PLTR Options History — August 2022 In August 2022, PLTR traded between $7.80 and $11.40. ATM implied volatility averaged 63.0%, placing in the 36.0% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded below realized volatility by 11.5% (HV 20d: 74.5%). Max pain ranged from $10.00 to $13.00. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 0.53.
Notable Days 2022-08-08 : Highest Volume — 473,731 contracts2022-08-08 : Largest IV drop — 18.7% change2022-08-05 : Highest IV Rank — 55.7%2022-08-02 : Largest Expected Move — 24.5%Monthly Statistics Metric Avg Min Max Open Close Price $9.31 $7.80 $11.40 $10.47 $7.81 Max Pain $11.09 $10.00 $13.00 $10.00 $10.00 ATM IV 63.0% 53.8% 74.9% 74.4% 64.0% Expected Move 18.3% 15.4% 24.5% 23.9% 17.9% HV 20d 74.5% 59.3% 82.4% 64.7% 71.9% HV 60d 76.9% 72.2% 92.7% 92.7% 72.2% IV Rank 36.0% 21.0% 55.7% 54.9% 37.8% IV Percentile 48.8% 32.5% 68.3% 67.9% 49.2% Term Structure -0.2% -4.4% 1.7% -4.0% 1.3% VWIV 64.9% 56.1% 87.3% 84.2% 62.6% Skew 25d 4.8% -0.3% 13.0% 13.0% 4.9% Skew 10d 9.4% 0.9% 23.1% 23.1% 9.8% Call IV 25d 62.0% 52.6% 72.1% 67.6% 63.3% Put IV 25d 66.8% 57.9% 80.8% 80.6% 68.1% Bid-Ask Spread % 2.08 1.67 3.16 2.45 2.12 Gamma HHI 0.09 0.06 0.19 0.06 0.06 Net GEX 2.2M -939.9K 9.6M 3.7M 338.4K Net DEX 64.8M -208.1M 177.7M -22.4M 143.3M Net VEX -3.1M -4.4M -2.4M -3.7M -2.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.33 1.09 0.43 0.43 Total Volume 167,041.391 53,877 473,731 128,029 53,877 Total OI 2,652,579.043 2,453,656 2,836,051 2,598,169 2,496,468
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 2022-08-01 $10.47 $10.00 74.4% 23.9% 64.7% 54.9% 84.2% 13.0% -4.0% 3.7M -22.4M -3.7M 0.43 2.45 N/A N/A 89,459 38,570 1,739,379 858,790 2022-08-02 $10.97 $10.00 74.5% 24.5% 60.6% 55.1% 87.3% 9.2% -3.2% 6.0M -125.0M -4.0M 0.52 2.45 N/A N/A 145,101 75,272 1,774,406 869,554 2022-08-03 $11.25 $10.00 73.4% 24.4% 60.2% 53.3% 86.2% 10.9% -3.4% 6.8M -164.0M -4.1M 0.51 2.24 N/A N/A 114,124 57,958 1,796,829 880,557 2022-08-04 $11.31 $13.00 74.8% 20.5% 59.3% 55.5% 71.4% 9.3% -3.8% 7.7M -200.6M -4.4M 0.73 2.06 N/A N/A 94,344 68,931 1,818,019 895,173 2022-08-05 $11.40 $13.00 74.9% 20.3% 59.3% 55.7% 69.3% 8.6% -4.4% 9.6M -208.1M -4.3M 0.34 1.67 N/A N/A 258,455 88,334 1,830,926 910,238 2022-08-08 $9.82 $13.00 60.9% 17.4% 77.9% 32.6% 61.7% 2.8% 0.4% 1.1M 108.1M -3.3M 0.41 1.68 N/A N/A 335,290 138,441 1,828,264 878,555 2022-08-09 $9.22 $12.00 64.0% 18.1% 81.1% 37.7% 62.5% 3.6% -0.8% -735.2K 172.1M -3.1M 0.70 2.09 N/A N/A 148,711 103,973 1,888,612 903,432 2022-08-10 $9.60 $12.00 56.2% 16.2% 82.2% 24.9% 58.7% 4.7% 1.0% 1.4M 114.8M -3.2M 0.47 1.98 N/A N/A 106,442 49,954 1,915,222 909,223 2022-08-11 $9.43 $12.00 56.0% 16.5% 80.8% 24.5% 57.1% 2.8% 1.6% 259.9K 131.4M -3.1M 0.60 1.74 N/A N/A 107,030 64,469 1,929,439 906,612 2022-08-12 $9.90 $12.00 53.8% 15.4% 82.4% 21.0% 56.1% 5.3% 0.1% 6.0M 38.6M -3.3M 0.61 1.87 N/A N/A 100,457 60,917 1,943,324 891,809 2022-08-15 $9.91 $12.00 53.8% 15.5% 82.4% 21.0% 56.5% 4.1% 0.7% 3.3M 30.9M -3.3M 0.65 1.83 N/A N/A 81,017 52,395 1,839,686 821,671 2022-08-16 $9.78 $12.00 56.3% 16.2% 82.0% 25.1% 56.6% 5.5% 1.7% 3.1M 54.7M -3.2M 0.41 2.24 N/A N/A 163,516 67,234 1,865,795 846,631 2022-08-17 $9.39 $11.00 59.0% 16.9% 77.5% 29.6% 58.9% 3.8% -0.2% 2.2M 101.5M -3.1M 0.63 2.27 N/A N/A 133,509 83,597 1,907,007 847,624 2022-08-18 $9.16 $11.00 56.5% 16.1% 76.5% 25.4% 56.5% 3.4% 0.8% 272.1K 108.8M -3.0M 0.33 1.94 N/A N/A 70,288 23,135 1,918,364 859,844 2022-08-19 $8.53 $11.00 59.0% 16.9% 77.5% 29.6% 61.9% 1.3% 0.6% -939.9K 177.7M -2.8M 1.09 1.99 N/A N/A 106,784 116,063 1,928,948 864,155 2022-08-22 $8.10 $11.00 62.9% 17.8% 78.9% 35.9% 65.5% 2.1% 0.1% 30.2K 172.1M -2.6M 0.56 2.12 N/A N/A 84,949 47,874 1,724,998 728,658 2022-08-23 $8.03 $10.00 62.0% 17.8% 78.8% 34.4% 65.2% 1.2% 1.0% -23.1K 166.9M -2.5M 0.52 2.09 N/A N/A 65,998 34,359 1,752,157 730,326 2022-08-24 $8.14 $10.00 61.4% 17.6% 75.2% 33.5% 62.4% 2.3% 0.8% 318.3K 146.1M -2.6M 0.74 2.01 N/A N/A 50,451 37,095 1,768,862 730,645 2022-08-25 $8.41 $10.00 59.6% 17.1% 76.5% 30.5% 59.8% 5.2% 1.4% 1.1M 111.2M -2.7M 0.34 1.99 N/A N/A 56,381 19,363 1,782,839 734,616 2022-08-26 $7.94 $10.00 62.2% 17.3% 77.5% 34.9% 61.5% -0.3% 1.1% -614.9K 148.0M -2.5M 0.45 1.88 N/A N/A 72,363 32,581 1,805,072 736,499 2022-08-29 $7.84 $10.00 63.9% 18.2% 76.6% 37.6% 65.0% 2.3% 1.2% 203.1K 138.0M -2.5M 0.49 2.01 N/A N/A 56,791 27,661 1,753,266 707,905 2022-08-30 $7.80 $10.00 64.3% 18.6% 73.3% 38.3% 65.7% 5.1% 1.2% 168.5K 146.1M -2.4M 0.34 3.16 N/A N/A 43,565 14,874 1,770,743 718,176 2022-08-31 $7.81 $10.00 64.0% 17.9% 71.9% 37.8% 62.6% 4.9% 1.3% 338.4K 143.3M -2.4M 0.43 2.12 N/A N/A 37,544 16,333 1,779,970 716,498
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