META Options History — June 2022

In June 2022, META traded between $155.88 and $176.51. ATM implied volatility averaged 56.4%, placing in the 22.7% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded below realized volatility by 893.6% (HV 20d: 950.1%). Max pain ranged from $170.00 to $200.00. Net GEX was positive for 6 of 14 trading days. Term structure was in contango for 7 of 14 days. Put/call ratio averaged 0.58.

Notable Days

2022-06-15: Highest Volume — 710,539 contracts
2022-06-13: Largest IV spike — 16.1% change
2022-06-30: Highest IV Rank — 30.5%
2022-06-16: Largest Expected Move — 15.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$163.98	$155.88	$176.51	$176.51	$161.55
Max Pain	$184.29	$170.00	$200.00	$200.00	$170.00
ATM IV	56.4%	47.3%	68.5%	47.3%	68.5%
Expected Move	14.7%	13.6%	15.7%	13.6%	14.8%
HV 20d	950.1%	948.9%	951.5%	949.7%	948.9%
HV 60d	548.1%	547.4%	548.4%	547.4%	548.3%
IV Rank	22.7%	16.9%	30.5%	16.9%	30.5%
IV Percentile	70.9%	60.9%	84.1%	60.9%	84.1%
Term Structure	2.9%	-2.1%	13.4%	-0.1%	-2.1%
VWIV	51.0%	47.5%	54.5%	47.5%	51.3%
Skew 25d	8.6%	6.6%	9.8%	6.6%	8.4%
Skew 10d	15.8%	12.0%	17.9%	12.0%	15.6%
Call IV 25d	52.2%	43.8%	64.7%	43.8%	64.7%
Put IV 25d	60.7%	50.4%	73.1%	50.4%	73.1%
Bid-Ask Spread %	0.90	0.76	1.26	1.00	0.91
Gamma HHI	0.06	0.04	0.14	0.08	0.04
Net GEX	4.8M	-81.6M	166.1M	-81.6M	21.8M
Net DEX	5.11B	1.37B	8.25B	7.37B	3.28B
Net VEX	-58.4M	-65.6M	-51.9M	-59.7M	-62.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.58	0.30	0.95	0.90	0.59
Total Volume	465,075.571	302,203	710,539	344,271	507,758
Total OI	2,836,718.786	2,525,792	3,175,623	2,929,654	2,858,414

Daily Data (14 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
2022-06-10	$176.51	$200.00	47.3%	13.6%	949.7%	16.9%	47.5%	6.6%	-0.1%	-81.6M	7.37B	-59.7M	0.90	1.00	181,602	162,669	1,844,852	1,084,802
2022-06-13	$165.01	$200.00	54.9%	15.7%	950.8%	21.8%	54.0%	9.8%	-0.3%	-48.1M	8.25B	-52.3M	0.95	0.92	160,319	151,809	1,784,463	1,045,112
2022-06-14	$164.01	$195.00	52.8%	15.1%	950.1%	20.4%	52.1%	9.3%	-0.0%	-47.8M	8.03B	-51.9M	0.75	0.92	172,918	129,285	1,818,656	1,050,433
2022-06-15	$169.58	$195.00	49.5%	14.2%	949.5%	18.3%	49.8%	8.3%	0.3%	-25.4M	6.76B	-56.2M	0.30	1.26	545,360	165,179	1,863,450	1,052,940
2022-06-16	$160.32	$190.00	54.8%	15.7%	950.5%	21.7%	54.5%	9.4%	0.8%	-42.6M	7.43B	-56.3M	0.64	0.88	254,756	162,785	2,057,003	1,057,774
2022-06-17	$163.32	$190.00	50.0%	14.2%	950.1%	18.6%	49.8%	8.6%	1.2%	-10.6M	6.97B	-58.4M	0.60	0.83	276,430	166,325	2,102,685	1,072,938
2022-06-21	$157.13	$185.00	55.4%	15.5%	951.3%	22.1%	53.4%	9.7%	11.1%	-15.3M	5.06B	-53.9M	0.57	0.85	417,137	239,536	1,662,071	863,721
2022-06-22	$155.88	$180.00	54.1%	15.3%	951.5%	21.2%	52.0%	8.8%	10.3%	-8.3M	4.94B	-53.9M	0.49	0.84	358,262	174,328	1,773,900	914,333
2022-06-23	$159.33	$175.00	54.0%	14.3%	950.4%	21.2%	50.1%	7.9%	12.0%	40.0M	3.85B	-56.8M	0.46	0.86	359,256	166,699	1,850,848	930,135
2022-06-24	$168.30	$175.00	53.7%	13.6%	949.7%	21.0%	47.7%	7.0%	13.4%	166.1M	1.37B	-64.5M	0.44	0.90	477,497	208,441	1,895,526	943,388
2022-06-27	$169.78	$175.00	61.8%	14.1%	948.9%	26.2%	49.9%	8.4%	-2.1%	64.1M	1.91B	-65.6M	0.42	0.83	230,618	97,248	1,758,348	908,462
2022-06-28	$161.57	$175.00	65.9%	14.6%	949.9%	28.8%	50.9%	8.8%	-2.0%	20.4M	3.45B	-61.2M	0.46	0.76	240,299	110,840	1,809,787	926,576
2022-06-29	$163.43	$175.00	67.0%	14.7%	949.5%	29.5%	51.1%	8.8%	-2.0%	34.0M	2.90B	-63.6M	0.54	0.82	255,793	137,909	1,843,136	940,310
2022-06-30	$161.55	$170.00	68.5%	14.8%	948.9%	30.5%	51.3%	8.4%	-2.1%	21.8M	3.28B	-62.7M	0.59	0.91	318,984	188,774	1,892,216	966,198