PLTR Options History — September 2022

In September 2022, PLTR traded between $7.28 and $8.20. ATM implied volatility averaged 64.1%, placing in the 35.8% IV rank vs the trailing year. The 30-day expected move averaged 18.7%. IV traded above realized volatility by 11.2% (HV 20d: 52.9%). Max pain ranged from $8.00 to $10.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.50.

Notable Days

2022-09-29: Highest Volume — 236,135 contracts
2022-09-13: Largest IV spike — 10.8% change
2022-09-29: Highest IV Rank — 43.9%
2022-09-29: Largest Expected Move — 20.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.67	$7.28	$8.20	$7.45	$8.20
Max Pain	$8.83	$8.00	$10.00	$10.00	$8.00
ATM IV	64.1%	55.5%	69.5%	67.8%	68.7%
Expected Move	18.7%	16.8%	20.2%	19.2%	19.4%
HV 20d	52.9%	46.7%	72.1%	72.1%	46.7%
HV 60d	67.2%	62.4%	72.7%	72.7%	62.4%
IV Rank	35.8%	22.9%	43.9%	43.9%	42.4%
IV Percentile	47.0%	29.8%	57.1%	53.2%	54.8%
Term Structure	0.8%	-0.7%	3.7%	-0.7%	1.4%
VWIV	65.1%	59.9%	71.8%	67.9%	67.6%
Skew 25d	6.8%	1.7%	10.2%	5.6%	7.3%
Skew 10d	12.7%	3.9%	18.9%	9.0%	12.8%
Call IV 25d	61.6%	54.2%	67.9%	66.3%	65.2%
Put IV 25d	68.4%	59.6%	74.6%	72.0%	72.4%
Bid-Ask Spread %	2.48	1.80	3.54	2.01	2.51
Gamma HHI	0.09	0.06	0.11	0.08	0.09
Net GEX	1.1M	-237.0K	3.1M	-229.6K	3.1M
Net DEX	74.5M	-44.3M	166.7M	155.3M	-44.3M
Net VEX	-2.3M	-2.5M	-2.1M	-2.3M	-2.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.50	0.24	0.88	0.78	0.50
Total Volume	110,630.905	59,345	236,135	119,595	204,192
Total OI	2,380,330.857	2,194,992	2,538,266	2,497,816	2,312,179

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
2022-09-01	$7.45	$10.00	67.8%	19.2%	72.1%	43.9%	67.9%	5.6%	-0.7%	-229.6K	155.3M	-2.3M	0.78	2.01	N/A	N/A	67,088	52,507	1,790,321	707,495
2022-09-02	$7.37	$10.00	66.9%	19.8%	71.4%	42.6%	71.8%	1.7%	0.2%	-35.5K	166.7M	-2.2M	0.77	1.80	N/A	N/A	50,897	39,170	1,803,762	734,007
2022-09-06	$7.28	$9.00	67.5%	19.9%	53.2%	43.5%	69.0%	3.8%	-0.3%	-126.1K	164.9M	-2.1M	0.50	2.19	N/A	N/A	46,869	23,237	1,771,389	700,928
2022-09-07	$7.40	$9.00	63.3%	18.9%	51.1%	35.9%	65.0%	7.4%	0.6%	327.3K	151.7M	-2.2M	0.31	2.06	N/A	N/A	54,768	16,821	1,787,179	698,658
2022-09-08	$7.52	$9.00	60.8%	17.6%	48.5%	31.6%	63.8%	7.4%	1.7%	946.5K	135.2M	-2.3M	0.36	1.93	N/A	N/A	43,604	15,741	1,814,112	699,852
2022-09-09	$7.78	$9.00	55.5%	16.8%	51.1%	22.9%	60.1%	4.0%	1.5%	446.5K	110.7M	-2.3M	0.24	2.49	N/A	N/A	84,963	20,572	1,826,542	700,899
2022-09-12	$8.01	$9.00	56.1%	16.9%	48.6%	23.9%	59.9%	6.3%	2.7%	1.4M	71.0M	-2.4M	0.31	2.34	N/A	N/A	72,877	22,749	1,777,750	663,947
2022-09-13	$7.47	$9.00	62.2%	18.9%	52.7%	33.2%	63.4%	5.3%	3.7%	588.3K	111.1M	-2.2M	0.88	2.09	N/A	N/A	59,662	52,481	1,801,171	662,525
2022-09-14	$7.62	$9.00	62.8%	17.9%	54.0%	34.2%	62.8%	8.3%	-0.5%	755.8K	104.9M	-2.2M	0.72	2.92	N/A	N/A	89,567	64,663	1,813,442	683,617
2022-09-15	$8.01	$9.00	60.1%	17.3%	57.2%	29.4%	60.0%	9.1%	0.2%	2.4M	35.4M	-2.4M	0.36	3.54	N/A	N/A	118,718	42,792	1,835,212	677,580
2022-09-16	$7.79	$9.00	61.5%	18.1%	57.4%	29.9%	64.5%	7.9%	2.6%	1.1M	65.5M	-2.3M	0.84	2.06	N/A	N/A	64,425	53,851	1,855,643	682,623
2022-09-19	$7.84	$9.00	59.9%	17.2%	52.4%	27.2%	60.2%	9.6%	1.5%	1.2M	43.1M	-2.2M	0.37	2.23	N/A	N/A	66,627	24,964	1,590,669	604,323
2022-09-20	$7.66	$9.00	65.2%	18.7%	49.9%	36.4%	63.5%	7.5%	-0.2%	1.2M	48.0M	-2.2M	0.47	2.30	N/A	N/A	49,975	23,319	1,623,607	614,904
2022-09-21	$7.72	$9.00	65.4%	18.8%	50.0%	36.8%	62.7%	7.1%	-0.7%	1.4M	38.6M	-2.2M	0.34	3.11	N/A	N/A	77,089	26,347	1,624,682	614,387
2022-09-22	$7.40	$9.00	65.0%	18.6%	51.6%	36.1%	65.0%	4.3%	0.6%	-237.0K	72.3M	-2.1M	0.40	2.80	N/A	N/A	76,842	30,898	1,652,098	616,682
2022-09-23	$7.38	$8.50	66.9%	19.2%	49.7%	39.4%	67.0%	6.0%	-0.4%	575.0K	69.7M	-2.1M	0.86	3.21	N/A	N/A	62,306	53,479	1,663,314	615,299
2022-09-26	$7.58	$8.00	68.5%	20.0%	47.2%	42.2%	68.6%	7.4%	0.4%	890.4K	41.9M	-2.2M	0.30	2.55	N/A	N/A	61,137	18,288	1,606,861	603,636
2022-09-27	$7.62	$8.00	68.5%	20.0%	47.1%	42.1%	68.7%	9.2%	0.6%	1.2M	36.6M	-2.2M	0.42	2.55	N/A	N/A	46,328	19,377	1,626,435	606,518
2022-09-28	$7.96	$8.00	63.6%	18.5%	49.7%	33.7%	64.5%	10.2%	1.9%	2.3M	3.7M	-2.3M	0.43	2.53	N/A	N/A	61,600	26,324	1,637,863	610,223
2022-09-29	$8.06	$8.00	69.5%	20.2%	49.9%	43.9%	70.1%	8.1%	-0.4%	3.1M	-18.0M	-2.4M	0.45	2.91	N/A	N/A	162,840	73,295	1,656,386	618,228
2022-09-30	$8.20	$8.00	68.7%	19.4%	46.7%	42.4%	67.6%	7.3%	1.4%	3.1M	-44.3M	-2.5M	0.50	2.51	N/A	N/A	136,318	67,874	1,678,493	633,686