META Options History — September 2021 In September 2021, META traded between $14.18 and $15.41. ATM implied volatility averaged 60.6%. The 30-day expected move averaged 17.2%. IV traded above realized volatility by 42.7% (HV 20d: 17.9%). Max pain ranged from $11.00 to $15.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.10.
Notable Days 2021-09-01 : Highest Volume — 125 contracts2021-09-28 : Largest IV spike — 238.2% change2021-09-30 : Largest Expected Move — 33.9%Monthly Statistics Metric Avg Min Max Open Close Price $14.89 $14.18 $15.41 $15.26 $14.18 Max Pain $14.62 $11.00 $15.00 $15.00 $15.00 ATM IV 60.6% 27.9% 118.4% 59.2% 118.4% Expected Move 17.2% 8.0% 33.9% 17.0% 33.9% HV 20d 17.9% 14.9% 22.1% 16.3% 21.5% HV 60d 18.4% 17.8% 19.3% 18.0% 19.0% Term Structure -26.8% -157.4% 37.1% 37.1% -157.4% VWIV 45.6% 25.1% 195.7% 43.7% 195.7% Skew 25d 8.5% -198.5% 47.8% 38.0% -42.0% Skew 10d 10.3% -138.8% 97.9% 18.3% -137.0% Call IV 25d 59.0% 24.1% 290.1% 30.3% 121.7% Put IV 25d 67.5% 30.8% 142.6% 68.3% 79.7% Bid-Ask Spread % 154.29 139.77 161.31 139.77 161.31 Gamma HHI 0.43 0.39 0.47 0.45 0.45 Net GEX 52.8K 45.1K 57.1K 46.9K 46.9K Net DEX -1.2M -1.4M -920.4K -1.2M -941.5K Net VEX -6.1K -6.5K -5.5K -6.0K -5.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.10 0.00 1.00 0.04 0.00 Total Volume 48.143 1 125 125 7 Total OI 2,097.429 1,785 2,278 1,785 2,263
Daily Data (21 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 2021-09-01 $15.26 $15.00 59.2% 17.0% 16.3% 0.0% 43.7% 38.0% 37.1% 46.9K -1.2M -6.0K 0.04 139.77 120 5 1,760 25 2021-09-02 $15.22 $11.00 79.3% 12.2% 16.3% 0.0% 33.8% -0.9% -21.5% 49.3K -1.2M -6.0K 0.00 158.82 55 0 1,826 25 2021-09-03 $15.35 $11.00 49.0% 14.7% 16.4% 0.0% 29.4% 11.6% -37.6% 50.6K -1.3M -6.3K 0.26 161.14 50 13 1,923 29 2021-09-07 $15.41 $15.00 31.3% 15.4% 16.1% 0.0% 42.9% 38.9% -45.1% 52.4K -1.4M -6.3K 0.00 161.06 92 0 1,961 29 2021-09-08 $15.18 $15.00 55.2% 15.8% 16.7% 0.0% 30.2% 0.2% -49.0% 53.1K -1.3M -6.4K 0.00 158.99 79 0 1,996 39 2021-09-09 $15.16 $15.00 27.9% 8.0% 16.7% 0.0% 34.0% 43.4% 7.6% 56.3K -1.3M -6.5K 0.00 149.71 37 0 2,083 40 2021-09-10 $15.11 $15.00 45.1% 12.9% 16.8% 0.0% 25.1% 42.9% 6.8% 55.9K -1.3M -6.4K 0.30 153.26 37 11 2,063 38 2021-09-13 $15.01 $15.00 56.0% 16.1% 17.0% 0.0% 36.8% 47.8% -5.0% 53.3K -1.2M -6.3K 0.12 151.07 43 5 2,064 38 2021-09-14 $14.95 $15.00 55.6% 16.0% 16.4% 0.0% 0.0% 33.8% -12.5% 55.8K -1.2M -6.0K 0.00 154.91 26 0 2,081 41 2021-09-15 $15.01 $15.00 58.1% 16.7% 14.9% 0.0% 0.0% 42.7% -15.5% 57.1K -1.2M -6.1K 1.00 153.73 4 4 2,109 37 2021-09-16 $15.03 $15.00 58.1% 16.6% 14.9% 0.0% 40.6% 37.4% -17.9% 57.0K -1.2M -6.1K 0.00 154.00 25 0 2,120 37 2021-09-17 $14.93 $15.00 54.2% 15.5% 14.9% 0.0% 0.0% 38.3% -8.9% 56.5K -1.2M -6.2K 0.00 156.06 68 0 2,124 40 2021-09-20 $14.36 $15.00 66.1% 19.0% 20.4% 0.0% 0.0% -9.8% 2.7% 45.1K -986.4K -5.8K 0.17 156.63 23 4 2,035 26 2021-09-21 $14.59 $15.00 94.9% 27.2% 19.6% 0.0% 0.0% 7.0% -1.0% 50.3K -1.1M -5.8K 0.00 153.35 36 0 2,080 26 2021-09-22 $14.73 $15.00 43.0% 12.3% 19.6% 0.0% 36.9% 18.5% -9.2% 54.8K -1.1M -5.9K 0.00 149.61 14 0 2,090 26 2021-09-23 $14.91 $15.00 64.6% 18.5% 19.8% 0.0% 27.9% 9.8% -10.0% 56.2K -1.2M -6.1K 0.00 154.61 41 0 2,096 26 2021-09-24 $14.90 $15.00 33.2% 9.5% 19.0% 0.0% 36.9% -5.1% -3.7% 55.5K -1.2M -6.2K 0.02 146.28 121 3 2,109 26 2021-09-27 $14.81 $15.00 33.3% 9.6% 18.8% 0.0% 34.7% 18.0% -4.6% 55.7K -1.1M -5.9K 0.17 153.77 6 1 2,149 26 2021-09-28 $14.31 $15.00 112.7% 32.3% 22.1% 0.0% 0.0% -198.5% -144.4% 53.4K -1.1M -6.4K 0.00 154.17 0 1 2,249 29 2021-09-29 $14.18 $15.00 76.8% 22.0% 22.1% 0.0% 35.4% 6.6% -74.0% 45.8K -920.4K -5.6K 0.00 157.83 80 0 2,232 30 2021-09-30 $14.18 $15.00 118.4% 33.9% 21.5% 0.0% 195.7% -42.0% -157.4% 46.9K -941.5K -5.5K 0.00 161.31 7 0 2,232 31
« Aug 2021 | All History | Oct 2021 » Home META History September 2021