PLTR Options History — July 2022 In July 2022, PLTR traded between $8.90 and $10.47. ATM implied volatility averaged 77.1%, placing in the 59.3% IV rank vs the trailing year. The 30-day expected move averaged 22.7%. IV traded above realized volatility by 5.2% (HV 20d: 71.9%). Max pain ranged from $9.00 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.66.
Notable Days 2022-07-21 : Highest Volume — 232,247 contracts2022-07-11 : Largest IV spike — 11.9% change2022-07-14 : Highest IV Rank — 69.1%2022-07-26 : Largest Expected Move — 24.2%Monthly Statistics Metric Avg Min Max Open Close Price $9.69 $8.90 $10.47 $9.24 $10.28 Max Pain $9.95 $9.00 $10.00 $9.00 $10.00 ATM IV 77.1% 69.7% 83.0% 69.7% 73.4% Expected Move 22.7% 19.9% 24.2% 19.9% 22.5% HV 20d 71.9% 63.3% 80.8% 75.6% 64.7% HV 60d 92.9% 91.4% 94.0% 91.4% 93.0% IV Rank 59.3% 47.1% 69.1% 47.1% 53.3% IV Percentile 77.7% 67.1% 88.5% 67.5% 67.1% Term Structure 0.5% -3.9% 12.4% -0.8% -2.2% VWIV 79.5% 68.2% 86.7% 68.2% 78.6% Skew 25d 11.2% 8.6% 13.4% 8.9% 10.8% Skew 10d 21.8% 17.3% 25.6% 17.3% 20.3% Call IV 25d 72.7% 62.4% 81.0% 66.7% 70.4% Put IV 25d 84.0% 72.9% 91.2% 75.6% 81.3% Bid-Ask Spread % 2.38 1.98 2.84 2.33 2.49 Gamma HHI 0.07 0.05 0.10 0.06 0.09 Net GEX 3.5M 1.3M 6.0M 2.6M 5.3M Net DEX 40.2M -68.3M 130.7M 78.0M -17.4M Net VEX -3.5M -3.9M -3.2M -3.3M -3.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.37 1.40 0.90 0.45 Total Volume 115,987.55 64,659 232,247 111,024 117,654 Total OI 2,523,841.4 2,401,140 2,679,664 2,486,327 2,679,664
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 2022-07-01 $9.24 $9.00 69.7% 19.9% 75.6% 47.1% 68.2% 8.9% -0.8% 2.6M 78.0M -3.3M 0.90 2.33 N/A N/A 58,427 52,597 1,702,537 783,790 2022-07-05 $10.01 $10.00 70.5% 22.9% 79.2% 48.4% 79.8% 8.9% 9.4% 4.4M -25.9M -3.8M 0.45 2.42 N/A N/A 92,940 41,489 1,658,733 742,407 2022-07-06 $9.81 $10.00 71.4% 23.0% 79.7% 50.0% 85.7% 8.6% 10.0% 4.7M -8.5M -3.8M 0.78 2.72 N/A N/A 67,908 52,981 1,691,501 754,816 2022-07-07 $10.16 $10.00 70.9% 22.3% 80.4% 49.1% 78.7% 9.5% 11.0% 6.0M -52.3M -3.9M 0.43 2.02 N/A N/A 76,500 32,609 1,703,956 777,984 2022-07-08 $10.15 $10.00 70.3% 21.5% 80.4% 48.2% 78.0% 10.5% 12.4% 6.0M -34.1M -3.8M 0.58 2.33 N/A N/A 71,703 41,872 1,716,799 784,992 2022-07-11 $9.56 $10.00 78.6% 22.2% 80.8% 61.9% 79.7% 12.0% -3.6% 3.2M 56.0M -3.4M 0.95 2.09 N/A N/A 51,516 48,744 1,687,856 764,588 2022-07-12 $9.45 $10.00 81.6% 23.4% 78.7% 66.8% 78.2% 13.4% -1.4% 2.6M 72.7M -3.4M 0.78 2.19 N/A N/A 62,177 48,384 1,697,419 782,424 2022-07-13 $9.30 $10.00 82.5% 23.5% 72.3% 68.2% 80.8% 12.3% -1.0% 2.1M 96.3M -3.3M 0.64 2.56 N/A N/A 39,504 25,155 1,729,081 810,715 2022-07-14 $8.90 $10.00 83.0% 23.1% 74.6% 69.1% 81.3% 10.1% -2.5% 1.3M 130.7M -3.3M 0.41 1.98 N/A N/A 56,976 23,217 1,738,854 815,235 2022-07-15 $9.01 $10.00 80.8% 22.7% 73.4% 65.5% 79.5% 11.9% -1.8% 2.1M 118.0M -3.3M 0.55 2.15 N/A N/A 70,509 39,061 1,749,102 817,810 2022-07-18 $9.03 $10.00 79.1% 22.4% 68.5% 62.6% 77.0% 11.3% -0.9% 1.5M 125.0M -3.2M 0.43 2.45 N/A N/A 71,455 30,758 1,648,401 774,096 2022-07-19 $9.32 $10.00 77.7% 22.1% 64.8% 60.3% 75.5% 13.2% -1.6% 2.3M 108.1M -3.2M 0.40 2.02 N/A N/A 74,772 30,248 1,672,217 782,254 2022-07-20 $10.13 $10.00 79.0% 22.6% 67.5% 62.4% 77.7% 13.2% -3.9% 4.8M -13.3M -3.7M 0.41 2.31 N/A N/A 134,110 54,890 1,698,093 791,819 2022-07-21 $10.47 $10.00 78.5% 22.7% 67.9% 61.7% 78.6% 13.2% -2.8% 5.7M -68.3M -3.9M 0.37 2.48 N/A N/A 169,155 63,092 1,733,931 815,260 2022-07-22 $9.84 $10.00 77.4% 22.4% 69.9% 59.9% 78.3% 11.8% -2.6% 3.5M 25.2M -3.8M 0.66 2.69 N/A N/A 86,366 56,603 1,779,327 842,448 2022-07-25 $9.63 $10.00 80.3% 23.7% 65.3% 64.6% 82.2% 11.1% -1.1% 2.5M 72.7M -3.4M 1.13 2.72 N/A N/A 40,681 45,934 1,729,668 796,517 2022-07-26 $9.41 $10.00 80.8% 24.2% 63.3% 65.5% 86.7% 10.1% -2.9% 2.0M 92.3M -3.3M 1.40 2.43 N/A N/A 33,572 47,150 1,744,023 823,526 2022-07-27 $9.98 $10.00 78.7% 23.9% 65.0% 62.0% 83.5% 12.6% -2.3% 3.3M 27.7M -3.6M 0.94 2.40 N/A N/A 57,387 53,774 1,752,955 850,874 2022-07-28 $10.07 $10.00 77.3% 23.5% 64.9% 59.6% 81.9% 11.3% -1.0% 3.9M 20.8M -3.6M 0.54 2.84 N/A N/A 63,545 34,336 1,770,775 880,381 2022-07-29 $10.28 $10.00 73.4% 22.5% 64.7% 53.3% 78.6% 10.8% -2.2% 5.3M -17.4M -3.7M 0.45 2.49 N/A N/A 81,138 36,516 1,785,273 894,391
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