PLTR Options History — May 2021

In May 2021, PLTR traded between $18.45 and $22.89. ATM implied volatility averaged 61.9%, placing in the 5.5% IV rank vs the trailing year. The 30-day expected move averaged 17.8%. IV traded below realized volatility by 0.4% (HV 20d: 62.3%). Max pain ranged from $22.00 to $25.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.41.

Notable Days

  • 2021-05-28: Highest Volume — 1,142,804 contracts
  • 2021-05-11: Largest IV drop — 19.2% change
  • 2021-05-10: Highest IV Rank — 18.1%
  • 2021-05-04: Largest Expected Move — 22.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.75$18.45$22.89$22.37$22.89
Max Pain$22.90$22.00$25.00$25.00$22.00
ATM IV61.9%51.1%78.5%60.4%55.6%
Expected Move17.8%14.5%22.3%18.5%15.8%
HV 20d62.3%54.5%67.7%54.5%67.1%
HV 60d68.0%60.5%77.0%77.0%60.5%
IV Rank5.5%0.0%18.1%3.1%3.5%
IV Percentile10.3%0.0%29.7%4.5%2.6%
Term Structure-0.8%-3.8%1.5%-0.9%-0.1%
VWIV64.6%51.7%82.2%70.2%61.0%
Skew 25d0.3%-8.0%3.4%-2.1%-8.0%
Skew 10d-0.1%-18.5%6.7%-6.7%-18.5%
Call IV 25d63.5%50.9%79.5%62.6%62.4%
Put IV 25d63.8%52.0%79.2%60.5%54.5%
Bid-Ask Spread %3.012.324.152.723.21
Gamma HHI0.070.050.230.070.16
Net GEX10.8M-2.2M46.4M6.9M46.4M
Net DEX-162.8M-1.07B441.4M-294.1M-1.07B
Net VEX-10.5M-12.0M-9.2M-10.5M-12.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.410.240.740.340.24
Total Volume494,532.05246,8661,142,804345,0561,142,804
Total OI3,169,667.42,693,7003,599,1502,792,8132,956,212

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$22.37$25.0060.4%18.5%54.5%3.1%70.2%-2.1%-0.9%6.9M-294.1M-10.5M0.342.72N/AN/A256,91388,1431,798,653994,160
2021-05-04$21.45$25.0069.1%22.3%56.2%10.3%81.7%-2.5%-3.5%5.2M-139.6M-10.3M0.412.90N/AN/A296,677121,1161,883,5661,034,380
2021-05-05$21.12$24.0066.1%21.9%56.3%7.8%82.2%-3.2%-1.3%3.9M-48.3M-10.2M0.272.86N/AN/A197,78553,9251,943,5941,087,658
2021-05-06$19.93$24.0075.6%20.2%58.7%15.6%72.2%-0.2%-3.5%-7.2K188.3M-9.7M0.574.05N/AN/A406,992232,1971,993,9071,101,909
2021-05-07$19.79$24.0070.8%19.4%57.4%11.7%71.7%-0.6%-2.3%-59.1K279.9M-9.8M0.513.07N/AN/A306,515155,6172,066,8891,176,696
2021-05-10$18.64$24.0078.5%21.1%59.7%18.1%76.3%-0.3%-3.8%-1.4M363.0M-9.2M0.744.15N/AN/A484,546356,8161,949,0311,156,281
2021-05-11$20.24$23.0063.5%18.1%57.8%5.6%66.0%-0.0%-0.6%3.7M28.2M-10.3M0.523.04N/AN/A645,868334,3722,109,0271,278,142
2021-05-12$18.99$23.0069.8%19.7%57.1%10.9%70.3%3.3%-1.2%-1.2M325.1M-9.8M0.513.08N/AN/A358,261182,8412,173,3191,290,571
2021-05-13$18.45$23.0069.7%19.8%57.1%10.8%70.3%2.6%-0.9%-2.2M441.4M-9.4M0.473.34N/AN/A373,943176,7842,244,3901,298,366
2021-05-14$20.09$23.0059.4%17.1%65.9%2.3%60.6%3.4%0.5%20.9M-71.9M-10.5M0.402.87N/AN/A457,125180,5842,298,7081,300,442
2021-05-17$20.45$22.0060.5%17.4%66.0%3.1%61.8%3.2%-0.6%5.5M-58.6M-10.4M0.382.48N/AN/A225,12786,0932,089,9641,209,394
2021-05-18$21.29$22.0057.4%16.5%67.7%0.6%59.7%0.7%0.1%12.7M-347.8M-10.9M0.383.13N/AN/A344,871130,5652,151,5661,222,015
2021-05-19$20.59$22.0058.5%16.8%67.0%1.5%60.3%1.8%-0.5%7.0M-80.1M-10.5M0.582.66N/AN/A156,01090,8562,189,4951,234,924
2021-05-20$20.66$22.0057.9%16.6%66.7%1.0%59.0%2.2%-0.5%6.7M-128.7M-10.4M0.312.32N/AN/A199,98761,6722,203,6451,229,772
2021-05-21$20.72$22.0054.3%15.5%66.0%0.0%55.7%0.8%0.8%11.9M-187.8M-10.6M0.402.92N/AN/A254,605102,4612,258,1991,227,285
2021-05-24$21.28$22.0051.6%14.9%65.7%0.0%52.4%2.5%1.5%12.8M-409.3M-10.8M0.313.30N/AN/A266,57781,6491,732,183961,517
2021-05-25$21.47$22.0053.0%15.0%65.9%1.1%53.1%1.1%0.8%18.1M-489.1M-10.9M0.292.50N/AN/A270,28077,1991,809,076994,287
2021-05-26$22.03$22.0051.1%14.5%66.8%0.0%51.7%1.1%-0.5%26.3M-669.7M-11.3M0.322.36N/AN/A236,13775,8111,847,5371,005,740
2021-05-27$22.53$22.0055.6%15.7%67.1%3.5%56.8%0.1%-0.0%33.4M-883.9M-11.7M0.263.29N/AN/A335,09085,8271,877,2331,013,615
2021-05-28$22.89$22.0055.6%15.8%67.1%3.5%61.0%-8.0%-0.1%46.4M-1.07B-12.0M0.243.21N/AN/A924,650218,1541,921,1011,035,111