PLTR Options History — November 2022

In November 2022, PLTR traded between $6.99 and $8.68. ATM implied volatility averaged 62.6%, placing in the 30.4% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded below realized volatility by 6.7% (HV 20d: 69.3%). Max pain ranged from $8.00 to $8.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.63.

Notable Days

2022-11-07: Highest Volume — 426,200 contracts
2022-11-07: Largest IV drop — 21.2% change
2022-11-04: Highest IV Rank — 65.0%
2022-11-02: Largest Expected Move — 25.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.65	$6.99	$8.68	$8.68	$7.44
Max Pain	$8.00	$8.00	$8.00	$8.00	$8.00
ATM IV	62.6%	53.5%	81.7%	73.9%	53.5%
Expected Move	18.3%	15.8%	25.0%	24.2%	15.8%
HV 20d	69.3%	45.4%	78.7%	45.4%	78.7%
HV 60d	56.0%	48.7%	59.9%	50.0%	58.8%
IV Rank	30.4%	12.3%	65.0%	51.5%	12.3%
IV Percentile	31.2%	7.1%	84.9%	61.1%	7.1%
Term Structure	-0.1%	-4.6%	5.4%	-3.0%	2.1%
VWIV	63.9%	55.0%	87.3%	82.9%	55.9%
Skew 25d	5.1%	-0.0%	9.2%	8.0%	6.8%
Skew 10d	9.5%	-1.1%	17.3%	15.5%	13.0%
Call IV 25d	61.1%	51.6%	80.0%	68.9%	51.6%
Put IV 25d	66.2%	58.4%	89.2%	76.9%	58.4%
Bid-Ask Spread %	2.70	2.22	3.29	2.31	2.73
Gamma HHI	0.10	0.07	0.15	0.10	0.12
Net GEX	1.1M	-776.2K	3.3M	3.3M	1.6M
Net DEX	14.2M	-97.9M	112.4M	-75.6M	11.3M
Net VEX	-2.0M	-2.3M	-1.7M	-2.3M	-1.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.63	0.17	1.95	0.42	0.17
Total Volume	126,158.762	30,223	426,200	69,306	96,433
Total OI	2,418,121.619	2,261,504	2,593,588	2,325,309	2,324,071

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
2022-11-01	$8.68	$8.00	73.9%	24.2%	45.4%	51.5%	82.9%	8.0%	-3.0%	3.3M	-75.6M	-2.3M	0.42	2.31	N/A	N/A	48,936	20,370	1,692,803	632,506
2022-11-02	$8.27	$8.00	74.2%	25.0%	48.7%	52.0%	87.3%	6.0%	-0.4%	2.0M	-24.3M	-2.2M	0.75	2.52	N/A	N/A	48,287	36,027	1,704,184	638,030
2022-11-03	$8.12	$8.00	77.2%	21.3%	49.1%	57.2%	73.4%	6.7%	-3.0%	1.3M	53.0K	-2.2M	0.80	2.73	N/A	N/A	52,360	41,660	1,716,320	655,175
2022-11-04	$7.95	$8.00	81.7%	22.2%	47.5%	65.0%	77.4%	9.2%	-4.6%	1.2M	22.0M	-2.1M	0.74	3.14	N/A	N/A	129,059	95,563	1,724,434	659,700
2022-11-07	$7.05	$8.00	64.3%	18.9%	63.6%	34.9%	69.3%	-0.0%	1.1%	-776.2K	112.4M	-1.7M	0.71	2.35	N/A	N/A	249,148	177,052	1,711,939	664,438
2022-11-08	$7.24	$8.00	61.5%	17.9%	64.7%	29.9%	62.7%	3.0%	0.9%	141	71.9M	-1.9M	0.74	2.57	N/A	N/A	117,776	87,721	1,819,235	719,603
2022-11-09	$6.99	$8.00	60.7%	17.9%	65.3%	28.5%	61.4%	1.5%	0.9%	-710.4K	105.2M	-1.8M	0.49	3.23	N/A	N/A	51,912	25,388	1,840,767	736,330
2022-11-10	$7.64	$8.00	58.4%	16.7%	73.6%	24.6%	60.1%	5.8%	-0.9%	1.4M	23.5M	-2.0M	0.49	2.95	N/A	N/A	120,182	58,573	1,845,341	734,769
2022-11-11	$8.38	$8.00	56.7%	17.2%	76.4%	21.5%	58.1%	8.0%	5.4%	2.6M	-97.9M	-2.3M	0.53	3.29	N/A	N/A	135,099	71,231	1,858,180	735,408
2022-11-14	$8.11	$8.00	59.4%	17.2%	75.5%	26.3%	60.7%	5.5%	0.3%	2.3M	-41.4M	-2.0M	0.54	2.22	N/A	N/A	53,215	28,872	1,789,883	688,234
2022-11-15	$8.36	$8.00	61.6%	17.8%	75.8%	29.4%	61.2%	5.0%	-2.3%	3.2M	-83.3M	-2.2M	0.32	2.82	N/A	N/A	76,941	24,715	1,804,417	702,964
2022-11-16	$8.04	$8.00	60.2%	17.3%	76.0%	26.4%	61.1%	4.5%	-0.5%	2.2M	-34.4M	-2.1M	0.52	2.51	N/A	N/A	45,211	23,697	1,814,199	707,822
2022-11-17	$7.58	$8.00	62.1%	17.8%	78.6%	29.7%	64.1%	4.3%	-0.7%	198.7K	43.9M	-1.9M	0.71	3.06	N/A	N/A	78,360	55,347	1,821,124	712,913
2022-11-18	$7.40	$8.00	60.6%	17.3%	77.7%	25.3%	60.9%	1.9%	0.7%	-624.8K	63.4M	-1.8M	0.98	2.62	N/A	N/A	65,244	63,809	1,832,206	712,387
2022-11-21	$7.24	$8.00	61.0%	17.1%	77.9%	25.9%	59.0%	4.9%	-0.8%	483.5K	43.8M	-1.8M	0.49	2.66	N/A	N/A	66,220	32,177	1,644,553	616,951
2022-11-22	$7.21	$8.00	59.4%	16.4%	75.6%	23.1%	56.0%	5.7%	-0.0%	656.0K	32.3M	-1.8M	1.95	2.41	N/A	N/A	40,153	78,195	1,669,578	615,333
2022-11-23	$7.39	$8.00	56.0%	15.8%	76.5%	16.8%	55.0%	7.2%	1.0%	1.4M	14.0M	-1.9M	0.57	2.95	N/A	N/A	64,644	37,052	1,686,074	623,515
2022-11-25	$7.22	$8.00	58.0%	16.5%	76.6%	20.6%	56.7%	6.0%	-1.1%	658.8K	30.9M	-1.8M	0.31	2.58	N/A	N/A	23,029	7,194	1,703,889	632,915
2022-11-28	$7.17	$8.00	57.9%	16.9%	76.5%	20.4%	59.4%	2.9%	0.1%	669.4K	35.6M	-1.8M	0.64	2.55	N/A	N/A	41,710	26,556	1,663,335	616,622
2022-11-29	$7.08	$8.00	56.7%	16.7%	75.7%	18.1%	58.3%	4.8%	1.9%	48.7K	44.8M	-1.8M	0.43	2.44	N/A	N/A	38,026	16,190	1,677,074	631,333
2022-11-30	$7.44	$8.00	53.5%	15.8%	78.7%	12.3%	55.9%	6.8%	2.1%	1.6M	11.3M	-1.8M	0.17	2.73	N/A	N/A	82,414	14,019	1,688,786	635,285