META Options History — July 2024 In July 2024, META traded between $457.50 and $539.15. ATM implied volatility averaged 49.0%, placing in the 85.1% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 13.6% (HV 20d: 35.5%). Max pain ranged from $470.00 to $490.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.61.
Notable Days 2024-07-05 : Highest Volume — 940,517 contracts2024-07-17 : Largest IV spike — 6.3% change2024-07-30 : Highest IV Rank — 96.1%2024-07-30 : Largest Expected Move — 17.8%Monthly Statistics Metric Avg Min Max Open Close Price $492.53 $457.50 $539.15 $503.66 $474.27 Max Pain $473.18 $470.00 $490.00 $490.00 $470.00 ATM IV 49.0% 43.5% 52.3% 45.0% 48.7% Expected Move 13.8% 7.5% 17.8% 7.8% 16.8% HV 20d 35.5% 22.8% 45.2% 24.4% 45.2% HV 60d 35.7% 30.7% 39.2% 35.8% 31.7% IV Rank 85.1% 66.4% 96.1% 71.5% 85.2% IV Percentile 88.3% 74.2% 98.8% 75.4% 87.7% Term Structure -2.7% -3.4% -1.4% -1.4% -2.8% VWIV 48.2% 26.5% 61.9% 27.3% 58.5% Skew 25d 0.7% -0.4% 2.5% 0.7% 1.7% Skew 10d 1.3% -1.0% 4.4% 2.0% 3.0% Call IV 25d 48.9% 44.8% 52.7% 44.8% 47.8% Put IV 25d 49.6% 45.5% 53.5% 45.5% 49.5% Bid-Ask Spread % 3.83 2.21 6.37 3.07 6.37 Gamma HHI 0.05 0.03 0.08 0.04 0.05 Net GEX 289.3M -12.1M 697.8M 341.8M 228.5M Net DEX -22.90B -38.69B -11.14B -25.92B -19.26B Net VEX -150.6M -154.5M -145.6M -151.0M -149.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.61 0.34 0.88 0.49 0.78 Total Volume 368,208.955 113,548 940,517 248,522 327,764 Total OI 2,182,333.455 2,000,042 2,446,138 2,000,042 2,162,443
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 2024-07-01 $503.66 $490.00 45.0% 7.8% 24.4% 71.5% 27.3% 0.7% -1.4% 341.8M -25.92B -151.0M 0.49 3.07 166,398 82,124 1,183,002 817,040 2024-07-02 $508.49 $490.00 43.5% 7.6% 22.8% 66.4% 26.7% 0.6% -2.3% 506.1M -27.97B -151.8M 0.53 2.39 145,611 76,940 1,214,796 839,299 2024-07-03 $509.90 $490.00 45.6% 7.5% 22.8% 73.5% 26.5% 0.5% -2.6% 522.4M -28.42B -150.1M 0.45 2.21 111,059 49,599 1,225,337 851,546 2024-07-05 $539.15 $470.00 47.0% 12.2% 26.4% 78.2% 43.1% -0.4% -3.2% 697.8M -38.69B -151.6M 0.49 4.11 633,097 307,420 1,232,674 856,938 2024-07-08 $528.13 $470.00 47.8% 12.7% 27.5% 80.8% 44.7% -0.3% -2.6% 506.2M -32.64B -153.3M 0.51 3.14 252,379 128,682 1,219,884 840,091 2024-07-09 $530.16 $470.00 46.7% 12.5% 27.5% 77.2% 44.0% -0.1% -2.7% 596.8M -33.72B -152.7M 0.34 3.28 178,895 61,612 1,274,935 874,194 2024-07-10 $533.99 $470.00 46.2% 12.4% 27.1% 75.4% 43.9% 0.2% -2.8% 681.2M -34.78B -153.8M 0.40 3.77 222,217 87,848 1,286,769 886,131 2024-07-11 $513.29 $470.00 47.4% 12.9% 30.9% 79.4% 45.3% 0.1% -3.0% 164.3M -26.83B -154.5M 0.60 5.35 305,322 184,181 1,299,299 902,722 2024-07-12 $499.67 $470.00 48.7% 13.4% 32.4% 84.0% 47.1% -0.3% -3.2% 65.3M -21.69B -151.6M 0.59 4.14 399,111 234,071 1,341,620 925,106 2024-07-15 $495.73 $470.00 50.0% 14.1% 32.5% 88.1% 49.6% -0.4% -2.6% 248.2M -22.55B -151.6M 0.42 3.73 230,292 97,130 1,285,408 891,047 2024-07-16 $489.17 $470.00 49.3% 14.0% 32.8% 85.8% 49.1% -0.3% -2.8% 191.3M -20.38B -149.6M 0.64 3.84 228,267 147,073 1,335,642 918,102 2024-07-17 $459.87 $470.00 52.3% 15.0% 38.8% 96.1% 52.9% -0.0% -3.3% -12.1M -11.14B -145.6M 0.61 4.42 411,372 248,909 1,365,423 946,805 2024-07-18 $477.17 $470.00 51.3% 14.9% 41.2% 92.7% 52.2% 0.2% -3.4% 245.8M -18.08B -151.6M 0.67 4.21 308,029 207,859 1,453,977 984,101 2024-07-19 $476.75 $470.00 50.9% 14.9% 41.1% 91.3% 52.1% 0.5% -3.1% 244.0M -18.50B -151.0M 0.57 3.95 307,230 175,583 1,464,198 981,940 2024-07-22 $489.99 $470.00 49.7% 15.0% 42.1% 87.1% 52.6% 0.6% -2.2% 302.6M -22.70B -152.2M 0.65 3.45 131,118 85,378 1,235,853 852,172 2024-07-23 $488.41 $475.00 49.9% 15.3% 42.1% 88.0% 53.7% 0.6% -2.3% 302.5M -22.27B -150.9M 0.68 5.84 120,282 81,452 1,258,329 872,096 2024-07-24 $465.22 $475.00 51.4% 16.0% 44.3% 92.9% 56.3% 1.4% -2.5% 34.3M -15.20B -149.8M 0.77 3.62 216,685 165,768 1,275,144 898,207 2024-07-25 $457.50 $470.00 52.0% 16.5% 44.4% 95.0% 57.2% 2.1% -2.9% 33.2M -13.29B -147.2M 0.88 3.77 213,173 187,447 1,336,109 918,153 2024-07-26 $466.02 $470.00 51.2% 16.4% 44.7% 93.8% 56.9% 2.3% -2.8% 113.2M -16.57B -149.6M 0.70 3.41 192,743 135,183 1,349,485 916,189 2024-07-29 $466.06 $470.00 51.4% 17.2% 44.5% 94.4% 59.8% 2.5% -2.9% 175.2M -16.89B -149.1M 0.78 3.20 79,724 62,022 1,228,550 871,822 2024-07-30 $463.14 $470.00 51.9% 17.8% 44.4% 96.1% 61.9% 2.2% -3.1% 175.1M -16.36B -146.3M 0.77 2.95 64,277 49,271 1,251,522 887,236 2024-07-31 $474.27 $470.00 48.7% 16.8% 45.2% 85.2% 58.5% 1.7% -2.8% 228.5M -19.26B -149.0M 0.78 6.37 183,936 143,828 1,264,920 897,523
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