PLTR Options History — November 2021 In November 2021, PLTR traded between $20.55 and $26.90. ATM implied volatility averaged 51.2%, placing in the 7.5% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded above realized volatility by 4.5% (HV 20d: 46.7%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.46.
Notable Days 2021-11-09 : Highest Volume — 904,347 contracts2021-11-09 : Largest IV drop — 21.2% change2021-11-08 : Highest IV Rank — 14.6%2021-11-03 : Largest Expected Move — 18.9%Monthly Statistics Metric Avg Min Max Open Close Price $23.19 $20.55 $26.90 $26.53 $20.58 Max Pain $24.95 $24.00 $25.00 $25.00 $24.00 ATM IV 51.2% 44.3% 61.0% 54.5% 53.8% Expected Move 15.0% 12.8% 18.9% 17.4% 16.6% HV 20d 46.7% 24.6% 56.5% 24.6% 52.9% HV 60d 49.5% 44.8% 52.0% 49.7% 50.2% IV Rank 7.5% 2.3% 14.6% 9.8% 10.2% IV Percentile 25.6% 4.0% 51.2% 36.1% 39.3% Term Structure -0.5% -2.8% 1.4% -2.2% 0.4% VWIV 54.2% 46.2% 67.3% 61.2% 57.6% Skew 25d -1.4% -8.8% 4.8% -2.1% 4.8% Skew 10d -3.1% -14.2% 11.7% -4.9% 11.7% Call IV 25d 54.0% 47.0% 67.8% 55.2% 53.8% Put IV 25d 52.6% 45.6% 60.8% 53.1% 58.6% Bid-Ask Spread % 2.54 1.80 6.10 1.80 2.48 Gamma HHI 0.07 0.05 0.14 0.09 0.07 Net GEX 11.7M -6.6M 43.4M 39.1M -2.2M Net DEX -353.1M -1.71B 410.9M -1.55B 351.4M Net VEX -12.1M -12.9M -11.1M -12.6M -11.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.46 0.23 0.79 0.23 0.41 Total Volume 383,422.81 146,504 904,347 365,115 240,323 Total OI 3,468,197.762 3,122,733 3,868,518 3,122,733 3,501,076
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 2021-11-01 $26.53 $25.00 54.5% 17.4% 24.6% 9.8% 61.2% -2.1% -2.2% 39.1M -1.55B -12.6M 0.23 1.80 N/A N/A 297,676 67,439 1,996,274 1,126,459 2021-11-02 $25.86 $25.00 55.6% 18.4% 27.2% 10.6% 67.3% -4.0% -0.9% 33.3M -1.28B -12.6M 0.30 2.29 N/A N/A 233,386 69,519 2,049,563 1,149,024 2021-11-03 $26.10 $25.00 56.7% 18.9% 27.0% 11.4% 66.6% -3.7% -1.5% 36.6M -1.37B -12.8M 0.47 2.18 N/A N/A 197,383 91,782 2,073,887 1,176,178 2021-11-04 $26.38 $25.00 56.6% 15.2% 27.0% 11.4% 55.5% -4.5% -1.8% 41.7M -1.49B -12.9M 0.27 2.47 N/A N/A 232,391 62,210 2,093,152 1,200,793 2021-11-05 $25.98 $25.00 60.6% 16.4% 27.6% 14.3% 59.2% -5.4% -1.5% 43.4M -1.32B -12.9M 0.41 2.64 N/A N/A 219,056 88,980 2,114,556 1,208,950 2021-11-08 $26.90 $25.00 61.0% 16.4% 29.6% 14.6% 59.5% -8.8% -2.8% 31.7M -1.71B -12.8M 0.33 2.56 N/A N/A 469,598 156,680 2,018,331 1,174,391 2021-11-09 $24.31 $25.00 48.0% 13.8% 48.4% 5.1% 51.7% -5.3% 0.0% 9.2M -563.7M -11.9M 0.36 2.39 N/A N/A 667,335 237,012 2,149,887 1,235,282 2021-11-10 $22.53 $25.00 48.9% 14.2% 55.0% 5.8% 52.2% -0.7% 0.8% -1.0M 86.7M -11.3M 0.41 2.76 N/A N/A 495,510 203,688 2,263,677 1,285,999 2021-11-11 $22.84 $25.00 44.4% 12.9% 55.1% 2.5% 48.1% -0.8% 0.4% 3.2M 6.2M -11.6M 0.43 2.41 N/A N/A 267,081 115,079 2,358,292 1,347,471 2021-11-12 $22.78 $25.00 44.3% 12.8% 54.8% 2.3% 47.6% -1.5% 0.6% 6.5M -23.6M -11.8M 0.40 2.40 N/A N/A 271,171 108,198 2,411,629 1,349,362 2021-11-15 $23.29 $25.00 44.8% 12.9% 55.3% 2.7% 46.2% -0.6% 0.7% 11.1M -333.2M -12.0M 0.30 2.35 N/A N/A 260,767 77,590 2,240,404 1,290,540 2021-11-16 $23.08 $25.00 45.3% 13.0% 54.8% 3.1% 47.8% -0.5% 0.0% 9.1M -247.2M -12.0M 0.40 2.15 N/A N/A 178,047 72,008 2,281,394 1,308,548 2021-11-17 $22.59 $25.00 45.4% 13.0% 54.9% 3.2% 47.6% 0.2% 0.1% 2.4M -39.7M -11.6M 0.48 2.22 N/A N/A 149,019 71,857 2,304,921 1,326,206 2021-11-18 $21.52 $25.00 48.2% 13.8% 56.5% 5.2% 50.8% -2.3% -0.5% -6.6M 314.9M -11.1M 0.79 2.54 N/A N/A 306,456 241,523 2,325,065 1,347,725 2021-11-19 $21.36 $25.00 47.3% 13.5% 56.5% 4.5% 49.4% -0.5% 0.1% -757.1K 410.9M -11.6M 0.70 2.09 N/A N/A 169,267 118,890 2,426,387 1,442,131 2021-11-22 $20.69 $25.00 51.5% 15.0% 54.4% 7.6% 54.1% -0.1% -1.0% -2.5M 333.8M -11.3M 0.77 2.54 N/A N/A 300,498 232,585 2,017,101 1,221,123 2021-11-23 $20.55 $25.00 52.9% 15.2% 54.2% 8.7% 55.8% -0.3% -1.1% -5.2M 382.3M -11.8M 0.67 2.11 N/A N/A 205,481 137,822 2,112,222 1,335,464 2021-11-24 $21.02 $25.00 51.7% 14.6% 55.5% 7.8% 52.6% 0.9% -0.0% -874.0K 213.9M -12.4M 0.59 2.23 N/A N/A 202,088 118,951 2,160,796 1,373,337 2021-11-26 $21.03 $25.00 53.2% 15.5% 54.8% 8.9% 54.8% 3.2% -1.0% -937.5K 196.3M -12.5M 0.64 6.10 N/A N/A 89,363 57,141 2,207,767 1,399,445 2021-11-29 $21.14 $25.00 51.0% 15.0% 54.7% 7.2% 53.2% 3.3% 1.4% -2.2M 213.8M -12.1M 0.34 2.62 N/A N/A 202,933 68,096 2,075,593 1,351,751 2021-11-30 $20.58 $24.00 53.8% 16.6% 52.9% 10.2% 57.6% 4.8% 0.4% -2.2M 351.4M -11.9M 0.41 2.48 N/A N/A 170,253 70,070 2,132,267 1,368,809
« Oct 2021 | All History | Dec 2021 » Home PLTR History November 2021