META Expected Move Calculator
Calculate the expected price range for Meta Platforms Inc. (META) based on implied volatility and time to expiration.
Meta options price in the stock's history of large post-earnings moves and shifting business focus.
Over the last three months META has been volatile: 51.3% annualized realized volatility (45–70% band). At comparable IV, expected moves are wide — strikes that look far out-of-the-money are closer in standard-deviation terms than they appear.
Quote refreshes every 6h. Use as context — not a real-time price.
IV typically expands into earnings and crushes on the report. Plan your position size and expiration accordingly.
Enter stock price, implied volatility, and days to expiration, then click Calculate expected move to see the expected price range.
For educational purposes only. Not financial advice. Read full disclaimer
Worked Example: META Expected Move at $728.08
Using META's last quote of $728.08 (as of October 2, 2026), with META's own 3-month realized volatility of 51.3% standing in for IV. Implied volatility usually runs above realized — especially before earnings — so enter the at-the-money IV from your option chain for the market's number.
30-day 1σ move (~68%)
±$107.08 (±14.7%)
$621.00 – $835.16
30-day 2σ range (~95%)
±$214.16
$513.92 – $942.24
7-day 1σ move
±$51.72
$676.36 – $779.80
$728.08 × 51.3% × √(30 / 365) = $107.08
- META sits 80% of the way from its 52-week low ($520.26) to its high ($779.82). The 30-day 1σ band spans 83% of the width of that 52-week range.
- At this volatility, the 2σ band reaches past both ends of the 52-week range — a tail move would put META somewhere it hasn't traded all year.
- META reports earnings on October 28, 2026, inside this 30-day window. Real IV for this expiration includes an earnings premium, so the market's expected move is likely wider than this example.
Expected Move for Similar Tickers
Compare META Head-to-Head
Trading META Options & Expected Move
Meta is famous for double-digit post-earnings moves, and the expected move on this name has historically been violated more often than peers. Reality Labs losses, ad pricing, and DAU growth are the three line items that drive whip moves in either direction. Options open interest concentrates on weekly expirations around earnings, where straddle buyers have periodically been rewarded. Skew tilts heavily to puts during ad-cycle weakness and flattens during AI-narrative rallies. Many traders prefer wide iron condors with extra wing protection here rather than short strangles. If you're using the expected move to size a position, build in extra buffer beyond the one-standard-deviation print because Meta's realized moves have repeatedly exceeded implied ranges.
Recent META Earnings History
Last 4 quarters of EPS estimate vs actual.
| Quarter | Estimate | Actual | Surprise |
|---|---|---|---|
| Q2 2026 | $7.36 | $6.18 | Miss -16.03% |
| Q1 2026 | $6.92 | $7.31 | Beat +5.59% |
| Q4 2025 | $8.40 | $8.88 | Beat +5.72% |
| Q3 2025 | $6.82 | $7.25 | Beat +6.23% |
EPS values from Finnhub. Refreshes daily.
Expected Move Formula
Expected Move = Price × IV × √(DTE / 365)
1σ Range: Price ± Expected Move (≈68% probability)
2σ Range: Price ± 2 × Expected Move (≈95% probability)
How to Use This Calculator for META
- Enter META's current stock price — check your broker or a financial data site for the latest quote.
- Enter the implied volatility — use the at-the-money IV for the expiration you're targeting. Your broker's option chain will show this.
- Enter days to expiration — the number of calendar days until the options expire.
- Click Calculate — see the 1σ and 2σ expected ranges for META.
- Apply to your trade — use the ranges to select strikes, evaluate iron condors, or decide if options premiums are fairly priced.
Frequently Asked Questions
- What is the expected move for META?
- The expected move for META (Meta Platforms Inc.) is the price range the market expects the stock to stay within over a given period, based on its current implied volatility. Enter the stock price, IV, and days to expiration above to calculate it.
- How is META's expected move calculated?
- Expected Move = Stock Price × IV × √(DTE / 365). The 1 standard deviation range covers approximately 68% probability, and the 2 standard deviation range covers approximately 95%.
- What does META's implied volatility tell me?
- META's IV reflects the market's consensus on how much the stock will move. Higher IV means options are more expensive and the expected range is wider. IV often rises before earnings and falls after (vol crush).
- Should I buy or sell options on META?
- That depends on whether IV is elevated or depressed relative to historical levels. When IV is high, selling strategies (covered calls, iron condors) can be more profitable. When IV is low, buying options is cheaper. This calculator helps you understand the expected range before deciding.
- How accurate is the expected move?
- The expected move is a statistical estimate, not a guarantee. Historically, stocks stay within the 1σ expected range about 68% of the time and within the 2σ range about 95% of the time. Earnings announcements, news events, and market crashes can cause moves well beyond the expected range.