PLTR Options History — March 2021 In March 2021, PLTR traded between $21.64 and $26.81. ATM implied volatility averaged 81.2%. The 30-day expected move averaged 23.2%. IV traded below realized volatility by 5.8% (HV 20d: 87.0%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 0.35.
Notable Days 2021-03-04 : Highest Volume — 1,239,594 contracts2021-03-04 : Largest IV spike — 18.9% change2021-03-08 : Largest Expected Move — 27.8%Monthly Statistics Metric Avg Min Max Open Close Price $24.10 $21.64 $26.81 $24.88 $23.41 Max Pain $26.41 $25.00 $30.00 $30.00 $25.00 ATM IV 81.2% 62.5% 98.4% 92.0% 62.5% Expected Move 23.2% 17.9% 27.8% 25.3% 17.9% HV 20d 87.0% 60.0% 108.4% 108.4% 63.6% HV 60d 97.0% 94.0% 105.8% 105.8% 94.8% Term Structure 0.3% -3.7% 3.5% -0.9% 1.0% VWIV 86.8% 65.5% 103.9% 98.6% 65.5% Skew 25d -7.6% -18.3% 0.3% -18.3% -1.4% Skew 10d -18.6% -37.4% -3.3% -35.9% -4.6% Call IV 25d 88.8% 65.4% 110.1% 107.1% 65.4% Put IV 25d 81.2% 64.0% 99.1% 88.8% 64.0% Bid-Ask Spread % 2.60 1.73 4.51 2.40 2.48 Gamma HHI 0.08 0.06 0.15 0.06 0.07 Net GEX 10.1M -559.1K 38.0M 3.1M 18.4M Net DEX -412.7M -1.31B 130.0M -255.9M -541.3M Net VEX -11.2M -12.5M -10.0M -11.0M -11.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.35 0.23 0.57 0.26 0.28 Total Volume 590,138.913 350,445 1,239,594 597,312 584,797 Total OI 3,235,670.783 2,618,136 3,633,571 3,170,600 2,953,433
Daily Data (23 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 2021-03-01 $24.88 $30.00 92.0% 25.3% 108.4% 0.0% 98.6% -18.3% -0.9% 3.1M -255.9M -11.0M 0.26 2.40 N/A N/A 475,684 121,628 1,865,315 1,305,285 2021-03-02 $24.52 $30.00 87.0% 24.4% 108.3% 0.0% 95.5% -12.0% -0.8% 4.8M -140.1M -11.1M 0.28 2.75 N/A N/A 384,747 107,131 1,983,399 1,335,277 2021-03-03 $23.63 $29.50 82.0% 23.5% 105.4% 0.0% 93.9% -11.2% -1.1% -559.1K 130.0M -10.7M 0.37 2.44 N/A N/A 429,709 158,596 2,042,352 1,348,657 2021-03-04 $24.49 $28.00 97.5% 27.0% 106.5% 0.0% 100.5% -11.5% -3.5% 9.0M -275.6M -11.4M 0.28 2.86 N/A N/A 969,411 270,183 2,094,132 1,361,406 2021-03-05 $23.99 $27.00 97.1% 27.3% 106.0% 0.0% 101.4% -10.9% -3.7% 6.3M -163.2M -11.6M 0.42 2.62 N/A N/A 859,398 359,444 2,230,719 1,378,214 2021-03-08 $22.66 $26.00 98.4% 27.8% 103.5% 0.0% 103.9% -7.7% -1.4% 3.9M -66.9M -10.8M 0.33 2.04 N/A N/A 454,620 152,199 1,998,474 1,268,514 2021-03-09 $24.31 $26.00 93.9% 27.0% 104.5% 0.0% 99.9% -7.2% 0.7% 12.0M -473.5M -11.5M 0.23 2.39 N/A N/A 502,330 117,428 2,100,452 1,295,157 2021-03-10 $24.84 $26.00 91.8% 26.8% 101.6% 0.0% 96.6% -5.2% 1.5% 17.3M -661.8M -11.9M 0.40 4.51 N/A N/A 549,306 221,173 2,178,514 1,303,879 2021-03-11 $26.69 $26.00 90.2% 26.3% 105.5% 0.0% 93.3% -5.3% 1.9% 32.2M -1.31B -12.5M 0.38 1.90 N/A N/A 579,249 218,368 2,195,486 1,327,792 2021-03-12 $26.81 $26.00 88.4% 25.9% 102.8% 0.0% 92.6% -5.9% 3.2% 38.0M -1.29B -12.4M 0.33 2.30 N/A N/A 462,288 151,685 2,222,164 1,345,102 2021-03-15 $26.72 $26.00 87.2% 25.2% 102.2% 0.0% 90.4% -5.9% 0.1% 20.1M -1.09B -11.9M 0.33 1.73 N/A N/A 368,232 120,304 2,042,698 1,286,744 2021-03-16 $25.88 $26.00 84.2% 24.2% 90.5% 0.0% 87.2% -7.5% 0.7% 17.1M -782.1M -11.8M 0.25 2.18 N/A N/A 431,495 109,075 2,126,407 1,306,699 2021-03-17 $25.12 $26.00 83.2% 23.9% 91.0% 0.0% 90.0% -11.7% 0.7% 11.1M -543.4M -11.7M 0.30 2.88 N/A N/A 320,744 96,464 2,196,055 1,333,689 2021-03-18 $24.05 $26.00 81.7% 23.3% 85.4% 0.0% 89.5% -13.5% 1.5% -440.7K -165.1M -11.1M 0.37 2.23 N/A N/A 293,159 109,307 2,225,600 1,345,269 2021-03-19 $24.43 $26.00 72.1% 20.3% 68.2% 0.0% 78.6% -11.7% 3.5% 3.4M -236.1M -11.2M 0.42 2.61 N/A N/A 366,787 153,859 2,266,342 1,367,229 2021-03-22 $24.16 $26.00 66.1% 18.5% 67.8% 0.0% 72.5% -8.3% 1.5% 9.1M -622.5M -10.8M 0.27 2.78 N/A N/A 341,774 93,120 1,704,098 914,038 2021-03-23 $23.20 $26.00 68.7% 19.7% 67.8% 0.0% 75.2% -6.3% -0.8% 7.2M -357.0M -10.4M 0.32 2.61 N/A N/A 340,080 109,541 1,797,345 942,950 2021-03-24 $21.93 $26.00 70.9% 20.2% 70.0% 0.0% 76.5% -5.7% -0.3% 3.1M -63.2M -10.0M 0.57 3.06 N/A N/A 290,217 164,031 1,853,609 979,456 2021-03-25 $22.55 $25.00 68.2% 19.8% 61.1% 0.0% 75.0% -6.2% 0.3% 4.3M -188.6M -10.6M 0.47 3.08 N/A N/A 378,039 178,151 1,902,470 1,038,618 2021-03-26 $22.39 $25.00 69.4% 19.8% 61.0% 0.0% 73.0% -1.6% -0.2% 5.0M -159.5M -10.6M 0.37 2.57 N/A N/A 319,666 117,913 1,955,925 1,054,072 2021-03-29 $21.64 $25.00 70.7% 20.8% 60.0% 0.0% 75.6% -0.7% 0.6% 1.9M -79.7M -10.1M 0.44 2.44 N/A N/A 272,436 118,982 1,777,888 992,747 2021-03-30 $22.05 $25.00 65.2% 18.6% 60.6% 0.0% 70.1% 0.3% 1.8% 5.2M -154.2M -10.4M 0.41 2.82 N/A N/A 248,185 102,260 1,858,743 1,018,014 2021-03-31 $23.41 $25.00 62.5% 17.9% 63.6% 0.0% 65.5% -1.4% 1.0% 18.4M -541.3M -11.1M 0.28 2.48 N/A N/A 458,648 126,149 1,907,439 1,045,994
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