PLTR Options History — May 2022

In May 2022, PLTR traded between $6.73 and $10.97. ATM implied volatility averaged 83.0%, placing in the 70.3% IV rank vs the trailing year. The 30-day expected move averaged 24.3%. IV traded below realized volatility by 22.2% (HV 20d: 105.2%). Max pain ranged from $12.00 to $18.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.61.

Notable Days

2022-05-13: Highest Volume — 494,474 contracts
2022-05-05: Largest IV spike — 12.7% change
2022-05-06: Highest IV Rank — 100.0%
2022-05-02: Largest Expected Move — 28.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.52	$6.73	$10.97	$10.68	$8.66
Max Pain	$14.57	$12.00	$18.00	$15.00	$12.00
ATM IV	83.0%	65.4%	101.8%	88.1%	71.5%
Expected Move	24.3%	19.2%	28.8%	28.8%	21.2%
HV 20d	105.2%	57.6%	125.1%	64.0%	124.6%
HV 60d	88.5%	76.6%	98.7%	77.0%	90.0%
IV Rank	70.3%	40.1%	100.0%	84.6%	50.1%
IV Percentile	87.7%	69.8%	100.0%	97.2%	72.6%
Term Structure	-1.2%	-5.7%	3.0%	-2.1%	-1.4%
VWIV	84.4%	68.0%	100.5%	97.5%	74.1%
Skew 25d	10.8%	8.0%	15.2%	11.1%	11.9%
Skew 10d	21.1%	12.0%	29.2%	24.0%	23.3%
Call IV 25d	79.0%	63.2%	95.9%	82.3%	65.8%
Put IV 25d	89.8%	71.2%	111.1%	93.4%	77.7%
Bid-Ask Spread %	1.97	1.53	2.38	2.01	2.23
Gamma HHI	0.06	0.05	0.12	0.05	0.06
Net GEX	804.9K	-721.6K	3.2M	842.4K	2.1M
Net DEX	461.1M	290.6M	627.2M	472.2M	306.8M
Net VEX	-3.6M	-5.2M	-2.5M	-5.1M	-3.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.61	0.31	0.91	0.56	0.90
Total Volume	175,582.19	84,816	494,474	140,465	132,090
Total OI	3,409,414.619	3,095,172	3,604,354	3,349,403	3,117,991

Daily Data (21 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
2022-05-02	$10.68	$15.00	88.1%	28.8%	64.0%	84.6%	97.5%	11.1%	-2.1%	842.4K	472.2M	-5.1M	0.56	2.01	N/A	N/A	89,854	50,611	2,104,157	1,245,246
2022-05-03	$10.51	$14.00	86.7%	28.5%	57.6%	82.0%	100.5%	10.4%	-1.1%	1.0M	477.4M	-5.0M	0.50	2.22	N/A	N/A	61,906	31,098	2,132,899	1,253,156
2022-05-04	$10.97	$14.00	82.1%	27.1%	59.6%	73.8%	94.8%	9.7%	-2.7%	2.0M	440.9M	-5.2M	0.56	2.15	N/A	N/A	92,305	51,820	2,152,490	1,259,672
2022-05-05	$10.08	$18.00	92.5%	24.8%	62.9%	92.5%	85.4%	12.3%	-3.4%	456.8K	510.9M	-4.7M	0.73	2.33	N/A	N/A	93,152	68,091	2,177,908	1,273,768
2022-05-06	$9.55	$18.00	101.8%	26.8%	64.5%	100.0%	93.3%	15.2%	-5.7%	-448.1K	533.9M	-4.5M	0.69	1.75	N/A	N/A	155,529	107,678	2,201,403	1,295,970
2022-05-09	$7.47	$18.00	92.9%	27.2%	104.2%	85.4%	92.3%	10.3%	3.0%	-721.6K	627.2M	-3.0M	0.64	1.61	N/A	N/A	288,494	185,142	2,182,799	1,311,459
2022-05-10	$7.24	$17.00	90.9%	25.7%	103.9%	82.1%	87.1%	10.3%	-0.4%	-313.8K	604.3M	-2.8M	0.60	1.53	N/A	N/A	160,683	96,590	2,262,481	1,330,697
2022-05-11	$6.73	$15.00	93.9%	26.0%	105.0%	86.9%	91.9%	9.4%	-4.6%	-444.2K	559.8M	-2.5M	0.66	1.71	N/A	N/A	105,412	69,218	2,297,425	1,291,264
2022-05-12	$7.28	$15.00	91.4%	26.3%	109.7%	82.9%	90.1%	8.1%	0.1%	259.2K	532.1M	-2.9M	0.49	1.85	N/A	N/A	125,553	61,280	2,314,292	1,272,400
2022-05-13	$8.32	$15.00	83.2%	24.1%	123.9%	69.3%	82.3%	13.2%	0.9%	1.2M	476.9M	-3.5M	0.69	1.73	N/A	N/A	293,361	201,113	2,334,740	1,269,614
2022-05-16	$8.04	$15.00	81.2%	23.3%	123.9%	66.0%	81.3%	11.4%	-2.3%	514.0K	508.5M	-3.3M	0.62	1.53	N/A	N/A	66,733	41,050	2,275,671	1,265,901
2022-05-17	$8.30	$15.00	76.4%	22.0%	121.4%	58.2%	76.8%	11.5%	-3.1%	1.0M	492.2M	-3.4M	0.52	2.06	N/A	N/A	64,994	33,903	2,300,346	1,253,397
2022-05-18	$8.02	$14.00	82.8%	23.7%	121.3%	68.8%	84.7%	10.8%	-2.8%	722.9K	482.2M	-3.2M	0.91	1.94	N/A	N/A	64,485	58,421	2,316,386	1,238,766
2022-05-19	$8.38	$14.00	81.1%	23.4%	123.3%	65.9%	80.2%	12.1%	-3.8%	1.4M	453.3M	-3.5M	0.62	2.38	N/A	N/A	66,253	41,296	2,328,151	1,248,641
2022-05-20	$8.06	$13.00	79.0%	22.6%	123.5%	62.4%	79.3%	10.8%	-0.1%	-532.9K	466.2M	-3.3M	0.63	1.64	N/A	N/A	81,074	51,217	2,343,920	1,240,412
2022-05-23	$7.97	$13.00	75.3%	22.2%	123.1%	56.3%	78.5%	9.5%	0.8%	745.7K	374.6M	-3.2M	0.55	1.97	N/A	N/A	54,681	30,135	2,016,194	1,078,978
2022-05-24	$7.61	$13.00	80.7%	23.7%	121.7%	65.3%	83.1%	11.4%	0.2%	557.3K	374.7M	-3.1M	0.72	2.38	N/A	N/A	68,996	49,658	2,037,021	1,083,789
2022-05-25	$7.92	$13.00	75.5%	22.1%	122.6%	56.8%	78.8%	8.3%	1.0%	1.0M	362.2M	-3.2M	0.37	2.19	N/A	N/A	63,274	23,625	2,053,884	1,083,274
2022-05-26	$8.33	$13.00	69.9%	20.4%	123.4%	47.5%	72.8%	11.3%	1.0%	2.3M	335.5M	-3.3M	0.46	2.22	N/A	N/A	91,117	41,577	2,079,057	1,080,048
2022-05-27	$8.80	$12.00	65.4%	19.2%	125.1%	40.1%	68.0%	8.0%	0.6%	3.2M	290.6M	-3.5M	0.31	1.81	N/A	N/A	132,850	40,907	2,099,289	1,092,751
2022-05-31	$8.66	$12.00	71.5%	21.2%	124.6%	50.1%	74.1%	11.9%	-1.4%	2.1M	306.8M	-3.5M	0.90	2.23	N/A	N/A	69,600	62,490	2,066,702	1,051,289