META Options History — June 2024

In June 2024, META traded between $476.02 and $519.12. ATM implied volatility averaged 31.8%, placing in the 27.0% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 8.1% (HV 20d: 23.6%). Max pain ranged from $340.00 to $490.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.57.

Notable Days

  • 2024-06-05: Highest Volume — 432,435 contracts
  • 2024-06-24: Largest IV spike — 21.8% change
  • 2024-06-28: Highest IV Rank — 67.5%
  • 2024-06-18: Largest Expected Move — 8.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$500.64$476.02$519.12$476.02$511.31
Max Pain$464.47$340.00$490.00$340.00$490.00
ATM IV31.8%26.6%43.8%27.5%43.8%
Expected Move7.9%7.6%8.1%8.1%7.6%
HV 20d23.6%20.0%25.0%21.7%23.7%
HV 60d35.9%35.4%36.7%36.7%35.8%
IV Rank27.0%9.8%67.5%12.7%67.5%
IV Percentile35.0%10.3%74.6%18.7%74.6%
Term Structure3.1%-1.1%15.7%0.5%-1.0%
VWIV27.8%26.7%28.7%28.4%26.7%
Skew 25d0.8%0.4%1.0%1.0%0.5%
Skew 10d2.2%1.5%2.8%2.8%1.6%
Call IV 25d31.4%26.4%44.2%27.2%44.2%
Put IV 25d32.2%27.3%44.7%28.2%44.7%
Bid-Ask Spread %2.971.704.442.003.04
Gamma HHI0.060.040.080.050.06
Net GEX533.9M185.7M734.8M361.2M578.8M
Net DEX-31.75B-38.06B-24.53B-28.53B-28.85B
Net VEX-151.4M-153.6M-149.1M-149.2M-150.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.570.270.810.560.46
Total Volume288,345.263140,120432,435243,791367,886
Total OI2,355,878.2631,918,3092,552,0862,442,2892,076,765

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-06-03$476.02$340.0027.5%8.1%21.7%12.7%28.4%1.0%0.5%361.2M-28.53B-149.2M0.562.00155,78288,0091,384,8911,057,398
2024-06-04$476.40$345.0027.1%8.0%20.0%11.4%28.0%1.0%0.4%407.5M-28.58B-149.2M0.791.7078,48961,6311,400,8871,067,978
2024-06-05$496.33$345.0027.0%8.0%24.4%11.1%28.2%1.0%0.4%650.2M-35.96B-152.1M0.452.58298,321134,1141,407,6301,079,950
2024-06-06$492.02$480.0027.1%8.0%24.5%11.3%28.3%0.8%0.4%635.4M-33.89B-153.3M0.444.44263,066116,2551,421,8021,093,064
2024-06-07$493.72$480.0026.6%7.9%24.5%9.8%27.9%0.9%0.5%609.7M-34.36B-152.8M0.584.30196,072113,8431,442,0841,103,254
2024-06-10$501.72$480.0027.3%8.0%25.0%12.0%28.2%0.9%0.5%555.5M-35.94B-153.6M0.813.84122,99899,4791,386,4231,057,734
2024-06-11$506.40$485.0027.0%7.9%24.1%11.0%28.1%0.9%0.5%610.5M-37.83B-152.7M0.653.27134,06086,5211,406,4371,082,798
2024-06-12$507.82$485.0026.8%7.8%24.1%10.3%27.8%0.9%0.5%618.5M-38.06B-152.6M0.443.71222,44597,5151,411,7421,099,321
2024-06-13$505.05$485.0027.3%8.0%23.6%12.0%28.3%0.8%0.5%613.6M-36.83B-153.2M0.272.90275,18373,2181,435,6931,116,393
2024-06-14$503.64$490.0027.2%8.0%23.0%11.8%28.2%0.9%0.7%539.0M-31.01B-153.2M0.593.04165,06197,3881,342,5391,128,804
2024-06-17$508.15$490.0027.6%8.0%22.7%13.0%28.2%0.9%14.2%554.2M-32.46B-151.6M0.712.85153,572109,0731,296,8361,087,124
2024-06-18$498.91$490.0028.2%8.1%23.9%15.2%28.7%0.6%14.6%451.8M-28.82B-151.1M0.442.74176,98978,6151,319,1681,107,411
2024-06-20$502.23$490.0031.1%8.0%23.4%24.8%28.5%0.5%15.1%570.1M-30.69B-150.4M0.462.90171,53078,8621,354,9761,127,413
2024-06-21$495.12$490.0033.2%7.8%24.2%31.8%27.3%0.4%15.7%185.7M-27.17B-149.1M0.622.57200,507125,0601,370,0951,135,572
2024-06-24$497.51$490.0040.4%7.8%24.0%56.1%27.6%0.8%-1.0%357.9M-24.53B-149.1M0.612.60167,124102,6061,133,682784,627
2024-06-25$509.00$490.0041.7%7.6%23.9%60.4%27.0%0.8%-1.0%537.1M-28.37B-151.0M0.752.42168,198126,9121,165,077812,803
2024-06-26$511.63$490.0043.3%7.6%23.9%65.8%26.8%0.7%-1.1%572.2M-29.34B-149.9M0.752.54116,12587,1021,183,829830,795
2024-06-27$519.12$490.0043.3%7.6%24.1%65.8%26.7%0.5%-1.1%734.8M-32.08B-151.3M0.492.98247,989120,9601,201,407847,285
2024-06-28$511.31$490.0043.8%7.6%23.7%67.5%26.7%0.5%-1.0%578.8M-28.85B-150.2M0.463.04252,213115,6731,221,053855,712