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META options: IV rank, expected move and trade screens

Meta Platforms, Inc. · Technology

In the app, stock prices are live and options data is refreshed intraday.

META last closed at $641.69 with 30-day implied volatility of 39.3%. That is in the lower half of its one-year range (IV rank 47), so premiums are on the modest side for META. Measured by IV percentile, IV is higher than 65% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $69.88, or 10.9%.

The price is above its 200-day moving average (+1.7%) but below its 50-day (-5.6%), a pullback inside a longer uptrend. It is 17.5% below its 52-week high and 22.1% above its 52-week low. The 14-day RSI of 47.8 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $22.78, about 3.5% of the price, a measure of a typical day's range.

Option volume at the close (372K contracts) was 0.8x its average, quieter than usual. A beta of 1.37 means META has tended to move about 1.4 times as much as the broad market. 4 of our preset screens found trades on META at the close, led by Cash-Secured Put Entries on Mega Caps with 43 trades.

META stats at the close

Price
$641.69
Market cap $1.63T
Implied volatility
39.3%
30-day, at the money
IV rank
47
IV sits 47% of the way from its one-year low to its one-year high.
IV percentile
65
IV is higher than 65% of the past year's readings.
ATR (14-day)
$22.78
3.5% of the price on a typical day
RSI (14-day)
47.8
Between 30 and 70, neutral
52-week range
-17.5% from high
+22.1% from the 52-week low
Moving averages
-5.6% vs 50-day
+1.7% vs the 200-day
Beta
1.37
Sensitivity to the broad market
Option volume
0.8x avg
372K contracts vs 490K average

META expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

ExpirationIVExpected move1 SD rangeStraddle
Nov 16, 20263 days28.7%±$16.71 (2.6%)$624.98 to $658.40$13.35
Dec 11, 202628 days39.3%±$69.88 (10.9%)$571.81 to $711.57$55.65
Jan 15, 202763 days38.7%±$103.30 (16.1%)$538.39 to $744.99$82.08
Feb 19, 202798 days42.3%±$140.71 (21.9%)$500.98 to $782.40$111.48

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for META from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Fresh Money Flow: Puts

Long Put

3 trades pass on META

Return on risk
1,000%+
Probability of profit
13.8% to 27.0%

META options FAQ

What is META's IV rank?
At the last close, META's IV rank was 47 with 30-day implied volatility of 39.3%. IV sits 47% of the way from its one-year low to its one-year high. Its IV percentile was 65: IV is higher than 65% of the past year's readings.
What is the expected move for META?
Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $69.88 (10.9%), a range of $571.81 to $711.57. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on META?
At the last close, these OptionClaws preset screens had passing trades on META: Cash-Secured Put Entries on Mega Caps (43), Fresh Money Flow: Calls (3), Fresh Money Flow: Puts (3), Married Put Protection (1). Open a screen in the app to see the individual trades, refreshed intraday.
Is META option volume above average?
At the last close, META option volume was 0.8x its average, quieter than usual.

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.