META implied volatility
From the closing options book · October 20, 2026 · updated after every close
META's at-the-money implied volatility was 98.5% at the October 20, 2026 close. Over the past 260 sessions it ranged from 22.0% to 98.5%, putting today's level at an IV rank of 100 and IV percentile of 100.
META at-the-money IV, last 60 sessions
Options were pricing more movement than META actually delivered over the last 20 sessions (98.5% implied against 39.8% realized).
IV rank places today's IV between the period's low (0) and high (100); IV percentile is the share of sessions with lower IV. Both use META's own closing history.
These are the October 20, 2026 closing numbers. Members see META's map move live all session.
Common questions
98.5% at the money at the October 20, 2026 close.
100 over the past 260 sessions (IV percentile 100).
Its IV percentile is 100: high against its own past year.
Compare: implied volatility on other tickers
Measured from the closing options book and rebuilt after every close. Nothing on this page is live. Levels are where dealer hedging is concentrated, not targets or forecasts. Not investment advice.