META

Stock Token

Meta · gap risk

59elevated

Live gap vs last official close

-0.76%

onchain $664.10 · last close $669.21 (2026-07-10)

Gap Risk Score 59/100

Uniswap V4 executable quote · just now

Overnight gaps

994 sessions

Volatility (σ of gap)2.22%

Average move (|gap|)1.09%

Mean drift (signed)+0.05%

95th percentile |gap|2.85%

Largest on record24.53%

Distribution of 994 historical gaps · Tue Jul 13 to Fri Jul 10

Weekend gaps

260 sessions

Volatility (σ of gap)1.33%

Average move (|gap|)0.95%

Mean drift (signed)-0.01%

95th percentile |gap|2.32%

Largest on record7.54%

Distribution of 260 historical gaps · Mon Jul 19 to Mon Jul 06

How to read this

The live gap is how far META's onchain price currently sits from the last official close. The distributions show how large that jump has been across five years of real market opens — separately for single weeknights and for weekends, because a weekend accumulates more news and typically gaps further. The Gap Risk Score (59/100) is a bounded transform of the larger volatility; it ranks how gap-prone this token is, and is descriptive only — not a probability, forecast, or advice.

Simulated

Gap protection — META

A simulated contract that pays your notional if META's weekend gap exceeds your strike at the next open. No money, no positions, no settlement — a pricing illustration only.

Role

Window

Strike (|gap| exceeds)

Notional (payout if triggered)

You pay premium

$13.27

for $500 of weekend protection at a 3% strike

Historical trigger rate: 2.3%

6 of 260 weekends exceeded 3%

Fair premium (empirical exceedance × notional)$11.54

Margin (+15%)$1.73

Premium$13.27

If the gap exceeds 3% at the next open

You receive $500.00 (net +$486.73 after premium). If it doesn't, you lose the $13.27 premium.

Over the last five years, this weekend contract would have paid out 6 times across 260 weekends.

Repeating it every weekend on $500, a buyer would have ended −$450.00 — before the 15% margin the other side collects.

Simulated — no real positions and no money. Premiums are priced off the empirical frequency of past gaps, which does not predict future gaps. This is an informational illustration of how gap risk would be priced, not an offer, product, or advice. Arrow takes no value and settles nothing.