PLTR Options History — January 2021

In January 2021, PLTR traded between $23.35 and $38.66. ATM implied volatility averaged 110.1%. The 30-day expected move averaged 32.3%. IV traded above realized volatility by 29.8% (HV 20d: 80.3%). Max pain ranged from $27.00 to $29.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 0.40.

Notable Days

  • 2021-01-22: Highest Volume — 1,733,271 contracts
  • 2021-01-28: Largest IV drop — 20.1% change
  • 2021-01-27: Largest Expected Move — 47.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.52$23.35$38.66$23.35$35.08
Max Pain$27.16$27.00$29.00$27.00$29.00
ATM IV110.1%89.3%165.9%97.4%124.9%
Expected Move32.3%27.0%47.9%29.3%36.2%
HV 20d80.3%57.8%104.1%91.3%103.8%
HV 60d108.1%103.5%112.8%110.4%112.8%
Term Structure2.1%-3.2%5.6%1.2%1.5%
VWIV113.2%94.2%164.4%103.9%128.3%
Skew 25d-12.5%-24.5%-5.6%-10.2%-13.5%
Skew 10d-18.9%-30.9%-8.9%-16.5%-24.8%
Call IV 25d117.4%92.4%182.1%103.1%135.1%
Put IV 25d104.9%86.3%157.6%92.9%121.6%
Bid-Ask Spread %3.251.676.986.982.37
Gamma HHI0.070.060.120.060.06
Net GEX10.5M1.9M18.0M1.9M10.8M
Net DEX-1.16B-2.95B-244.4M-262.7M-1.96B
Net VEX-7.1M-8.8M-6.1M-6.2M-8.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.220.730.350.62
Total Volume596,154.526263,6131,733,271351,453440,487
Total OI2,202,878.7891,923,2252,440,1912,039,1642,440,191

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-01-04$23.35$27.0097.4%29.3%91.3%0.0%103.9%-10.2%1.2%1.9M-262.7M-6.2M0.356.98N/AN/A260,53090,9231,167,394871,770
2021-01-05$24.48$27.0091.3%27.6%92.8%0.0%96.9%-7.6%2.5%6.7M-457.8M-6.4M0.325.05N/AN/A198,97964,6341,225,004890,020
2021-01-06$23.46$27.0091.6%27.8%68.4%0.0%97.6%-9.4%2.1%3.2M-244.4M-6.1M0.385.66N/AN/A201,63275,8431,249,492896,714
2021-01-07$24.90$27.0089.3%27.0%72.5%0.0%94.2%-5.6%2.0%11.2M-535.3M-6.4M0.315.04N/AN/A246,68677,0551,274,071912,105
2021-01-08$25.09$27.0090.6%28.1%66.4%0.0%97.1%-8.8%3.5%17.7M-624.9M-6.5M0.473.92N/AN/A375,776176,3841,307,819923,117
2021-01-11$25.79$27.0094.4%28.3%66.4%0.0%98.9%-9.6%3.3%8.9M-701.6M-6.5M0.302.52N/AN/A267,92179,5581,226,960911,456
2021-01-12$26.16$27.0094.2%27.9%66.6%0.0%96.2%-9.2%3.1%13.1M-801.1M-6.6M0.382.67N/AN/A193,23573,3231,274,891931,083
2021-01-13$25.47$27.00100.8%29.5%67.2%0.0%104.8%-9.8%2.2%9.8M-647.9M-6.7M0.251.98N/AN/A451,577114,3251,304,946943,850
2021-01-14$25.03$27.00102.2%29.9%66.9%0.0%102.4%-11.6%2.1%5.5M-560.6M-6.6M0.482.30N/AN/A245,003117,1661,346,862953,249
2021-01-15$25.64$27.00104.7%30.1%67.4%0.0%108.1%-14.1%-0.3%7.8M-739.4M-6.8M0.222.09N/AN/A777,867174,8991,373,893969,213
2021-01-19$26.74$27.00108.7%31.3%67.4%0.0%109.6%-10.2%4.4%11.2M-887.0M-6.9M0.351.85N/AN/A410,976142,7981,112,413810,812
2021-01-20$26.23$27.00102.8%29.5%66.5%0.0%104.5%-12.8%5.6%9.8M-720.8M-7.0M0.291.67N/AN/A248,99471,5671,177,153883,041
2021-01-21$25.95$27.00102.8%29.3%57.8%0.0%102.4%-13.7%4.9%7.1M-646.8M-7.0M0.401.78N/AN/A224,17488,6761,211,603903,737
2021-01-22$32.09$27.00118.2%33.7%96.2%0.0%116.2%-9.3%1.7%18.0M-2.25B-7.6M0.352.36N/AN/A1,284,799448,4721,248,243932,359
2021-01-25$36.14$27.00140.7%40.9%104.1%0.0%144.3%-22.3%-2.0%11.8M-2.51B-7.9M0.572.65N/AN/A832,985474,1721,130,288968,959
2021-01-26$35.81$27.00139.3%40.7%102.9%0.0%141.9%-17.8%-3.2%14.6M-2.35B-8.4M0.462.73N/AN/A322,837147,3081,236,3731,071,746
2021-01-27$38.66$27.00165.9%47.9%98.9%0.0%164.4%-24.5%4.3%17.4M-2.95B-8.8M0.374.54N/AN/A872,270324,8121,281,0951,123,643
2021-01-28$35.90$28.00132.6%39.0%102.7%0.0%138.3%-17.4%0.6%13.3M-2.15B-8.5M0.733.67N/AN/A421,358306,9351,238,4461,130,686
2021-01-29$35.08$29.00124.9%36.2%103.8%0.0%128.3%-13.5%1.5%10.8M-1.96B-8.3M0.622.37N/AN/A272,270168,2171,298,7401,141,451