META Options History — October 2024 In October 2024, META traded between $564.31 and $594.24. ATM implied volatility averaged 45.2%, placing in the 73.3% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 25.4% (HV 20d: 19.8%). Max pain ranged from $520.00 to $550.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.67.
Notable Days 2024-10-31 : Highest Volume — 709,014 contracts2024-10-31 : Largest IV drop — 28.8% change2024-10-30 : Highest IV Rank — 84.0%2024-10-30 : Largest Expected Move — 17.2%Monthly Statistics Metric Avg Min Max Open Close Price $581.38 $564.31 $594.24 $577.21 $569.92 Max Pain $531.52 $520.00 $550.00 $525.00 $550.00 ATM IV 45.2% 34.0% 47.8% 42.9% 34.0% Expected Move 13.0% 8.1% 17.2% 8.3% 10.9% HV 20d 19.8% 16.1% 25.0% 21.1% 25.0% HV 60d 27.1% 21.1% 32.6% 32.5% 22.7% IV Rank 73.3% 36.0% 84.0% 65.4% 36.0% IV Percentile 77.8% 58.7% 89.3% 73.4% 58.7% Term Structure -2.4% -3.5% -0.4% -0.7% -0.4% VWIV 45.6% 28.8% 59.6% 29.2% 38.5% Skew 25d 2.7% 1.8% 3.3% 3.1% 2.1% Skew 10d 5.6% 3.2% 7.3% 7.2% 4.4% Call IV 25d 43.8% 33.3% 46.4% 42.5% 33.3% Put IV 25d 46.5% 35.4% 48.7% 45.6% 35.4% Bid-Ask Spread % 2.85 1.82 3.83 2.67 3.29 Gamma HHI 0.07 0.03 0.17 0.05 0.04 Net GEX 579.8M 215.4M 1.06B 725.1M 215.4M Net DEX -34.44B -41.49B -27.30B -35.69B -28.15B Net VEX -145.3M -151.4M -139.7M -150.4M -139.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.41 1.03 0.73 0.73 Total Volume 306,594.87 147,411 709,014 363,857 709,014 Total OI 2,102,666.304 1,942,871 2,257,828 2,051,989 2,257,828
Daily Data (23 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 2024-10-01 $577.21 $525.00 42.9% 8.3% 21.1% 65.4% 29.2% 3.1% -0.7% 725.1M -35.69B -150.4M 0.73 2.67 210,874 152,983 1,191,327 860,662 2024-10-02 $573.73 $525.00 44.7% 8.1% 21.5% 71.6% 28.8% 3.2% -1.3% 664.2M -34.42B -150.3M 0.79 1.82 99,103 78,302 1,206,763 885,072 2024-10-03 $582.18 $520.00 46.0% 12.3% 21.6% 75.9% 43.1% 3.1% -1.4% 827.2M -37.39B -151.4M 1.03 2.50 162,525 167,609 1,218,699 893,930 2024-10-04 $594.24 $520.00 45.1% 12.1% 18.6% 73.0% 42.9% 3.0% -1.5% 1.06B -41.49B -150.6M 0.80 3.38 363,189 289,436 1,230,611 916,089 2024-10-07 $585.10 $520.00 47.2% 12.7% 20.4% 80.1% 44.6% 3.3% -2.4% 588.1M -36.48B -149.5M 0.75 3.29 197,896 148,028 1,186,514 881,310 2024-10-08 $592.31 $520.00 46.2% 12.5% 20.4% 76.5% 44.0% 3.2% -2.4% 690.9M -38.51B -148.1M 0.57 3.17 113,557 64,446 1,217,245 897,451 2024-10-09 $589.87 $520.00 46.1% 12.5% 20.8% 76.4% 43.7% 3.2% -2.7% 674.5M -38.06B -146.1M 0.61 2.94 166,971 101,580 1,229,426 908,257 2024-10-10 $585.55 $525.00 46.7% 12.7% 19.7% 78.2% 44.7% 3.2% -2.9% 612.5M -36.29B -149.0M 0.41 2.99 182,768 74,135 1,246,030 923,561 2024-10-11 $590.76 $530.00 45.7% 12.6% 19.6% 75.0% 44.3% 3.0% -2.8% 793.9M -38.73B -145.1M 0.49 3.38 218,369 107,967 1,262,739 937,965 2024-10-14 $591.87 $530.00 45.2% 12.7% 19.5% 73.2% 45.1% 2.7% -2.4% 691.1M -38.30B -144.3M 0.64 2.91 115,045 73,887 1,206,781 885,827 2024-10-15 $583.99 $530.00 45.8% 13.0% 20.6% 75.3% 45.8% 2.8% -2.6% 579.5M -35.50B -145.1M 0.76 3.09 117,566 89,332 1,223,321 901,904 2024-10-16 $577.17 $530.00 45.7% 13.1% 21.3% 75.0% 45.8% 2.9% -2.6% 455.4M -33.52B -144.8M 0.61 2.59 170,530 104,246 1,245,254 920,521 2024-10-17 $577.08 $535.00 45.5% 13.2% 16.1% 74.2% 46.2% 2.8% -2.5% 511.8M -33.87B -142.0M 0.60 2.66 152,014 91,158 1,270,201 936,186 2024-10-18 $576.09 $535.00 44.1% 12.9% 16.1% 69.5% 44.7% 2.6% -2.7% 680.5M -33.24B -143.0M 0.64 3.23 160,191 103,155 1,287,604 948,004 2024-10-21 $573.38 $540.00 44.1% 13.4% 16.2% 69.4% 46.7% 2.7% -2.7% 379.5M -29.84B -139.7M 0.86 2.61 105,207 90,052 1,131,573 811,298 2024-10-22 $581.01 $540.00 45.1% 13.9% 16.7% 73.0% 48.8% 2.5% -3.0% 543.3M -32.25B -144.6M 0.57 2.43 131,087 75,023 1,154,866 833,327 2024-10-23 $564.31 $540.00 46.3% 14.5% 19.2% 76.9% 50.3% 2.6% -3.2% 264.1M -27.30B -141.7M 0.43 2.93 270,499 115,747 1,176,298 847,766 2024-10-24 $566.64 $535.00 46.1% 14.6% 19.2% 76.3% 50.6% 2.4% -3.3% 286.2M -28.02B -143.6M 0.54 2.45 134,061 72,303 1,225,991 867,322 2024-10-25 $574.48 $540.00 45.9% 14.8% 19.8% 75.6% 51.5% 2.3% -3.5% 705.6M -31.29B -141.5M 0.80 2.37 220,960 175,735 1,230,414 871,026 2024-10-28 $578.87 $535.00 46.1% 15.7% 19.8% 78.1% 54.7% 1.9% -2.3% 418.1M -31.92B -143.2M 0.63 2.51 90,228 57,183 1,142,058 824,273 2024-10-29 $593.10 $540.00 46.0% 16.1% 21.2% 77.9% 56.0% 1.8% -2.3% 489.8M -35.80B -144.5M 0.69 2.41 115,671 79,262 1,167,452 848,058 2024-10-30 $592.91 $540.00 47.8% 17.2% 21.1% 84.0% 59.6% 2.0% -2.9% 474.9M -35.96B -142.8M 0.67 3.83 319,548 213,240 1,184,667 867,854 2024-10-31 $569.92 $550.00 34.0% 10.9% 25.0% 36.0% 38.5% 2.1% -0.4% 215.4M -28.15B -139.9M 0.73 3.29 410,810 298,204 1,293,331 964,497
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