META Implied Volatility

META $632.00 · Updated Oct 26, 4:00 PM ET

META at-the-money implied volatility is 46.5% for Oct 28, 2026 (2 days out). For Nov 27, 2026 it is 38.2%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.

TERM STRUCTURE (ATM IV)

ExpirationDTEATM strikeATM IV
Oct 28, 20262632.546.5%
Oct 30, 20264632.546.1%
Nov 2, 20267632.539.6%
Nov 4, 20269632.541.2%
Nov 6, 202611632.542.1%
Nov 9, 20261463039.1%
Nov 13, 20261863040.3%
Nov 20, 20262563039.9%
Nov 27, 20263263038.2%
Dec 4, 20263963039.1%
Dec 18, 20265363038.2%
Jan 15, 20278163037.3%

SKEW, OCT 28, 2026

StrikeCall IVPut IV
612.540.7%46.5%
61543.2%46.5%
617.542.8%46.2%
62044.1%46.3%
622.543.8%46.6%
62543.9%46.4%
627.545.4%46.2%
63046.0%46.9%
632.545.9%47.0%
63547.1%48.3%
637.546.5%49.3%
64047.1%49.6%
642.546.1%49.9%
64547.7%49.4%
647.546.8%48.7%
65047.4%49.1%
652.547.8%52.2%

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How this is calculated: Implied Volatility methodology

IMPLIED VOLATILITY FOR OTHER TICKERS