PLTR Options History — October 2021 In October 2021, PLTR traded between $23.13 and $25.73. ATM implied volatility averaged 52.5%, placing in the 8.3% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 2.7% (HV 20d: 49.8%). Max pain ranged from $25.00 to $26.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.36.
Notable Days 2021-10-06 : Highest Volume — 736,627 contracts2021-10-06 : Largest IV spike — 10.2% change2021-10-12 : Highest IV Rank — 10.1%2021-10-06 : Largest Expected Move — 16.9%Monthly Statistics Metric Avg Min Max Open Close Price $24.29 $23.13 $25.73 $24.27 $25.73 Max Pain $25.05 $25.00 $26.00 $26.00 $25.00 ATM IV 52.5% 49.4% 54.9% 50.5% 52.9% Expected Move 15.6% 14.4% 16.9% 15.0% 16.5% HV 20d 49.8% 29.8% 62.4% 60.7% 29.9% HV 60d 50.1% 49.3% 51.2% 50.3% 49.7% IV Rank 8.3% 6.1% 10.1% 6.9% 8.6% IV Percentile 25.8% 17.8% 32.9% 19.7% 28.2% Term Structure 0.4% -2.6% 8.8% 1.0% -1.7% VWIV 56.5% 52.1% 60.8% 54.3% 59.8% Skew 25d -0.8% -3.1% 1.4% 0.1% -3.1% Skew 10d -1.6% -6.7% 2.7% 1.9% -6.7% Call IV 25d 54.7% 50.6% 58.1% 52.6% 57.3% Put IV 25d 53.9% 51.3% 57.7% 52.8% 54.2% Bid-Ask Spread % 2.21 1.86 3.60 2.22 2.11 Gamma HHI 0.09 0.06 0.15 0.08 0.08 Net GEX 18.4M 1.9M 37.4M 6.9M 30.0M Net DEX -631.5M -1.27B -172.3M -309.6M -1.27B Net VEX -11.6M -12.7M -10.5M -11.0M -12.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.36 0.18 0.63 0.54 0.21 Total Volume 302,924.905 196,558 736,627 278,945 352,335 Total OI 3,062,900.286 2,769,795 3,276,818 2,975,439 3,276,818
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 2021-10-01 $24.27 $26.00 50.5% 15.0% 60.7% 6.9% 54.3% 0.1% 1.0% 6.9M -309.6M -11.0M 0.54 2.22 N/A N/A 180,606 98,339 1,911,037 1,064,402 2021-10-04 $23.13 $25.00 54.0% 16.4% 62.4% 9.5% 59.3% 1.4% 3.8% 3.0M -187.5M -10.5M 0.62 2.01 N/A N/A 229,200 143,018 1,760,484 1,009,311 2021-10-05 $23.19 $25.00 49.4% 15.7% 62.4% 6.1% 57.0% 0.8% 6.3% 1.9M -172.3M -10.5M 0.38 2.23 N/A N/A 188,651 71,350 1,784,421 1,024,559 2021-10-06 $23.55 $25.00 54.5% 16.9% 61.7% 9.8% 60.5% -0.5% 6.5% 7.6M -340.8M -11.1M 0.32 2.11 N/A N/A 557,567 179,060 1,846,151 1,069,910 2021-10-07 $23.64 $25.00 52.0% 16.1% 61.2% 8.0% 57.3% -0.7% 7.1% 7.9M -361.7M -11.3M 0.32 2.25 N/A N/A 231,213 74,342 1,887,228 1,104,675 2021-10-08 $23.45 $25.00 52.0% 15.9% 61.1% 8.0% 59.9% 0.3% 8.8% 10.1M -320.4M -11.4M 0.63 2.54 N/A N/A 275,164 172,066 2,024,440 1,141,269 2021-10-11 $23.55 $25.00 54.2% 15.7% 61.1% 9.6% 58.5% -0.4% -1.5% 10.6M -371.6M -11.3M 0.29 2.11 N/A N/A 171,030 50,031 1,907,852 1,099,830 2021-10-12 $23.61 $25.00 54.9% 15.5% 60.9% 10.1% 57.2% 0.1% -1.9% 13.5M -384.7M -11.5M 0.58 2.11 N/A N/A 144,144 83,097 1,972,943 1,132,718 2021-10-13 $24.12 $25.00 54.8% 15.3% 60.1% 10.0% 55.0% 1.1% -1.5% 19.0M -569.6M -11.5M 0.38 3.60 N/A N/A 164,460 62,537 1,998,739 1,148,343 2021-10-14 $24.38 $25.00 53.7% 15.0% 55.0% 9.2% 54.1% -0.8% -1.2% 23.3M -657.4M -11.7M 0.26 2.17 N/A N/A 178,398 46,536 2,034,847 1,196,751 2021-10-15 $23.95 $25.00 53.4% 15.1% 54.8% 9.0% 54.5% -1.2% -0.9% 29.6M -430.9M -11.6M 0.35 1.91 N/A N/A 180,613 62,697 2,052,264 1,206,481 2021-10-18 $24.26 $25.00 51.2% 14.5% 45.8% 7.4% 52.6% -0.5% -1.6% 13.8M -592.1M -11.5M 0.29 2.30 N/A N/A 180,205 52,897 1,786,001 1,065,441 2021-10-19 $24.70 $25.00 51.2% 14.6% 46.3% 7.4% 52.9% -1.0% -1.6% 20.3M -788.9M -11.8M 0.19 2.08 N/A N/A 241,045 44,823 1,822,971 1,083,075 2021-10-20 $24.24 $25.00 51.6% 14.8% 44.8% 7.7% 52.6% -1.3% -2.2% 19.7M -653.5M -11.8M 0.36 2.17 N/A N/A 155,457 56,519 1,921,017 1,113,637 2021-10-21 $24.68 $25.00 49.9% 14.4% 41.1% 6.5% 52.1% -0.3% -2.0% 29.8M -814.4M -11.8M 0.32 2.02 N/A N/A 156,985 50,085 1,955,267 1,136,532 2021-10-22 $24.35 $25.00 50.6% 14.8% 41.2% 7.0% 52.7% -1.1% -2.6% 15.7M -656.2M -11.8M 0.44 2.09 N/A N/A 167,923 73,455 1,972,518 1,149,985 2021-10-25 $25.32 $25.00 52.0% 15.6% 42.7% 8.0% 56.3% -1.8% -1.0% 25.3M -1.03B -12.3M 0.25 1.86 N/A N/A 266,438 65,890 1,917,947 1,150,894 2021-10-26 $25.42 $25.00 53.9% 16.4% 32.2% 9.4% 60.5% -2.2% -1.8% 29.9M -1.12B -12.5M 0.18 2.49 N/A N/A 475,353 83,676 1,968,139 1,154,878 2021-10-27 $25.12 $25.00 52.2% 16.0% 30.5% 8.1% 58.6% -2.9% -1.7% 30.4M -1.03B -12.5M 0.27 1.95 N/A N/A 155,105 41,453 2,043,294 1,165,817 2021-10-28 $25.52 $25.00 52.9% 16.6% 29.8% 8.7% 60.8% -3.1% -1.4% 37.4M -1.19B -12.7M 0.38 2.17 N/A N/A 143,667 53,993 2,082,347 1,175,673 2021-10-29 $25.73 $25.00 52.9% 16.5% 29.9% 8.6% 59.8% -3.1% -1.7% 30.0M -1.27B -12.6M 0.21 2.11 N/A N/A 291,129 61,206 2,097,409 1,179,409
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