PLTR Options History — February 2022

In February 2022, PLTR traded between $10.45 and $14.18. ATM implied volatility averaged 81.5%, placing in the 49.6% IV rank vs the trailing year. The 30-day expected move averaged 23.5%. IV traded above realized volatility by 5.3% (HV 20d: 76.3%). Max pain ranged from $17.00 to $18.00. Net GEX was positive for 10 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.59.

Notable Days

2022-02-18: Highest Volume — 681,270 contracts
2022-02-17: Largest IV drop — 14.8% change
2022-02-28: Highest IV Rank — 65.9%
2022-02-02: Largest Expected Move — 25.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.62	$10.45	$14.18	$14.18	$11.72
Max Pain	$17.79	$17.00	$18.00	$18.00	$17.00
ATM IV	81.5%	73.6%	90.3%	76.8%	78.8%
Expected Move	23.5%	21.0%	25.9%	25.1%	23.1%
HV 20d	76.3%	59.8%	101.1%	59.8%	101.1%
HV 60d	57.1%	50.1%	69.0%	52.8%	68.7%
IV Rank	49.6%	37.1%	65.9%	38.0%	65.9%
IV Percentile	87.4%	83.7%	94.0%	84.1%	86.9%
Term Structure	-2.6%	-5.4%	0.1%	-1.1%	0.1%
VWIV	83.0%	74.0%	90.6%	87.4%	80.8%
Skew 25d	9.5%	6.5%	12.5%	10.9%	8.8%
Skew 10d	19.0%	14.3%	24.5%	22.2%	15.1%
Call IV 25d	79.0%	71.6%	86.2%	72.6%	76.0%
Put IV 25d	88.5%	81.5%	97.2%	83.5%	84.8%
Bid-Ask Spread %	2.59	2.11	5.55	5.55	3.07
Gamma HHI	0.09	0.05	0.38	0.05	0.05
Net GEX	-129.3K	-7.8M	3.7M	985.5K	2.1M
Net DEX	678.4M	491.4M	976.9M	593.0M	518.2M
Net VEX	-7.2M	-8.4M	-5.4M	-8.3M	-6.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.59	0.25	0.98	0.46	0.25
Total Volume	330,725.895	177,213	681,270	246,455	302,263
Total OI	3,658,854.526	3,437,920	4,079,143	3,499,049	3,476,353

Daily Data (19 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
2022-02-01	$14.18	$18.00	76.8%	25.1%	59.8%	38.0%	87.4%	10.9%	-1.1%	985.5K	593.0M	-8.3M	0.46	5.55	N/A	N/A	168,539	77,916	2,006,545	1,492,504
2022-02-02	$13.31	$18.00	79.5%	25.9%	62.4%	40.9%	90.6%	10.8%	-2.6%	-1.8M	733.6M	-7.5M	0.96	2.33	N/A	N/A	115,517	110,727	2,038,704	1,512,925
2022-02-03	$12.49	$18.00	88.6%	24.4%	62.1%	50.6%	86.9%	11.9%	-3.2%	-2.5M	820.6M	-7.0M	0.74	2.67	N/A	N/A	113,441	84,098	2,068,517	1,533,951
2022-02-04	$12.99	$18.00	85.4%	22.9%	65.1%	47.2%	81.3%	8.2%	-4.6%	1.1M	739.9M	-7.6M	0.66	2.46	N/A	N/A	129,770	85,072	2,090,681	1,562,547
2022-02-07	$13.02	$18.00	85.6%	23.3%	65.3%	47.4%	84.7%	9.5%	-3.4%	-923.4K	696.1M	-7.6M	0.45	2.34	N/A	N/A	134,674	60,673	2,028,160	1,507,664
2022-02-08	$13.13	$18.00	82.2%	22.7%	65.7%	43.7%	83.4%	8.4%	-2.6%	-301.5K	681.5M	-7.6M	0.32	2.27	N/A	N/A	146,097	46,194	2,061,702	1,515,083
2022-02-09	$13.85	$18.00	76.0%	21.0%	67.8%	37.1%	74.0%	8.9%	-2.6%	2.3M	581.4M	-8.1M	0.72	2.25	N/A	N/A	237,163	170,466	2,112,167	1,521,945
2022-02-10	$13.47	$18.00	79.0%	22.3%	68.1%	40.4%	78.3%	6.5%	-1.8%	1.3M	616.7M	-7.9M	0.57	2.27	N/A	N/A	143,194	81,528	2,174,719	1,543,205
2022-02-11	$13.09	$18.00	84.0%	23.4%	67.5%	45.7%	82.6%	8.7%	-4.2%	-1.7M	698.2M	-7.7M	0.56	2.59	N/A	N/A	113,912	63,301	2,177,634	1,557,145
2022-02-14	$13.33	$18.00	86.7%	24.7%	68.1%	57.7%	85.5%	10.7%	-4.1%	391.1K	657.0M	-7.7M	0.63	2.72	N/A	N/A	128,099	80,258	2,135,002	1,512,462
2022-02-15	$14.11	$18.00	90.3%	25.8%	68.4%	62.4%	89.2%	8.9%	-4.5%	2.0M	501.9M	-8.4M	0.44	2.30	N/A	N/A	304,140	134,560	2,173,255	1,523,212
2022-02-16	$14.01	$18.00	88.6%	25.4%	67.8%	62.0%	89.4%	7.3%	-5.4%	2.5M	491.4M	-8.4M	0.59	2.52	N/A	N/A	295,938	173,682	2,257,758	1,579,915
2022-02-17	$11.87	$18.00	75.5%	21.7%	89.1%	45.5%	77.5%	8.3%	-2.0%	-4.5M	936.9M	-6.5M	0.62	2.11	N/A	N/A	392,417	243,353	2,346,568	1,644,053
2022-02-18	$11.03	$18.00	81.6%	23.7%	89.2%	55.0%	83.1%	9.7%	-3.2%	-7.8M	976.9M	-5.8M	0.98	2.21	N/A	N/A	343,881	337,389	2,423,884	1,655,259
2022-02-22	$10.49	$18.00	78.9%	22.6%	90.0%	51.4%	79.7%	12.5%	-2.1%	-1.4M	745.0M	-5.4M	0.62	2.51	N/A	N/A	226,920	139,676	2,040,340	1,397,580
2022-02-23	$10.45	$17.00	80.7%	23.5%	89.9%	53.9%	82.9%	9.2%	-1.1%	-837.4K	727.8M	-5.4M	0.60	2.12	N/A	N/A	200,528	121,250	2,117,683	1,423,870
2022-02-24	$11.79	$17.00	77.3%	22.6%	101.0%	49.3%	83.1%	11.0%	-1.1%	3.0M	563.1M	-6.6M	0.56	2.69	N/A	N/A	325,561	181,880	2,158,524	1,447,664
2022-02-25	$11.41	$17.00	73.6%	21.5%	100.8%	48.1%	76.7%	9.9%	-0.9%	3.7M	609.3M	-6.3M	0.41	2.18	N/A	N/A	191,372	78,343	2,212,507	1,486,549
2022-02-28	$11.72	$17.00	78.8%	23.1%	101.1%	65.9%	80.8%	8.8%	0.1%	2.1M	518.2M	-6.7M	0.25	3.07	N/A	N/A	241,148	61,115	2,084,612	1,391,741