META Options History — November 2024 In November 2024, META traded between $552.77 and $592.40. ATM implied volatility averaged 27.9%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 0.1% (HV 20d: 27.8%). Max pain ranged from $525.00 to $550.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.60.
Notable Days 2024-11-15 : Highest Volume — 638,568 contracts2024-11-15 : Largest IV spike — 11.0% change2024-11-04 : Highest IV Rank — 29.5%2024-11-01 : Largest Expected Move — 9.9%Monthly Statistics Metric Avg Min Max Open Close Price $570.42 $552.77 $592.40 $567.83 $574.92 Max Pain $540.50 $525.00 $550.00 $550.00 $545.00 ATM IV 27.9% 24.8% 32.2% 31.8% 24.8% Expected Move 8.1% 7.3% 9.9% 9.9% 7.3% HV 20d 27.8% 23.6% 31.3% 23.7% 25.2% HV 60d 23.2% 21.9% 24.1% 22.0% 24.1% IV Rank 14.3% 0.2% 29.5% 28.4% 0.2% IV Percentile 24.7% 0.4% 54.8% 52.8% 0.4% Term Structure -0.0% -1.0% 0.6% -0.2% 0.4% VWIV 28.7% 26.0% 34.9% 34.9% 26.0% Skew 25d 1.0% -0.1% 2.5% 2.1% 0.7% Skew 10d 2.2% -0.1% 5.0% 3.8% 2.1% Call IV 25d 27.7% 24.6% 31.1% 31.1% 24.6% Put IV 25d 28.7% 25.3% 33.5% 33.3% 25.3% Bid-Ask Spread % 4.93 2.64 11.76 5.91 5.98 Gamma HHI 0.07 0.04 0.21 0.05 0.21 Net GEX 443.3M -286.1M 1.20B 231.6M 1.20B Net DEX -29.84B -38.98B -18.62B -27.74B -32.79B Net VEX -138.8M -142.4M -133.6M -141.7M -135.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.38 0.86 0.67 0.52 Total Volume 334,277.3 165,950 638,568 450,270 226,886 Total OI 2,220,454.05 2,089,637 2,411,004 2,328,461 2,213,779
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 2024-11-01 $567.83 $550.00 31.8% 9.9% 23.7% 28.4% 34.9% 2.1% -0.2% 231.6M -27.74B -141.7M 0.67 5.91 268,965 181,305 1,342,263 986,198 2024-11-04 $560.37 $525.00 32.2% 9.2% 23.6% 29.5% 32.1% 2.5% -0.1% 293.5M -26.68B -140.9M 0.58 3.24 150,313 86,886 1,207,310 882,327 2024-11-05 $571.59 $525.00 31.2% 8.9% 24.3% 26.2% 31.1% 2.5% -0.4% 445.4M -30.39B -139.8M 0.65 3.88 100,546 65,404 1,237,813 903,068 2024-11-06 $570.13 $525.00 28.0% 8.2% 24.3% 15.0% 29.2% 1.2% 0.3% 479.9M -30.00B -137.6M 0.79 3.04 238,855 188,767 1,254,403 911,716 2024-11-07 $592.40 $530.00 26.5% 7.8% 28.0% 9.7% 27.7% 0.6% 0.4% 1.03B -38.98B -137.5M 0.54 2.64 309,261 166,100 1,282,213 957,601 2024-11-08 $588.79 $535.00 26.2% 7.8% 27.9% 8.6% 27.5% 0.4% 0.5% 742.1M -36.71B -138.3M 0.64 3.30 258,799 164,537 1,292,656 974,112 2024-11-11 $582.78 $540.00 27.4% 8.0% 28.1% 12.8% 28.3% 0.1% 0.4% 601.8M -34.38B -138.4M 0.86 2.97 163,061 140,008 1,258,376 922,897 2024-11-12 $586.06 $540.00 28.1% 8.1% 27.8% 15.3% 28.8% 0.0% 0.3% 678.7M -35.70B -142.4M 0.38 3.43 359,891 135,503 1,300,759 974,229 2024-11-13 $581.68 $540.00 26.8% 7.9% 27.6% 10.9% 27.7% -0.1% 0.6% 508.7M -33.59B -140.4M 0.68 3.20 222,556 150,230 1,317,821 995,766 2024-11-14 $574.80 $545.00 26.3% 7.7% 28.0% 9.1% 27.2% -0.0% 0.6% -94.5M -30.96B -139.2M 0.59 5.22 182,062 106,556 1,335,874 1,022,668 2024-11-15 $552.77 $545.00 29.2% 8.4% 31.2% 19.1% 29.7% 1.9% 0.3% -286.1M -18.62B -139.3M 0.81 6.49 353,310 285,258 1,366,576 1,044,428 2024-11-18 $555.82 $545.00 28.0% 8.1% 31.3% 15.1% 28.3% 1.2% -0.8% 79.6M -24.08B -135.9M 0.48 2.77 183,617 88,813 1,216,184 903,437 2024-11-19 $559.05 $545.00 28.1% 8.1% 30.9% 15.4% 28.6% 1.1% -0.8% 195.9M -25.50B -140.8M 0.50 3.11 117,079 58,963 1,252,175 918,599 2024-11-20 $564.10 $545.00 29.2% 8.4% 29.4% 19.1% 29.4% 1.3% -0.9% 313.1M -27.77B -141.4M 0.40 3.50 157,633 63,173 1,272,573 930,428 2024-11-21 $563.14 $545.00 28.8% 8.3% 29.4% 17.9% 29.1% 1.4% -1.0% 228.4M -27.43B -142.1M 0.47 2.87 232,434 108,787 1,288,700 938,827 2024-11-22 $558.72 $545.00 27.4% 7.9% 29.0% 13.0% 28.1% 1.2% -0.7% 450.2M -25.61B -137.8M 0.78 8.43 197,776 155,037 1,314,052 945,018 2024-11-25 $561.73 $545.00 26.6% 7.8% 28.9% 10.1% 27.7% 0.6% 0.1% 390.0M -27.76B -135.9M 0.46 11.76 190,548 87,172 1,229,829 880,365 2024-11-26 $573.05 $550.00 25.6% 7.6% 28.4% 6.4% 26.7% 0.5% 0.1% 773.0M -32.04B -138.2M 0.53 6.96 209,757 110,871 1,257,669 896,760 2024-11-27 $568.59 $545.00 25.2% 7.4% 28.5% 5.1% 26.4% 0.8% 0.4% 604.8M -30.00B -133.6M 0.66 9.95 131,823 87,004 1,273,678 905,934 2024-11-29 $574.92 $545.00 24.8% 7.3% 25.2% 0.2% 26.0% 0.7% 0.4% 1.20B -32.79B -135.5M 0.52 5.98 149,310 77,576 1,292,294 921,485
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