META Options History — September 2023 In September 2023, META traded between $296.51 and $311.39. ATM implied volatility averaged 36.5%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 8.0% (HV 20d: 28.5%). Max pain ranged from $270.00 to $300.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.92.
Notable Days 2023-09-07 : Highest Volume — 745,266 contracts2023-09-25 : Largest IV spike — 13.4% change2023-09-27 : Highest IV Rank — 43.1%2023-09-26 : Largest Expected Move — 10.8%Monthly Statistics Metric Avg Min Max Open Close Price $301.16 $296.51 $311.39 $296.51 $300.10 Max Pain $292.00 $270.00 $300.00 $270.00 $295.00 ATM IV 36.5% 31.2% 48.1% 32.3% 46.5% Expected Move 9.6% 8.3% 10.8% 8.3% 9.7% HV 20d 28.5% 25.1% 30.5% 28.7% 26.4% HV 60d 30.7% 30.2% 31.7% 30.3% 30.5% IV Rank 17.5% 5.6% 43.1% 7.9% 39.7% IV Percentile 27.7% 9.1% 60.7% 13.1% 58.7% Term Structure 2.3% -0.3% 9.4% -0.3% 0.1% VWIV 33.9% 29.7% 37.8% 29.7% 34.4% Skew 25d 3.0% 1.5% 4.9% 1.5% 4.3% Skew 10d 5.8% 3.0% 9.3% 3.0% 8.2% Call IV 25d 35.1% 30.3% 45.5% 31.9% 44.3% Put IV 25d 38.1% 32.4% 50.4% 33.4% 48.6% Bid-Ask Spread % 1.41 1.16 1.70 1.37 1.21 Gamma HHI 0.04 0.03 0.06 0.04 0.04 Net GEX 329.2M 162.1M 579.4M 329.2M 242.0M Net DEX -23.78B -31.05B -19.52B -24.28B -20.96B Net VEX -126.2M -128.6M -123.5M -126.4M -125.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.92 0.63 1.22 0.63 0.96 Total Volume 368,775.45 203,956 745,266 327,586 457,737 Total OI 3,233,704.75 2,901,723 3,488,716 3,374,599 3,242,207
Daily Data (20 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 2023-09-01 $296.51 $270.00 32.3% 8.3% 28.7% 7.9% 29.7% 1.5% -0.3% 329.2M -24.28B -126.4M 0.63 1.37 200,690 126,896 1,990,349 1,384,250 2023-09-05 $300.84 $285.00 32.7% 9.4% 28.5% 9.0% 33.2% 1.7% -0.1% 384.9M -25.96B -124.9M 0.68 1.70 136,400 92,537 1,911,260 1,334,600 2023-09-06 $298.60 $290.00 33.2% 9.5% 28.4% 10.1% 33.5% 1.9% -0.3% 367.5M -24.94B -124.6M 0.77 1.49 153,265 118,300 1,943,511 1,353,046 2023-09-07 $299.18 $290.00 33.9% 9.6% 27.4% 11.6% 34.0% 2.3% -0.3% 386.0M -25.07B -127.8M 0.78 1.53 418,262 327,004 1,966,444 1,376,409 2023-09-08 $297.52 $290.00 33.1% 9.4% 27.5% 9.7% 33.4% 2.2% -0.3% 285.3M -24.05B -125.8M 0.85 1.46 251,978 214,382 1,997,008 1,414,483 2023-09-11 $307.72 $290.00 33.0% 9.4% 30.0% 9.6% 33.0% 2.3% -0.3% 443.7M -28.94B -126.5M 0.68 1.58 211,131 142,565 1,929,339 1,374,808 2023-09-12 $302.13 $290.00 33.2% 9.4% 30.5% 10.1% 33.2% 2.2% -0.3% 339.3M -26.02B -127.1M 0.80 1.41 132,327 105,584 1,959,147 1,407,446 2023-09-13 $304.74 $290.00 32.1% 9.1% 30.0% 7.6% 32.6% 2.5% -0.2% 429.0M -27.58B -126.1M 1.11 1.44 124,841 138,993 1,976,944 1,423,459 2023-09-14 $311.39 $290.00 31.2% 8.9% 30.1% 5.6% 31.8% 2.1% -0.0% 579.4M -31.05B -125.2M 0.94 1.52 203,734 191,816 1,990,162 1,446,852 2023-09-15 $300.10 $295.00 32.7% 9.3% 30.4% 8.9% 33.0% 2.4% -0.1% 191.9M -24.50B -123.6M 0.80 1.53 275,511 219,334 2,009,445 1,479,271 2023-09-18 $301.44 $295.00 32.0% 9.1% 30.3% 7.3% 32.1% 2.8% 9.3% 314.3M -21.63B -123.5M 0.83 1.52 140,961 116,385 1,730,339 1,171,384 2023-09-19 $305.25 $300.00 32.2% 9.2% 29.8% 7.9% 32.6% 3.0% 9.3% 369.7M -23.38B -126.2M 1.16 1.35 135,002 157,088 1,773,685 1,223,299 2023-09-20 $300.01 $300.00 32.8% 9.4% 30.3% 9.1% 33.7% 3.0% 9.3% 269.4M -21.00B -125.6M 1.17 1.43 117,770 138,109 1,802,710 1,254,275 2023-09-21 $297.09 $295.00 36.6% 10.0% 29.0% 17.5% 34.9% 3.4% 9.3% 162.1M -19.70B -126.9M 0.91 1.31 194,997 177,326 1,830,379 1,278,583 2023-09-22 $300.34 $295.00 38.5% 10.1% 27.4% 21.9% 35.5% 3.7% 9.4% 296.4M -21.50B -127.9M 1.15 1.32 274,995 316,455 1,867,219 1,297,335 2023-09-25 $300.07 $295.00 43.7% 10.3% 27.4% 33.4% 36.3% 4.5% 0.5% 282.9M -21.26B -126.4M 1.00 1.16 105,572 106,079 1,797,276 1,251,410 2023-09-26 $299.42 $295.00 46.4% 10.8% 27.0% 39.3% 37.8% 4.7% 0.4% 277.3M -20.98B -127.6M 0.93 1.23 105,633 98,323 1,828,475 1,280,331 2023-09-27 $296.67 $295.00 48.1% 10.6% 25.1% 43.1% 37.4% 4.9% 0.2% 215.8M -19.52B -127.7M 1.22 1.37 250,951 306,242 1,844,683 1,311,967 2023-09-28 $304.01 $295.00 46.6% 9.9% 26.1% 39.8% 35.1% 4.6% 0.2% 417.3M -23.28B -128.6M 1.05 1.26 189,994 200,340 1,876,615 1,343,690 2023-09-29 $300.10 $295.00 46.5% 9.7% 26.4% 39.7% 34.4% 4.3% 0.1% 242.0M -20.96B -125.9M 0.96 1.21 233,929 223,808 1,882,477 1,359,730
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