PLTR Options History — July 2021

In July 2021, PLTR traded between $21.30 and $24.73. ATM implied volatility averaged 53.4%, placing in the 6.2% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 11.9% (HV 20d: 41.6%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.42.

Notable Days

2021-07-01: Highest Volume — 531,316 contracts
2021-07-07: Largest IV spike — 7.3% change
2021-07-19: Highest IV Rank — 9.7%
2021-07-19: Largest Expected Move — 16.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.53	$21.30	$24.73	$24.73	$21.76
Max Pain	$24.88	$24.00	$25.00	$25.00	$24.00
ATM IV	53.4%	49.3%	58.1%	51.9%	53.6%
Expected Move	15.6%	13.2%	16.5%	14.5%	16.1%
HV 20d	41.6%	34.3%	45.7%	34.4%	39.7%
HV 60d	50.7%	49.3%	55.4%	54.1%	49.4%
IV Rank	6.2%	3.1%	9.7%	5.1%	6.4%
IV Percentile	14.2%	6.8%	23.1%	9.7%	16.4%
Term Structure	0.4%	-2.4%	5.6%	1.3%	-0.9%
VWIV	56.6%	49.6%	60.7%	53.3%	58.9%
Skew 25d	0.3%	-2.6%	3.4%	0.0%	-0.6%
Skew 10d	-1.3%	-8.2%	4.4%	-2.2%	-3.4%
Call IV 25d	54.5%	50.0%	57.5%	52.9%	56.1%
Put IV 25d	54.9%	48.9%	60.9%	53.0%	55.5%
Bid-Ask Spread %	2.55	1.92	3.75	3.37	2.77
Gamma HHI	0.06	0.05	0.07	0.06	0.06
Net GEX	6.7M	-223.5K	15.3M	13.4M	6.0M
Net DEX	-269.8M	-796.2M	100.6M	-787.7M	-167.2M
Net VEX	-11.1M	-12.1M	-10.5M	-11.9M	-10.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.42	0.24	0.63	0.48	0.43
Total Volume	250,405.476	148,704	531,316	531,316	195,092
Total OI	2,963,002.048	2,804,329	3,140,520	2,828,565	3,072,530

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
2021-07-01	$24.73	$25.00	51.9%	14.5%	34.4%	5.1%	53.3%	0.0%	1.3%	13.4M	-787.7M	-11.9M	0.48	3.37	N/A	N/A	358,971	172,345	1,833,384	995,181
2021-07-02	$24.43	$25.00	49.3%	13.2%	34.3%	3.1%	49.6%	-2.6%	1.9%	5.7M	-677.5M	-12.1M	0.47	2.43	N/A	N/A	229,696	107,913	1,917,106	1,056,579
2021-07-06	$24.66	$25.00	49.9%	16.0%	34.3%	3.6%	57.0%	-1.3%	5.3%	13.0M	-796.2M	-11.8M	0.47	3.75	N/A	N/A	202,575	95,323	1,776,918	1,027,411
2021-07-07	$22.98	$25.00	53.6%	16.5%	42.6%	6.3%	59.4%	0.3%	3.4%	3.6M	-285.8M	-11.0M	0.52	2.81	N/A	N/A	321,877	167,941	1,826,765	1,024,454
2021-07-08	$23.06	$25.00	53.5%	16.3%	42.6%	6.3%	58.8%	1.4%	3.9%	8.2M	-310.4M	-11.2M	0.45	2.64	N/A	N/A	182,677	81,603	1,905,648	1,066,573
2021-07-09	$23.21	$25.00	50.1%	15.4%	42.7%	3.8%	56.2%	0.2%	5.6%	9.4M	-346.1M	-11.2M	0.28	2.38	N/A	N/A	193,374	54,132	1,933,335	1,086,064
2021-07-12	$23.02	$25.00	52.0%	15.0%	42.3%	5.1%	54.4%	-0.9%	-1.5%	7.0M	-348.9M	-11.0M	0.45	1.93	N/A	N/A	119,918	54,139	1,833,536	1,034,352
2021-07-13	$22.47	$25.00	54.2%	15.5%	42.2%	6.8%	55.9%	0.3%	-1.6%	4.0M	-195.4M	-10.8M	0.35	2.42	N/A	N/A	167,854	58,229	1,868,291	1,057,800
2021-07-14	$21.56	$25.00	57.2%	15.9%	43.9%	9.1%	58.3%	1.8%	-2.4%	-223.5K	52.3M	-10.5M	0.63	2.04	N/A	N/A	191,862	121,800	1,917,332	1,077,681
2021-07-15	$21.39	$25.00	55.4%	15.8%	43.4%	7.7%	56.9%	1.7%	0.2%	-77.6K	93.4M	-10.5M	0.57	2.67	N/A	N/A	186,539	106,757	1,965,411	1,110,084
2021-07-16	$21.30	$25.00	55.0%	15.4%	42.1%	7.4%	57.9%	0.5%	-1.7%	802.3K	100.6M	-10.6M	0.50	2.68	N/A	N/A	138,232	68,569	2,011,788	1,128,732
2021-07-19	$21.44	$25.00	58.1%	16.5%	42.3%	9.7%	59.2%	3.4%	-1.2%	2.0M	-45.6M	-10.6M	0.55	2.17	N/A	N/A	145,985	79,802	1,799,039	1,043,811
2021-07-20	$22.28	$25.00	54.9%	15.6%	45.4%	7.3%	57.6%	0.8%	-0.4%	7.9M	-275.8M	-11.2M	0.24	2.66	N/A	N/A	164,462	39,778	1,844,425	1,067,693
2021-07-21	$22.47	$25.00	52.5%	15.1%	45.7%	5.5%	53.8%	0.3%	-0.3%	10.3M	-330.5M	-11.2M	0.37	1.92	N/A	N/A	140,685	52,053	1,886,866	1,078,519
2021-07-22	$22.05	$25.00	52.6%	15.1%	42.2%	5.6%	54.4%	-0.7%	-0.8%	6.6M	-201.1M	-11.0M	0.44	2.38	N/A	N/A	111,005	49,059	1,922,084	1,094,729
2021-07-23	$21.82	$25.00	52.5%	15.2%	41.6%	5.6%	54.1%	0.1%	-1.3%	3.9M	-108.6M	-10.9M	0.52	2.01	N/A	N/A	116,265	60,897	1,941,968	1,113,709
2021-07-26	$22.10	$25.00	53.1%	15.6%	41.6%	6.0%	56.4%	0.2%	-1.2%	5.8M	-213.5M	-10.9M	0.25	2.01	N/A	N/A	139,433	34,702	1,844,244	1,062,963
2021-07-27	$21.62	$25.00	55.6%	16.5%	40.7%	7.8%	60.7%	1.2%	0.5%	3.7M	-95.6M	-10.7M	0.30	2.87	N/A	N/A	126,009	37,779	1,870,831	1,076,737
2021-07-28	$22.52	$24.50	54.2%	16.1%	44.5%	6.8%	58.7%	0.5%	-0.5%	15.3M	-404.5M	-11.3M	0.27	2.88	N/A	N/A	184,840	49,639	1,929,054	1,081,058
2021-07-29	$22.24	$24.00	53.2%	15.7%	44.5%	6.1%	57.3%	0.4%	-0.5%	14.1M	-321.9M	-11.2M	0.30	2.75	N/A	N/A	114,643	34,061	1,946,749	1,091,609
2021-07-30	$21.76	$24.00	53.6%	16.1%	39.7%	6.4%	58.9%	-0.6%	-0.9%	6.0M	-167.2M	-10.9M	0.43	2.77	N/A	N/A	136,423	58,669	1,974,603	1,097,927