TIME Options History — June 2023 In June 2023, TIME traded between $21.41 and $22.77. ATM implied volatility averaged 61.2%, placing in the 6.0% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 45.8% (HV 20d: 15.4%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days.
Notable Days 2023-06-07 : Largest IV spike — 211.0% change2023-06-07 : Highest IV Rank — 38.3%2023-06-14 : Largest Expected Move — 25.8%Monthly Statistics Metric Avg Min Max Open Close Price $22.20 $21.41 $22.77 $21.42 $22.72 ATM IV 61.2% 33.6% 190.7% 53.0% 42.3% Expected Move 12.6% 9.4% 25.8% 15.2% 12.1% HV 20d 15.4% 14.0% 16.4% 15.0% 14.9% HV 60d 15.9% 15.2% 17.1% 17.0% 15.3% IV Rank 6.0% 0.0% 38.3% 2.8% 2.2% IV Percentile 18.6% 0.0% 94.0% 7.1% 4.0% Term Structure -4.7% -21.4% 104.0% -18.6% -11.5% Skew 25d 9.9% 0.7% 167.1% 2.1% 0.9% Skew 10d 19.9% 3.9% 198.9% 6.9% 5.7% Call IV 25d 55.5% 39.6% 123.1% 67.6% 54.3% Put IV 25d 65.4% 41.4% 213.1% 69.7% 55.2% Bid-Ask Spread % 142.61 138.73 157.96 139.49 142.21 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-06-01 $21.42 $0.00 53.0% 15.2% 15.0% 2.8% 0.0% 2.1% -18.6% 0 0 0 0.00 139.49 N/A N/A 0 0 0 0 2023-06-02 $21.66 $0.00 52.7% 15.1% 14.7% 2.7% 0.0% 0.8% -20.6% 0 0 0 0.00 141.21 N/A N/A 0 0 0 0 2023-06-05 $21.80 $0.00 59.3% 9.5% 14.1% 4.4% 0.0% 1.7% -4.9% 0 0 0 0.00 141.31 N/A N/A 0 0 0 0 2023-06-06 $21.83 $0.00 61.3% 9.5% 14.0% 5.0% 0.0% 1.5% -4.4% 0 0 0 0.00 141.29 N/A N/A 0 0 0 0 2023-06-07 $21.41 $0.00 190.7% 24.8% 16.2% 38.3% 0.0% 4.9% -18.3% 0 0 0 0.00 157.96 N/A N/A 0 0 0 0 2023-06-08 $21.68 $0.00 68.7% 9.7% 16.4% 6.8% 0.0% 2.2% 104.0% 0 0 0 0.00 141.76 N/A N/A 0 0 0 0 2023-06-09 $21.78 $0.00 71.2% 9.4% 16.2% 7.5% 0.0% 167.1% -4.6% 0 0 0 0.00 141.33 N/A N/A 0 0 0 0 2023-06-12 $22.07 $0.00 93.7% 9.9% 15.9% 13.3% 0.0% 2.5% -5.1% 0 0 0 0.00 141.19 N/A N/A 0 0 0 0 2023-06-13 $22.24 $0.00 109.1% 10.3% 15.9% 17.2% 0.0% 2.1% -6.4% 0 0 0 0.00 141.00 N/A N/A 0 0 0 0 2023-06-14 $22.41 $0.00 89.8% 25.8% 15.9% 12.3% 0.0% 4.9% -21.4% 0 0 0 0.00 157.51 N/A N/A 0 0 0 0 2023-06-15 $22.77 $0.00 33.6% 9.6% 16.0% 0.0% 0.0% 2.7% -5.8% 0 0 0 0.00 138.73 N/A N/A 0 0 0 0 2023-06-16 $22.71 $0.00 35.4% 10.2% 15.4% 0.5% 0.0% 1.4% -6.2% 0 0 0 0.00 142.04 N/A N/A 0 0 0 0 2023-06-20 $22.61 $0.00 38.2% 10.9% 15.4% 1.2% 0.0% 1.4% -8.9% 0 0 0 0.00 141.18 N/A N/A 0 0 0 0 2023-06-21 $22.41 $0.00 39.3% 11.3% 16.2% 1.4% 0.0% 1.8% -7.8% 0 0 0 0.00 140.56 N/A N/A 0 0 0 0 2023-06-22 $22.55 $0.00 37.5% 10.8% 15.4% 1.0% 0.0% 2.5% -7.6% 0 0 0 0.00 140.46 N/A N/A 0 0 0 0 2023-06-23 $22.43 $0.00 40.6% 11.6% 15.7% 1.8% 0.0% 1.4% -8.2% 0 0 0 0.00 141.97 N/A N/A 0 0 0 0 2023-06-26 $22.25 $0.00 41.6% 11.9% 15.6% 2.0% 0.0% 1.4% -8.5% 0 0 0 0.00 140.42 N/A N/A 0 0 0 0 2023-06-27 $22.52 $0.00 41.3% 11.8% 14.6% 1.9% 0.0% 1.7% -10.8% 0 0 0 0.00 140.90 N/A N/A 0 0 0 0 2023-06-28 $22.54 $0.00 40.5% 11.6% 14.6% 1.7% 0.0% 1.7% -10.6% 0 0 0 0.00 140.89 N/A N/A 0 0 0 0 2023-06-29 $22.43 $0.00 45.2% 13.0% 14.7% 2.9% 0.0% 0.7% -12.3% 0 0 0 0.00 141.49 N/A N/A 0 0 0 0 2023-06-30 $22.72 $0.00 42.3% 12.1% 14.9% 2.2% 0.0% 0.9% -11.5% 0 0 0 0.00 142.21 N/A N/A 0 0 0 0
« May 2023 | All History | Jul 2023 » Home TIME History June 2023