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META

Meta Platforms, Inc.Close $688.55EOD only
Max Pain
$640.00
Next expiry Apr 20, 2026
Expected Move
±$6.42
0.9% from close
Price Gap
-48.55
Distance to max pain
IV Rank
100
High premium
P/C OI
0.48
Slightly call-heavy
Consensus
6.0/10
Consensus signal
Published snapshot: Apr 17, 2026 close
End-of-day snapshot

This page reflects META options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Apr 17, 2026 close
META AI Consensus Report
Analysis based on market close April 20, 2026
DirectionalTheta GangFlowEarningsConsensus

Historical consensus-supported lens with full content, report chain context, and metric rail.

Conviction
7.0

out of 10

7 because multiple independent signals (gamma, flow, directional models) align on a pinned, upside-skew regime, but concentrated institutional activity and upcoming event/timing risk retain material single-event downside that prevents a higher score.

Where Perspectives Agree

Dealer short-gamma and sustained bullish flow create a pin around $670 with controlled drift upside toward $700 rather than a fast breakout.

Where They Diverge

Theta's appetite for aggressive naked/credit selling clashes with flow signals showing concentrated institutional call accumulation that can steepen skew and lift IV, making short premium riskier; directional's call-buy skew (buying call spreads) assumes a clean drift that a concentrated sell-side block or an earnings reprice could abruptly invalidate.

Top Trade
via theta

Sell May 8 $670/$660 put spread for a credit (defined-risk theta play).

Key Risk

A sustained break below $657 (close or multi-hour trade) flips dealer gamma to long, prompts rapid deleveraging and accelerates downside toward $640 gap-fill, invalidating the pin/drift thesis.

How to Use These Reports
This ai consensus reflects the market close on April 20, 2026.
What the reports do

Each report translates the same market-close options snapshot into a specific lens such as directional bias, premium-selling posture, flow quality, or earnings setup.

How traders use them

Reports are most useful for narrowing the playbook, surfacing entry and risk context, and deciding which raw data page to inspect next.

What to remember

These are interpretation layers, not execution guarantees. Validate the setup against chain liquidity, expected move, and exposure before sizing risk.

If the report conviction and the raw data disagree, slow down and resolve the mismatch before sizing risk.