META Options History — September 2024 In September 2024, META traded between $501.82 and $571.28. ATM implied volatility averaged 31.3%, placing in the 25.9% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 10.0% (HV 20d: 21.3%). Max pain ranged from $470.00 to $520.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.68.
Notable Days 2024-09-19 : Highest Volume — 526,768 contracts2024-09-30 : Largest IV spike — 16.5% change2024-09-30 : Highest IV Rank — 58.7%2024-09-06 : Largest Expected Move — 9.3%Monthly Statistics Metric Avg Min Max Open Close Price $537.41 $501.82 $571.28 $510.00 $571.17 Max Pain $504.75 $470.00 $520.00 $470.00 $520.00 ATM IV 31.3% 28.9% 40.9% 31.0% 40.9% Expected Move 8.4% 7.7% 9.3% 8.9% 8.0% HV 20d 21.3% 18.1% 26.8% 26.8% 22.6% HV 60d 34.2% 32.8% 34.9% 33.7% 32.8% IV Rank 25.9% 17.8% 58.7% 24.9% 58.7% IV Percentile 47.3% 37.3% 71.0% 44.4% 71.0% Term Structure 3.2% -0.7% 10.1% 0.1% -0.7% VWIV 29.8% 27.3% 32.9% 30.6% 28.3% Skew 25d 2.8% 1.8% 4.1% 3.4% 2.7% Skew 10d 6.8% 5.1% 9.8% 7.9% 5.8% Call IV 25d 30.0% 27.4% 41.9% 29.8% 41.9% Put IV 25d 32.8% 29.3% 44.6% 33.1% 44.6% Bid-Ask Spread % 3.47 2.23 5.90 3.26 2.23 Gamma HHI 0.06 0.03 0.15 0.03 0.05 Net GEX 555.1M 4.1M 1.06B 210.3M 634.6M Net DEX -29.41B -39.56B -19.79B -23.00B -33.79B Net VEX -144.5M -149.4M -139.1M -144.8M -148.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.68 0.54 1.12 0.67 0.54 Total Volume 303,873.9 162,640 526,768 256,512 228,481 Total OI 2,115,364.55 1,925,613 2,273,600 2,059,766 2,008,456
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 2024-09-03 $510.00 $470.00 31.0% 8.9% 26.8% 24.9% 30.6% 3.4% 0.1% 210.3M -23.00B -144.8M 0.67 3.26 153,619 102,893 1,179,911 879,855 2024-09-04 $515.25 $470.00 30.4% 8.6% 21.4% 22.7% 30.2% 3.3% 0.1% 278.4M -24.39B -147.9M 0.71 2.89 105,565 75,408 1,206,237 905,741 2024-09-05 $514.92 $500.00 30.1% 8.6% 21.1% 21.7% 30.5% 3.4% 0.0% 294.1M -24.32B -147.3M 1.12 5.84 124,023 139,458 1,217,388 920,530 2024-09-06 $501.82 $500.00 32.4% 9.3% 20.4% 29.6% 32.9% 4.0% -0.3% 4.1M -19.79B -144.0M 0.75 2.76 239,390 180,582 1,237,438 937,662 2024-09-09 $504.74 $500.00 31.3% 8.9% 20.0% 25.8% 31.3% 4.1% 0.0% 209.8M -21.54B -142.5M 0.61 3.28 100,904 61,736 1,197,949 906,486 2024-09-10 $505.77 $500.00 30.8% 8.8% 20.1% 24.2% 31.5% 3.7% 0.1% 244.1M -22.07B -139.1M 0.83 3.02 100,385 82,944 1,217,865 922,186 2024-09-11 $510.10 $500.00 29.9% 8.6% 18.1% 21.1% 30.5% 3.6% 0.0% 356.3M -23.55B -141.3M 0.67 3.86 133,247 88,656 1,229,335 930,919 2024-09-12 $525.36 $500.00 29.5% 8.5% 21.2% 19.6% 29.9% 2.9% 0.1% 770.7M -29.41B -144.0M 0.56 3.45 229,271 129,277 1,245,761 940,780 2024-09-13 $525.44 $500.00 28.9% 8.3% 19.1% 17.8% 29.4% 2.5% 0.3% 1.06B -29.33B -143.3M 0.62 3.77 208,369 129,856 1,266,379 953,565 2024-09-16 $532.19 $505.00 30.1% 8.6% 18.7% 21.7% 30.6% 2.5% 3.3% 563.4M -28.82B -142.9M 0.56 4.20 145,503 80,984 1,189,167 909,045 2024-09-17 $533.96 $505.00 30.2% 8.6% 18.7% 22.1% 30.6% 2.4% 3.5% 625.7M -29.67B -143.7M 0.58 4.04 171,485 99,049 1,212,562 927,428 2024-09-18 $538.74 $510.00 30.0% 8.6% 18.9% 21.5% 31.2% 2.3% 3.5% 692.8M -31.42B -144.0M 0.56 5.90 160,966 90,911 1,222,578 941,510 2024-09-19 $561.20 $510.00 29.6% 8.3% 23.4% 20.2% 29.8% 1.8% 2.9% 864.6M -38.86B -143.2M 0.56 3.07 337,470 189,298 1,235,961 954,127 2024-09-20 $563.85 $510.00 29.1% 8.0% 23.1% 18.3% 28.6% 1.9% 3.1% 981.5M -39.56B -144.0M 0.67 3.58 277,681 187,343 1,284,027 989,573 2024-09-23 $564.53 $515.00 30.6% 8.0% 22.9% 23.5% 28.4% 2.3% 9.2% 645.4M -33.35B -142.6M 0.61 2.68 198,030 120,624 1,128,893 796,720 2024-09-24 $563.01 $520.00 30.8% 7.8% 22.1% 24.2% 27.9% 2.3% 9.6% 637.4M -32.57B -144.7M 0.82 3.28 133,889 110,245 1,155,171 825,827 2024-09-25 $571.28 $520.00 32.1% 8.2% 22.4% 28.5% 28.9% 2.2% 9.8% 764.1M -35.40B -145.0M 0.68 2.95 290,233 196,265 1,171,870 848,571 2024-09-26 $568.25 $520.00 33.4% 7.9% 22.5% 32.9% 28.0% 2.1% 9.7% 683.5M -34.01B -147.7M 0.66 2.70 238,205 157,189 1,210,171 884,143 2024-09-27 $566.62 $520.00 35.1% 7.7% 22.7% 38.9% 27.3% 2.3% 10.1% 580.3M -33.27B -149.4M 0.86 2.73 149,469 128,575 1,219,507 895,997 2024-09-30 $571.17 $520.00 40.9% 8.0% 22.6% 58.7% 28.3% 2.7% -0.7% 634.6M -33.79B -148.4M 0.54 2.23 148,752 79,729 1,165,630 842,826
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