META Options History — July 2021

Name: META Options Analytics - July 2021
Creator: Options Analysis Suite

In July 2021, META traded between $14.26 and $14.76. ATM implied volatility averaged 90.2%. The 30-day expected move averaged 25.9%. Max pain ranged from $15.00 to $15.00. Net GEX was positive for 11 of 11 trading days. Term structure was in contango for 1 of 11 days. Put/call ratio averaged 0.04.

Notable Days

2021-07-29: Highest Volume — 232 contracts
2021-07-19: Largest IV spike — 173.3% change
2021-07-19: Largest Expected Move — 42.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$14.55	$14.26	$14.76	$14.34	$14.59
Max Pain	$15.00	$15.00	$15.00	$15.00	$15.00
ATM IV	90.2%	35.8%	148.3%	54.3%	97.7%
Expected Move	25.9%	10.3%	42.5%	15.6%	28.0%
Term Structure	-21.1%	-42.8%	25.8%	-17.9%	-30.9%
VWIV	63.9%	45.0%	82.8%	82.8%	45.0%
Skew 25d	5.4%	-81.9%	62.4%	-15.7%	-11.1%
Skew 10d	19.1%	-7.9%	34.5%	-7.9%	32.8%
Call IV 25d	104.5%	37.6%	185.1%	69.0%	132.7%
Put IV 25d	109.9%	37.2%	157.6%	53.3%	121.6%
Bid-Ask Spread %	175.34	158.04	180.85	158.04	176.05
Gamma HHI	0.82	0.78	0.85	0.84	0.85
Net GEX	20.9K	14.1K	23.4K	20.3K	23.4K
Net DEX	-566.9K	-617.4K	-508.7K	-508.7K	-574.5K
Net VEX	-3.6K	-3.7K	-3.5K	-3.5K	-3.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.04	0.00	0.25	0.11	0.00
Total Volume	31.455	0	232	20	2
Total OI	923.818	877	943	877	943

Daily Data (11 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 Vol	Put Vol	Call OI	Put OI
2021-07-16	$14.34	$15.00	54.3%	15.6%	0.0%	0.0%	82.8%	-15.7%	-17.9%	20.3K	-508.7K	-3.5K	0.11	158.04	18	2	876	1
2021-07-19	$14.26	$15.00	148.3%	42.5%	0.0%	0.0%	0.0%	13.4%	-38.8%	14.1K	-565.2K	-3.6K	0.00	170.80	6	0	892	3
2021-07-20	$14.47	$15.00	131.3%	37.6%	0.0%	0.0%	0.0%	55.4%	-30.6%	19.2K	-554.3K	-3.6K	0.00	180.85	31	0	898	3
2021-07-21	$14.63	$15.00	88.9%	25.5%	0.0%	0.0%	0.0%	62.4%	-30.0%	22.6K	-567.2K	-3.6K	0.00	179.63	2	0	928	3
2021-07-22	$14.71	$15.00	35.8%	10.3%	0.0%	0.0%	0.0%	9.7%	25.8%	22.9K	-583.7K	-3.7K	0.00	179.92	5	0	929	3
2021-07-23	$14.76	$15.00	65.7%	18.8%	0.0%	0.0%	45.0%	-5.0%	-22.0%	20.7K	-576.9K	-3.7K	0.25	177.77	4	1	931	3
2021-07-26	$14.64	$15.00	46.7%	13.4%	0.0%	0.0%	0.0%	-0.4%	-0.6%	22.8K	-573.5K	-3.6K	0.00	176.06	28	0	930	3
2021-07-27	$14.32	$15.00	86.8%	24.9%	0.0%	0.0%	0.0%	1.4%	-15.9%	21.1K	-522.8K	-3.5K	0.00	176.45	15	0	932	3
2021-07-28	$14.64	$15.00	95.0%	27.2%	0.0%	0.0%	0.0%	31.0%	-28.6%	22.0K	-591.8K	-3.6K	0.00	174.83	0	0	935	3
2021-07-29	$14.71	$15.00	141.8%	40.7%	0.0%	0.0%	0.0%	-81.9%	-42.8%	21.3K	-617.4K	-3.7K	0.00	178.33	232	0	940	3
2021-07-30	$14.59	$15.00	97.7%	28.0%	0.0%	0.0%	0.0%	-11.1%	-30.9%	23.4K	-574.5K	-3.5K	0.00	176.05	2	0	940	3