META Options History — March 2024 In March 2024, META traded between $484.30 and $513.63. ATM implied volatility averaged 34.2%, placing in the 34.4% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded below realized volatility by 0.5% (HV 20d: 34.7%). Max pain ranged from $400.00 to $465.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.58.
Notable Days 2024-03-07 : Highest Volume — 697,431 contracts2024-03-25 : Largest IV spike — 26.3% change2024-03-27 : Highest IV Rank — 81.1%2024-03-11 : Largest Expected Move — 9.5%Monthly Statistics Metric Avg Min Max Open Close Price $498.01 $484.30 $513.63 $502.64 $488.47 Max Pain $448.75 $400.00 $465.00 $400.00 $465.00 ATM IV 34.2% 27.9% 48.4% 27.9% 47.7% Expected Move 8.5% 7.7% 9.5% 7.9% 7.7% HV 20d 34.7% 29.9% 71.1% 71.1% 31.6% HV 60d 46.0% 44.7% 46.9% 44.7% 46.4% IV Rank 34.4% 13.6% 81.1% 13.6% 78.6% IV Percentile 42.7% 15.5% 81.3% 15.5% 78.6% Term Structure 4.4% -0.7% 19.1% -0.4% -0.3% VWIV 30.3% 27.1% 33.5% 28.2% 27.1% Skew 25d 0.2% -0.4% 0.7% -0.0% 0.4% Skew 10d 0.7% -0.7% 1.4% 0.3% 0.8% Call IV 25d 34.3% 27.6% 49.2% 28.5% 47.8% Put IV 25d 34.4% 27.8% 49.6% 28.5% 48.2% Bid-Ask Spread % 3.61 1.94 7.97 1.94 3.07 Gamma HHI 0.06 0.03 0.15 0.15 0.05 Net GEX 477.1M 83.4M 930.9M 930.9M 83.4M Net DEX -38.94B -47.67B -31.55B -46.95B -31.55B Net VEX -163.4M -166.6M -158.1M -161.6M -158.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.58 0.34 0.77 0.51 0.61 Total Volume 369,955.25 215,457 697,431 678,350 326,085 Total OI 2,533,057.25 2,314,452 2,787,944 2,637,009 2,469,323
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 2024-03-01 $502.64 $400.00 27.9% 7.9% 71.1% 13.6% 28.2% -0.0% -0.4% 930.9M -46.95B -161.6M 0.51 1.94 449,905 228,445 1,504,154 1,132,855 2024-03-04 $499.00 $430.00 28.7% 8.3% 31.2% 16.5% 29.3% 0.2% 0.2% 564.8M -42.26B -162.5M 0.59 2.96 177,186 103,779 1,430,273 1,086,036 2024-03-05 $488.93 $435.00 30.3% 8.7% 30.4% 21.7% 30.8% 0.3% 0.1% 424.6M -38.69B -165.5M 0.74 3.50 150,944 111,070 1,448,283 1,110,893 2024-03-06 $496.71 $440.00 29.0% 8.4% 29.9% 17.5% 29.7% 0.3% 0.1% 579.9M -41.61B -164.9M 0.59 2.38 163,289 96,440 1,466,710 1,132,214 2024-03-07 $513.63 $440.00 30.7% 8.8% 30.5% 22.8% 31.3% -0.1% 0.0% 779.3M -47.67B -166.4M 0.45 4.29 482,539 214,892 1,471,272 1,143,824 2024-03-08 $505.54 $440.00 31.9% 9.1% 31.4% 26.7% 32.3% -0.1% 0.1% 545.4M -43.93B -166.6M 0.61 7.97 412,319 251,659 1,509,305 1,169,269 2024-03-11 $484.70 $440.00 33.6% 9.5% 35.3% 32.5% 33.5% 0.2% -0.4% 314.7M -35.63B -164.4M 0.51 5.14 334,031 169,834 1,440,522 1,105,611 2024-03-12 $500.00 $450.00 32.7% 9.3% 36.8% 29.3% 32.9% -0.3% -0.3% 638.0M -42.14B -166.0M 0.39 3.84 338,410 131,111 1,519,425 1,142,236 2024-03-13 $495.25 $455.00 32.6% 9.3% 36.1% 29.0% 32.8% -0.4% -0.1% 565.2M -40.14B -165.4M 0.46 4.59 233,968 106,459 1,540,336 1,164,118 2024-03-14 $490.83 $460.00 31.7% 9.1% 35.1% 26.3% 32.6% 0.1% -0.1% 441.9M -38.04B -164.2M 0.59 4.33 214,904 126,416 1,562,600 1,188,840 2024-03-15 $484.30 $450.00 31.5% 9.0% 34.5% 25.5% 32.0% 0.5% 0.1% 95.5M -35.27B -165.3M 0.77 2.78 203,105 156,195 1,577,455 1,210,489 2024-03-18 $496.29 $450.00 30.4% 8.7% 34.3% 21.9% 31.0% 0.7% 16.7% 355.4M -35.45B -163.3M 0.69 4.53 146,323 100,829 1,328,957 985,495 2024-03-19 $494.66 $460.00 29.6% 8.5% 34.2% 19.3% 30.2% 0.4% 16.9% 377.3M -34.98B -162.4M 0.65 3.21 131,378 85,543 1,357,137 1,016,993 2024-03-20 $505.57 $460.00 28.9% 8.3% 34.7% 17.1% 29.7% 0.1% 18.6% 575.7M -38.82B -162.1M 0.54 4.14 221,205 118,514 1,368,324 1,029,527 2024-03-21 $508.08 $460.00 32.1% 8.1% 31.1% 27.6% 28.8% 0.2% 18.5% 623.1M -39.73B -161.1M 0.59 2.51 193,027 114,691 1,390,630 1,046,767 2024-03-22 $509.13 $460.00 34.9% 7.9% 30.9% 36.8% 28.0% 0.1% 19.1% 719.1M -39.79B -164.0M 0.68 2.82 136,335 92,812 1,401,776 1,065,140 2024-03-25 $504.52 $460.00 44.1% 8.0% 31.1% 66.9% 28.4% 0.3% -0.6% 404.5M -37.44B -160.8M 0.66 2.45 129,474 85,983 1,325,896 1,003,592 2024-03-26 $497.88 $460.00 47.0% 8.1% 31.5% 76.4% 28.5% 0.4% -0.7% 309.7M -35.31B -160.4M 0.34 3.14 275,706 93,397 1,357,797 1,031,524 2024-03-27 $493.99 $460.00 48.4% 7.9% 31.5% 81.1% 28.2% 0.4% -0.5% 213.6M -33.47B -162.8M 0.68 2.57 173,238 117,665 1,380,977 1,044,570 2024-03-28 $488.47 $465.00 47.7% 7.7% 31.6% 78.6% 27.1% 0.4% -0.3% 83.4M -31.55B -158.1M 0.61 3.07 202,755 123,330 1,405,828 1,063,495
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