PLTR Options History — April 2021 In April 2021, PLTR traded between $21.70 and $25.50. ATM implied volatility averaged 63.6%, placing in the 2.2% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded above realized volatility by 5.5% (HV 20d: 58.1%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.30.
Notable Days 2021-04-14 : Highest Volume — 1,110,468 contracts2021-04-12 : Largest IV spike — 10.9% change2021-04-29 : Highest IV Rank — 4.2%2021-04-12 : Largest Expected Move — 20.2%Monthly Statistics Metric Avg Min Max Open Close Price $23.29 $21.70 $25.50 $22.97 $22.99 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 63.6% 56.7% 71.7% 63.3% 60.9% Expected Move 18.3% 16.2% 20.2% 17.7% 18.1% HV 20d 58.1% 46.8% 62.8% 62.4% 54.4% HV 60d 88.2% 77.0% 96.1% 94.3% 77.0% IV Rank 2.2% 0.0% 4.2% 3.8% 3.5% IV Percentile 3.0% 0.0% 6.1% 4.8% 5.3% Term Structure -0.2% -2.0% 2.1% 1.3% -1.6% VWIV 67.0% 58.3% 74.3% 65.3% 65.9% Skew 25d -2.8% -5.5% 1.7% -2.8% -2.4% Skew 10d -7.8% -15.1% 0.3% -9.0% -5.5% Call IV 25d 66.9% 57.4% 77.7% 66.9% 64.2% Put IV 25d 64.1% 58.0% 72.2% 64.0% 61.8% Bid-Ask Spread % 2.72 2.25 3.83 2.54 2.94 Gamma HHI 0.08 0.06 0.20 0.11 0.09 Net GEX 21.5M 5.8M 43.2M 20.2M 20.0M Net DEX -578.1M -1.47B -173.7M -392.2M -458.0M Net VEX -11.1M -12.2M -10.3M -10.9M -10.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.30 0.15 0.46 0.34 0.46 Total Volume 430,138.667 178,241 1,110,468 460,021 269,302 Total OI 3,016,193.571 2,759,494 3,390,525 3,004,923 2,979,120
Daily Data (21 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 2021-04-01 $22.97 $25.00 63.3% 17.7% 62.4% 0.0% 65.3% -2.8% 1.3% 20.2M -392.2M -10.9M 0.34 2.54 N/A N/A 344,546 115,475 1,960,182 1,044,741 2021-04-05 $23.53 $25.00 69.0% 20.1% 62.7% 0.0% 73.5% -4.3% 0.7% 14.8M -585.4M -11.1M 0.23 2.28 N/A N/A 203,696 46,330 1,855,637 985,021 2021-04-06 $23.34 $25.00 67.5% 19.6% 59.2% 0.0% 71.0% -3.0% 1.3% 18.9M -523.3M -11.0M 0.25 2.89 N/A N/A 246,488 60,817 1,983,630 1,004,142 2021-04-07 $23.02 $25.00 62.4% 18.2% 53.5% 0.0% 66.6% -4.0% 1.8% 15.9M -417.1M -10.9M 0.40 2.68 N/A N/A 188,749 74,695 2,027,167 1,028,148 2021-04-08 $23.43 $25.00 63.4% 18.5% 53.3% 0.0% 67.1% -4.1% 2.0% 21.6M -540.5M -11.1M 0.27 2.54 N/A N/A 281,641 76,567 2,051,878 1,036,276 2021-04-09 $24.02 $25.00 64.6% 18.6% 46.8% 0.0% 68.0% -3.9% 2.1% 43.2M -806.1M -11.4M 0.19 2.29 N/A N/A 548,398 105,520 2,099,123 1,040,636 2021-04-12 $23.28 $25.00 71.7% 20.2% 47.5% 0.0% 74.3% -5.5% -1.8% 16.7M -549.3M -11.0M 0.27 2.94 N/A N/A 430,350 114,878 1,979,961 1,005,541 2021-04-13 $25.50 $25.00 70.0% 20.0% 59.0% 0.0% 73.0% -4.6% -0.7% 41.8M -1.47B -12.2M 0.15 2.75 N/A N/A 707,035 107,059 2,117,827 1,055,921 2021-04-14 $23.80 $25.00 68.4% 19.2% 62.8% 0.0% 70.2% -4.8% -1.7% 28.4M -718.0M -11.4M 0.18 3.83 N/A N/A 939,250 171,218 2,172,236 1,057,950 2021-04-15 $23.10 $25.00 64.3% 18.3% 62.8% 0.0% 67.8% -3.1% -0.5% 15.2M -393.5M -11.0M 0.25 3.75 N/A N/A 481,261 121,572 2,241,303 1,082,056 2021-04-16 $22.40 $25.00 61.7% 17.6% 61.9% 0.0% 65.2% -5.2% -0.7% 5.8M -173.7M -10.5M 0.40 2.94 N/A N/A 332,101 131,789 2,290,126 1,100,399 2021-04-19 $21.82 $25.00 64.1% 18.3% 61.9% 0.0% 67.4% -3.5% -0.1% 8.1M -244.5M -10.3M 0.44 2.44 N/A N/A 282,776 123,503 1,816,115 943,379 2021-04-20 $21.70 $25.00 65.0% 18.6% 61.9% 0.0% 71.3% -5.1% -0.7% 8.4M -213.6M -10.5M 0.34 2.57 N/A N/A 273,094 92,261 1,895,294 1,006,403 2021-04-21 $22.55 $25.00 63.8% 18.3% 62.3% 0.0% 67.3% -2.1% -0.2% 15.5M -453.2M -10.9M 0.33 2.87 N/A N/A 239,846 78,559 1,916,526 1,030,051 2021-04-22 $22.88 $25.00 62.7% 18.0% 59.0% 3.8% 64.1% -0.9% -0.8% 20.7M -521.0M -11.0M 0.34 2.29 N/A N/A 353,149 120,562 1,956,074 1,045,587 2021-04-23 $23.39 $25.00 56.7% 16.2% 58.7% 0.0% 58.3% 0.6% 0.4% 34.3M -671.4M -11.2M 0.31 2.25 N/A N/A 241,350 75,587 1,970,711 1,037,813 2021-04-26 $24.12 $25.00 59.2% 17.2% 59.5% 2.1% 61.0% 1.7% -0.3% 24.9M -833.4M -11.4M 0.26 2.54 N/A N/A 258,205 66,071 1,825,429 980,354 2021-04-27 $23.87 $25.00 57.8% 16.7% 58.0% 0.9% 61.5% 0.1% -1.0% 27.0M -771.5M -11.3M 0.30 2.85 N/A N/A 181,494 54,666 1,880,636 982,089 2021-04-28 $23.90 $25.00 57.9% 17.1% 57.8% 1.0% 61.9% -0.5% -1.1% 29.4M -772.1M -11.4M 0.29 2.46 N/A N/A 138,157 40,084 1,915,760 999,855 2021-04-29 $23.40 $25.00 61.8% 18.4% 54.5% 4.2% 66.4% -1.7% -2.0% 21.3M -630.8M -11.2M 0.32 2.46 N/A N/A 239,363 75,448 1,933,215 1,005,753 2021-04-30 $22.99 $25.00 60.9% 18.1% 54.4% 3.5% 65.9% -2.4% -1.6% 20.0M -458.0M -10.9M 0.46 2.94 N/A N/A 183,920 85,382 1,956,074 1,023,046
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