METAMeta Platforms, Inc. Class A Common Stock
Options Analysis Report•SERVICES-COMPUTER PROGRAMMING, DATA PROCESSING, ETC.
Market Cap $1.49T|NASDAQ
● 2026-07-30$585.61
NEUTRAL
Analysis: 2026-07-29 EOD data
1Y -15.8%YTD -10.0%7D -3.4%
Options Vol
415,962
30D
Implied Move
±17.7%
IV Rank
50%
META Options Overview
Mixed signals. No clear edge detected.
REWARDS
RISK ANALYSIS
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META Gamma Walls
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Value
Is IV priced right?
5.3
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks5/9 checks passed
IV Rank
≤35%IV Rank 67.4% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.17x — IV premium over HV
Sector Relative≤50%
Sector percentile 33% — below sector median
Term Structure
<1.1xFront/Back 2.32x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 63.3% — normal range
Spread-Adjusted Value
<80%Effective IV 71.7% (ATM 63.3% + spread 4.2% + bias) — fair
Execution Efficiency
<3.0%Total drag 8.84% (spread 4.21% + slippage 4.63%) — high friction
Vega Efficiency
≥5.0Vega efficiency 624.10 (vega 262.744 / spread 4.21%) — efficient
Sentiment
Bullish or bearish?
6.2
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Moderate signal (Conviction: -8%, Raw: -7%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -8% (neutral) — Raw: -7%
OI Skew Magnitude
≥15%|OI skew| 37.0% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +31.5%, OI skew +37.0% — aligned
Conviction Quality
≥2/3 conditions0-DTE 44%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -4%, ATM: -5%, OTM: -7% — neutral (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 33% — bullish vs sector
Activity
Unusual activity?
4.2
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.6x avg — normal
Turnover Rate
≥15%Vol/OI 14.9% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change -0.6% (5d) — stable
Sector Relative≥60%
Sector activity percentile 78% — active vs sector
Trade Quality
≥30%Large trade volume 22% — mixed
Execution Urgency
≥60%Aggressive execution 22% — patient
Flow Conviction
≥30Conviction -8 (bearish) — mixed
Liquidity
Can I trade efficiently?
7.4
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks6/8 checks passed
Tradeable Spread
≤5.0%Spread 4.2% — acceptable
Adequate OI
≥10,000OI 2,791,844 — deep
Active Volume
≥500Volume 415,962/day — active
Reasonable Cost
≤$0.50$0.21 to cross — cheap
Strike Coverage
≥5 strikes2 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 33% — tighter than sector
Order Book Depth
≥100 contractsDepth 111.9 contracts (bid:49.2 ask:62.7) — adequate
Execution Quality
<1.0%Avg slippage 4.63% — poor
Timing
Is now a good time?
7.8
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +131.8% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 67% — neutral
Event Detection
≥10pts kinkIV kink 51.3pts — event priced
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 2025.78 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No events detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -8% @ 54% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 52 (ITM 20% + inst 22%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls6.3
bullishIV fair, bullish flow
Long Puts5.5
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put6.2
bullishIV fair, bullish flow
Covered Call5.4
bearishIV fair, bullish flow
For educational purposes only. Not investment advice.