META Implied Volatility

META $648.00 · Updated Nov 10, 4:00 PM ET

META at-the-money implied volatility is 45.7% for Nov 11, 2026 (1 day out). For Dec 11, 2026 it is 39.8%. 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
Nov 11, 20261647.545.7%
Nov 13, 20263647.546.3%
Nov 16, 20266647.538.9%
Nov 18, 20268647.541.7%
Nov 20, 20261065043.3%
Nov 23, 202613647.540.7%
Nov 25, 202615647.5n/a
Nov 27, 20261765039.9%
Dec 4, 20262465039.6%
Dec 11, 20263165039.8%
Dec 18, 20263865039.7%
Dec 24, 20264465039.0%

SKEW, NOV 11, 2026

StrikeCall IVPut IV
627.546.9%46.9%
63046.6%46.5%
632.546.5%46.2%
63546.4%46.1%
637.546.1%45.9%
64046.0%45.8%
642.546.1%45.6%
64546.0%45.6%
647.546.0%45.5%
65045.9%45.6%
652.545.9%45.7%
65546.1%45.5%
657.546.3%45.9%
66046.7%45.7%
662.547.0%44.9%
66547.6%46.2%
667.548.1%45.5%

How this is calculated: Implied Volatility methodology

IMPLIED VOLATILITY FOR OTHER TICKERS