PLTR Options History — December 2020 In December 2020, PLTR traded between $22.37 and $28.74. ATM implied volatility averaged 113.6%. The 30-day expected move averaged 32.5%. IV traded below realized volatility by 14.8% (HV 20d: 128.3%). Max pain ranged from $21.00 to $26.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.43.
Notable Days 2020-12-07 : Highest Volume — 904,886 contracts2020-12-07 : Largest IV spike — 13.5% change2020-12-02 : Largest Expected Move — 39.8%Monthly Statistics Metric Avg Min Max Open Close Price $26.23 $22.37 $28.74 $25.39 $23.59 Max Pain $23.50 $21.00 $26.00 $21.00 $25.50 ATM IV 113.6% 94.5% 136.3% 130.8% 95.9% Expected Move 32.5% 24.9% 39.8% 39.7% 25.9% HV 20d 128.3% 94.6% 142.5% 124.0% 94.6% HV 60d 111.8% 111.2% 112.8% 111.7% 111.4% Term Structure 0.7% -4.0% 6.0% 1.0% 2.2% VWIV 115.6% 91.8% 142.7% 142.7% 95.6% Skew 25d -16.2% -26.6% -10.5% -25.4% -12.9% Skew 10d -28.7% -50.2% -16.6% -40.9% -17.4% Call IV 25d 122.9% 100.8% 149.3% 149.3% 104.0% Put IV 25d 106.8% 90.2% 129.3% 123.9% 91.2% Bid-Ask Spread % 2.53 1.35 10.51 10.51 2.52 Gamma HHI 0.08 0.06 0.10 0.08 0.06 Net GEX 10.2M 570.0K 27.1M 4.8M 570.0K Net DEX -972.7M -1.51B -224.5M -861.3M -224.5M Net VEX -6.4M -7.2M -4.8M -4.8M -6.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.43 0.28 0.61 0.43 0.54 Total Volume 536,404.091 315,681 904,886 546,510 391,909 Total OI 2,013,553.773 1,640,656 2,226,547 1,640,656 2,226,547
Daily Data (22 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 2020-12-01 $25.39 $21.00 130.8% 39.7% 124.0% 0.0% 142.7% -25.4% 1.0% 4.8M -861.3M -4.8M 0.43 10.51 N/A N/A 383,283 163,227 961,430 679,226 2020-12-02 $22.37 $21.00 128.7% 39.8% 137.3% 0.0% 141.6% -23.4% 4.0% 1.1M -451.8M -4.8M 0.57 3.56 N/A N/A 565,052 320,151 1,008,602 714,404 2020-12-03 $23.99 $21.00 127.0% 36.6% 137.5% 0.0% 132.3% -26.6% 4.5% 6.5M -770.4M -5.3M 0.40 2.78 N/A N/A 584,119 233,784 1,112,596 782,206 2020-12-04 $23.86 $21.00 117.4% 34.3% 136.4% 0.0% 123.5% -17.6% 5.4% 6.7M -708.8M -5.6M 0.54 2.83 N/A N/A 309,823 167,497 1,190,289 827,362 2020-12-07 $28.35 $21.00 133.2% 36.6% 139.2% 0.0% 128.6% -13.9% -4.0% 10.2M -1.41B -6.1M 0.36 2.48 N/A N/A 665,542 239,344 1,018,391 742,464 2020-12-08 $28.57 $22.00 133.8% 37.5% 138.9% 0.0% 130.3% -16.4% -2.6% 14.0M -1.51B -6.5M 0.47 2.18 N/A N/A 565,426 264,724 1,114,681 787,929 2020-12-09 $26.23 $23.00 136.3% 38.0% 142.5% 0.0% 134.0% -18.5% -3.7% 9.5M -1.09B -6.7M 0.57 1.86 N/A N/A 326,679 187,358 1,185,923 842,435 2020-12-10 $26.96 $23.00 127.8% 36.3% 140.3% 0.0% 127.7% -17.0% -1.7% 11.9M -1.22B -6.8M 0.42 1.50 N/A N/A 343,809 144,214 1,217,971 878,450 2020-12-11 $27.10 $23.00 124.0% 35.4% 137.9% 0.0% 121.6% -15.9% -0.5% 12.3M -1.25B -6.8M 0.47 2.12 N/A N/A 329,861 154,111 1,251,017 884,738 2020-12-14 $26.96 $23.00 117.1% 33.6% 138.2% 0.0% 118.6% -17.3% -2.6% 11.0M -1.16B -6.7M 0.36 1.35 N/A N/A 278,875 101,727 1,116,869 807,036 2020-12-15 $26.30 $23.00 110.5% 31.7% 139.4% 0.0% 112.5% -16.4% -1.7% 10.6M -1.03B -6.6M 0.46 1.80 N/A N/A 276,125 126,549 1,181,189 833,024 2020-12-16 $25.95 $23.00 107.3% 30.8% 135.3% 0.0% 106.7% -16.4% -2.0% 9.4M -939.6M -6.5M 0.53 1.77 N/A N/A 245,932 129,260 1,188,478 862,707 2020-12-17 $27.07 $24.00 108.2% 31.1% 135.3% 0.0% 110.0% -16.7% -2.1% 16.3M -1.17B -6.8M 0.28 1.58 N/A N/A 383,698 106,288 1,222,659 907,882 2020-12-18 $26.09 $24.00 99.6% 28.6% 136.3% 0.0% 101.5% -14.1% -0.1% 4.1M -881.0M -6.7M 0.47 2.39 N/A N/A 319,655 149,533 1,260,990 927,196 2020-12-21 $28.49 $25.00 104.2% 30.6% 137.1% 0.0% 106.5% -13.6% 2.3% 15.8M -1.30B -6.9M 0.33 2.32 N/A N/A 499,228 166,070 1,122,327 806,596 2020-12-22 $28.13 $25.00 105.0% 30.9% 130.7% 0.0% 109.0% -14.1% 3.0% 19.4M -1.28B -7.1M 0.30 1.87 N/A N/A 409,895 122,763 1,192,524 855,575 2020-12-23 $28.74 $25.00 100.4% 29.5% 126.6% 0.0% 104.0% -12.7% 3.1% 27.1M -1.41B -7.2M 0.30 2.07 N/A N/A 414,907 126,365 1,227,136 880,092 2020-12-24 $27.73 $26.00 98.5% 28.2% 101.6% 0.0% 101.5% -12.2% 6.0% 17.6M -1.12B -7.2M 0.33 2.02 N/A N/A 247,147 82,572 1,262,732 897,667 2020-12-28 $25.56 $26.00 99.4% 27.4% 104.9% 0.0% 102.8% -13.5% 2.5% 6.6M -665.8M -6.7M 0.38 2.20 N/A N/A 364,577 138,052 1,156,995 834,748 2020-12-29 $24.69 $26.00 98.3% 27.1% 105.2% 0.0% 99.3% -10.8% 0.8% 4.2M -456.5M -6.6M 0.61 1.98 N/A N/A 282,703 173,375 1,244,291 884,793 2020-12-30 $24.97 $25.50 94.5% 24.9% 103.3% 0.0% 91.8% -10.5% 1.9% 5.1M -501.2M -6.7M 0.35 2.01 N/A N/A 233,280 82,401 1,271,332 926,684 2020-12-31 $23.59 $25.50 95.9% 25.9% 94.6% 0.0% 95.6% -12.9% 2.2% 570.0K -224.5M -6.4M 0.54 2.52 N/A N/A 254,298 137,611 1,294,996 931,551
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