PLTR Options History — December 2022

In December 2022, PLTR traded between $6.00 and $7.86. ATM implied volatility averaged 56.7%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded below realized volatility by 4.3% (HV 20d: 60.9%). Max pain ranged from $7.50 to $9.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.63.

Notable Days

2022-12-19: Highest Volume — 158,550 contracts
2022-12-27: Largest IV spike — 13.5% change
2022-12-28: Highest IV Rank — 30.4%
2022-12-27: Largest Expected Move — 17.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.84	$6.00	$7.86	$7.86	$6.37
Max Pain	$8.33	$7.50	$9.00	$8.00	$7.50
ATM IV	56.7%	51.5%	63.4%	51.5%	61.5%
Expected Move	16.3%	14.8%	17.7%	16.1%	17.3%
HV 20d	60.9%	47.7%	83.0%	80.1%	54.2%
HV 60d	59.9%	58.0%	61.8%	59.7%	61.8%
IV Rank	18.1%	8.8%	30.4%	8.8%	27.0%
IV Percentile	14.2%	5.2%	32.9%	5.2%	27.8%
Term Structure	1.3%	-2.6%	4.0%	1.4%	2.1%
VWIV	58.7%	53.9%	63.8%	57.2%	62.4%
Skew 25d	4.7%	2.1%	7.8%	6.4%	6.3%
Skew 10d	8.0%	0.9%	12.7%	11.8%	10.8%
Call IV 25d	55.9%	49.7%	61.7%	49.7%	59.4%
Put IV 25d	60.6%	55.5%	67.4%	56.1%	65.7%
Bid-Ask Spread %	2.42	1.13	7.35	2.64	1.60
Gamma HHI	0.18	0.12	0.26	0.14	0.23
Net GEX	252.4K	-1.1M	3.8M	3.8M	-657.3K
Net DEX	40.9M	-56.3M	90.2M	-56.3M	42.2M
Net VEX	-1.6M	-1.9M	-1.2M	-1.9M	-1.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.63	0.25	1.53	0.35	0.63
Total Volume	89,774.905	47,626	158,550	147,597	47,626
Total OI	2,336,921.19	2,194,567	2,460,819	2,342,631	2,257,127

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
2022-12-01	$7.86	$8.00	51.5%	16.1%	80.1%	8.8%	57.2%	6.4%	1.4%	3.8M	-56.3M	-1.9M	0.35	2.64	N/A	N/A	109,000	38,597	1,710,673	631,958
2022-12-02	$7.67	$8.00	53.3%	15.4%	80.3%	12.0%	55.7%	4.7%	-0.9%	2.4M	-37.7M	-1.9M	0.47	2.03	N/A	N/A	49,073	23,312	1,731,467	635,150
2022-12-05	$7.19	$9.00	55.8%	16.4%	83.0%	16.5%	59.9%	3.3%	1.9%	831.9K	30.6M	-1.7M	0.73	7.22	N/A	N/A	57,219	41,536	1,691,037	615,726
2022-12-06	$7.01	$9.00	56.7%	16.7%	71.6%	18.2%	58.4%	4.0%	2.9%	97.3K	51.5M	-1.7M	0.42	7.35	N/A	N/A	53,775	22,404	1,711,673	635,080
2022-12-07	$7.08	$9.00	58.1%	16.9%	71.1%	20.7%	60.5%	3.2%	1.9%	495.8K	37.8M	-1.8M	0.53	1.33	N/A	N/A	41,786	22,293	1,734,742	643,827
2022-12-08	$7.08	$9.00	58.3%	16.7%	69.9%	21.0%	62.1%	3.3%	2.6%	79.7K	45.0M	-1.7M	0.84	1.59	N/A	N/A	37,816	31,586	1,743,635	651,773
2022-12-09	$7.12	$9.00	56.3%	16.4%	61.7%	17.5%	59.6%	3.1%	2.0%	408.7K	36.8M	-1.8M	0.46	1.54	N/A	N/A	43,582	20,047	1,755,990	665,563
2022-12-12	$7.25	$9.00	58.1%	16.2%	51.1%	20.8%	57.5%	7.6%	-2.4%	792.8K	25.5M	-1.8M	0.25	1.59	N/A	N/A	43,635	10,857	1,726,093	647,738
2022-12-13	$7.51	$9.00	53.7%	15.7%	52.3%	12.7%	55.8%	5.6%	0.3%	2.5M	-7.9M	-1.8M	0.55	1.26	N/A	N/A	75,669	41,652	1,746,179	651,002
2022-12-14	$7.34	$9.00	52.9%	15.3%	51.1%	11.3%	53.9%	3.0%	0.5%	1.5M	20.5M	-1.7M	0.32	1.13	N/A	N/A	44,253	14,177	1,759,697	652,734
2022-12-15	$7.05	$9.00	55.9%	16.2%	51.2%	16.7%	61.0%	2.1%	0.4%	-679.8K	51.9M	-1.7M	1.53	1.55	N/A	N/A	46,706	71,588	1,769,374	650,251
2022-12-16	$6.91	$9.00	53.4%	14.8%	47.7%	12.1%	56.6%	7.8%	-2.6%	-230.5K	77.4M	-1.6M	1.03	1.52	N/A	N/A	66,679	69,014	1,780,488	680,331
2022-12-19	$6.33	$9.00	57.7%	16.4%	55.8%	20.0%	59.8%	2.8%	2.0%	-1.1M	90.2M	-1.5M	0.59	1.94	N/A	N/A	99,737	58,813	1,662,262	614,912
2022-12-20	$6.30	$7.50	54.6%	15.6%	55.5%	14.4%	57.1%	3.3%	2.3%	-835.7K	85.9M	-1.4M	0.86	1.68	N/A	N/A	52,396	45,198	1,695,123	616,724
2022-12-21	$6.47	$7.50	53.9%	15.5%	56.8%	13.1%	55.0%	5.1%	4.0%	-545.4K	55.4M	-1.4M	0.75	1.97	N/A	N/A	56,526	42,455	1,708,924	602,996
2022-12-22	$6.29	$7.50	56.4%	16.1%	56.2%	17.7%	59.4%	3.4%	2.3%	-843.9K	60.1M	-1.4M	0.88	1.80	N/A	N/A	52,825	46,673	1,729,376	585,782
2022-12-23	$6.26	$7.50	55.2%	15.7%	55.9%	15.5%	56.1%	5.1%	2.5%	-882.0K	66.2M	-1.4M	0.55	1.65	N/A	N/A	41,110	22,604	1,732,780	607,068
2022-12-27	$6.00	$7.50	62.6%	17.7%	57.3%	29.0%	63.8%	5.7%	1.0%	-1.1M	78.8M	-1.2M	0.64	1.81	N/A	N/A	53,258	33,871	1,643,416	551,151
2022-12-28	$6.04	$7.50	63.4%	17.7%	57.5%	30.4%	61.2%	5.6%	1.1%	-951.8K	69.3M	-1.4M	0.30	1.82	N/A	N/A	44,398	13,172	1,660,935	557,237
2022-12-29	$6.41	$7.50	60.6%	17.0%	58.9%	25.3%	59.6%	6.8%	2.0%	223.8K	35.6M	-1.4M	0.44	5.85	N/A	N/A	68,098	30,257	1,673,683	553,668
2022-12-30	$6.37	$7.50	61.5%	17.3%	54.2%	27.0%	62.4%	6.3%	2.1%	-657.3K	42.2M	-1.4M	0.63	1.60	N/A	N/A	29,147	18,479	1,687,556	569,571