TIME Options History — October 2023

In October 2023, TIME traded between $20.88 and $22.45. ATM implied volatility averaged 48.9%, placing in the 3.9% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded above realized volatility by 32.7% (HV 20d: 16.2%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.

Notable Days

  • 2023-10-31: Largest IV spike — 86.3% change
  • 2023-10-31: Highest IV Rank — 16.3%
  • 2023-10-31: Largest Expected Move — 28.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.81$20.88$22.45$22.09$21.41
ATM IV48.9%36.8%98.1%49.3%98.1%
Expected Move12.9%9.8%28.1%14.1%28.1%
HV 20d16.2%13.6%19.5%13.6%19.1%
HV 60d15.3%14.7%16.1%15.0%16.0%
IV Rank3.9%0.8%16.3%4.0%16.3%
IV Percentile22.1%5.6%59.9%22.6%59.9%
Term Structure-12.6%-16.8%-8.1%-14.4%-16.1%
Skew 25d11.2%-86.3%161.3%-1.5%94.5%
Skew 10d-5.5%-138.6%62.6%1.2%-71.2%
Call IV 25d58.7%41.6%154.1%67.9%91.6%
Put IV 25d69.8%44.4%209.1%66.5%186.2%
Bid-Ask Spread %143.88141.18157.76157.76144.16
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
2023-10-02$22.09$0.0049.3%14.1%13.6%4.0%0.0%-1.5%-14.4%0000.00157.76N/AN/A0000
2023-10-03$21.74$0.0049.8%14.3%14.2%4.1%0.0%0.1%-15.7%0000.00145.41N/AN/A0000
2023-10-04$21.99$0.0051.1%14.7%14.9%4.4%0.0%0.8%-15.6%0000.00144.06N/AN/A0000
2023-10-05$21.93$0.0052.1%10.1%14.9%4.7%0.0%2.6%-10.0%0000.00143.30N/AN/A0000
2023-10-06$22.21$0.0051.3%9.8%15.8%4.5%0.0%2.8%-9.8%0000.00141.18N/AN/A0000
2023-10-09$22.23$0.0058.7%10.3%15.0%6.3%0.0%161.3%-10.5%0000.00144.91N/AN/A0000
2023-10-10$22.43$0.0066.3%11.0%15.3%8.2%0.0%1.9%-11.3%0000.00144.37N/AN/A0000
2023-10-11$22.45$0.0037.9%10.9%15.3%1.1%0.0%1.3%-10.8%0000.00143.93N/AN/A0000
2023-10-12$22.31$0.0036.8%10.6%15.1%0.8%0.0%0.8%-10.2%0000.00142.87N/AN/A0000
2023-10-13$21.98$0.0037.3%10.7%15.1%0.9%0.0%0.9%-13.3%0000.00141.60N/AN/A0000
2023-10-16$22.29$0.0038.6%11.1%16.1%1.3%0.0%2.0%-13.2%0000.00143.42N/AN/A0000
2023-10-17$22.24$0.0038.8%11.1%16.1%1.3%0.0%2.1%-13.5%0000.00143.03N/AN/A0000
2023-10-18$21.82$0.0039.9%11.4%17.0%1.6%0.0%1.1%-15.3%0000.00143.49N/AN/A0000
2023-10-19$21.62$0.0040.2%11.5%15.4%1.7%0.0%1.9%-8.1%0000.00142.71N/AN/A0000
2023-10-20$21.41$0.0046.8%13.4%15.7%3.3%0.0%1.7%-11.2%0000.00143.46N/AN/A0000
2023-10-23$21.54$0.0042.8%12.3%16.0%2.3%0.0%1.1%-10.1%0000.00141.99N/AN/A0000
2023-10-24$21.78$0.0044.7%12.8%15.9%2.8%0.0%1.0%-11.7%0000.00143.74N/AN/A0000
2023-10-25$21.24$0.0047.8%13.7%18.2%3.6%0.0%0.5%-14.9%0000.00143.31N/AN/A0000
2023-10-26$20.88$0.0046.3%13.3%18.5%3.2%0.0%2.0%-12.8%0000.00141.19N/AN/A0000
2023-10-27$20.94$0.0048.0%13.8%18.6%3.6%0.0%53.0%-11.7%0000.00142.97N/AN/A0000
2023-10-30$21.25$0.0052.7%15.1%19.5%4.8%0.0%-86.3%-16.8%0000.00142.60N/AN/A0000
2023-10-31$21.41$0.0098.1%28.1%19.1%16.3%0.0%94.5%-16.1%0000.00144.16N/AN/A0000