META Options History — October 2021 In October 2021, META traded between $13.85 and $15.29. ATM implied volatility averaged 60.0%. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 36.6% (HV 20d: 23.4%). Max pain ranged from $13.00 to $15.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.49.
Notable Days 2021-10-28 : Highest Volume — 12,029 contracts2021-10-07 : Largest IV spike — 140.1% change2021-10-01 : Largest Expected Move — 18.2%Monthly Statistics Metric Avg Min Max Open Close Price $14.67 $13.85 $15.29 $14.21 $15.28 Max Pain $13.14 $13.00 $15.00 $15.00 $14.00 ATM IV 60.0% 20.9% 177.2% 63.5% 31.6% Expected Move 9.4% 6.0% 18.2% 18.2% 9.0% HV 20d 23.4% 20.1% 26.7% 21.6% 20.5% HV 60d 19.6% 18.8% 20.0% 18.8% 19.9% Term Structure 1.3% -45.7% 39.1% -45.7% 1.8% VWIV 33.8% 24.9% 61.9% 30.7% 36.1% Skew 25d 4.7% -22.3% 52.9% 28.4% 0.6% Skew 10d 27.6% -15.7% 78.0% 52.1% 2.8% Call IV 25d 31.5% 21.0% 44.7% 21.0% 36.5% Put IV 25d 36.2% 19.0% 89.5% 49.4% 37.1% Bid-Ask Spread % 118.80 34.04 145.34 145.34 48.67 Gamma HHI 0.43 0.26 0.53 0.43 0.26 Net GEX 84.1K 46.4K 442.1K 47.7K 442.1K Net DEX -1.5M -6.2M -781.0K -947.6K -6.2M Net VEX -7.4K -26.4K -5.0K -5.6K -26.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.49 0.00 5.29 0.00 0.05 Total Volume 1,244.286 2 12,029 13 9,378 Total OI 3,187.714 2,231 14,802 2,308 14,802
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 2021-10-01 $14.21 $15.00 63.5% 18.2% 21.6% 0.0% 0.0% 28.4% -45.7% 47.7K -947.6K -5.6K 0.00 145.34 13 0 2,277 31 2021-10-04 $13.85 $13.00 67.4% 8.4% 22.5% 0.0% 30.7% 22.6% -2.4% 46.5K -781.0K -5.0K 0.00 117.53 36 0 2,283 31 2021-10-05 $14.05 $13.00 67.6% 8.0% 23.3% 0.0% 28.8% 20.6% -0.7% 46.4K -826.5K -5.1K 0.00 134.09 16 0 2,293 31 2021-10-06 $14.04 $13.00 49.8% 7.9% 23.0% 0.0% 0.0% 3.3% 0.0% 48.0K -835.8K -5.2K 0.01 100.19 97 1 2,322 31 2021-10-07 $14.39 $13.00 119.6% 8.4% 25.2% 0.0% 29.8% 2.5% -2.1% 49.0K -996.6K -5.6K 0.00 127.64 10 0 2,334 31 2021-10-08 $14.28 $13.00 125.3% 8.3% 25.2% 0.0% 0.0% 52.9% -3.1% 52.3K -1.0M -5.8K 0.00 126.26 105 0 2,424 32 2021-10-11 $14.24 $13.00 155.4% 6.8% 25.2% 0.0% 61.9% 7.1% 3.4% 54.8K -926.4K -5.2K 0.75 130.65 105 79 2,423 32 2021-10-12 $14.20 $13.00 177.2% 7.2% 25.2% 0.0% 0.0% 11.8% 2.2% 57.7K -988.0K -5.8K 0.00 139.02 2 0 2,527 32 2021-10-13 $14.40 $13.00 27.1% 7.8% 25.8% 0.0% 0.0% 10.3% 1.5% 61.2K -1.1M -6.2K 0.05 131.09 230 12 2,501 52 2021-10-14 $14.62 $13.00 31.8% 9.1% 26.5% 0.0% 26.2% 2.3% 39.1% 71.0K -1.3M -6.9K 0.44 129.88 32 14 2,501 52 2021-10-15 $14.77 $13.00 34.0% 9.7% 26.7% 0.0% 30.1% -2.7% 35.1% 56.9K -1.1M -5.9K 0.94 130.47 34 32 2,300 54 2021-10-18 $14.91 $13.00 28.2% 8.1% 22.7% 0.0% 29.9% -2.0% 6.6% 59.1K -1.2M -6.1K 5.29 127.20 28 148 2,196 35 2021-10-19 $15.14 $13.00 32.7% 9.4% 22.7% 0.0% 32.6% -5.3% 34.1% 68.4K -1.2M -5.9K 0.33 139.90 27 9 2,206 42 2021-10-20 $15.10 $13.00 56.3% 16.1% 22.5% 0.0% 38.9% -22.3% -21.9% 63.5K -1.3M -6.2K 0.93 128.21 148 137 2,222 57 2021-10-21 $15.29 $13.00 56.3% 16.1% 22.6% 0.0% 40.9% -9.6% -12.6% 71.5K -1.4M -6.4K 0.33 134.74 422 139 2,341 56 2021-10-22 $14.94 $13.00 30.3% 8.7% 24.2% 0.0% 29.5% -0.7% -0.1% 84.4K -1.4M -7.3K 0.34 104.70 403 136 2,671 56 2021-10-25 $15.05 $13.00 21.1% 6.1% 24.2% 0.0% 24.9% -0.8% 4.9% 87.9K -1.4M -6.9K 0.49 116.82 296 144 2,758 56 2021-10-26 $15.07 $13.00 20.9% 6.0% 20.3% 0.0% 26.5% -10.3% 1.3% 90.3K -1.7M -8.2K 0.22 138.66 662 145 2,967 61 2021-10-27 $14.97 $13.00 26.0% 7.5% 20.1% 0.0% 28.3% -4.3% -3.5% 93.8K -1.8M -8.8K 0.17 109.61 907 154 3,524 63 2021-10-28 $15.19 $13.00 37.7% 10.8% 20.5% 0.0% 45.4% -4.7% -11.0% 113.4K -2.4M -10.9K 0.01 34.04 11,876 153 4,151 84 2021-10-29 $15.28 $14.00 31.6% 9.0% 20.5% 0.0% 36.1% 0.6% 1.8% 442.1K -6.2M -26.4K 0.05 48.67 8,965 413 14,642 160
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