META Options History — January 2022

In January 2022, META traded between $12.01 and $15.23. ATM implied volatility averaged 38.9%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 10.6% (HV 20d: 28.3%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.32.

Notable Days

  • 2022-01-21: Highest Volume — 7,513 contracts
  • 2022-01-24: Largest IV spike — 23.4% change
  • 2022-01-26: Highest IV Rank — 21.0%
  • 2022-01-26: Largest Expected Move — 15.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.55$12.01$15.23$15.23$12.31
Max Pain$15.00$15.00$15.00$15.00$15.00
ATM IV38.9%27.0%53.7%27.0%51.5%
Expected Move11.2%7.7%15.4%7.7%14.8%
HV 20d28.3%25.4%31.0%26.5%30.1%
HV 60d27.9%25.0%29.7%25.0%29.7%
IV Rank14.8%8.0%21.0%8.0%19.6%
IV Percentile56.9%34.9%67.2%34.9%67.2%
Term Structure-0.9%-10.1%3.5%3.5%-10.1%
VWIV39.2%28.4%51.8%28.4%44.8%
Skew 25d1.8%-2.8%8.2%1.6%5.9%
Skew 10d-2.0%-16.2%14.9%-0.3%7.8%
Call IV 25d38.7%28.3%50.2%28.3%42.6%
Put IV 25d40.6%28.8%56.7%29.8%48.5%
Bid-Ask Spread %16.026.0230.3330.3317.06
Gamma HHI0.140.130.160.160.14
Net GEX901.0K01.7M1.7M0
Net DEX-16.7M-35.6M0-35.6M0
Net VEX-222.5K-303.9K0-303.9K0
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.320.070.750.220.07
Total Volume4,292.21,9147,5135,9781,914
Total OI129,444.350145,974127,8460

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-01-03$15.23$15.0027.0%7.7%26.5%0.0%28.4%1.6%3.5%1.7M-35.6M-303.9K0.2230.334,8991,079119,1658,681
2022-01-04$14.92$15.0028.0%8.0%27.1%0.0%28.9%-0.8%2.3%1.5M-30.9M-291.9K0.276.024,5821,229121,2298,623
2022-01-05$14.31$15.0032.9%9.4%27.3%0.0%33.9%0.9%-0.9%1.2M-22.3M-257.6K0.2415.723,809919123,0059,399
2022-01-06$14.28$15.0031.1%9.2%26.3%0.0%33.5%-1.4%2.2%1.2M-22.5M-262.9K0.3210.014,1461,319123,3059,584
2022-01-07$14.15$15.0030.9%9.1%25.4%0.0%33.8%-2.0%0.4%1.1M-20.8M-259.1K0.3013.142,350704123,9639,510
2022-01-10$14.03$15.0037.2%9.8%25.4%0.0%35.3%1.4%-0.5%1.0M-18.4M-243.0K0.3423.754,4011,508124,9209,616
2022-01-11$14.45$15.0032.3%9.7%28.0%0.0%34.2%0.8%0.0%1.3M-25.2M-274.3K0.2215.302,554558126,5749,944
2022-01-12$14.53$15.0031.0%8.9%27.6%0.0%34.3%0.0%1.2%1.3M-25.4M-270.7K0.3110.452,127652127,39110,014
2022-01-13$13.95$15.0033.5%9.6%30.5%8.0%35.4%-2.8%1.0%979.0K-19.0M-252.1K0.2417.533,106761128,29210,126
2022-01-14$13.97$15.0035.4%10.2%29.5%9.3%37.4%3.2%-0.9%955.9K-18.1M-246.9K0.1714.062,624448129,99910,453
2022-01-18$13.53$15.0039.8%11.4%31.0%12.1%40.0%-2.0%-1.7%883.4K-15.7M-230.2K0.2917.703,4341,012131,21610,245
2022-01-19$13.48$15.0037.4%10.7%30.7%10.6%39.1%-0.2%-1.2%863.6K-14.2M-219.9K0.1614.214,783758132,42410,511
2022-01-20$13.34$15.0035.6%10.2%28.3%9.4%31.7%-2.5%2.2%843.7K-14.2M-234.9K0.4718.262,8581,354134,23910,627
2022-01-21$12.83$15.0040.9%11.7%29.9%12.8%43.2%2.5%-3.9%606.2K-8.7M-198.6K0.4219.505,2942,219135,12410,850
2022-01-24$12.72$15.0050.5%14.5%28.9%19.0%51.2%8.0%-4.9%616.9K-10.8M-194.8K0.4815.163,5021,684121,5869,362
2022-01-25$12.53$15.0049.2%14.1%27.8%18.1%51.6%6.5%1.1%592.4K-10.5M-191.0K0.4715.412,1951,042122,9289,661
2022-01-26$12.27$15.0053.7%15.4%28.0%21.0%51.8%5.2%-3.6%529.4K-8.4M-182.1K0.2625.962,928750124,0139,824
2022-01-27$12.01$15.0051.0%14.6%28.2%19.3%50.2%4.4%-1.5%489.8K-6.5M-166.2K0.379.382,018745125,9349,895
2022-01-28$12.21$15.0049.2%14.1%29.3%18.1%45.9%8.2%-3.7%498.0K-7.1M-170.7K0.7511.422,0451,534126,6809,975
2022-01-31$12.31$0.0051.5%14.8%30.1%19.6%44.8%5.9%-10.1%0000.0717.061,79312100