PLTR Options History — March 2022

In March 2022, PLTR traded between $10.47 and $14.18. ATM implied volatility averaged 70.2%, placing in the 51.9% IV rank vs the trailing year. The 30-day expected move averaged 21.8%. IV traded below realized volatility by 17.9% (HV 20d: 88.1%). Max pain ranged from $14.00 to $18.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.48.

Notable Days

2022-03-18: Highest Volume — 356,904 contracts
2022-03-15: Largest IV drop — 11.7% change
2022-03-14: Highest IV Rank — 81.1%
2022-03-07: Largest Expected Move — 26.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.28	$10.47	$14.18	$12.10	$13.79
Max Pain	$16.57	$14.00	$18.00	$16.00	$17.00
ATM IV	70.2%	56.2%	86.2%	78.4%	56.8%
Expected Move	21.8%	18.6%	26.9%	23.6%	19.0%
HV 20d	88.1%	69.2%	104.9%	97.5%	69.2%
HV 60d	73.7%	68.8%	78.0%	69.1%	77.9%
IV Rank	51.9%	27.2%	81.1%	65.1%	28.2%
IV Percentile	78.1%	55.6%	96.0%	86.5%	58.7%
Term Structure	-0.5%	-4.7%	1.4%	-1.2%	1.0%
VWIV	76.2%	66.2%	92.3%	82.8%	67.3%
Skew 25d	8.2%	2.3%	13.4%	6.4%	3.0%
Skew 10d	16.0%	6.0%	27.7%	10.9%	6.9%
Call IV 25d	67.6%	54.6%	81.0%	76.9%	56.9%
Put IV 25d	75.8%	59.6%	93.8%	83.3%	59.8%
Bid-Ask Spread %	2.28	1.84	2.92	2.60	2.02
Gamma HHI	0.07	0.05	0.16	0.05	0.09
Net GEX	5.1M	-732.8K	11.6M	4.4M	11.2M
Net DEX	338.1M	-49.7M	600.2M	433.8M	37.9M
Net VEX	-6.8M	-8.1M	-5.5M	-7.1M	-7.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.48	0.27	0.82	0.27	0.43
Total Volume	218,889.957	136,329	356,904	291,723	142,150
Total OI	3,536,543.478	3,234,579	3,710,061	3,584,047	3,581,476

Daily Data (23 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
2022-03-01	$12.10	$16.00	78.4%	23.6%	97.5%	65.1%	82.8%	6.4%	-1.2%	4.4M	433.8M	-7.1M	0.27	2.60	N/A	N/A	230,462	61,261	2,182,018	1,402,029
2022-03-02	$12.07	$16.00	75.7%	22.5%	95.8%	60.4%	82.6%	9.3%	-0.6%	5.2M	462.0M	-7.0M	0.55	2.43	N/A	N/A	143,161	78,640	2,229,368	1,412,600
2022-03-03	$11.28	$16.00	77.3%	22.4%	96.1%	63.3%	78.3%	10.8%	-0.2%	1.4M	595.8M	-6.3M	0.50	2.40	N/A	N/A	179,639	90,268	2,241,525	1,432,150
2022-03-04	$10.93	$15.00	84.5%	24.9%	94.4%	75.8%	86.2%	13.4%	-0.5%	167.3K	600.2M	-6.1M	0.52	2.37	N/A	N/A	131,007	67,741	2,252,421	1,425,853
2022-03-07	$11.20	$15.00	85.0%	26.9%	93.5%	76.6%	91.2%	9.9%	0.7%	1.1M	546.3M	-6.4M	0.43	2.88	N/A	N/A	199,648	86,449	2,154,194	1,397,609
2022-03-08	$11.04	$15.00	82.7%	26.0%	93.5%	74.8%	92.3%	10.6%	-0.9%	1.0M	557.7M	-6.2M	0.66	2.74	N/A	N/A	111,974	73,462	2,203,616	1,409,671
2022-03-09	$11.69	$14.00	77.6%	24.8%	96.2%	65.6%	85.1%	11.1%	-3.8%	3.0M	479.3M	-6.5M	0.46	2.68	N/A	N/A	142,972	65,575	2,227,956	1,411,107
2022-03-10	$11.88	$14.00	75.8%	23.1%	94.1%	62.4%	84.2%	9.7%	0.5%	4.3M	443.2M	-6.7M	0.61	2.92	N/A	N/A	117,951	72,515	2,266,345	1,425,439
2022-03-11	$11.48	$14.00	77.5%	23.1%	94.3%	65.5%	80.2%	11.4%	0.8%	3.1M	503.5M	-6.3M	0.56	2.18	N/A	N/A	111,717	62,069	2,287,590	1,422,471
2022-03-14	$10.47	$18.00	86.2%	24.5%	98.7%	81.1%	81.5%	11.7%	-4.7%	-732.8K	592.9M	-5.5M	0.50	2.32	N/A	N/A	121,193	60,394	2,151,814	1,339,273
2022-03-15	$10.70	$18.00	76.1%	22.7%	98.9%	62.9%	79.1%	10.1%	1.4%	-599.2K	552.8M	-5.6M	0.57	1.93	N/A	N/A	99,134	56,583	2,176,188	1,334,118
2022-03-16	$11.73	$18.00	70.3%	21.0%	102.7%	52.5%	73.7%	9.3%	0.0%	3.0M	429.1M	-6.4M	0.42	2.46	N/A	N/A	188,065	78,321	2,195,250	1,352,179
2022-03-17	$12.34	$18.00	68.0%	21.5%	104.9%	48.4%	73.5%	11.0%	-2.4%	6.7M	327.4M	-6.7M	0.52	2.17	N/A	N/A	147,560	76,980	2,239,098	1,360,167
2022-03-18	$12.74	$18.00	63.8%	19.5%	87.0%	40.8%	69.0%	7.9%	-0.5%	8.0M	252.4M	-7.0M	0.49	2.00	N/A	N/A	239,695	117,209	2,270,174	1,370,116
2022-03-21	$12.55	$18.00	64.0%	19.2%	82.5%	41.3%	66.7%	7.7%	-2.1%	4.8M	270.1M	-6.8M	0.56	2.32	N/A	N/A	105,224	58,930	1,987,380	1,247,199
2022-03-22	$13.37	$18.00	61.2%	19.7%	82.0%	36.1%	68.0%	6.2%	-0.1%	7.0M	112.5M	-7.4M	0.31	1.84	N/A	N/A	212,340	65,896	2,018,077	1,263,068
2022-03-23	$13.26	$18.00	61.7%	19.9%	82.2%	37.0%	69.6%	5.9%	0.1%	8.1M	117.3M	-7.5M	0.49	2.36	N/A	N/A	131,820	65,188	2,076,417	1,279,589
2022-03-24	$13.39	$17.00	59.7%	19.7%	71.4%	33.5%	68.8%	4.6%	0.8%	8.9M	109.4M	-7.5M	0.82	1.88	N/A	N/A	122,571	100,922	2,101,359	1,296,668
2022-03-25	$12.94	$17.00	60.4%	19.6%	71.5%	34.7%	69.2%	5.1%	-0.3%	8.9M	216.3M	-7.3M	0.46	2.11	N/A	N/A	93,446	42,883	2,163,400	1,347,211
2022-03-28	$13.34	$17.00	59.0%	19.8%	71.7%	32.3%	67.9%	6.8%	-0.3%	5.9M	166.6M	-7.5M	0.40	1.99	N/A	N/A	112,168	45,017	2,077,600	1,316,949
2022-03-29	$14.18	$17.00	57.4%	19.3%	73.8%	29.3%	68.0%	2.3%	0.3%	10.6M	-49.7M	-8.1M	0.27	1.96	N/A	N/A	256,687	70,193	2,130,893	1,335,270
2022-03-30	$13.90	$17.00	56.2%	18.6%	74.4%	27.2%	66.2%	5.0%	0.5%	11.6M	20.4M	-7.9M	0.35	1.89	N/A	N/A	146,387	51,002	2,193,975	1,351,630
2022-03-31	$13.79	$17.00	56.8%	19.0%	69.2%	28.2%	67.3%	3.0%	1.0%	11.2M	37.9M	-7.9M	0.43	2.02	N/A	N/A	99,483	42,667	2,221,691	1,359,785