META Options History — October 2022

In October 2022, META traded between $93.63 and $140.06. ATM implied volatility averaged 66.5%, placing in the 29.2% IV rank vs the trailing year. The 30-day expected move averaged 18.7%. IV traded above realized volatility by 13.0% (HV 20d: 53.5%). Max pain ranged from $120.00 to $160.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.02.

Notable Days

2022-10-27: Highest Volume — 3,125,852 contracts
2022-10-27: Largest IV drop — 36.8% change
2022-10-12: Highest IV Rank — 33.8%
2022-10-24: Largest Expected Move — 22.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$128.12	$93.63	$140.06	$139.02	$93.63
Max Pain	$148.45	$120.00	$160.00	$160.00	$120.00
ATM IV	66.5%	45.0%	73.7%	60.6%	51.7%
Expected Move	18.7%	14.3%	22.5%	14.3%	16.0%
HV 20d	53.5%	37.9%	108.3%	50.6%	108.3%
HV 60d	51.6%	43.6%	73.0%	51.3%	73.0%
IV Rank	29.2%	15.4%	33.8%	25.4%	19.7%
IV Percentile	80.6%	44.9%	89.2%	73.1%	58.5%
Term Structure	-2.7%	-5.5%	8.1%	-1.7%	-0.1%
VWIV	65.3%	49.9%	78.8%	50.0%	57.0%
Skew 25d	7.2%	3.6%	9.0%	8.8%	3.7%
Skew 10d	12.4%	5.0%	16.1%	16.0%	6.8%
Call IV 25d	63.7%	47.6%	70.8%	56.6%	50.9%
Put IV 25d	71.0%	51.1%	77.9%	65.4%	54.7%
Bid-Ask Spread %	2.19	1.11	16.59	1.23	1.54
Gamma HHI	0.05	0.03	0.08	0.03	0.08
Net GEX	11.2M	-64.7M	77.0M	3.0M	-13.5M
Net DEX	3.16B	32.8M	7.46B	2.87B	4.31B
Net VEX	-48.3M	-57.2M	-28.2M	-50.7M	-31.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.02	0.56	1.74	0.81	0.56
Total Volume	725,869.238	311,462	3,125,852	356,440	1,269,655
Total OI	3,190,871.81	2,796,579	4,004,985	2,796,579	3,523,404

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
2022-10-03	$139.02	$160.00	60.6%	14.3%	50.6%	25.4%	50.0%	8.8%	-1.7%	3.0M	2.87B	-50.7M	0.81	1.23	197,207	159,233	1,797,895	998,684
2022-10-04	$139.95	$157.50	60.9%	14.3%	50.8%	25.6%	49.9%	8.6%	-1.9%	24.2M	2.60B	-51.8M	0.82	1.16	229,734	187,719	1,857,966	1,022,347
2022-10-05	$140.06	$155.00	62.5%	14.7%	50.5%	26.6%	51.4%	9.0%	-2.5%	23.5M	2.52B	-52.2M	1.19	1.11	263,125	312,615	1,892,845	1,044,440
2022-10-06	$139.24	$160.00	65.2%	17.2%	50.3%	28.4%	59.4%	8.2%	-3.0%	28.8M	2.36B	-52.5M	0.72	1.21	365,638	264,308	1,934,663	1,051,469
2022-10-07	$133.30	$160.00	68.4%	18.1%	47.7%	30.4%	63.0%	7.7%	-3.4%	-51.8M	3.75B	-50.0M	0.87	1.68	317,824	276,462	2,008,954	1,092,529
2022-10-10	$134.09	$155.00	70.2%	18.8%	48.0%	31.5%	65.3%	8.4%	-3.4%	4.6M	3.17B	-51.0M	1.14	1.70	158,826	181,698	1,927,033	1,053,116
2022-10-11	$128.27	$155.00	72.8%	19.6%	37.9%	33.2%	69.2%	8.6%	-3.8%	-14.4M	4.05B	-47.8M	1.00	1.83	226,993	227,382	1,982,408	1,074,693
2022-10-12	$128.05	$155.00	73.7%	19.8%	37.9%	33.8%	68.7%	8.1%	-4.4%	-11.7M	3.99B	-48.5M	1.70	2.01	196,151	334,293	2,033,283	1,102,782
2022-10-13	$130.33	$155.00	71.7%	19.7%	39.0%	32.5%	67.6%	8.4%	-3.6%	229.2K	3.45B	-49.6M	0.87	1.28	331,803	287,726	2,086,934	1,117,672
2022-10-14	$127.40	$150.00	72.4%	20.1%	38.7%	32.9%	67.7%	8.3%	-3.4%	-16.9M	4.01B	-48.1M	1.15	1.98	149,444	171,863	2,140,450	1,142,128
2022-10-17	$134.38	$150.00	70.1%	19.7%	43.7%	31.5%	69.2%	8.7%	-4.0%	32.6M	2.41B	-52.0M	0.93	1.28	199,549	185,270	2,019,304	1,086,286
2022-10-18	$133.08	$150.00	70.7%	20.1%	43.7%	31.9%	69.9%	8.6%	-4.0%	33.0M	2.61B	-51.4M	0.90	1.33	163,634	147,828	2,083,835	1,116,184
2022-10-19	$132.62	$150.00	71.9%	20.6%	42.9%	32.6%	72.3%	7.6%	-4.5%	33.5M	2.48B	-52.3M	1.74	1.31	183,031	318,441	2,123,819	1,130,813
2022-10-20	$131.85	$145.00	72.6%	21.1%	42.5%	33.1%	73.1%	7.4%	-5.5%	25.6M	2.64B	-52.0M	1.32	1.43	237,933	313,024	2,166,647	1,157,664
2022-10-21	$129.88	$145.00	72.0%	21.1%	41.7%	32.7%	73.5%	6.2%	-5.3%	32.1M	3.14B	-51.0M	1.07	1.42	337,265	359,352	2,216,303	1,180,662
2022-10-24	$130.33	$145.00	73.6%	22.5%	41.2%	33.7%	78.8%	5.1%	-3.4%	40.4M	1.69B	-52.1M	0.67	1.73	412,399	278,209	1,925,233	1,020,115
2022-10-25	$137.80	$145.00	70.6%	21.9%	45.5%	31.8%	77.4%	5.5%	-3.5%	77.0M	32.8M	-57.2M	1.10	1.19	206,591	226,745	2,035,224	1,094,291
2022-10-26	$129.84	$140.00	71.2%	22.3%	46.3%	32.1%	77.8%	5.1%	-3.7%	41.3M	1.94B	-51.7M	0.87	1.48	508,138	443,076	2,087,694	1,137,769
2022-10-27	$98.20	$140.00	45.0%	16.1%	107.8%	15.4%	58.2%	6.2%	8.1%	-64.7M	7.46B	-28.2M	1.13	16.59	1,470,509	1,655,343	2,273,689	1,262,096
2022-10-28	$99.28	$125.00	48.7%	14.5%	108.1%	17.8%	51.4%	3.6%	0.6%	7.2M	4.84B	-32.8M	0.88	1.40	789,453	697,765	2,759,973	1,245,012
2022-10-31	$93.63	$120.00	51.7%	16.0%	108.3%	19.7%	57.0%	3.7%	-0.1%	-13.5M	4.31B	-31.0M	0.56	1.54	813,740	455,915	2,418,327	1,105,077