PLTR Options History — January 2022

In January 2022, PLTR traded between $12.37 and $18.47. ATM implied volatility averaged 68.8%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 20.9%. IV traded above realized volatility by 22.8% (HV 20d: 46.0%). Max pain ranged from $19.00 to $21.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.62.

Notable Days

2022-01-24: Highest Volume — 531,406 contracts
2022-01-24: Largest IV spike — 23.8% change
2022-01-27: Highest IV Rank — 48.7%
2022-01-24: Largest Expected Move — 30.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.25	$12.37	$18.47	$18.47	$13.59
Max Pain	$20.30	$19.00	$21.00	$21.00	$19.00
ATM IV	68.8%	47.5%	96.7%	47.5%	79.3%
Expected Move	20.9%	13.2%	30.0%	13.2%	25.1%
HV 20d	46.0%	41.6%	56.7%	41.6%	56.7%
HV 60d	47.4%	44.5%	51.9%	44.5%	51.9%
IV Rank	23.9%	5.2%	48.7%	5.2%	40.7%
IV Percentile	69.0%	16.3%	89.3%	16.3%	84.9%
Term Structure	0.7%	-3.9%	7.3%	1.4%	-2.1%
VWIV	74.3%	48.6%	105.4%	48.6%	88.4%
Skew 25d	8.7%	2.3%	19.7%	2.3%	11.3%
Skew 10d	16.5%	6.6%	40.4%	6.6%	20.8%
Call IV 25d	66.2%	48.7%	84.4%	48.7%	73.4%
Put IV 25d	74.9%	51.0%	104.1%	51.0%	84.7%
Bid-Ask Spread %	2.30	1.66	2.93	2.28	2.46
Gamma HHI	0.07	0.05	0.11	0.09	0.06
Net GEX	-4.5M	-8.0M	-877.6K	-4.7M	-877.6K
Net DEX	817.8M	430.7M	1.09B	430.7M	704.6M
Net VEX	-8.6M	-10.4M	-6.6M	-10.4M	-7.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.62	0.38	0.94	0.44	0.63
Total Volume	287,906.3	169,681	531,406	247,237	312,390
Total OI	3,672,403	3,116,182	4,009,925	3,415,004	3,395,077

Daily Data (20 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
2022-01-03	$18.47	$21.00	47.5%	13.2%	41.6%	5.2%	48.6%	2.3%	1.4%	-4.7M	430.7M	-10.4M	0.44	2.28	N/A	N/A	171,339	75,898	2,098,237	1,316,767
2022-01-04	$18.13	$21.00	49.8%	13.9%	42.1%	7.0%	49.6%	3.5%	-0.2%	-3.8M	488.7M	-10.2M	0.51	2.30	N/A	N/A	206,563	106,205	2,159,077	1,334,449
2022-01-05	$16.97	$21.00	57.8%	16.9%	45.8%	13.4%	58.5%	7.0%	-0.3%	-6.1M	726.6M	-9.5M	0.60	2.38	N/A	N/A	254,974	154,083	2,218,426	1,391,335
2022-01-06	$16.79	$21.00	57.4%	18.1%	45.1%	13.1%	65.0%	5.2%	1.5%	-6.7M	776.3M	-9.6M	0.55	2.32	N/A	N/A	238,481	130,519	2,285,387	1,442,683
2022-01-07	$16.60	$21.00	58.3%	18.4%	44.6%	13.8%	66.2%	4.7%	1.9%	-6.6M	801.4M	-9.6M	0.54	2.15	N/A	N/A	137,024	74,524	2,336,951	1,472,305
2022-01-10	$16.36	$21.00	61.6%	19.7%	44.6%	16.4%	69.9%	7.8%	6.8%	-5.3M	816.8M	-9.2M	0.79	2.34	N/A	N/A	258,999	203,933	2,258,668	1,452,207
2022-01-11	$16.92	$21.00	57.5%	18.5%	46.4%	13.1%	66.3%	5.6%	6.7%	-4.4M	690.9M	-10.1M	0.55	2.10	N/A	N/A	180,809	98,655	2,346,913	1,541,121
2022-01-12	$16.74	$21.00	56.2%	17.5%	46.1%	12.1%	62.7%	5.9%	4.9%	-5.8M	770.9M	-9.9M	0.52	2.24	N/A	N/A	133,553	69,918	2,374,064	1,555,621
2022-01-13	$16.05	$21.00	59.8%	18.3%	47.6%	15.0%	65.4%	5.9%	5.2%	-7.3M	902.7M	-9.4M	0.38	1.94	N/A	N/A	122,659	47,022	2,404,069	1,568,351
2022-01-14	$16.07	$20.00	59.0%	18.3%	47.2%	14.3%	65.9%	5.8%	7.3%	-8.0M	894.9M	-9.3M	0.70	2.10	N/A	N/A	120,619	83,849	2,438,373	1,563,134
2022-01-18	$15.03	$20.00	69.6%	20.1%	48.9%	22.8%	70.6%	6.3%	-0.2%	-5.5M	1.00B	-8.3M	0.61	1.88	N/A	N/A	130,822	79,578	2,373,806	1,519,557
2022-01-19	$14.62	$20.00	68.3%	19.6%	46.3%	21.8%	70.1%	6.7%	1.8%	-5.5M	1.04B	-8.0M	0.63	2.13	N/A	N/A	129,231	81,172	2,411,494	1,526,632
2022-01-20	$14.70	$20.00	69.1%	19.8%	41.6%	22.4%	71.3%	5.9%	-1.0%	-4.8M	1.01B	-8.0M	0.45	1.66	N/A	N/A	178,420	80,884	2,443,054	1,523,897
2022-01-21	$13.67	$20.00	78.1%	22.5%	46.3%	29.7%	80.4%	9.0%	-1.1%	-3.3M	1.09B	-7.3M	0.92	2.12	N/A	N/A	191,107	176,482	2,473,154	1,536,771
2022-01-24	$13.23	$20.00	96.7%	30.0%	46.0%	44.6%	105.4%	19.7%	-3.9%	-2.6M	813.8M	-7.1M	0.87	2.92	N/A	N/A	284,393	247,013	1,783,203	1,332,979
2022-01-25	$13.27	$20.00	87.7%	26.7%	46.0%	37.4%	95.1%	17.0%	-3.9%	-2.4M	797.3M	-7.2M	0.55	2.84	N/A	N/A	119,773	65,499	1,863,113	1,406,344
2022-01-26	$12.86	$20.00	88.2%	27.5%	46.2%	37.7%	100.0%	14.9%	-3.7%	-2.2M	835.8M	-6.9M	0.72	2.93	N/A	N/A	218,848	158,238	1,901,058	1,419,251
2022-01-27	$12.37	$19.00	86.9%	27.3%	46.6%	48.7%	91.8%	15.5%	-3.6%	-2.9M	887.3M	-6.6M	0.58	2.43	N/A	N/A	110,786	63,828	1,995,299	1,492,936
2022-01-28	$12.57	$19.00	86.7%	25.9%	44.8%	48.6%	94.2%	14.4%	-2.9%	-2.3M	863.9M	-6.7M	0.94	2.42	N/A	N/A	133,892	126,144	2,005,330	1,486,967
2022-01-31	$13.59	$19.00	79.3%	25.1%	56.7%	40.7%	88.4%	11.3%	-2.1%	-877.6K	704.6M	-7.5M	0.63	2.46	N/A	N/A	192,178	120,212	1,936,399	1,458,678