PLTR Options History — August 2021 In August 2021, PLTR traded between $21.88 and $26.15. ATM implied volatility averaged 49.9%, placing in the 4.4% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 3.6% (HV 20d: 46.3%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.34.
Notable Days 2021-08-12 : Highest Volume — 1,362,942 contracts2021-08-12 : Largest IV drop — 23.8% change2021-08-11 : Highest IV Rank — 10.4%2021-08-04 : Largest Expected Move — 17.9%Monthly Statistics Metric Avg Min Max Open Close Price $24.00 $21.88 $26.15 $22.09 $26.15 Max Pain $24.43 $24.00 $25.00 $24.50 $25.00 ATM IV 49.9% 43.2% 58.9% 55.3% 45.5% Expected Move 14.2% 12.2% 17.9% 17.0% 12.2% HV 20d 46.3% 31.9% 55.1% 40.4% 53.9% HV 60d 43.5% 38.1% 47.9% 47.9% 43.7% IV Rank 4.4% 0.0% 10.4% 7.6% 1.7% IV Percentile 11.1% 0.0% 31.5% 20.4% 2.8% Term Structure -0.3% -2.8% 2.1% -1.7% 0.9% VWIV 51.8% 44.3% 65.5% 61.7% 45.4% Skew 25d -0.9% -3.9% 1.5% -0.5% -1.2% Skew 10d -1.2% -7.3% 5.6% -2.1% -2.0% Call IV 25d 52.1% 44.9% 62.7% 56.6% 47.8% Put IV 25d 51.2% 44.4% 59.0% 56.0% 46.6% Bid-Ask Spread % 2.35 1.94 2.97 2.97 2.19 Gamma HHI 0.10 0.06 0.37 0.06 0.09 Net GEX 27.5M 8.2M 69.9M 9.2M 41.0M Net DEX -835.6M -1.39B -249.6M -301.5M -1.39B Net VEX -11.4M -11.9M -10.8M -11.0M -11.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.34 0.18 0.61 0.24 0.33 Total Volume 438,076.227 142,444 1,362,942 169,316 342,001 Total OI 2,982,760.5 2,511,482 3,303,891 2,949,107 2,724,300
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 2021-08-02 $22.09 $24.50 55.3% 17.0% 40.4% 7.6% 61.7% -0.5% -1.7% 9.2M -301.5M -11.0M 0.24 2.97 N/A N/A 136,292 33,024 1,887,983 1,061,124 2021-08-03 $22.18 $24.00 55.6% 17.4% 40.2% 7.9% 63.7% -1.3% -1.7% 10.4M -336.6M -11.1M 0.26 1.96 N/A N/A 112,903 29,541 1,913,571 1,075,940 2021-08-04 $22.20 $24.00 56.5% 17.9% 31.9% 8.5% 65.5% -1.4% -0.8% 13.6M -353.2M -11.1M 0.23 1.94 N/A N/A 129,507 30,205 1,961,579 1,085,526 2021-08-05 $22.46 $24.00 57.4% 15.5% 32.2% 9.2% 56.8% -0.5% -2.4% 19.6M -453.0M -11.3M 0.26 2.50 N/A N/A 144,894 37,248 1,988,851 1,094,342 2021-08-06 $21.88 $24.00 56.3% 15.2% 33.2% 8.4% 56.0% -3.9% -2.8% 8.2M -249.6M -10.8M 0.34 2.51 N/A N/A 162,703 55,130 2,010,906 1,099,369 2021-08-09 $22.89 $24.00 58.1% 16.0% 37.3% 9.8% 58.1% -2.3% -1.8% 15.4M -595.7M -11.3M 0.27 2.52 N/A N/A 330,733 90,056 1,936,353 1,076,199 2021-08-10 $22.90 $24.00 58.1% 15.8% 36.2% 9.8% 57.8% -3.1% -2.4% 16.2M -623.4M -11.3M 0.29 2.33 N/A N/A 181,714 52,272 1,959,837 1,095,604 2021-08-11 $22.44 $24.00 58.9% 16.3% 33.6% 10.4% 58.7% -3.7% -2.0% 15.0M -479.1M -11.1M 0.57 2.51 N/A N/A 235,013 132,872 2,035,472 1,118,128 2021-08-12 $24.81 $24.00 44.9% 12.8% 48.2% 0.0% 46.7% -0.7% -0.0% 45.5M -1.26B -11.5M 0.35 2.93 N/A N/A 1,007,005 355,937 2,065,736 1,131,386 2021-08-13 $24.88 $24.00 43.2% 12.5% 48.0% 0.0% 45.5% -0.5% 0.3% 69.9M -1.38B -11.6M 0.41 2.43 N/A N/A 391,838 159,166 2,136,812 1,162,789 2021-08-16 $24.54 $24.00 44.5% 12.8% 48.6% 0.9% 46.2% 0.7% 1.0% 27.2M -932.5M -11.3M 0.41 2.12 N/A N/A 254,336 103,345 1,961,730 1,107,614 2021-08-17 $23.89 $24.00 46.0% 13.2% 48.5% 2.1% 46.8% 1.5% -0.3% 19.1M -644.2M -11.0M 0.45 2.26 N/A N/A 226,324 102,833 2,002,077 1,137,205 2021-08-18 $25.39 $24.00 47.1% 13.5% 52.6% 2.9% 48.5% -0.9% 0.4% 40.8M -1.34B -11.7M 0.28 2.64 N/A N/A 705,602 198,690 2,026,203 1,144,008 2021-08-19 $24.54 $25.00 49.8% 14.3% 53.8% 4.9% 51.5% 1.5% 0.8% 32.6M -944.4M -11.4M 0.40 2.34 N/A N/A 368,574 145,890 2,037,590 1,147,955 2021-08-20 $24.03 $25.00 46.0% 13.1% 54.4% 2.0% 49.1% -0.4% 0.8% 16.0M -681.7M -11.3M 0.43 2.14 N/A N/A 288,616 124,923 2,111,505 1,192,386 2021-08-23 $24.77 $25.00 45.6% 12.9% 55.1% 1.8% 47.5% 0.6% 0.6% 21.1M -895.3M -11.3M 0.24 2.30 N/A N/A 343,248 81,671 1,615,369 896,113 2021-08-24 $25.16 $25.00 46.5% 12.9% 54.2% 2.4% 48.4% -0.2% 0.4% 27.8M -1.05B -11.7M 0.18 2.38 N/A N/A 308,304 55,684 1,671,849 927,842 2021-08-25 $24.37 $25.00 45.9% 13.1% 54.4% 2.0% 48.0% 0.1% 0.8% 27.4M -828.1M -11.5M 0.61 2.21 N/A N/A 329,271 201,015 1,775,368 948,799 2021-08-26 $24.90 $25.00 46.3% 13.2% 54.4% 2.3% 48.0% -0.8% 0.5% 37.7M -1.01B -11.6M 0.39 2.07 N/A N/A 368,688 142,841 1,825,266 953,387 2021-08-27 $25.62 $25.00 44.5% 12.2% 53.9% 0.9% 44.3% -1.8% 2.1% 57.6M -1.37B -11.9M 0.39 2.35 N/A N/A 435,120 168,765 1,871,011 990,804 2021-08-30 $25.82 $25.00 45.7% 12.6% 53.9% 1.9% 45.9% -1.5% 1.4% 33.5M -1.27B -11.7M 0.24 1.98 N/A N/A 429,103 104,780 1,720,055 934,788 2021-08-31 $26.15 $25.00 45.5% 12.2% 53.9% 1.7% 45.4% -1.2% 0.9% 41.0M -1.39B -11.9M 0.33 2.19 N/A N/A 256,367 85,634 1,771,802 952,498
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