PLTR Options History — June 2022

In June 2022, PLTR traded between $7.63 and $10.15. ATM implied volatility averaged 70.3%, placing in the 48.2% IV rank vs the trailing year. The 30-day expected move averaged 20.1%. IV traded below realized volatility by 17.8% (HV 20d: 88.2%). Max pain ranged from $9.00 to $12.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.58.

Notable Days

2022-06-24: Highest Volume — 241,018 contracts
2022-06-13: Largest IV spike — 12.6% change
2022-06-13: Highest IV Rank — 62.1%
2022-06-13: Largest Expected Move — 22.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.80	$7.63	$10.15	$8.48	$9.06
Max Pain	$9.14	$9.00	$12.00	$12.00	$9.00
ATM IV	70.3%	65.5%	78.8%	72.2%	70.9%
Expected Move	20.1%	18.7%	22.4%	22.0%	19.8%
HV 20d	88.2%	71.1%	128.4%	124.7%	82.0%
HV 60d	90.7%	88.1%	92.8%	89.9%	91.7%
IV Rank	48.2%	40.2%	62.1%	51.2%	49.2%
IV Percentile	70.5%	63.1%	82.1%	73.0%	69.4%
Term Structure	0.2%	-1.6%	1.9%	-0.6%	0.4%
VWIV	70.4%	64.7%	79.7%	77.9%	69.4%
Skew 25d	9.6%	7.8%	12.5%	9.6%	10.5%
Skew 10d	19.1%	13.5%	34.5%	19.6%	24.1%
Call IV 25d	66.6%	60.4%	75.7%	69.0%	66.6%
Put IV 25d	76.2%	70.2%	88.3%	78.6%	77.1%
Bid-Ask Spread %	2.46	1.87	3.26	2.16	2.75
Gamma HHI	0.07	0.05	0.17	0.06	0.06
Net GEX	2.3M	447.7K	6.1M	1.5M	2.1M
Net DEX	199.8M	-114.3M	366.9M	300.6M	88.5M
Net VEX	-3.4M	-3.9M	-2.8M	-3.4M	-3.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.58	0.38	0.94	0.73	0.73
Total Volume	123,364.238	56,019	241,018	80,650	97,221
Total OI	2,873,161.476	2,336,808	3,214,121	3,151,013	2,479,002

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
2022-06-01	$8.48	$12.00	72.2%	22.0%	124.7%	51.2%	77.9%	9.6%	-0.6%	1.5M	300.6M	-3.4M	0.73	2.16	N/A	N/A	46,693	33,957	2,084,870	1,066,143
2022-06-02	$9.28	$9.00	68.2%	19.7%	128.4%	44.7%	69.0%	9.1%	-1.5%	3.6M	220.6M	-3.8M	0.45	2.37	N/A	N/A	138,928	62,470	2,096,250	1,067,055
2022-06-03	$8.92	$9.00	68.4%	19.4%	125.9%	45.0%	68.0%	8.1%	-1.6%	2.7M	271.3M	-3.6M	0.73	2.53	N/A	N/A	70,416	51,155	2,128,401	1,085,720
2022-06-06	$8.97	$9.00	68.3%	19.4%	124.6%	44.8%	67.6%	7.9%	-0.5%	2.1M	280.5M	-3.6M	0.42	2.24	N/A	N/A	61,866	26,186	2,082,927	1,046,595
2022-06-07	$9.11	$9.00	66.2%	19.2%	85.6%	41.3%	66.1%	9.8%	0.8%	2.6M	261.8M	-3.6M	0.56	1.87	N/A	N/A	35,811	20,208	2,103,036	1,055,880
2022-06-08	$9.20	$9.00	65.9%	18.9%	84.2%	40.9%	64.7%	10.4%	-0.1%	3.0M	247.8M	-3.7M	0.52	2.20	N/A	N/A	55,432	28,940	2,109,987	1,049,237
2022-06-09	$8.70	$9.00	66.4%	18.7%	82.1%	41.7%	68.6%	7.8%	-1.0%	1.6M	307.7M	-3.4M	0.52	2.10	N/A	N/A	52,300	27,350	2,119,170	1,047,182
2022-06-10	$8.29	$9.00	70.0%	20.4%	81.0%	47.6%	69.8%	8.6%	1.9%	625.2K	346.7M	-3.1M	0.68	2.24	N/A	N/A	69,624	47,028	2,123,687	1,047,388
2022-06-13	$7.65	$9.00	78.8%	22.4%	71.5%	62.1%	79.7%	12.5%	1.7%	447.7K	366.9M	-2.8M	0.75	2.58	N/A	N/A	109,046	81,586	2,082,132	1,016,148
2022-06-14	$7.81	$9.00	75.5%	21.7%	71.1%	56.7%	76.2%	10.7%	1.2%	690.4K	345.6M	-2.8M	0.56	2.66	N/A	N/A	46,280	26,022	2,099,610	1,008,673
2022-06-15	$8.15	$9.00	73.2%	21.0%	71.9%	52.9%	71.8%	9.1%	1.8%	1.3M	315.9M	-3.0M	0.51	3.26	N/A	N/A	56,520	28,660	2,112,158	996,642
2022-06-16	$7.63	$9.00	77.1%	22.0%	74.6%	59.3%	78.5%	9.7%	1.7%	515.1K	337.8M	-2.8M	0.48	2.65	N/A	N/A	57,604	27,928	2,123,771	996,293
2022-06-17	$8.21	$9.00	72.8%	20.8%	77.7%	52.3%	70.8%	10.9%	0.7%	1.1M	291.4M	-3.0M	0.71	2.13	N/A	N/A	79,285	56,362	2,132,022	995,156
2022-06-21	$8.74	$9.00	70.1%	20.1%	79.5%	47.8%	68.1%	8.4%	0.4%	1.9M	93.3M	-3.1M	0.38	2.67	N/A	N/A	129,260	48,644	1,585,218	751,590
2022-06-22	$8.95	$9.00	69.0%	19.9%	79.6%	46.0%	68.2%	9.6%	0.2%	3.2M	58.4M	-3.3M	0.61	2.23	N/A	N/A	89,633	54,860	1,643,321	766,571
2022-06-23	$9.45	$9.00	69.0%	19.8%	78.8%	46.0%	69.6%	9.5%	-0.1%	4.5M	-11.7M	-3.6M	0.50	2.41	N/A	N/A	101,356	50,256	1,671,916	779,561
2022-06-24	$10.15	$9.00	65.5%	18.9%	81.1%	40.2%	66.5%	9.2%	-0.6%	6.1M	-114.3M	-3.9M	0.41	2.67	N/A	N/A	170,390	70,628	1,699,857	792,379
2022-06-27	$9.65	$9.00	69.1%	19.5%	82.8%	46.1%	68.7%	11.0%	-0.3%	3.4M	30.2M	-3.6M	0.94	2.91	N/A	N/A	74,283	69,627	1,639,494	744,477
2022-06-28	$9.28	$9.00	69.2%	19.6%	82.3%	46.3%	70.3%	9.2%	-1.3%	2.9M	72.2M	-3.5M	0.52	2.51	N/A	N/A	85,889	44,516	1,663,179	779,919
2022-06-29	$9.21	$9.00	71.1%	20.0%	82.1%	49.5%	69.7%	11.0%	0.1%	2.7M	84.3M	-3.3M	0.54	2.51	N/A	N/A	69,239	37,190	1,680,737	783,037
2022-06-30	$9.06	$9.00	70.9%	19.8%	82.0%	49.2%	69.4%	10.5%	0.4%	2.1M	88.5M	-3.4M	0.73	2.75	N/A	N/A	56,178	41,043	1,691,451	787,551