PLTR Options History — December 2021 In December 2021, PLTR traded between $17.93 and $19.72. ATM implied volatility averaged 52.1%, placing in the 8.8% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded above realized volatility by 6.9% (HV 20d: 45.2%). Max pain ranged from $22.00 to $24.00. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.48.
Notable Days 2021-12-03 : Highest Volume — 353,756 contracts2021-12-21 : Largest IV drop — 12.4% change2021-12-03 : Highest IV Rank — 19.1%2021-12-03 : Largest Expected Move — 19.5%Monthly Statistics Metric Avg Min Max Open Close Price $18.84 $17.93 $19.72 $19.48 $18.34 Max Pain $22.64 $22.00 $24.00 $24.00 $22.00 ATM IV 52.1% 46.7% 64.9% 58.1% 46.7% Expected Move 14.9% 13.1% 19.5% 17.6% 13.1% HV 20d 45.2% 37.4% 55.0% 54.8% 43.9% HV 60d 47.7% 44.1% 51.8% 51.3% 44.5% IV Rank 8.8% 4.5% 19.1% 13.7% 4.5% IV Percentile 31.2% 12.7% 63.1% 53.6% 12.7% Term Structure -0.2% -1.8% 1.3% 0.3% -0.4% VWIV 54.3% 47.2% 68.0% 60.9% 47.2% Skew 25d 3.7% -0.0% 12.5% 6.1% -0.0% Skew 10d 7.9% 1.2% 17.3% 11.0% 2.8% Call IV 25d 52.4% 47.8% 61.3% 57.5% 48.6% Put IV 25d 56.1% 48.5% 73.8% 63.6% 48.5% Bid-Ask Spread % 2.17 1.79 2.54 2.49 2.15 Gamma HHI 0.08 0.07 0.15 0.08 0.09 Net GEX -3.8M -7.7M 7.7M -6.5M -5.9M Net DEX 563.3M 324.2M 808.9M 638.4M 466.3M Net VEX -10.9M -11.5M -10.2M -11.0M -10.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.48 0.25 0.81 0.41 0.57 Total Volume 234,137.909 152,261 353,756 332,726 162,276 Total OI 3,602,579.773 3,347,678 3,859,058 3,547,438 3,530,406
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 2021-12-01 $19.48 $24.00 58.1% 17.6% 54.8% 13.7% 60.9% 6.1% 0.3% -6.5M 638.4M -11.0M 0.41 2.49 N/A N/A 235,781 96,945 2,164,436 1,383,002 2021-12-02 $19.66 $24.00 57.8% 17.3% 54.8% 13.4% 61.2% 6.4% -0.1% -6.1M 584.5M -11.4M 0.66 2.35 N/A N/A 182,343 120,570 2,198,828 1,404,300 2021-12-03 $18.86 $24.00 64.9% 19.5% 54.8% 19.1% 68.0% 12.5% 1.3% -7.2M 754.2M -10.9M 0.63 2.29 N/A N/A 217,265 136,491 2,224,205 1,435,813 2021-12-06 $18.80 $23.00 59.0% 16.5% 55.0% 14.4% 60.4% 6.0% -1.8% -7.7M 744.5M -10.7M 0.40 2.54 N/A N/A 186,499 74,092 2,126,597 1,420,517 2021-12-07 $19.43 $23.00 52.9% 15.4% 54.8% 9.5% 56.6% 2.7% 0.6% -4.4M 557.8M -11.3M 0.41 2.02 N/A N/A 201,195 83,011 2,184,018 1,423,765 2021-12-08 $19.72 $23.00 49.2% 14.0% 45.6% 6.5% 53.6% 0.5% 0.5% -2.4M 511.7M -11.5M 0.45 2.41 N/A N/A 149,619 67,718 2,242,910 1,434,813 2021-12-09 $19.23 $23.00 52.1% 14.9% 39.0% 8.9% 55.1% 0.8% 0.2% -3.8M 627.7M -11.4M 0.41 2.52 N/A N/A 162,422 66,943 2,294,370 1,460,266 2021-12-10 $18.90 $23.00 50.4% 14.2% 38.3% 7.4% 54.5% 2.5% -0.3% -6.3M 747.5M -11.0M 0.46 1.82 N/A N/A 160,418 74,396 2,334,319 1,473,883 2021-12-13 $18.46 $23.00 50.0% 14.1% 38.5% 7.1% 55.3% 2.8% -1.3% -6.3M 808.9M -10.5M 0.45 2.38 N/A N/A 132,777 59,352 2,271,055 1,443,489 2021-12-14 $18.64 $23.00 52.2% 14.9% 37.4% 8.9% 54.5% 2.6% -0.7% -4.6M 748.2M -10.7M 0.69 1.93 N/A N/A 169,759 117,919 2,304,895 1,451,198 2021-12-15 $18.79 $23.00 52.4% 14.7% 38.0% 9.1% 54.3% 2.9% -0.9% -3.2M 664.6M -11.2M 0.56 2.21 N/A N/A 127,808 71,164 2,329,767 1,480,031 2021-12-16 $18.31 $22.00 55.0% 15.4% 38.2% 11.1% 55.2% 3.7% -1.5% -5.4M 758.6M -10.7M 0.81 2.15 N/A N/A 116,039 94,515 2,348,261 1,481,720 2021-12-17 $18.99 $22.00 52.3% 14.9% 38.9% 9.0% 54.6% 5.1% -0.6% -2.0M 580.8M -11.4M 0.70 1.79 N/A N/A 189,546 133,568 2,370,324 1,488,734 2021-12-20 $17.93 $22.00 56.3% 16.0% 42.9% 12.2% 58.5% 3.6% -0.2% -4.7M 530.5M -10.5M 0.53 2.19 N/A N/A 129,735 69,121 2,034,047 1,313,631 2021-12-21 $18.80 $22.00 49.3% 14.1% 46.3% 6.6% 51.7% 5.8% 0.0% -2.0M 370.9M -11.0M 0.37 1.98 N/A N/A 153,441 56,268 2,080,825 1,333,085 2021-12-22 $18.84 $22.00 49.8% 14.3% 46.4% 7.0% 51.9% 3.5% -0.2% -1.3M 354.1M -11.0M 0.29 2.31 N/A N/A 191,372 56,221 2,107,574 1,342,921 2021-12-23 $18.94 $22.00 47.5% 13.6% 45.4% 5.2% 48.9% 1.9% 0.9% 7.7M 327.8M -11.0M 0.34 2.05 N/A N/A 150,367 50,846 2,140,956 1,348,551 2021-12-27 $18.99 $22.00 47.4% 13.5% 45.5% 5.0% 48.7% 4.1% 0.1% -1.7M 324.2M -10.9M 0.25 2.10 N/A N/A 127,882 31,756 2,087,710 1,319,010 2021-12-28 $18.67 $22.00 47.8% 13.6% 45.5% 5.4% 47.8% 3.5% 0.8% -2.2M 390.7M -10.7M 0.38 2.00 N/A N/A 110,358 41,903 2,130,636 1,325,854 2021-12-29 $18.09 $22.00 47.4% 13.2% 45.8% 5.1% 48.9% 3.2% -0.2% -7.0M 541.3M -10.2M 0.32 1.98 N/A N/A 134,950 43,415 2,146,615 1,329,920 2021-12-30 $18.65 $22.00 47.8% 13.4% 43.8% 5.4% 47.6% 1.0% -0.3% -52.8K 360.5M -10.7M 0.35 2.08 N/A N/A 157,282 55,686 2,177,666 1,331,832 2021-12-31 $18.34 $22.00 46.7% 13.1% 43.9% 4.5% 47.2% -0.0% -0.4% -5.9M 466.3M -10.3M 0.57 2.15 N/A N/A 103,447 58,829 2,194,341 1,336,065
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