PLTR Options History — February 2021

In February 2021, PLTR traded between $23.82 and $38.15. ATM implied volatility averaged 121.1%. The 30-day expected move averaged 34.4%. IV traded above realized volatility by 7.2% (HV 20d: 113.9%). Max pain ranged from $29.50 to $32.00. Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.49.

Notable Days

  • 2021-02-19: Highest Volume — 2,343,322 contracts
  • 2021-02-16: Largest IV drop — 11.0% change
  • 2021-02-12: Largest Expected Move — 38.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.28$23.82$38.15$34.00$23.99
Max Pain$30.39$29.50$32.00$29.50$30.00
ATM IV121.1%108.5%135.1%121.6%108.7%
Expected Move34.4%30.4%38.2%35.1%30.4%
HV 20d113.9%101.8%141.0%101.8%106.6%
HV 60d111.5%104.3%117.7%113.2%106.2%
Term Structure-1.9%-5.7%1.9%1.4%1.9%
VWIV124.0%112.5%136.4%126.4%116.3%
Skew 25d-17.3%-30.1%-7.8%-11.0%-22.0%
Skew 10d-29.7%-47.8%-15.7%-24.3%-36.6%
Call IV 25d133.2%120.6%151.9%129.8%127.3%
Put IV 25d115.9%101.0%130.7%118.8%105.3%
Bid-Ask Spread %2.631.724.892.092.92
Gamma HHI0.060.050.120.050.07
Net GEX1.9M-25.9M16.7M7.1M-838.9K
Net DEX-903.2M-2.58B805.7M-1.53B221.6M
Net VEX-9.1M-11.4M-7.6M-7.9M-11.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.490.320.830.510.48
Total Volume770,059.632257,4392,343,322358,983789,529
Total OI2,804,810.5792,120,8803,742,6292,120,8803,627,285

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-02-01$34.00$29.50121.6%35.1%101.8%0.0%126.4%-11.0%1.4%7.1M-1.53B-7.9M0.512.09N/AN/A237,119121,8641,102,6871,018,193
2021-02-02$31.16$30.00123.1%34.3%108.1%0.0%124.0%-7.8%-2.6%2.4M-1.01B-7.8M0.492.27N/AN/A320,155156,9751,165,1001,052,271
2021-02-03$31.45$30.00120.0%36.2%107.4%0.0%132.3%-14.5%-5.7%4.0M-1.11B-8.0M0.532.08N/AN/A199,610106,0491,240,1261,101,293
2021-02-04$31.97$30.00118.4%32.7%105.4%0.0%115.4%-14.6%-2.0%4.9M-1.23B-8.1M0.341.72N/AN/A192,78964,6501,268,8521,128,040
2021-02-05$33.85$30.00123.4%34.0%105.3%0.0%120.8%-13.6%-4.0%12.6M-1.72B-8.2M0.372.76N/AN/A548,106202,2501,304,9441,139,287
2021-02-08$36.01$30.00131.1%36.1%106.5%0.0%127.5%-14.2%-3.3%12.0M-2.13B-8.4M0.402.08N/AN/A447,305179,1551,200,4401,089,760
2021-02-09$38.15$30.00131.9%36.8%107.4%0.0%128.2%-12.4%-3.2%16.7M-2.58B-8.7M0.582.63N/AN/A231,130134,5121,261,7911,135,829
2021-02-10$35.81$31.00132.8%37.1%111.4%0.0%129.2%-14.7%-3.7%10.7M-2.00B-8.8M0.482.63N/AN/A245,172118,4441,277,3241,176,846
2021-02-11$33.07$32.00135.0%37.6%115.5%0.0%133.1%-13.5%-4.5%3.8M-1.33B-8.7M0.444.89N/AN/A309,522136,1991,312,2341,207,708
2021-02-12$31.73$32.00135.1%38.2%116.7%0.0%136.4%-24.0%-3.2%-1.2M-1.01B-8.6M0.704.06N/AN/A381,447268,0941,359,1501,258,584
2021-02-16$27.62$32.00120.2%34.4%128.2%0.0%122.8%-14.4%-0.9%-9.7M-38.8M-7.6M0.833.09N/AN/A697,288580,7421,313,2141,313,242
2021-02-17$27.64$31.00119.9%34.4%127.4%0.0%123.7%-14.4%-1.1%-16.0M-24.0M-8.6M0.542.26N/AN/A601,362323,6691,514,9091,569,891
2021-02-18$25.04$30.00117.8%33.8%132.1%0.0%126.7%-30.1%-0.5%-25.9M805.7M-8.2M0.612.55N/AN/A824,299502,0801,664,6161,692,106
2021-02-19$28.73$30.00116.7%33.5%141.0%0.0%120.8%-24.2%-0.3%719.3K-871.7M-10.4M0.431.80N/AN/A1,637,826705,4961,993,8611,748,768
2021-02-22$27.91$30.00108.5%31.2%118.2%0.0%112.5%-19.6%-0.5%9.3M-834.7M-11.1M0.352.59N/AN/A681,884236,2511,748,2091,279,320
2021-02-23$26.80$30.00112.8%32.4%108.8%0.0%116.4%-17.5%-2.3%4.9M-494.5M-11.2M0.341.76N/AN/A590,084202,3251,871,8891,353,045
2021-02-24$26.48$30.00110.3%31.5%108.8%0.0%117.3%-23.3%-0.4%5.1M-510.3M-11.4M0.322.69N/AN/A419,809134,4631,959,2041,388,083
2021-02-25$23.82$30.00114.6%33.6%107.7%0.0%125.7%-22.3%-2.0%-4.1M236.0M-10.6M0.493.19N/AN/A741,424362,0552,021,1521,432,148
2021-02-26$23.99$30.00108.7%30.4%106.6%0.0%116.3%-22.0%1.9%-838.9K221.6M-11.0M0.482.92N/AN/A535,038254,4912,141,9281,485,357