PLTR Options History — October 2022 In October 2022, PLTR traded between $7.58 and $8.81. ATM implied volatility averaged 75.1%, placing in the 53.6% IV rank vs the trailing year. The 30-day expected move averaged 22.0%. IV traded above realized volatility by 30.2% (HV 20d: 45.0%). Max pain ranged from $8.00 to $8.50. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.56.
Notable Days 2022-10-26 : Highest Volume — 121,370 contracts2022-10-10 : Largest IV spike — 9.4% change2022-10-12 : Highest IV Rank — 68.9%2022-10-26 : Largest Expected Move — 23.4%Monthly Statistics Metric Avg Min Max Open Close Price $8.27 $7.58 $8.81 $8.24 $8.81 Max Pain $8.02 $8.00 $8.50 $8.00 $8.00 ATM IV 75.1% 66.0% 83.9% 69.1% 69.5% Expected Move 22.0% 17.6% 23.4% 19.7% 22.8% HV 20d 45.0% 34.7% 48.0% 46.3% 46.0% HV 60d 59.9% 58.2% 62.4% 62.4% 58.4% IV Rank 53.6% 37.9% 68.9% 43.1% 43.9% IV Percentile 67.7% 48.0% 89.3% 55.6% 50.8% Term Structure -0.5% -7.5% 8.8% 8.2% -2.0% VWIV 75.8% 62.7% 81.4% 66.7% 81.4% Skew 25d 9.8% 6.3% 12.9% 9.4% 10.2% Skew 10d 17.2% 8.1% 24.2% 16.3% 18.7% Call IV 25d 70.3% 62.3% 78.8% 64.3% 64.3% Put IV 25d 80.1% 72.6% 88.8% 73.8% 74.5% Bid-Ask Spread % 2.21 1.93 2.82 2.52 2.34 Gamma HHI 0.09 0.07 0.14 0.08 0.09 Net GEX 2.4M -740.7K 4.3M 2.3M 3.6M Net DEX -27.7M -87.5M 57.9M -25.8M -87.5M Net VEX -2.3M -2.5M -2.1M -2.5M -2.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.56 0.35 0.87 0.43 0.72 Total Volume 86,417.762 63,007 121,370 81,713 71,159 Total OI 2,316,028.286 2,237,225 2,386,537 2,270,417 2,297,005
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 2022-10-03 $8.24 $8.00 69.1% 19.7% 46.3% 43.1% 66.7% 9.4% 8.2% 2.3M -25.8M -2.5M 0.43 2.52 N/A N/A 57,303 24,410 1,648,616 621,801 2022-10-04 $8.48 $8.00 67.7% 17.6% 46.5% 40.8% 62.7% 9.3% 8.2% 3.1M -58.1M -2.5M 0.41 2.61 N/A N/A 66,015 27,172 1,661,182 627,033 2022-10-05 $8.45 $8.50 66.0% 17.6% 46.5% 37.9% 64.6% 10.3% 8.5% 3.0M -51.4M -2.5M 0.64 2.37 N/A N/A 44,045 28,070 1,675,723 637,676 2022-10-06 $8.49 $8.00 69.4% 21.9% 46.4% 43.7% 74.0% 9.6% 8.8% 3.6M -59.1M -2.5M 0.46 2.01 N/A N/A 45,805 21,198 1,682,651 636,349 2022-10-07 $8.15 $8.00 71.4% 21.5% 48.0% 47.1% 74.0% 7.9% 8.0% 2.0M -11.7M -2.4M 0.56 2.12 N/A N/A 55,476 31,119 1,691,588 638,645 2022-10-10 $8.09 $8.00 78.0% 22.3% 47.0% 58.7% 75.4% 11.4% -2.2% 1.5M 8.4M -2.2M 0.61 2.82 N/A N/A 44,664 27,133 1,653,641 612,358 2022-10-11 $8.03 $8.00 80.2% 22.6% 39.2% 62.5% 77.7% 9.8% -2.8% 1.6M 7.3M -2.2M 0.52 2.18 N/A N/A 54,615 28,338 1,667,568 619,316 2022-10-12 $8.10 $8.00 83.9% 23.0% 38.8% 68.9% 80.5% 10.8% -3.8% 1.9M -4.9M -2.3M 0.87 1.93 N/A N/A 38,164 33,074 1,680,002 624,640 2022-10-13 $8.14 $8.00 81.7% 22.8% 34.7% 65.1% 77.3% 10.6% -2.6% 2.3M -9.9M -2.3M 0.63 2.13 N/A N/A 62,574 39,414 1,690,382 643,355 2022-10-14 $7.58 $8.00 81.4% 22.5% 42.1% 64.5% 79.4% 6.3% -4.5% -740.7K 57.9M -2.1M 0.53 2.06 N/A N/A 78,170 41,639 1,700,260 650,043 2022-10-17 $7.98 $8.00 77.1% 21.9% 46.0% 57.1% 76.9% 10.1% -2.1% 1.5M 10.1M -2.2M 0.61 2.04 N/A N/A 66,586 40,526 1,680,218 616,468 2022-10-18 $8.18 $8.00 77.6% 22.2% 45.8% 57.9% 75.3% 10.0% -3.8% 2.3M -13.9M -2.2M 0.44 2.10 N/A N/A 57,797 25,475 1,702,287 638,457 2022-10-19 $7.89 $8.00 78.1% 22.4% 47.9% 58.8% 77.5% 8.3% -3.6% 1.7M 22.3M -2.2M 0.66 2.01 N/A N/A 38,001 25,006 1,719,904 646,425 2022-10-20 $8.02 $8.00 79.4% 23.0% 45.3% 61.1% 79.6% 8.4% -5.4% 2.4M 2.8M -2.2M 0.57 2.07 N/A N/A 60,524 34,247 1,727,966 644,652 2022-10-21 $8.30 $8.00 77.9% 23.0% 46.4% 58.5% 78.8% 12.5% -7.5% 1.8M -41.2M -2.3M 0.53 2.67 N/A N/A 63,812 33,620 1,736,985 649,552 2022-10-24 $8.27 $8.00 75.8% 23.0% 45.9% 54.8% 79.1% 9.8% -2.8% 2.1M -28.8M -2.3M 0.78 2.17 N/A N/A 41,298 32,047 1,644,902 592,323 2022-10-25 $8.64 $8.00 73.4% 23.2% 48.0% 50.6% 74.1% 12.9% -1.2% 3.2M -71.4M -2.4M 0.35 2.10 N/A N/A 81,294 28,717 1,665,393 610,318 2022-10-26 $8.61 $8.00 74.5% 23.4% 46.0% 52.5% 81.3% 10.0% -2.8% 3.8M -78.1M -2.4M 0.39 2.12 N/A N/A 87,489 33,881 1,696,387 623,146 2022-10-27 $8.60 $8.00 73.2% 22.9% 45.9% 50.2% 76.6% 8.8% -1.8% 4.1M -72.4M -2.4M 0.40 2.15 N/A N/A 48,073 19,079 1,703,917 629,737 2022-10-28 $8.63 $8.00 72.2% 23.3% 45.6% 48.5% 78.9% 10.3% -2.4% 4.3M -75.5M -2.4M 0.70 1.97 N/A N/A 45,775 31,969 1,714,825 632,898 2022-10-31 $8.81 $8.00 69.5% 22.8% 46.0% 43.9% 81.4% 10.2% -2.0% 3.6M -87.5M -2.4M 0.72 2.34 N/A N/A 41,313 29,846 1,676,640 620,365
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