META Options History — April 2024 In April 2024, META traded between $429.88 and $525.72. ATM implied volatility averaged 46.1%, placing in the 74.6% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 15.0% (HV 20d: 31.1%). Max pain ranged from $435.00 to $465.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.67.
Notable Days 2024-04-25 : Highest Volume — 1,875,271 contracts2024-04-25 : Largest IV drop — 31.8% change2024-04-24 : Highest IV Rank — 95.9%2024-04-24 : Largest Expected Move — 16.2%Monthly Statistics Metric Avg Min Max Open Close Price $491.82 $429.88 $525.72 $490.55 $434.20 Max Pain $448.41 $435.00 $465.00 $465.00 $440.00 ATM IV 46.1% 32.0% 52.3% 48.7% 32.0% Expected Move 12.3% 8.0% 16.2% 8.0% 9.5% HV 20d 31.1% 20.9% 52.8% 29.9% 52.7% HV 60d 47.5% 39.2% 54.5% 46.4% 39.2% IV Rank 74.6% 27.8% 95.9% 82.1% 27.8% IV Percentile 79.0% 41.3% 98.8% 82.1% 41.3% Term Structure -2.2% -3.3% -0.1% -2.8% -0.1% VWIV 43.4% 28.2% 56.4% 28.2% 33.7% Skew 25d 1.1% 0.5% 2.2% 0.6% 0.7% Skew 10d 2.3% 0.7% 4.8% 1.6% 0.9% Call IV 25d 45.7% 31.9% 52.4% 48.8% 31.9% Put IV 25d 46.8% 32.6% 54.1% 49.4% 32.6% Bid-Ask Spread % 4.75 2.70 8.04 2.70 3.94 Gamma HHI 0.04 0.03 0.08 0.03 0.03 Net GEX 332.2M -64.6M 633.0M 278.5M 170.4M Net DEX -32.71B -44.81B -14.73B -32.97B -18.21B Net VEX -159.1M -163.2M -146.6M -158.1M -153.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.48 0.86 0.86 0.48 Total Volume 452,265.182 174,370 1,875,271 205,431 299,080 Total OI 2,512,130.955 2,269,362 2,921,736 2,357,572 2,708,084
Daily Data (22 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 2024-04-01 $490.55 $465.00 48.7% 8.0% 29.9% 82.1% 28.2% 0.6% -2.8% 278.5M -32.97B -158.1M 0.86 2.70 110,723 94,708 1,335,450 1,022,122 2024-04-02 $496.57 $465.00 49.3% 8.4% 30.1% 83.9% 29.8% 0.6% -2.6% 367.6M -35.09B -159.4M 0.85 3.34 132,568 112,997 1,356,361 1,040,731 2024-04-03 $506.25 $465.00 47.8% 8.1% 29.9% 78.9% 28.8% 0.9% -2.2% 542.9M -38.50B -160.9M 0.65 3.29 199,682 129,585 1,370,382 1,065,689 2024-04-04 $513.65 $435.00 49.1% 12.9% 29.8% 83.2% 45.5% 0.6% -2.7% 609.9M -41.15B -160.6M 0.75 5.28 475,422 354,311 1,385,068 1,082,786 2024-04-05 $525.72 $440.00 47.5% 12.6% 28.6% 78.2% 44.1% 1.1% -2.9% 633.0M -44.81B -161.6M 0.61 5.06 426,070 260,178 1,420,588 1,116,836 2024-04-08 $519.68 $440.00 48.5% 13.0% 28.3% 81.4% 45.9% 1.0% -2.3% 448.8M -40.94B -162.6M 0.55 3.78 203,777 111,476 1,368,265 1,065,586 2024-04-09 $515.43 $440.00 47.7% 12.8% 23.5% 80.4% 45.1% 0.9% -2.5% 470.2M -40.07B -163.2M 0.57 3.81 212,857 120,965 1,411,833 1,083,637 2024-04-10 $518.45 $440.00 47.4% 12.9% 21.1% 79.6% 45.1% 0.6% -2.4% 514.9M -41.07B -162.1M 0.81 4.24 162,792 131,746 1,421,120 1,094,447 2024-04-11 $523.27 $440.00 46.5% 12.7% 20.9% 76.4% 44.6% 0.7% -2.5% 623.4M -42.89B -161.2M 0.59 4.25 169,470 100,057 1,435,701 1,116,614 2024-04-12 $512.21 $440.00 47.4% 13.1% 22.2% 79.5% 46.1% 0.5% -2.5% 231.5M -38.40B -163.2M 0.60 6.95 223,613 133,503 1,443,424 1,123,130 2024-04-15 $500.11 $445.00 48.7% 13.7% 23.5% 83.8% 48.0% 1.2% -2.1% 285.6M -34.29B -161.6M 0.68 4.95 151,292 102,140 1,392,888 1,077,536 2024-04-16 $501.44 $445.00 47.7% 13.6% 21.9% 80.6% 47.5% 1.3% -2.1% 299.7M -35.00B -155.2M 0.56 4.41 112,102 62,268 1,414,971 1,101,676 2024-04-17 $494.64 $445.00 48.6% 13.9% 22.4% 83.4% 48.7% 1.4% -2.4% 209.8M -32.29B -158.5M 0.74 5.38 192,926 142,483 1,428,849 1,114,506 2024-04-18 $503.04 $450.00 48.9% 14.1% 21.8% 84.5% 49.6% 1.5% -2.5% 386.1M -35.83B -161.8M 0.79 4.60 198,050 156,719 1,443,198 1,126,519 2024-04-19 $476.41 $450.00 52.1% 15.2% 28.9% 95.2% 53.1% 1.8% -2.9% 113.6M -25.39B -160.0M 0.74 6.49 284,674 211,790 1,459,781 1,129,891 2024-04-22 $483.24 $450.00 50.9% 15.3% 29.6% 91.2% 53.8% 2.2% -3.1% 248.4M -28.08B -159.6M 0.77 6.89 116,288 89,689 1,301,004 968,358 2024-04-23 $496.35 $455.00 50.3% 15.3% 31.2% 89.4% 53.8% 2.2% -2.9% 313.8M -32.17B -162.4M 0.67 4.51 107,967 72,781 1,330,382 989,724 2024-04-24 $495.00 $460.00 52.3% 16.2% 30.9% 95.9% 56.4% 1.6% -3.3% 312.9M -31.93B -162.9M 0.66 8.04 331,975 218,883 1,357,776 1,011,622 2024-04-25 $440.17 $460.00 35.7% 10.4% 51.8% 40.1% 36.7% 1.1% -1.3% -64.6M -14.73B -146.6M 0.67 3.99 1,121,218 754,053 1,500,720 1,112,276 2024-04-26 $443.87 $450.00 33.6% 9.7% 52.0% 33.3% 34.2% 0.9% -0.9% 215.8M -19.69B -155.0M 0.71 4.63 569,981 405,917 1,712,129 1,209,607 2024-04-29 $429.88 $445.00 33.6% 10.0% 52.8% 33.0% 35.5% 0.7% -0.1% 95.4M -16.04B -149.9M 0.53 4.05 249,192 131,866 1,522,072 1,093,542 2024-04-30 $434.20 $440.00 32.0% 9.5% 52.7% 27.8% 33.7% 0.7% -0.1% 170.4M -18.21B -153.5M 0.48 3.94 201,830 97,250 1,584,217 1,123,867
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