PLTR Options History — November 2020

In November 2020, PLTR traded between $10.48 and $28.68. ATM implied volatility averaged 119.4%. The 30-day expected move averaged 34.8%. IV traded above realized volatility by 18.3% (HV 20d: 101.1%). Max pain ranged from $10.00 to $20.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.35.

Notable Days

  • 2020-11-25: Highest Volume — 1,430,495 contracts
  • 2020-11-06: Largest IV spike — 32.2% change
  • 2020-11-27: Largest Expected Move — 54.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.43$10.48$28.68$10.52$26.94
Max Pain$14.00$10.00$20.50$10.00$20.50
ATM IV119.4%82.3%177.6%88.1%159.5%
Expected Move34.8%24.4%54.3%26.6%49.5%
HV 20d101.1%91.7%121.3%93.9%118.0%
Term Structure-2.7%-16.0%3.5%0.8%-3.8%
VWIV122.1%85.8%192.7%93.3%175.3%
Skew 25d-16.5%-34.0%-4.2%-5.7%-30.3%
Skew 10d-26.3%-45.4%-10.5%-23.1%-45.4%
Call IV 25d130.8%86.7%203.9%92.6%179.3%
Put IV 25d114.2%76.8%172.9%86.9%149.0%
Bid-Ask Spread %14.965.1044.4118.959.36
Gamma HHI0.110.080.170.120.08
Net GEX3.5M1.1M6.9M1.1M5.3M
Net DEX-446.0M-1.32B-61.9M-62.4M-1.06B
Net VEX-1.6M-4.6M-444.4K-450.6K-4.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.350.110.630.220.58
Total Volume405,016.325,8591,430,49529,457760,957
Total OI638,442.05245,5821,489,564245,5821,489,564

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-11-02$10.52$10.0088.1%26.6%0.0%0.0%93.3%-5.7%0.8%1.1M-62.4M-450.6K0.2218.95N/AN/A24,1105,347178,57667,006
2020-11-03$10.48$10.0084.6%27.4%0.0%0.0%93.9%-11.5%2.0%1.1M-61.9M-444.4K0.1129.23N/AN/A46,4795,192178,57667,006
2020-11-04$10.70$10.0082.3%25.4%0.0%0.0%87.3%-10.7%0.5%1.9M-74.4M-471.7K0.1744.41N/AN/A22,0713,788199,63771,052
2020-11-05$11.86$10.0085.4%24.4%0.0%0.0%85.8%-4.2%-0.5%2.1M-122.4M-503.4K0.1217.83N/AN/A134,47916,474199,97272,972
2020-11-06$13.76$10.00112.9%30.8%0.0%0.0%108.8%-16.4%-0.4%1.7M-209.8M-581.8K0.3033.87N/AN/A281,09984,798226,72678,637
2020-11-09$14.80$12.00121.5%33.6%0.0%0.0%117.8%-13.7%-5.0%1.9M-213.1M-742.2K0.2819.00N/AN/A146,42940,316243,232102,407
2020-11-10$14.14$14.00113.7%31.8%93.9%0.0%112.4%-12.8%-1.8%1.9M-185.5M-836.3K0.3418.33N/AN/A74,22825,000274,898125,436
2020-11-11$15.61$14.00119.9%33.6%95.0%0.0%118.0%-14.1%-2.3%2.3M-260.9M-899.3K0.377.25N/AN/A110,78641,284289,031133,297
2020-11-12$14.91$14.00126.6%34.6%96.8%0.0%121.2%-20.9%-8.8%2.0M-223.9M-948.3K0.4515.36N/AN/A185,95283,439314,429158,085
2020-11-13$15.65$14.00101.2%29.0%94.2%0.0%100.7%-7.5%-0.2%2.5M-287.1M-1.0M0.439.76N/AN/A192,87483,676369,258194,036
2020-11-16$15.93$14.00101.5%29.0%91.7%0.0%102.7%-13.7%3.5%3.1M-282.6M-1.1M0.346.51N/AN/A130,61244,221343,805170,423
2020-11-17$17.98$14.00123.9%35.5%95.1%0.0%124.0%-16.9%-5.7%4.1M-447.2M-1.3M0.275.10N/AN/A448,121122,174395,676192,457
2020-11-18$17.95$14.00113.6%32.6%94.5%0.0%116.4%-17.3%2.7%5.5M-458.4M-1.7M0.276.60N/AN/A295,72279,704487,813250,081
2020-11-19$18.87$15.00116.4%33.5%94.4%0.0%118.3%-15.8%-2.8%6.9M-545.4M-1.9M0.298.70N/AN/A168,23049,327530,921283,085
2020-11-20$18.20$15.00118.1%34.2%95.8%0.0%121.6%-16.7%-1.8%3.9M-476.9M-2.0M0.506.79N/AN/A214,546107,046554,830301,786
2020-11-23$20.86$15.00126.9%37.0%102.5%0.0%130.2%-19.5%2.4%5.1M-608.5M-2.2M0.398.94N/AN/A366,672143,779500,248275,674
2020-11-24$23.11$16.00141.4%41.0%102.8%0.0%142.4%-17.6%-6.7%5.3M-781.1M-2.6M0.568.90N/AN/A464,804259,438547,902342,982
2020-11-25$28.68$18.50172.1%51.6%119.1%0.0%178.4%-34.0%-9.0%5.5M-1.32B-3.2M0.4013.69N/AN/A1,021,174409,321647,574476,734
2020-11-27$27.68$20.00177.6%54.3%121.3%0.0%192.7%-30.9%-16.0%6.5M-1.24B-4.1M0.6310.66N/AN/A861,003545,654812,184620,833
2020-11-30$26.94$20.50159.5%49.5%118.0%0.0%175.3%-30.3%-3.8%5.3M-1.06B-4.6M0.589.36N/AN/A480,335280,622868,963620,601