PLTR Options History — February 2023 In February 2023, PLTR traded between $7.51 and $10.05. ATM implied volatility averaged 66.8%, placing in the 30.4% IV rank vs the trailing year. The 30-day expected move averaged 19.0%. IV traded below realized volatility by 13.5% (HV 20d: 80.3%). Max pain ranged from $7.00 to $9.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.50.
Notable Days 2023-02-15 : Highest Volume — 656,239 contracts2023-02-14 : Largest IV drop — 13.5% change2023-02-13 : Highest IV Rank — 50.6%2023-02-01 : Largest Expected Move — 23.9%Monthly Statistics Metric Avg Min Max Open Close Price $8.45 $7.51 $10.05 $8.21 $7.84 Max Pain $8.26 $7.00 $9.00 $7.00 $9.00 ATM IV 66.8% 57.6% 76.9% 72.0% 57.6% Expected Move 19.0% 16.6% 23.9% 23.9% 16.7% HV 20d 80.3% 50.1% 103.2% 50.1% 99.8% HV 60d 65.6% 55.5% 72.0% 63.6% 71.4% IV Rank 30.4% 12.0% 50.6% 40.7% 12.0% IV Percentile 41.6% 11.5% 73.0% 56.3% 11.5% Term Structure -1.2% -3.7% 1.3% -1.9% -0.1% VWIV 69.0% 59.4% 84.6% 84.6% 60.1% Skew 25d -1.9% -9.1% 2.2% 1.2% 1.1% Skew 10d -4.1% -23.5% 5.2% 2.1% -0.2% Call IV 25d 70.4% 58.1% 80.6% 73.9% 58.1% Put IV 25d 68.5% 59.2% 79.6% 75.1% 59.2% Bid-Ask Spread % 3.38 2.13 9.48 2.61 2.75 Gamma HHI 0.11 0.08 0.18 0.12 0.10 Net GEX 3.6M -1.1M 9.7M 5.3M 211.8K Net DEX -200.3M -524.8M -26.8M -220.0M -26.8M Net VEX -2.2M -2.6M -1.9M -2.1M -2.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.50 0.23 0.88 0.23 0.34 Total Volume 242,066.737 66,151 656,239 209,686 66,151 Total OI 1,830,939.316 1,649,853 2,130,115 1,649,853 1,823,659
Daily Data (19 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 2023-02-01 $8.21 $7.00 72.0% 23.9% 50.1% 40.7% 84.6% 1.2% -1.9% 5.3M -220.0M -2.1M 0.23 2.61 N/A N/A 170,260 39,426 1,076,202 573,651 2023-02-02 $8.89 $7.00 72.2% 19.9% 55.3% 41.1% 71.6% -5.5% -2.8% 6.0M -341.0M -2.3M 0.30 2.85 N/A N/A 354,255 107,473 1,102,162 583,340 2023-02-03 $8.41 $8.00 70.3% 19.7% 58.9% 37.3% 71.2% -9.1% -1.8% 5.3M -254.6M -2.2M 0.56 3.02 N/A N/A 129,869 72,118 1,163,899 613,016 2023-02-06 $8.32 $8.00 71.8% 20.0% 59.5% 40.3% 73.1% -5.2% -1.6% 4.3M -219.4M -2.2M 0.41 2.81 N/A N/A 105,593 43,652 1,122,090 606,439 2023-02-07 $8.29 $8.00 72.5% 19.9% 59.8% 41.8% 73.7% -7.1% -3.7% 4.6M -211.6M -2.2M 0.45 2.17 N/A N/A 79,305 35,852 1,150,542 625,850 2023-02-08 $8.23 $8.00 72.1% 20.0% 60.0% 40.9% 73.9% -6.5% -2.3% 4.5M -200.0M -2.2M 0.36 2.31 N/A N/A 74,654 26,878 1,159,870 630,924 2023-02-09 $7.96 $8.00 72.9% 20.2% 60.8% 42.4% 76.8% -1.8% -3.6% 3.3M -154.0M -2.1M 0.56 2.45 N/A N/A 80,862 45,575 1,173,808 639,810 2023-02-10 $7.51 $8.00 73.9% 20.6% 65.0% 44.4% 76.5% -0.3% -3.4% 253.6K -79.0M -1.9M 0.83 3.06 N/A N/A 87,136 72,457 1,184,578 650,480 2023-02-13 $7.62 $8.00 76.9% 21.6% 65.0% 50.6% 76.9% 1.5% -1.6% 2.1M -97.9M -1.9M 0.88 2.72 N/A N/A 163,451 143,986 1,123,123 622,435 2023-02-14 $9.23 $7.00 66.6% 19.1% 93.0% 29.9% 68.5% 1.3% 0.0% 7.7M -356.2M -2.3M 0.35 2.13 N/A N/A 474,104 165,180 1,185,821 678,366 2023-02-15 $10.05 $8.00 65.5% 18.8% 94.8% 27.7% 67.6% -4.3% 1.3% 9.7M -524.8M -2.6M 0.39 3.67 N/A N/A 473,771 182,468 1,248,587 713,568 2023-02-16 $9.64 $9.00 62.2% 17.8% 96.4% 21.2% 63.7% -1.2% 0.5% 8.1M -411.3M -2.6M 0.48 3.13 N/A N/A 210,385 101,886 1,276,255 798,963 2023-02-17 $9.18 $9.00 62.5% 18.0% 98.9% 21.9% 65.9% -1.5% -1.0% 3.5M -292.2M -2.5M 0.59 3.82 N/A N/A 198,589 117,558 1,294,003 836,112 2023-02-21 $8.48 $9.00 61.9% 17.8% 103.2% 20.6% 63.7% -0.5% -1.5% 2.1M -128.3M -2.3M 0.67 9.48 N/A N/A 139,577 93,562 1,140,506 605,178 2023-02-22 $8.34 $9.00 60.3% 17.2% 101.3% 17.5% 62.2% -0.4% -0.2% 1.3M -101.0M -2.3M 0.83 2.80 N/A N/A 86,742 71,858 1,175,357 638,141 2023-02-23 $8.21 $9.00 59.7% 16.9% 101.4% 16.3% 61.9% 2.2% 0.5% 455.3K -72.5M -2.2M 0.42 2.63 N/A N/A 127,492 53,475 1,200,674 661,591 2023-02-24 $8.05 $9.00 59.1% 16.7% 101.8% 15.1% 60.6% 0.3% 0.2% -1.1M -60.0M -2.2M 0.40 7.40 N/A N/A 78,332 30,963 1,242,954 669,005 2023-02-27 $8.00 $9.00 59.1% 16.6% 100.0% 15.0% 59.4% -0.3% -0.8% 783.0K -55.5M -2.0M 0.45 2.47 N/A N/A 64,887 29,486 1,185,107 611,781 2023-02-28 $7.84 $9.00 57.6% 16.7% 99.8% 12.0% 60.1% 1.1% -0.1% 211.8K -26.8M -2.0M 0.34 2.75 N/A N/A 49,201 16,950 1,198,114 625,545
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