TIME Options History — May 2023

In May 2023, TIME traded between $19.16 and $21.26. ATM implied volatility averaged 121.8%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 30.8%. IV traded above realized volatility by 106.4% (HV 20d: 15.4%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.

Notable Days

  • 2023-05-23: Largest IV spike — 257.7% change
  • 2023-05-09: Highest IV Rank — 43.8%
  • 2023-05-31: Largest Expected Move — 50.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.08$19.16$21.26$19.38$21.19
ATM IV121.8%43.2%194.0%149.6%176.0%
Expected Move30.8%12.4%50.5%42.9%50.5%
HV 20d15.4%14.2%16.3%15.4%15.0%
HV 60d16.7%16.3%17.3%16.6%17.0%
IV Rank24.2%0.3%43.8%33.5%34.5%
IV Percentile65.9%0.8%94.8%88.5%93.7%
Term Structure-41.8%-132.1%-12.3%-54.2%-132.1%
Skew 25d-9.9%-203.1%246.3%9.6%-1.3%
Skew 10d58.2%-112.3%246.9%78.6%9.5%
Call IV 25d160.4%55.4%271.7%205.5%78.1%
Put IV 25d150.5%57.2%312.5%215.1%76.9%
Bid-Ask Spread %154.08140.67158.26158.08141.69
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-05-01$19.38$0.00149.6%42.9%15.4%33.5%0.0%9.6%-54.2%0000.00158.08N/AN/A0000
2023-05-02$19.27$0.00154.5%44.3%15.5%34.6%0.0%9.9%-58.3%0000.00158.08N/AN/A0000
2023-05-03$19.24$0.00159.4%45.7%15.4%35.7%0.0%10.3%-62.1%0000.00158.26N/AN/A0000
2023-05-04$19.16$0.00165.0%28.0%14.6%37.0%0.0%6.6%-35.3%0000.00158.00N/AN/A0000
2023-05-05$19.48$0.00169.2%28.0%15.7%38.0%0.0%6.6%-34.6%0000.00158.04N/AN/A0000
2023-05-08$19.73$0.00184.7%28.2%16.2%41.7%0.0%6.7%-39.0%0000.00157.92N/AN/A0000
2023-05-09$19.67$0.00194.0%28.6%16.2%43.8%0.0%6.7%-40.3%0000.00157.81N/AN/A0000
2023-05-10$19.84$0.00100.6%28.8%16.0%21.5%0.0%6.7%-40.5%0000.00157.80N/AN/A0000
2023-05-11$19.79$0.00102.1%29.3%14.8%21.8%0.0%6.8%-41.8%0000.00157.81N/AN/A0000
2023-05-12$19.66$0.00103.9%29.8%15.0%22.2%0.0%7.0%-43.7%0000.00157.81N/AN/A0000
2023-05-15$19.82$0.00108.2%31.0%15.3%23.2%0.0%6.9%-46.7%0000.00157.99N/AN/A0000
2023-05-16$19.86$0.00109.9%31.5%15.2%23.6%0.0%6.9%-47.9%0000.00157.81N/AN/A0000
2023-05-17$20.13$0.00110.9%31.8%15.9%23.9%0.0%6.7%-47.8%0000.00157.72N/AN/A0000
2023-05-18$20.54$0.00108.7%31.2%16.1%23.4%0.0%6.6%-37.5%0000.00157.91N/AN/A0000
2023-05-19$20.45$0.00113.7%32.6%16.3%18.4%0.0%6.8%-36.4%0000.00157.78N/AN/A0000
2023-05-22$20.56$0.0043.2%12.4%16.2%0.3%0.0%1.8%-12.3%0000.00142.95N/AN/A0000
2023-05-23$20.38$0.00154.4%44.3%14.8%28.9%0.0%-193.8%-13.3%0000.00151.74N/AN/A0000
2023-05-24$20.36$0.0049.4%14.2%14.8%1.9%0.0%-185.6%-15.8%0000.00142.73N/AN/A0000
2023-05-25$20.73$0.0045.9%13.2%14.2%1.0%0.0%246.3%-13.2%0000.00143.87N/AN/A0000
2023-05-26$21.16$0.00125.9%36.1%15.3%21.6%0.0%7.0%-48.3%0000.00157.31N/AN/A0000
2023-05-30$21.26$0.0051.5%14.8%15.2%2.4%0.0%-203.1%-18.2%0000.00140.67N/AN/A0000
2023-05-31$21.19$0.00176.0%50.5%15.0%34.5%0.0%-1.3%-132.1%0000.00141.69N/AN/A0000