PLTR Options History — January 2023 In January 2023, PLTR traded between $6.36 and $7.75. ATM implied volatility averaged 64.1%, placing in the 25.7% IV rank vs the trailing year. The 30-day expected move averaged 19.8%. IV traded above realized volatility by 14.9% (HV 20d: 49.2%). Max pain ranged from $7.00 to $7.50. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.51.
Notable Days 2023-01-31 : Highest Volume — 275,885 contracts2023-01-27 : Largest IV spike — 8.0% change2023-01-31 : Highest IV Rank — 45.6%2023-01-31 : Largest Expected Move — 25.8%Monthly Statistics Metric Avg Min Max Open Close Price $6.96 $6.36 $7.75 $6.37 $7.75 Max Pain $7.05 $7.00 $7.50 $7.50 $7.00 ATM IV 64.1% 58.0% 74.4% 62.8% 74.4% Expected Move 19.8% 16.3% 25.8% 17.5% 25.8% HV 20d 49.2% 40.7% 54.5% 54.0% 47.3% HV 60d 61.2% 59.5% 62.6% 61.8% 62.5% IV Rank 25.7% 12.9% 45.6% 29.2% 45.6% IV Percentile 33.6% 13.5% 63.1% 31.0% 63.1% Term Structure 1.2% -3.9% 9.0% 2.9% -1.8% VWIV 69.9% 60.0% 95.6% 63.6% 95.6% Skew 25d 6.1% -3.5% 9.8% 6.3% -3.5% Skew 10d 11.2% -13.4% 20.3% 13.4% -13.4% Call IV 25d 62.0% 53.9% 79.4% 61.3% 79.4% Put IV 25d 68.1% 59.8% 76.2% 67.6% 75.9% Bid-Ask Spread % 3.00 1.78 11.55 1.78 2.51 Gamma HHI 0.17 0.09 0.41 0.25 0.09 Net GEX 1.8M -665.2K 5.8M -665.2K 3.0M Net DEX -29.9M -140.2M 40.7M 40.7M -140.2M Net VEX -1.5M -1.9M -1.4M -1.4M -1.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.17 2.19 0.54 0.20 Total Volume 101,001.1 46,815 275,885 46,815 275,885 Total OI 2,029,410.45 1,423,765 2,380,605 2,209,992 1,556,281
Daily Data (20 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 2023-01-03 $6.37 $7.50 62.8% 17.5% 54.0% 29.2% 63.6% 6.3% 2.9% -665.2K 40.7M -1.4M 0.54 1.78 N/A N/A 30,377 16,438 1,651,333 558,659 2023-01-04 $6.54 $7.50 62.4% 16.3% 51.2% 27.4% 60.0% 6.9% 1.5% -299.3K 22.6M -1.4M 2.19 2.38 N/A N/A 52,146 114,299 1,663,530 567,133 2023-01-05 $6.36 $7.00 64.1% 21.1% 51.4% 27.6% 72.8% 4.5% 2.2% -361.5K 39.0M -1.4M 0.80 2.27 N/A N/A 35,192 28,278 1,684,141 586,069 2023-01-06 $6.42 $7.00 59.2% 20.4% 51.4% 15.3% 66.7% 5.4% 1.3% -387.3K 33.6M -1.4M 0.75 2.53 N/A N/A 41,003 30,921 1,695,297 586,790 2023-01-09 $6.51 $7.00 58.2% 18.5% 51.8% 13.3% 67.1% 4.0% 6.2% -138.2K 25.9M -1.4M 0.39 3.50 N/A N/A 50,182 19,670 1,678,482 586,665 2023-01-10 $6.67 $7.00 58.0% 18.3% 52.7% 12.9% 64.4% 5.8% 5.9% 577.1K 9.8M -1.5M 0.24 3.34 N/A N/A 56,024 13,256 1,696,663 595,397 2023-01-11 $6.95 $7.00 58.7% 19.5% 54.5% 14.2% 67.6% 8.5% 9.0% 1.7M -27.2M -1.5M 0.17 2.16 N/A N/A 85,672 14,960 1,729,377 597,737 2023-01-12 $7.01 $7.00 60.0% 18.8% 52.9% 16.8% 65.4% 7.9% 6.2% 2.9M -42.0M -1.6M 0.34 11.55 N/A N/A 51,323 17,274 1,751,481 602,263 2023-01-13 $6.96 $7.00 60.6% 18.5% 52.4% 18.0% 65.7% 8.5% 6.0% 5.4M -27.5M -1.5M 0.30 2.32 N/A N/A 41,908 12,553 1,760,860 604,531 2023-01-17 $7.09 $7.00 64.4% 18.7% 50.9% 25.6% 64.5% 9.4% -1.0% 1.8M -40.0M -1.6M 0.27 2.97 N/A N/A 74,101 19,663 1,731,820 590,712 2023-01-18 $6.88 $7.00 65.8% 18.9% 51.6% 28.3% 66.7% 6.7% -2.4% 1.7M -15.6M -1.5M 0.33 2.57 N/A N/A 69,589 22,899 1,753,829 594,928 2023-01-19 $6.76 $7.00 64.0% 18.4% 40.7% 24.9% 65.5% 6.9% -0.7% 1.2M -3.0M -1.5M 0.47 2.20 N/A N/A 42,510 20,075 1,764,272 601,521 2023-01-20 $7.03 $7.00 65.6% 19.0% 42.5% 28.0% 65.4% 9.8% -2.4% 5.8M -31.6M -1.5M 0.28 2.51 N/A N/A 75,252 20,937 1,770,912 609,693 2023-01-23 $7.38 $7.00 62.1% 18.5% 44.6% 21.1% 65.7% 9.5% 0.6% 2.3M -72.5M -1.6M 0.51 2.71 N/A N/A 89,799 45,710 924,192 499,573 2023-01-24 $7.01 $7.00 63.5% 19.4% 47.6% 23.8% 70.0% 6.4% 0.0% 1.7M -33.4M -1.5M 0.60 2.23 N/A N/A 47,489 28,710 954,218 524,474 2023-01-25 $7.20 $7.00 66.6% 20.7% 48.1% 29.9% 71.9% 8.1% -1.3% 2.1M -54.0M -1.5M 0.55 2.52 N/A N/A 65,598 35,818 960,707 538,031 2023-01-26 $7.20 $7.00 66.8% 20.9% 44.5% 30.3% 71.6% 6.5% -2.1% 2.1M -58.9M -1.6M 0.59 2.84 N/A N/A 45,020 26,777 975,990 554,168 2023-01-27 $7.62 $7.00 72.1% 23.4% 47.6% 40.9% 82.7% 1.4% -3.9% 2.6M -132.3M -1.8M 0.26 2.98 N/A N/A 175,815 45,680 986,005 568,978 2023-01-30 $7.42 $7.00 72.4% 24.2% 45.9% 41.4% 85.5% 2.6% -2.8% 2.3M -91.1M -1.7M 0.50 2.18 N/A N/A 54,242 26,977 984,010 547,487 2023-01-31 $7.75 $7.00 74.4% 25.8% 47.3% 45.6% 95.6% -3.5% -1.8% 3.0M -140.2M -1.9M 0.20 2.51 N/A N/A 230,139 45,746 996,570 559,711
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