META Implied Volatility

META $630.56 · Updated Oct 26, 4:00 PM ET

META at-the-money implied volatility is 47.3% for Oct 28, 2026 (2 days out). For Nov 27, 2026 it is 38.9%. 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, 2026263047.3%
Oct 30, 2026463047.3%
Nov 2, 2026763040.7%
Nov 4, 2026963049.0%
Nov 6, 20261163042.7%
Nov 13, 20261863041.1%
Nov 20, 20262563040.7%
Nov 27, 20263263038.9%
Dec 4, 20263963041.9%
Dec 18, 20265363038.7%
Jan 15, 20278163037.8%
Feb 19, 202711663040.5%

SKEW, OCT 28, 2026

StrikeCall IVPut IV
61057.1%46.4%
612.556.1%47.8%
61550.7%47.7%
617.551.1%47.3%
62050.3%47.6%
622.548.7%47.9%
62548.3%47.8%
627.548.4%47.4%
63047.4%47.2%
632.547.9%48.5%
63549.2%50.1%
637.548.3%52.6%
64048.5%52.3%
642.549.6%54.8%
64549.6%49.1%
647.549.4%57.4%
65048.8%58.2%

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How this is calculated: Implied Volatility methodology

IMPLIED VOLATILITY FOR OTHER TICKERS