Meta Platforms META 630.0 8.97 1.44% Regime: Vol Expansion (67%)
Expected move
November 04, 2026 close · $630.43| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.8% ±$11.35 | $619.09 – $641.78 | $616.82 – $644.05 | $606.16 – $654.71 |
| 2 sessions | ±2.5% ±$15.77 | $614.67 – $646.20 | $611.33 – $649.54 | $596.45 – $664.42 |
| 3 sessions | ±3.2% ±$20.12 | $610.32 – $650.55 | $606.42 – $654.45 | $587.63 – $673.24 |
| 1 week | ±3.9% ±$24.78 | $605.66 – $655.21 | $600.11 – $660.76 | $577.67 – $683.20 |
| 2 weeks | ±5.4% ±$34.11 | $596.33 – $664.54 | $588.26 – $672.61 | $557.68 – $703.19 |
| 3 weeks | ±6.6% ±$41.87 | $588.57 – $672.30 | $578.42 – $682.45 | $541.98 – $718.89 |
| 1 month | ±7.8% ±$49.49 | $580.95 – $679.92 | $568.65 – $692.22 | $525.53 – $735.34 |
Earnings: priced against what happened
Average implied move
±7.18%
Average actual move
7.27%
Beyond the implied move
3 / 7
Median IV change
-29.49%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| October 22, 2026 | ±7.02% | -6.98% | 0.99× | — |
| July 30, 2026 | ±8.28% | -7.95% | 0.96× | — |
| April 30, 2026 | ±7.55% | -8.55% | 1.13× | — |
| January 29, 2026 | ±6.87% | +10.40% | 1.51× | — |
| July 31, 2025 | ±6.03% | +11.25% | 1.87× | 43.8% → 34.9% |
| May 01, 2025 | ±7.11% | +4.23% | 0.59× | 55.3% → 39.0% |
| January 30, 2025 | ±7.37% | +1.55% | 0.21× | 54.7% → 32.2% |