PLTR Options History — October 2020 In October 2020, PLTR traded between $9.20 and $10.98. ATM implied volatility averaged 72.9%. The 30-day expected move averaged 21.4%. Max pain ranged from $9.50 to $10.00. Net GEX was positive for 9 of 9 trading days. Term structure was in contango for 6 of 9 days. Put/call ratio averaged 0.22.
Notable Days 2020-10-27 : Highest Volume — 141,419 contracts2020-10-23 : Largest IV spike — 13.6% change2020-10-30 : Largest Expected Move — 26.6%Monthly Statistics Metric Avg Min Max Open Close Price $10.05 $9.20 $10.98 $9.32 $10.19 Max Pain $9.89 $9.50 $10.00 $10.00 $10.00 ATM IV 72.9% 58.1% 89.5% 58.1% 89.5% Expected Move 21.4% 16.6% 26.6% 16.6% 26.6% Term Structure 0.8% -5.1% 4.8% 0.2% -5.1% VWIV 77.1% 61.7% 95.8% 61.7% 95.8% Skew 25d -8.2% -14.5% -1.8% -9.2% -2.8% Skew 10d -22.4% -45.3% -11.9% -17.5% -12.6% Call IV 25d 77.8% 63.9% 95.6% 63.9% 90.5% Put IV 25d 69.6% 54.8% 87.7% 54.8% 87.7% Bid-Ask Spread % 38.60 24.54 56.61 56.61 24.54 Gamma HHI 0.19 0.11 0.31 0.17 0.11 Net GEX 1.3M 490.9K 2.1M 546.1K 978.2K Net DEX -51.3M -85.8M -18.1M -20.2M -58.4M Net VEX -357.1K -465.4K -268.3K -268.3K -444.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.22 0.11 0.37 0.32 0.37 Total Volume 57,049.778 17,288 141,419 20,885 42,821 Total OI 214,977.778 167,537 279,230 167,537 279,230
Daily Data (9 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2020-10-20 $9.32 $10.00 58.1% 16.6% 0.0% 0.0% 61.7% -9.2% 0.2% 546.1K -20.2M -268.3K 0.32 56.61 N/A N/A 15,827 5,058 122,323 45,214 2020-10-21 $9.20 $10.00 58.1% 16.7% 0.0% 0.0% 64.6% -12.8% 4.8% 490.9K -18.1M -276.4K 0.12 51.06 N/A N/A 15,369 1,919 127,353 48,585 2020-10-22 $9.68 $10.00 60.6% 17.2% 0.0% 0.0% 63.2% -8.5% 1.4% 965.6K -32.5M -303.4K 0.12 45.40 N/A N/A 38,856 4,557 131,804 49,303 2020-10-23 $9.48 $9.50 68.8% 19.5% 0.0% 0.0% 68.3% -12.2% 4.3% 1.9M -30.7M -312.2K 0.31 41.05 N/A N/A 35,461 11,073 147,428 51,884 2020-10-26 $9.94 $9.50 72.1% 20.6% 0.0% 0.0% 71.9% -1.8% -2.6% 1.2M -47.6M -337.2K 0.18 41.29 N/A N/A 42,858 7,826 145,341 50,403 2020-10-27 $10.98 $10.00 76.2% 23.6% 0.0% 0.0% 83.7% -7.0% -1.1% 1.4M -85.5M -380.4K 0.19 31.87 N/A N/A 118,536 22,883 155,477 53,973 2020-10-28 $10.88 $10.00 85.9% 25.8% 0.0% 0.0% 91.9% -4.7% 1.6% 1.9M -85.8M -426.4K 0.23 27.48 N/A N/A 83,264 19,321 183,962 65,971 2020-10-29 $10.82 $10.00 87.1% 26.4% 0.0% 0.0% 92.9% -14.5% 3.5% 2.1M -82.4M -465.4K 0.11 28.10 N/A N/A 42,965 4,854 196,784 79,765 2020-10-30 $10.19 $10.00 89.5% 26.6% 0.0% 0.0% 95.8% -2.8% -5.1% 978.2K -58.4M -444.4K 0.37 24.54 N/A N/A 31,318 11,503 202,815 76,415
« Sep 2020 | All History | Nov 2020 » Home PLTR History October 2020