GTIM · IV Rank History

Good Times Restaurants Inc.

IV rank shows where GTIM's implied volatility sits within its own recent range: 0 is the lowest reading in the window, 100 the highest. This page gives the 52-week version, the 90-session version our screeners use, the IV percentile, and the daily history.

GTIM's 30-day at-the-money implied volatility was 119.6% as of Oct 24, 2025. Its 52-week IV rank is 19 and its IV percentile is 87%: IV was lower on 87% of the past year's sessions. Over those 52 weeks it ranged from 29.5% (Jun 17, 2024) to 497.0% (Apr 9, 2025). On the 90-session window our screeners use, the IV rank is 17.

GTIM IV rank history

444 sessions

Filled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).

GTIM IV rank and implied volatility as of 2025-10-24

52-Week IV Rank
19
0 = year low, 100 = year high
IV Percentile
87%
of past-year sessions had lower IV
90-Session IV Rank
17
used by our screeners
30-Day ATM IV
119.6%
1-year average 84.7%
52-Week IV High
497.0%
2025-04-09
52-Week IV Low
29.5%
2024-06-17
History Since
2023-05-02
444 sessions

How these are measured. Implied volatility here is GTIM's 30-day at-the-money IV: the implied volatility of the calls and puts struck nearest the share price, blended between the expirations on either side of 30 days so every reading covers the same horizon. It's the IV level options traders usually quote, and it doesn't jump when the nearest expiration rolls from a weekly to a monthly. The 7-day figure is the same measure a week out, so it reacts first to near-term events such as earnings.

52-week IV rank = (today's IV − 52-week low) ÷ (52-week high − 52-week low) × 100. IV percentile is the share of the past year's sessions that closed with lower IV than today. The 90-session IV rank applies the same rank formula to the last 90 sessions, so it reacts faster.

A high reading means GTIM options are expensive relative to their own recent history, which is common ahead of earnings or after a sharp move. It says nothing about which way the stock will go. The Vol Arb Screener ranks every tracked symbol by these measures.

GTIM implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2025 (to date) 119.5% 119.6% 119.4% 17
Aug 2025 88.4% 88.4% 88.4% 10
May 2025 188.7% 189.3% 188.2% 32
Apr 2025 170.4% 497.0% 58.1% 42
Mar 2025 66.1% 99.9% 46.2% 18
Feb 2025 69.2% 114.8% 48.8% 21
Jan 2025 73.0% 122.3% 44.4% 14
Dec 2024 75.3% 118.9% 44.6% 13
Nov 2024 75.0% 163.2% 53.9% 16
Oct 2024 77.7% 144.5% 48.0% 22
Sep 2024 92.8% 253.9% 53.9% 28
Aug 2024 130.0% 250.2% 63.4% 66
Jul 2024 95.2% 140.0% 66.3% 48
Jun 2024 60.3% 75.1% 29.5% 20
May 2024 93.7% 167.5% 55.8% 43
Apr 2024 61.5% 90.3% 48.2% 18
Mar 2024 59.0% 97.3% 38.3% 16
Feb 2024 111.6% 167.5% 51.8% 50
Jan 2024 72.0% 113.3% 55.6% 23
Dec 2023 69.6% 139.5% 39.4% 22
Nov 2023 77.3% 110.4% 48.8% 26
Oct 2023 93.3% 206.8% 31.9% 39
Sep 2023 87.6% 125.5% 42.3% 37
Aug 2023 111.4% 167.0% 52.5% 50
Jul 2023 102.9% 204.5% 59.5% 46
Jun 2023 103.9% 147.1% 57.7% 70
May 2023 68.9% 125.3% 17.7% —

GTIM IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2025-10-24 17 119.6% —
2025-10-23 17 119.4% —
2025-08-21 10 88.4% —
2025-05-05 32 189.3% —
2025-05-02 32 188.2% —
2025-04-30 16 117.7% —
2025-04-29 28 172.5% —
2025-04-25 21 138.6% —
2025-04-24 37 212.6% —
2025-04-23 25 158.2% —
2025-04-17 32 189.2% —
2025-04-11 5 65.6% 194.8%
2025-04-10 42 234.6% 234.6%
2025-04-09 100 497.0% 226.1%
2025-04-08 39 100.9% 193.5%
2025-04-07 100 188.5% 188.5%
2025-04-03 100 169.7% 135.8%
2025-04-02 12 58.1% 48.0%
2025-04-01 32 82.9% 41.4%
2025-03-31 8 53.5% 45.8%
2025-03-28 32 82.3% 96.8%
2025-03-27 17 64.7% 45.1%
2025-03-26 2 46.6% —
2025-03-25 1 46.2% —
2025-03-24 20 68.2% —
2025-03-21 5 50.3% —
2025-03-20 6 51.0% —
2025-03-19 11 57.8% 180.9%
2025-03-18 14 61.2% 148.5%
2025-03-17 47 99.9% 128.7%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.