RIPTIDE
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META

Technology
Meta Platforms Inc.
$642.10+1.10 (+0.2%)
Earnings15d
ATM IV33.8%
VRP+19.0
Delayed / Illustrativesrc: snapshot · as of 6/23/2026, 9:05:55 AM· illustrative snapshot
Expiry
Expected move±7.7%$592.55 – $691.66
ATM straddle$58.30× 0.85 method
IV method$73.08S·σ·√(30/365)
ATM IV39.7%
Days to expiry302026-07-23
IV crush (est.)~40%post-event
Earnings insideMarket is pricing ±7.7% into 2026-07-23. IV likely crushes ~40% overnight regardless of direction, a right directional call can still lose long premium.?

Your view vs the market, where the edge lives

implied (Q) your view
$500$600$700$800FSBBB

Raw density dipped to -6.70e-4 (clipped to zero).

Hover to read the market's odds vs your odds at any price. Green = you assign more probability than the market is pricing; red = less. The implied curve is risk-neutral (Q), not real-world odds, see the VRP panel.

Price · with expected-move band

$692$593$500$600$700Jul 7Oct 31Feb 26Jun 23

Volatility · IV vs Realized

?
ATM implied39.7%
Realized 21d19.3%
Realized 30d20.7%
VRP (IV − RV)+19.0 pts

Implied > realized: options are pricing more vol than the stock has been delivering. The market is paying you to be short vol, but it's a premium for bearing risk, not free money.

Implied-vol smile · 2026-07-23
40%45%50%55%60%$400$500$600$700$800

Fundamentals

CIK 0001326801
Revenue (TTM)
$178.4B
TTM
Net income (TTM)
$73.1B
TTM
Net margin
41.0%
TTM
Models

Save your scenarios as named models, then reload them here or stack them in the Arena.

Your view · distribution studio

?
Bull
target
30%
Base
target
40%
Bear
target
30%
Conviction (band width)1.00×

Lower = tighter, more confident scenarios. Higher = wider error bars.

Edge · expected value

?

Market's expected price is $644.16 (the risk-neutral forward). Your view implies $644.16 - -0.0% edge.

StructureCostEVEdgePOP
Long stock$642.10$644.16-0.0%49%
Long 30D 645 call (ATM)$28.73$28.23-1.7%35%
Long 30D 675 call (OTM)$16.36$15.67-4.2%28%
Long 30D 645 put (ATM)$29.57$29.07-1.7%36%
Half-Kelly size?no bet

No positive-edge defined-risk structure under your current view.

The Street · analyst models

46 analysts?
Mean target · ~12mo$702.56+9.4% vs spot
Hold
$703
$514
now $642
$925
Range $514$925 · 58% spread (wide disagreement)
24 buy13 hold9 sellnext-Q EPS est $3.12 ($2.90$3.37)
Seed Bull/Base/Bear from the Street, scaled to your selected expiry.

AI analyst · anchored scenario tree

Anchored to implied

The model is handed the options-implied (risk-neutral) probabilities as a base rate and must anchor to them. We never surface a bare model probability, production LLMs are systematically overconfident, so we correct for it by construction.

Set ANTHROPIC_API_KEY to enable the AI analyst. The rest of the terminal works without it.