PLTR Options History — April 2022

In April 2022, PLTR traded between $10.47 and $14.63. ATM implied volatility averaged 74.1%, placing in the 59.5% IV rank vs the trailing year. The 30-day expected move averaged 22.3%. IV traded above realized volatility by 10.2% (HV 20d: 63.9%). Max pain ranged from $15.00 to $17.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.53.

Notable Days

2022-04-04: Highest Volume — 252,136 contracts
2022-04-11: Largest IV spike — 11.9% change
2022-04-26: Highest IV Rank — 89.8%
2022-04-26: Largest Expected Move — 27.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.46	$10.47	$14.63	$13.75	$10.47
Max Pain	$15.80	$15.00	$17.00	$17.00	$15.00
ATM IV	74.1%	55.4%	91.0%	57.9%	87.3%
Expected Move	22.3%	18.6%	27.4%	19.1%	26.9%
HV 20d	63.9%	57.0%	75.2%	67.7%	62.9%
HV 60d	78.4%	76.8%	79.4%	76.8%	77.9%
IV Rank	59.5%	25.8%	89.8%	30.2%	83.1%
IV Percentile	84.0%	52.8%	99.6%	63.5%	96.8%
Term Structure	0.6%	-5.9%	10.9%	2.0%	-4.2%
VWIV	77.7%	66.2%	94.1%	67.5%	93.1%
Skew 25d	7.4%	3.9%	11.8%	5.0%	9.4%
Skew 10d	13.6%	8.0%	24.0%	10.3%	18.4%
Call IV 25d	71.8%	55.0%	85.4%	55.5%	84.7%
Put IV 25d	79.1%	58.8%	96.0%	60.5%	94.1%
Bid-Ask Spread %	1.98	1.65	2.51	2.03	2.00
Gamma HHI	0.07	0.04	0.22	0.10	0.13
Net GEX	2.9M	-4.1M	10.8M	10.8M	-1.9M
Net DEX	321.3M	-107.8M	513.6M	71.1M	512.4M
Net VEX	-6.5M	-8.2M	-5.0M	-7.7M	-5.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.53	0.29	0.82	0.41	0.82
Total Volume	151,726	95,811	252,136	163,636	126,691
Total OI	3,484,808.55	3,300,396	3,653,460	3,609,433	3,436,751

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
2022-04-01	$13.75	$17.00	57.9%	19.1%	67.7%	30.2%	67.5%	5.0%	2.0%	10.8M	71.1M	-7.7M	0.41	2.03	N/A	N/A	116,034	47,602	2,239,627	1,369,806
2022-04-04	$14.63	$17.00	55.4%	18.6%	69.9%	25.8%	66.2%	3.9%	10.8%	10.6M	-107.8M	-8.2M	0.29	1.90	N/A	N/A	195,254	56,882	2,163,574	1,336,806
2022-04-05	$13.89	$17.00	59.7%	19.6%	73.1%	33.5%	69.2%	6.2%	10.9%	8.1M	74.2M	-7.8M	0.57	1.90	N/A	N/A	149,844	85,181	2,208,948	1,359,717
2022-04-06	$13.09	$17.00	62.8%	20.4%	75.1%	39.1%	71.0%	6.4%	9.2%	3.9M	261.2M	-7.3M	0.59	1.85	N/A	N/A	131,380	77,743	2,224,133	1,379,296
2022-04-07	$12.96	$16.00	64.2%	20.3%	75.2%	41.6%	70.5%	6.2%	10.5%	4.0M	283.1M	-7.2M	0.50	1.65	N/A	N/A	106,665	53,661	2,243,508	1,389,225
2022-04-08	$12.77	$16.00	66.1%	20.7%	74.2%	45.0%	73.7%	6.1%	10.7%	3.4M	308.0M	-7.0M	0.57	1.82	N/A	N/A	73,441	42,166	2,258,051	1,395,409
2022-04-11	$12.68	$16.00	74.0%	21.5%	64.9%	59.2%	75.2%	5.8%	-1.6%	2.7M	313.1M	-6.9M	0.41	2.02	N/A	N/A	83,768	33,979	2,189,189	1,362,672
2022-04-12	$12.49	$16.00	76.5%	22.1%	65.3%	63.6%	76.6%	7.8%	-0.4%	2.2M	348.8M	-6.7M	0.48	1.73	N/A	N/A	102,073	48,621	2,213,999	1,369,012
2022-04-13	$12.92	$16.00	71.5%	20.1%	58.3%	54.8%	70.8%	7.8%	-1.3%	5.1M	280.3M	-6.9M	0.38	1.92	N/A	N/A	85,787	32,961	2,235,324	1,377,509
2022-04-14	$12.50	$16.00	73.0%	20.4%	57.1%	57.5%	71.0%	4.4%	-2.4%	-4.1M	389.3M	-6.4M	0.53	1.85	N/A	N/A	80,306	42,563	2,256,443	1,382,923
2022-04-18	$12.11	$16.00	76.5%	21.8%	57.0%	63.7%	75.8%	6.3%	-2.2%	1.5M	426.0M	-6.1M	0.54	2.03	N/A	N/A	89,115	48,532	2,047,274	1,267,748
2022-04-19	$12.92	$16.00	72.8%	20.8%	61.5%	57.0%	73.1%	7.1%	-2.3%	4.4M	311.9M	-6.6M	0.39	2.16	N/A	N/A	114,747	44,720	2,070,949	1,284,254
2022-04-20	$12.89	$15.00	74.6%	21.4%	57.0%	60.3%	75.2%	6.4%	-2.9%	4.8M	310.6M	-6.5M	0.82	2.13	N/A	N/A	52,769	43,042	2,107,913	1,292,691
2022-04-21	$12.33	$15.00	77.7%	22.4%	58.9%	65.9%	78.3%	7.2%	-2.5%	2.0M	393.8M	-6.3M	0.57	2.02	N/A	N/A	77,156	44,046	2,118,926	1,301,351
2022-04-22	$12.02	$15.00	82.4%	23.9%	59.2%	74.4%	83.9%	8.6%	-3.7%	-2.4M	423.4M	-6.1M	0.77	2.06	N/A	N/A	81,241	62,458	2,127,023	1,305,073
2022-04-25	$12.10	$15.00	83.5%	24.7%	58.3%	76.3%	86.9%	10.8%	-4.2%	1.7M	365.4M	-6.1M	0.47	2.51	N/A	N/A	92,183	43,189	2,043,435	1,256,961
2022-04-26	$11.20	$15.00	91.0%	27.4%	62.5%	89.8%	91.8%	10.2%	-5.9%	666.3K	460.7M	-5.5M	0.49	2.05	N/A	N/A	105,710	52,326	2,071,998	1,259,873
2022-04-27	$10.57	$15.00	90.0%	27.2%	59.0%	87.9%	94.1%	10.6%	-3.5%	46.0K	513.6M	-5.0M	0.44	2.22	N/A	N/A	95,288	42,367	2,105,705	1,256,323
2022-04-28	$10.97	$15.00	85.8%	26.2%	61.7%	80.4%	90.9%	11.8%	-4.1%	521.2K	487.0M	-5.2M	0.54	1.75	N/A	N/A	112,535	60,494	2,128,011	1,258,741
2022-04-29	$10.47	$15.00	87.3%	26.9%	62.9%	83.1%	93.1%	9.4%	-4.2%	-1.9M	512.4M	-5.0M	0.82	2.00	N/A	N/A	69,680	57,011	2,163,509	1,273,242