TIME Options History — July 2023 In July 2023, TIME traded between $22.50 and $23.82. ATM implied volatility averaged 45.6%, placing in the 3.0% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 31.6% (HV 20d: 14.0%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-07-19 : Largest IV spike — 163.6% change2023-07-19 : Highest IV Rank — 14.9%2023-07-19 : Largest Expected Move — 26.5%Monthly Statistics Metric Avg Min Max Open Close Price $23.17 $22.50 $23.82 $22.70 $23.54 ATM IV 45.6% 34.3% 92.6% 46.1% 45.0% Expected Move 11.9% 9.5% 26.5% 13.2% 12.9% HV 20d 14.0% 12.9% 15.5% 14.6% 14.7% HV 60d 14.9% 14.4% 15.5% 14.9% 14.8% IV Rank 3.0% 0.2% 14.9% 3.2% 2.9% IV Percentile 9.0% 0.4% 57.1% 6.7% 9.9% Term Structure -13.0% -48.1% -8.3% -14.0% -13.8% Skew 25d 2.4% -0.1% 20.6% 0.8% -0.1% Skew 10d 9.7% 3.6% 67.0% 6.1% 8.5% Call IV 25d 50.6% 40.1% 112.6% 58.7% 56.9% Put IV 25d 52.9% 42.0% 133.3% 59.5% 56.8% Bid-Ask Spread % 139.85 136.69 151.15 142.72 139.25 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 (20 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 2023-07-03 $22.70 $0.00 46.1% 13.2% 14.6% 3.2% 0.0% 0.8% -14.0% 0 0 0 0.00 142.72 N/A N/A 0 0 0 0 2023-07-05 $22.79 $0.00 47.7% 13.7% 14.5% 3.6% 0.0% 1.3% -14.4% 0 0 0 0.00 142.19 N/A N/A 0 0 0 0 2023-07-06 $22.50 $0.00 51.8% 10.1% 15.5% 4.6% 0.0% 1.8% -8.6% 0 0 0 0.00 140.57 N/A N/A 0 0 0 0 2023-07-07 $22.59 $0.00 50.4% 9.5% 13.4% 4.2% 0.0% 2.1% -10.1% 0 0 0 0.00 139.06 N/A N/A 0 0 0 0 2023-07-10 $22.56 $0.00 58.5% 10.0% 12.9% 6.3% 0.0% 2.1% -10.9% 0 0 0 0.00 140.02 N/A N/A 0 0 0 0 2023-07-11 $22.77 $0.00 58.7% 9.9% 13.2% 6.3% 0.0% 2.5% -10.8% 0 0 0 0.00 139.21 N/A N/A 0 0 0 0 2023-07-12 $23.01 $0.00 34.3% 9.8% 12.9% 0.2% 0.0% 1.5% -10.2% 0 0 0 0.00 138.74 N/A N/A 0 0 0 0 2023-07-13 $23.41 $0.00 34.7% 9.9% 13.8% 0.3% 0.0% 2.5% -11.3% 0 0 0 0.00 138.27 N/A N/A 0 0 0 0 2023-07-14 $23.34 $0.00 36.2% 10.4% 13.8% 0.6% 0.0% 1.8% -13.3% 0 0 0 0.00 137.18 N/A N/A 0 0 0 0 2023-07-17 $23.58 $0.00 35.6% 10.2% 13.2% 0.5% 0.0% 2.2% -12.4% 0 0 0 0.00 138.20 N/A N/A 0 0 0 0 2023-07-18 $23.77 $0.00 35.1% 10.1% 13.3% 0.4% 0.0% 1.8% -13.0% 0 0 0 0.00 137.31 N/A N/A 0 0 0 0 2023-07-19 $23.82 $0.00 92.6% 26.5% 13.0% 14.9% 0.0% 20.6% -48.1% 0 0 0 0.00 151.15 N/A N/A 0 0 0 0 2023-07-20 $23.35 $0.00 37.8% 10.8% 14.8% 1.1% 0.0% 0.9% -8.3% 0 0 0 0.00 136.69 N/A N/A 0 0 0 0 2023-07-21 $23.30 $0.00 39.5% 11.3% 14.8% 1.5% 0.0% 1.4% -8.9% 0 0 0 0.00 139.39 N/A N/A 0 0 0 0 2023-07-24 $23.27 $0.00 40.8% 11.7% 14.6% 1.8% 0.0% 0.7% -9.9% 0 0 0 0.00 139.69 N/A N/A 0 0 0 0 2023-07-25 $23.29 $0.00 42.2% 12.1% 14.1% 2.2% 0.0% 0.9% -10.7% 0 0 0 0.00 140.92 N/A N/A 0 0 0 0 2023-07-26 $23.27 $0.00 40.9% 11.7% 13.7% 1.8% 0.0% 0.7% -10.3% 0 0 0 0.00 139.56 N/A N/A 0 0 0 0 2023-07-27 $23.04 $0.00 40.5% 11.6% 14.3% 1.7% 0.0% 0.7% -9.6% 0 0 0 0.00 136.94 N/A N/A 0 0 0 0 2023-07-28 $23.45 $0.00 43.7% 12.5% 15.3% 2.5% 0.0% 1.0% -11.6% 0 0 0 0.00 139.98 N/A N/A 0 0 0 0 2023-07-31 $23.54 $0.00 45.0% 12.9% 14.7% 2.9% 0.0% -0.1% -13.8% 0 0 0 0.00 139.25 N/A N/A 0 0 0 0
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