META Options History — February 2024 In February 2024, META traded between $395.76 and $488.78. ATM implied volatility averaged 28.7%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded below realized volatility by 38.7% (HV 20d: 67.4%). Max pain ranged from $350.00 to $400.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.51.
Notable Days 2024-02-02 : Highest Volume — 1,905,676 contracts2024-02-02 : Largest IV drop — 24.1% change2024-02-01 : Highest IV Rank — 41.8%2024-02-01 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $470.25 $395.76 $488.78 $395.76 $488.78 Max Pain $380.50 $350.00 $400.00 $350.00 $400.00 ATM IV 28.7% 26.2% 38.8% 38.8% 27.6% Expected Move 8.2% 7.6% 10.3% 10.3% 7.9% HV 20d 67.4% 22.5% 72.0% 22.5% 70.8% HV 60d 43.2% 22.3% 45.4% 22.3% 44.7% IV Rank 16.0% 8.0% 41.8% 41.8% 12.6% IV Percentile 16.6% 5.2% 50.8% 50.8% 13.9% Term Structure -0.1% -2.0% 0.5% -2.0% -0.2% VWIV 29.3% 27.5% 36.6% 36.6% 28.1% Skew 25d 0.3% -0.7% 1.8% 1.8% 0.2% Skew 10d 1.0% -1.1% 4.1% 4.1% 1.0% Call IV 25d 29.1% 27.0% 38.1% 38.1% 28.0% Put IV 25d 29.4% 26.4% 40.0% 40.0% 28.2% Bid-Ask Spread % 2.18 1.74 3.05 3.05 1.86 Gamma HHI 0.07 0.04 0.10 0.04 0.09 Net GEX 558.5M 329.4M 1.00B 342.0M 757.6M Net DEX -40.38B -50.14B -26.26B -26.26B -41.18B Net VEX -145.1M -163.3M -110.1M -118.9M -163.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.28 0.89 0.89 0.44 Total Volume 564,366.1 232,691 1,905,676 404,886 367,512 Total OI 2,634,252.15 2,274,153 2,952,605 2,274,153 2,626,615
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 2024-02-01 $395.76 $350.00 38.8% 10.3% 22.5% 41.8% 36.6% 1.8% -2.0% 342.0M -26.26B -118.9M 0.89 3.05 213,666 191,220 1,268,494 1,005,659 2024-02-02 $475.33 $350.00 29.4% 8.4% 66.5% 18.8% 30.0% -0.0% -0.3% 427.9M -50.14B -110.1M 0.66 2.37 1,148,977 756,699 1,335,352 1,082,970 2024-02-05 $462.67 $360.00 28.8% 8.2% 68.2% 16.5% 29.4% -0.3% -0.0% 358.0M -39.87B -119.3M 0.49 2.32 459,306 227,159 1,337,815 1,116,450 2024-02-06 $455.12 $365.00 26.8% 7.8% 69.0% 10.0% 27.7% 0.1% 0.3% 376.4M -37.55B -122.6M 0.48 1.74 292,941 140,097 1,447,028 1,158,757 2024-02-07 $468.11 $365.00 26.9% 7.8% 68.9% 10.5% 28.0% -0.4% 0.3% 700.6M -43.01B -125.5M 0.38 2.12 502,327 192,483 1,492,702 1,188,298 2024-02-08 $469.86 $370.00 27.0% 7.8% 68.5% 10.7% 27.9% -0.7% 0.3% 750.8M -43.64B -134.1M 0.28 2.32 437,709 123,392 1,557,536 1,215,650 2024-02-09 $468.13 $370.00 26.2% 7.6% 68.5% 8.0% 27.5% -0.6% 0.5% 629.5M -42.82B -145.8M 0.35 2.60 435,345 154,417 1,645,633 1,233,416 2024-02-12 $469.02 $375.00 27.2% 7.8% 68.6% 11.6% 27.9% -0.1% 0.2% 527.3M -42.32B -146.6M 0.34 2.86 436,964 149,120 1,544,867 1,161,136 2024-02-13 $459.65 $380.00 28.0% 8.0% 68.9% 14.1% 28.7% 0.6% 0.0% 329.4M -38.27B -148.1M 0.54 2.25 276,001 148,969 1,598,109 1,195,252 2024-02-14 $472.85 $380.00 27.0% 7.7% 68.9% 10.8% 27.7% 0.6% 0.2% 654.5M -43.89B -151.8M 0.42 2.09 281,580 117,747 1,625,440 1,227,415 2024-02-15 $484.54 $385.00 28.5% 8.2% 68.9% 15.6% 29.3% -0.1% 0.1% 1.00B -49.03B -151.7M 0.39 2.70 639,136 247,950 1,644,494 1,241,331 2024-02-16 $473.16 $385.00 28.7% 8.2% 70.0% 16.2% 29.4% 0.6% 0.2% 447.4M -42.89B -156.6M 0.43 1.89 447,579 193,539 1,676,458 1,276,147 2024-02-20 $470.55 $390.00 29.8% 8.6% 70.1% 20.1% 30.5% 1.0% -0.3% 445.4M -34.99B -155.8M 0.42 1.97 277,813 117,840 1,439,187 1,039,061 2024-02-21 $466.84 $390.00 29.9% 8.6% 70.4% 20.2% 30.3% 1.3% -0.2% 408.6M -33.21B -156.2M 0.73 1.85 171,419 125,901 1,456,034 1,066,144 2024-02-22 $488.33 $395.00 29.5% 8.5% 71.5% 19.0% 30.3% 0.4% -0.1% 850.9M -42.42B -159.0M 0.53 1.85 389,784 206,929 1,475,678 1,089,725 2024-02-23 $484.21 $400.00 28.4% 8.0% 71.8% 15.4% 28.3% 0.8% -0.1% 591.0M -39.75B -160.2M 0.48 1.99 400,500 192,560 1,492,164 1,123,468 2024-02-26 $482.59 $400.00 28.8% 8.3% 71.9% 16.6% 29.6% 0.6% -0.4% 501.8M -38.02B -158.5M 0.87 1.85 124,513 108,178 1,416,702 1,066,731 2024-02-27 $486.19 $400.00 28.6% 8.2% 71.9% 16.1% 29.1% 0.4% -0.3% 563.0M -39.61B -158.9M 0.63 1.98 143,820 90,102 1,446,761 1,094,763 2024-02-28 $483.25 $400.00 28.4% 8.2% 72.0% 15.3% 29.5% 0.1% -0.3% 505.6M -38.61B -159.6M 0.38 1.93 258,983 97,145 1,468,654 1,106,947 2024-02-29 $488.78 $400.00 27.6% 7.9% 70.8% 12.6% 28.1% 0.2% -0.2% 757.6M -41.18B -163.3M 0.44 1.86 255,363 112,149 1,503,896 1,122,719
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