PLTR Options History — September 2021 In September 2021, PLTR traded between $24.12 and $28.97. ATM implied volatility averaged 46.1%, placing in the 3.5% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded below realized volatility by 3.2% (HV 20d: 49.3%). Max pain ranged from $23.00 to $26.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.41.
Notable Days 2021-09-16 : Highest Volume — 1,340,672 contracts2021-09-20 : Largest IV spike — 13.7% change2021-09-20 : Highest IV Rank — 9.2%2021-09-30 : Largest Expected Move — 15.5%Monthly Statistics Metric Avg Min Max Open Close Price $26.67 $24.12 $28.97 $26.14 $24.12 Max Pain $25.05 $23.00 $26.00 $25.00 $26.00 ATM IV 46.1% 41.1% 53.6% 44.4% 52.5% Expected Move 13.3% 11.8% 15.5% 11.8% 15.5% HV 20d 49.3% 36.6% 60.8% 53.9% 60.8% HV 60d 46.9% 43.7% 52.2% 43.7% 50.3% IV Rank 3.5% 0.0% 9.2% 0.8% 8.4% IV Percentile 8.6% 0.0% 25.2% 0.5% 24.4% Term Structure 0.3% -0.8% 1.5% 0.8% -0.1% VWIV 47.8% 42.9% 56.0% 42.9% 55.7% Skew 25d 0.1% -2.7% 2.9% -1.6% -0.1% Skew 10d 0.8% -7.4% 6.7% -4.0% 0.8% Call IV 25d 47.6% 42.0% 54.7% 46.5% 54.4% Put IV 25d 47.6% 42.5% 55.9% 44.8% 54.3% Bid-Ask Spread % 2.40 1.84 3.03 1.98 2.40 Gamma HHI 0.10 0.07 0.21 0.09 0.07 Net GEX 35.3M 6.1M 60.5M 50.5M 6.1M Net DEX -1.34B -2.49B -264.9M -1.40B -264.9M Net VEX -11.5M -12.3M -10.8M -11.9M -10.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.41 0.28 0.65 0.32 0.65 Total Volume 468,233.429 219,436 1,340,672 219,436 388,362 Total OI 2,800,310.238 2,557,218 2,942,977 2,835,850 2,914,742
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 2021-09-01 $26.14 $25.00 44.4% 11.8% 53.9% 0.8% 42.9% -1.6% 0.8% 50.5M -1.40B -11.9M 0.32 1.98 N/A N/A 166,278 53,158 1,856,060 979,790 2021-09-02 $26.38 $23.00 44.0% 12.9% 53.9% 0.6% 46.3% -1.2% 1.2% 55.5M -1.49B -11.8M 0.35 2.78 N/A N/A 299,240 104,022 1,891,989 1,001,288 2021-09-03 $26.63 $23.00 41.1% 12.2% 52.4% 0.0% 43.6% 0.5% 1.5% 47.2M -1.62B -11.7M 0.39 2.49 N/A N/A 207,946 81,449 1,911,217 1,010,782 2021-09-07 $26.68 $23.00 43.3% 12.3% 50.7% 1.6% 44.4% 0.3% 0.2% 40.3M -1.44B -11.5M 0.35 2.49 N/A N/A 180,006 62,991 1,763,592 958,480 2021-09-08 $25.64 $24.00 43.9% 12.7% 53.4% 2.1% 45.3% 1.5% 0.2% 26.8M -1.06B -11.2M 0.44 2.71 N/A N/A 264,433 117,545 1,788,498 976,816 2021-09-09 $26.12 $24.00 42.7% 12.4% 52.7% 1.2% 43.9% 2.9% 0.4% 33.7M -1.20B -11.2M 0.34 2.44 N/A N/A 175,201 58,995 1,825,305 994,490 2021-09-10 $26.20 $25.00 41.8% 12.1% 39.7% 0.5% 42.9% 1.8% 0.4% 36.5M -1.27B -11.2M 0.43 2.52 N/A N/A 213,694 92,603 1,861,300 1,017,558 2021-09-13 $25.88 $25.00 43.1% 12.4% 40.0% 1.5% 44.5% 2.1% 0.6% 28.6M -1.08B -10.9M 0.42 2.63 N/A N/A 210,565 89,151 1,754,605 970,011 2021-09-14 $26.18 $25.00 42.6% 12.2% 39.7% 1.1% 43.1% 2.7% 0.3% 33.7M -1.18B -10.8M 0.39 2.45 N/A N/A 192,585 74,821 1,780,759 984,491 2021-09-15 $27.04 $25.00 42.8% 12.3% 39.3% 1.3% 43.6% 1.5% 0.3% 51.4M -1.59B -11.0M 0.40 2.20 N/A N/A 329,579 132,430 1,818,145 1,001,301 2021-09-16 $28.77 $25.00 46.3% 13.3% 39.5% 3.8% 47.7% -1.4% -0.4% 59.0M -2.33B -11.7M 0.28 2.41 N/A N/A 1,049,548 291,124 1,840,647 1,015,564 2021-09-17 $28.97 $25.00 47.1% 13.6% 36.6% 4.4% 48.6% -2.7% -0.4% 60.5M -2.49B -11.7M 0.37 3.03 N/A N/A 819,377 306,436 1,890,816 1,052,161 2021-09-20 $26.43 $26.00 53.6% 15.4% 50.2% 9.2% 55.2% 1.2% -0.8% 21.7M -1.08B -11.5M 0.48 2.36 N/A N/A 464,485 223,302 1,641,933 915,285 2021-09-21 $26.64 $26.00 49.3% 14.2% 49.3% 6.0% 51.8% 0.6% -0.4% 19.2M -1.03B -11.6M 0.48 2.28 N/A N/A 265,508 126,341 1,709,005 977,217 2021-09-22 $27.45 $26.00 47.7% 13.7% 50.0% 4.9% 49.5% -0.7% -0.1% 36.2M -1.36B -11.8M 0.29 2.43 N/A N/A 309,959 91,196 1,793,227 978,215 2021-09-23 $28.80 $26.00 46.7% 13.5% 50.4% 4.1% 48.3% -1.7% 0.2% 57.4M -1.95B -12.3M 0.33 2.40 N/A N/A 549,146 178,656 1,823,699 1,011,595 2021-09-24 $28.55 $26.00 46.0% 13.1% 50.5% 3.6% 46.6% -0.9% 0.6% 34.5M -1.82B -12.2M 0.48 2.01 N/A N/A 273,517 130,399 1,846,645 1,025,892 2021-09-27 $27.47 $26.00 47.2% 13.6% 52.2% 4.5% 49.1% -1.0% 0.7% 24.3M -1.36B -11.9M 0.48 1.84 N/A N/A 252,632 121,025 1,698,776 971,839 2021-09-28 $25.38 $26.00 51.3% 15.3% 59.8% 7.5% 56.0% -0.9% 0.1% 10.8M -682.5M -11.3M 0.43 2.27 N/A N/A 337,737 145,538 1,744,862 988,281 2021-09-29 $24.61 $26.00 51.0% 15.0% 60.5% 7.2% 55.3% -1.4% 0.1% 7.2M -402.7M -10.9M 0.53 2.20 N/A N/A 263,025 138,897 1,804,867 1,014,770 2021-09-30 $24.12 $26.00 52.5% 15.5% 60.8% 8.4% 55.7% -0.1% -0.1% 6.1M -264.9M -10.8M 0.65 2.40 N/A N/A 235,397 152,965 1,872,993 1,041,749
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