PLTR Options History — June 2021 In June 2021, PLTR traded between $23.13 and $27.31. ATM implied volatility averaged 50.3%, placing in the 1.7% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded above realized volatility by 8.5% (HV 20d: 41.8%). Max pain ranged from $22.00 to $25.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.29.
Notable Days 2021-06-02 : Highest Volume — 809,998 contracts2021-06-23 : Largest IV spike — 7.0% change2021-06-02 : Highest IV Rank — 5.9%2021-06-02 : Largest Expected Move — 17.4%Monthly Statistics Metric Avg Min Max Open Close Price $25.11 $23.13 $27.31 $23.13 $26.38 Max Pain $23.73 $22.00 $25.00 $22.00 $25.00 ATM IV 50.3% 45.2% 58.6% 55.6% 48.2% Expected Move 14.4% 12.9% 17.4% 16.0% 13.5% HV 20d 41.8% 27.2% 67.9% 66.4% 27.2% HV 60d 55.7% 52.4% 60.4% 60.4% 52.5% IV Rank 1.7% 0.0% 5.9% 3.5% 2.3% IV Percentile 2.3% 0.0% 9.7% 3.9% 2.3% Term Structure 0.5% -0.6% 2.1% -0.6% 1.7% VWIV 52.6% 47.0% 66.3% 58.5% 50.0% Skew 25d -2.6% -5.6% -0.6% -2.7% -2.8% Skew 10d -6.6% -16.8% -1.2% -8.8% -8.2% Call IV 25d 53.7% 47.3% 64.0% 58.9% 51.9% Put IV 25d 51.1% 46.4% 58.4% 56.1% 49.1% Bid-Ask Spread % 2.90 2.34 4.89 3.43 2.59 Gamma HHI 0.12 0.06 0.31 0.06 0.08 Net GEX 41.4M 24.9M 66.1M 24.9M 33.5M Net DEX -1.37B -1.81B -954.6M -954.6M -1.40B Net VEX -12.3M -12.8M -12.0M -12.0M -12.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.29 0.17 0.62 0.26 0.62 Total Volume 387,076.364 168,163 809,998 375,623 239,602 Total OI 2,887,398.955 2,541,594 3,112,728 2,880,736 2,793,540
Daily Data (22 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 2021-06-01 $23.13 $22.00 55.6% 16.0% 66.4% 3.5% 58.5% -2.7% -0.6% 24.9M -954.6M -12.0M 0.26 3.43 N/A N/A 297,604 78,019 1,877,312 1,003,424 2021-06-02 $24.45 $22.00 58.6% 17.4% 66.9% 5.9% 66.3% -5.6% -0.4% 38.3M -1.49B -12.7M 0.19 4.89 N/A N/A 679,055 130,943 1,914,043 1,017,285 2021-06-03 $23.68 $22.00 55.8% 16.3% 67.9% 3.6% 60.0% -5.0% 0.7% 34.5M -1.17B -12.4M 0.30 2.44 N/A N/A 288,141 85,246 1,993,196 1,035,036 2021-06-04 $24.05 $23.00 53.3% 15.3% 63.6% 1.7% 56.0% -2.0% 0.3% 63.7M -1.28B -12.4M 0.31 3.27 N/A N/A 319,257 99,899 2,001,636 1,047,481 2021-06-07 $24.30 $23.00 53.7% 15.4% 63.3% 2.0% 55.9% -2.2% 0.3% 30.8M -1.24B -12.2M 0.22 2.95 N/A N/A 259,346 56,163 1,852,530 1,007,482 2021-06-08 $24.39 $23.00 53.8% 15.6% 57.8% 2.1% 57.7% -2.6% 0.3% 36.5M -1.27B -12.3M 0.27 2.34 N/A N/A 298,500 79,203 1,913,717 1,017,788 2021-06-09 $24.24 $23.00 51.0% 14.9% 52.0% 0.0% 55.1% -3.0% 1.0% 38.6M -1.20B -12.2M 0.30 2.87 N/A N/A 200,507 59,537 1,967,833 1,033,725 2021-06-10 $24.19 $23.00 48.3% 14.0% 44.7% 0.0% 50.6% -2.1% 0.4% 39.3M -1.14B -12.0M 0.29 3.12 N/A N/A 261,024 76,384 1,987,390 1,051,347 2021-06-11 $24.57 $23.00 48.8% 13.9% 42.0% 0.3% 50.3% -2.1% -0.5% 57.5M -1.32B -12.2M 0.28 2.49 N/A N/A 274,733 75,982 2,002,736 1,064,215 2021-06-14 $24.99 $23.00 52.0% 14.9% 32.7% 2.9% 53.4% -1.8% 0.9% 35.6M -1.39B -12.2M 0.26 2.37 N/A N/A 291,949 74,532 1,883,491 1,033,826 2021-06-15 $24.52 $24.00 51.4% 14.8% 34.2% 2.4% 54.7% -3.5% -0.1% 34.9M -1.21B -12.1M 0.25 2.84 N/A N/A 365,486 89,854 1,945,884 1,051,783 2021-06-16 $24.77 $24.00 49.9% 14.3% 32.2% 1.2% 51.5% -0.6% 0.5% 41.0M -1.29B -12.1M 0.43 2.91 N/A N/A 222,881 95,103 1,986,367 1,063,932 2021-06-17 $25.32 $24.00 48.9% 13.9% 28.6% 0.4% 51.0% -1.5% 1.1% 54.4M -1.54B -12.3M 0.24 2.67 N/A N/A 312,354 75,655 2,007,638 1,073,832 2021-06-18 $25.31 $24.00 48.5% 13.8% 28.8% 0.1% 50.0% -2.5% 0.6% 47.4M -1.52B -12.3M 0.21 3.08 N/A N/A 415,579 87,175 2,025,340 1,087,388 2021-06-21 $25.22 $24.00 45.4% 12.9% 29.1% 0.0% 47.1% -1.2% 0.1% 28.7M -1.16B -12.0M 0.33 2.64 N/A N/A 197,137 64,882 1,662,132 879,462 2021-06-22 $25.20 $25.00 45.2% 12.9% 28.6% 0.0% 47.0% -0.8% 0.5% 31.1M -1.15B -12.1M 0.25 2.95 N/A N/A 134,010 34,153 1,719,671 904,928 2021-06-23 $26.29 $25.00 48.3% 13.6% 31.0% 2.4% 49.1% -2.2% 0.0% 43.3M -1.58B -12.5M 0.23 2.51 N/A N/A 436,784 99,371 1,746,506 914,548 2021-06-24 $26.56 $25.00 46.9% 13.2% 30.5% 1.3% 47.7% -3.5% 0.3% 55.5M -1.69B -12.7M 0.17 2.52 N/A N/A 383,395 66,838 1,826,920 942,470 2021-06-25 $26.89 $25.00 46.4% 13.0% 30.1% 0.9% 47.1% -3.3% 0.9% 66.1M -1.81B -12.8M 0.25 3.42 N/A N/A 344,064 84,556 1,848,300 956,310 2021-06-28 $27.31 $25.00 48.7% 13.5% 30.1% 2.7% 49.5% -3.2% 2.1% 39.6M -1.79B -12.8M 0.25 2.85 N/A N/A 329,204 83,017 1,733,618 922,688 2021-06-29 $26.72 $25.00 48.5% 13.3% 32.0% 2.5% 48.7% -2.7% 1.0% 35.9M -1.54B -12.6M 0.44 2.70 N/A N/A 255,751 112,805 1,779,788 944,239 2021-06-30 $26.38 $25.00 48.2% 13.5% 27.2% 2.3% 50.0% -2.8% 1.7% 33.5M -1.40B -12.6M 0.62 2.59 N/A N/A 147,643 91,959 1,819,019 974,521
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