%-41.8%0000.00156.15N/AN/A0000
2023-02-07$18.79$0.00204.1%30.1%17.3%100.0%0.0%5.9%-41.9%0000.00156.04N/AN/A0000
2023-02-08$18.70$0.00106.5%30.5%17.5%50.4%0.0%6.1%-43.5%0000.00155.84N/AN/A0000
2023-02-09$18.55$0.00108.4%31.1%17.9%51.4%0.0%6.3%-45.5%0000.00155.93N/AN/A0000
2023-02-10$18.46$0.00113.3%32.5%18.1%53.9%0.0%6.3%-43.9%0000.00156.23N/AN/A0000
2023-02-13$18.55$0.00115.0%33.0%18.0%54.7%0.0%6.3%-51.0%0000.00156.40N/AN/A0000
2023-02-14$18.73$0.00116.3%33.3%17.8%55.4%0.0%6.1%-51.4%0000.00156.23N/AN/A0000
2023-02-15$18.88$0.00117.8%33.8%17.6%56.1%0.0%6.0%-52.0%0000.00156.15N/AN/A0000
2023-02-16$18.67$0.00120.4%34.5%18.3%57.5%0.0%6.3%-41.0%0000.00156.12N/AN/A0000
2023-02-17$18.49$0.00126.6%36.3%18.5%60.6%0.0%6.5%-40.4%0000.00156.34N/AN/A0000
2023-02-21$18.23$0.00137.8%39.5%19.2%66.3%0.0%7.0%-49.1%0000.00156.46N/AN/A0000
2023-02-22$18.25$0.00140.7%40.3%19.0%67.8%0.0%7.2%-51.1%0000.00156.46N/AN/A0000
2023-02-23$18.38$0.00143.3%41.1%19.0%69.1%0.0%10.1%-52.5%0000.00156.31N/AN/A0000
2023-02-24$18.13$0.00147.8%42.4%19.6%71.4%0.0%7.3%-56.9%0000.00156.18N/AN/A0000
2023-02-27$18.27$0.00159.0%45.6%19.0%77.1%0.0%8.2%-64.9%0000.00156.36N/AN/A0000
2023-02-28$18.35$0.00163.2%46.8%18.1%79.2%0.0%8.4%-67.7%0000.00156.26N/AN/A0000