Options WhaleEarnings volatility research

META · Expected-Move

Meta Platforms, Inc. (META) expected move

The priced move, its boundaries and how it compares with past earnings moves.

$721.31
Expected move
$73.28
Expected move %
10.2%
Lower boundary
$648.04
Upper boundary
$794.59
Median historical move
8.3%
Method
ATM_STRADDLE_MIDPOINT
Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Update time unavailable

Loading graph — the exact table is available below.

2023-10-25Realized move 3.7325%Implied move UnavailableSigned actual 3.7325% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
Exact data table
Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
ObservationRealized move (%)Implied move (%)ContextUpdated
3.7325%UnavailableSigned actual 3.7325% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
20.3177%UnavailableSigned actual 20.3177% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
10.5613%UnavailableSigned actual 10.5613% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
4.8249%UnavailableSigned actual 4.8249% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
4.0926%UnavailableSigned actual 4.0926% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
1.5536%UnavailableSigned actual 1.5536% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
4.2277%UnavailableSigned actual 4.2277% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
11.2527%UnavailableSigned actual 11.2527% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
11.3348%UnavailableSigned actual 11.3348% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
10.4048%UnavailableSigned actual 10.4048% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
8.55%UnavailableSigned actual 8.55% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
7.9541%UnavailableSigned actual 7.9541% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable

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Data provenance

Figures are from published, reviewed research as of Oct 7, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.