META Options History — August 2021 In August 2021, META traded between $14.25 and $15.10. ATM implied volatility averaged 63.3%. The 30-day expected move averaged 18.0%. IV traded above realized volatility by 46.8% (HV 20d: 16.4%). Max pain ranged from $15.00 to $18.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.03.
Notable Days 2021-08-05 : Highest Volume — 532 contracts2021-08-17 : Largest IV spike — 64.4% change2021-08-03 : Largest Expected Move — 33.1%Monthly Statistics Metric Avg Min Max Open Close Price $14.70 $14.25 $15.10 $14.62 $15.10 Max Pain $16.50 $15.00 $18.00 $15.00 $15.00 ATM IV 63.3% 24.5% 119.5% 107.9% 29.1% Expected Move 18.0% 7.0% 33.1% 30.9% 8.3% HV 20d 16.4% 15.0% 18.3% 17.0% 16.2% Term Structure -15.9% -86.6% 84.7% -38.1% 10.8% VWIV 41.7% 17.9% 98.1% 98.1% 34.9% Skew 25d 2.6% -57.1% 91.1% -14.9% -0.8% Skew 10d 18.0% -4.3% 61.6% 27.1% -2.5% Call IV 25d 95.1% 25.0% 144.9% 139.2% 29.4% Put IV 25d 97.7% 28.6% 191.3% 124.3% 28.6% Bid-Ask Spread % 153.93 132.33 178.92 178.01 138.62 Gamma HHI 0.61 0.46 0.76 0.76 0.46 Net GEX 31.9K 17.6K 46.1K 17.8K 46.1K Net DEX -764.8K -1.1M -468.3K -473.7K -1.1M Net VEX -4.5K -5.9K -2.9K -2.9K -5.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.03 0.00 0.43 0.00 0.00 Total Volume 83.636 10 532 26 70 Total OI 1,422.591 785 1,886 785 1,671
Daily Data (22 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 2021-08-02 $14.62 $15.00 107.9% 30.9% 0.0% 0.0% 0.0% -14.9% -38.1% 17.8K -473.7K -2.9K 0.00 178.01 26 0 783 2 2021-08-03 $14.57 $15.00 115.5% 33.1% 0.0% 0.0% 98.1% -13.2% -41.3% 17.6K -468.3K -2.9K 0.43 177.45 7 3 783 2 2021-08-04 $14.70 $15.00 111.6% 32.0% 0.0% 0.0% 0.0% -52.0% -40.5% 18.3K -499.1K -3.0K 0.00 178.92 23 0 802 2 2021-08-05 $14.68 $18.00 105.7% 20.6% 0.0% 0.0% 0.0% 2.5% -32.4% 18.6K -489.7K -2.9K 0.00 154.72 532 0 807 5 2021-08-06 $14.65 $18.00 119.5% 22.5% 17.0% 0.0% 0.0% 2.8% -44.1% 19.6K -493.6K -3.0K 0.00 154.89 24 0 827 5 2021-08-09 $14.82 $18.00 50.1% 31.2% 16.9% 0.0% 0.0% 7.1% -60.0% 30.6K -737.7K -4.5K 0.00 154.40 14 0 1,352 5 2021-08-10 $14.68 $18.00 50.6% 17.1% 17.0% 0.0% 42.0% 2.9% -82.0% 28.5K -733.3K -4.4K 0.07 152.28 44 3 1,369 5 2021-08-11 $14.68 $18.00 63.3% 18.2% 16.5% 0.0% 0.0% 2.4% -40.2% 30.1K -725.7K -4.5K 0.00 152.37 25 0 1,382 5 2021-08-12 $14.74 $18.00 77.1% 22.1% 16.1% 0.0% 0.0% 1.9% -38.5% 33.3K -728.7K -4.5K 0.00 153.06 25 0 1,406 6 2021-08-13 $14.71 $18.00 77.5% 22.2% 15.7% 0.0% 0.0% 2.5% -39.1% 32.2K -739.2K -4.5K 0.00 152.91 40 0 1,416 6 2021-08-16 $14.54 $18.00 39.3% 11.3% 16.2% 0.0% 0.0% -57.1% -12.5% 31.7K -718.4K -4.5K 0.00 147.50 60 0 1,428 6 2021-08-17 $14.29 $18.00 64.7% 18.5% 16.6% 0.0% 0.0% 21.7% -2.7% 30.9K -668.5K -4.6K 0.00 151.59 89 0 1,554 6 2021-08-18 $14.34 $18.00 61.9% 17.8% 16.1% 0.0% 31.0% -49.4% -86.6% 32.2K -722.1K -4.8K 0.02 150.92 60 1 1,613 9 2021-08-19 $14.25 $18.00 82.5% 23.7% 16.0% 0.0% 0.0% 3.1% -5.2% 32.0K -724.1K -4.9K 0.00 152.69 52 0 1,667 9 2021-08-20 $14.43 $15.00 60.0% 17.2% 16.7% 0.0% 0.0% 2.7% 1.5% 33.9K -799.6K -5.1K 0.04 153.22 23 1 1,720 10 2021-08-23 $14.75 $15.00 33.7% 9.7% 18.3% 0.0% 31.3% 26.1% 28.0% 35.8K -890.7K -5.5K 0.00 151.82 56 0 1,709 9 2021-08-24 $14.91 $15.00 24.5% 7.0% 16.6% 0.0% 0.0% 91.1% 84.7% 38.7K -935.4K -5.4K 0.00 152.56 40 0 1,731 9 2021-08-25 $15.03 $15.00 24.9% 7.1% 15.0% 0.0% 17.9% 54.4% 26.4% 45.1K -1.0M -5.5K 0.06 152.26 81 5 1,785 9 2021-08-26 $14.80 $15.00 29.9% 8.6% 16.1% 0.0% 0.0% -13.3% 27.0% 42.0K -990.4K -5.4K 0.00 151.40 376 0 1,826 9 2021-08-27 $14.96 $15.00 28.8% 8.2% 16.2% 0.0% 0.0% 1.3% -2.5% 43.8K -1.0M -5.4K 0.00 132.33 16 0 1,872 14 2021-08-30 $15.05 $15.00 33.5% 9.6% 16.3% 0.0% 36.5% 36.5% 37.2% 43.1K -1.1M -5.5K 0.08 142.44 133 11 1,647 14 2021-08-31 $15.10 $15.00 29.1% 8.3% 16.2% 0.0% 34.9% -0.8% 10.8% 46.1K -1.1M -5.9K 0.00 138.62 70 0 1,657 14
« Jul 2021 | All History | Sep 2021 » Home META History August 2021