PLTR Options History — March 2023 In March 2023, PLTR traded between $7.34 and $8.48. ATM implied volatility averaged 54.4%, placing in the 6.1% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded below realized volatility by 16.4% (HV 20d: 70.8%). Max pain ranged from $8.00 to $8.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.43.
Notable Days 2023-03-13 : Highest Volume — 173,133 contracts2023-03-16 : Largest IV drop — 7.5% change2023-03-13 : Highest IV Rank — 18.5%2023-03-13 : Largest Expected Move — 16.4%Monthly Statistics Metric Avg Min Max Open Close Price $8.07 $7.34 $8.48 $7.74 $8.39 Max Pain $8.07 $8.00 $8.50 $8.50 $8.00 ATM IV 54.4% 50.1% 60.8% 57.0% 51.4% Expected Move 15.4% 14.2% 16.4% 16.1% 14.4% HV 20d 70.8% 49.0% 98.8% 98.8% 49.0% HV 60d 70.2% 68.6% 72.6% 70.6% 69.0% IV Rank 6.1% 0.0% 18.5% 10.8% 2.5% IV Percentile 6.2% 0.0% 28.6% 11.1% 0.8% Term Structure 0.1% -3.0% 3.4% -0.9% 2.3% VWIV 55.0% 49.4% 60.0% 57.4% 52.1% Skew 25d 2.1% -1.4% 6.1% -0.5% 0.8% Skew 10d 4.0% -5.4% 13.6% -5.4% 2.0% Call IV 25d 54.9% 48.4% 61.0% 58.2% 52.3% Put IV 25d 57.0% 53.0% 62.4% 57.7% 53.1% Bid-Ask Spread % 2.96 2.02 3.98 2.55 3.37 Gamma HHI 0.10 0.08 0.11 0.10 0.10 Net GEX 2.4M 81.7K 4.5M 81.7K 3.4M Net DEX -81.9M -146.3M 33.3M -13.5M -137.0M Net VEX -2.0M -2.2M -1.8M -2.0M -2.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.43 0.18 0.85 0.52 0.29 Total Volume 91,352.217 40,590 173,133 66,412 128,203 Total OI 1,714,294.478 1,457,204 1,904,628 1,845,203 1,572,390
Daily Data (23 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 2023-03-01 $7.74 $8.50 57.0% 16.1% 98.8% 10.8% 57.4% -0.5% -0.9% 81.7K -13.5M -2.0M 0.52 2.55 N/A N/A 43,819 22,593 1,213,820 631,383 2023-03-02 $8.00 $8.50 55.9% 16.0% 97.2% 8.6% 57.8% 1.3% -1.2% 891.7K -52.2M -2.1M 0.35 2.40 N/A N/A 75,472 26,448 1,225,997 634,703 2023-03-03 $8.32 $8.50 55.2% 15.8% 93.8% 7.3% 57.2% -0.4% -1.1% 2.3M -110.3M -2.1M 0.26 2.02 N/A N/A 116,584 30,037 1,253,390 638,974 2023-03-06 $8.27 $8.00 53.7% 15.2% 91.8% 4.4% 53.8% 0.5% 0.1% 2.6M -104.9M -2.1M 0.59 2.91 N/A N/A 47,503 28,132 1,203,898 597,017 2023-03-07 $8.27 $8.00 53.6% 15.1% 91.7% 4.2% 53.8% 1.8% -1.2% 2.6M -104.7M -2.1M 0.28 2.74 N/A N/A 60,688 16,940 1,220,332 604,066 2023-03-08 $8.16 $8.00 52.3% 14.9% 91.8% 1.6% 53.0% -1.3% 0.1% 2.3M -80.9M -2.0M 0.18 3.58 N/A N/A 135,416 24,310 1,240,690 607,252 2023-03-09 $7.72 $8.00 54.8% 15.5% 93.8% 6.5% 55.6% -1.4% 0.4% 666.6K -25.8M -2.0M 0.57 2.64 N/A N/A 61,537 35,099 1,252,736 614,867 2023-03-10 $7.34 $8.00 57.3% 15.9% 94.7% 11.5% 57.2% -0.1% -1.1% 158.7K 33.3M -1.8M 0.85 3.31 N/A N/A 71,611 61,067 1,266,670 621,445 2023-03-13 $7.91 $8.00 60.8% 16.4% 96.4% 18.5% 60.0% 1.4% -3.0% 1.5M -59.2M -2.0M 0.32 3.64 N/A N/A 130,857 42,276 1,215,495 602,537 2023-03-14 $7.86 $8.00 58.6% 16.3% 96.3% 14.0% 59.2% 1.7% -1.8% 1.6M -53.0M -2.0M 0.19 2.57 N/A N/A 73,477 14,255 1,250,568 603,068 2023-03-15 $7.89 $8.00 58.5% 16.3% 65.2% 13.9% 58.3% 1.5% -1.3% 2.0M -63.6M -2.0M 0.54 3.49 N/A N/A 63,560 34,316 1,270,053 601,742 2023-03-16 $8.00 $8.00 54.1% 15.4% 56.0% 5.2% 55.7% 4.2% -0.7% 2.2M -76.3M -2.1M 0.32 2.96 N/A N/A 45,748 14,542 1,287,524 610,103 2023-03-17 $7.88 $8.00 55.3% 15.8% 54.9% 7.5% 55.4% 2.5% 0.0% 2.3M -48.7M -2.0M 0.60 2.41 N/A N/A 52,532 31,411 1,300,874 603,754 2023-03-20 $8.04 $8.00 53.7% 15.3% 53.9% 4.3% 54.6% 5.5% 1.1% 2.6M -89.8M -2.0M 0.31 2.79 N/A N/A 60,182 18,891 1,016,853 440,351 2023-03-21 $8.48 $8.00 51.9% 14.9% 50.6% 0.8% 52.4% 6.1% 2.0% 4.3M -146.3M -2.2M 0.24 2.59 N/A N/A 91,932 21,637 1,040,732 448,840 2023-03-22 $8.30 $8.00 52.4% 15.0% 50.8% 1.7% 53.5% 3.0% -0.1% 4.3M -130.1M -2.1M 0.41 3.98 N/A N/A 58,523 24,216 1,071,956 455,687 2023-03-23 $8.32 $8.00 54.6% 15.7% 50.5% 6.2% 56.3% 3.5% 0.9% 4.5M -133.1M -2.1M 0.33 3.15 N/A N/A 47,984 15,891 1,087,516 464,632 2023-03-24 $8.20 $8.00 54.1% 15.6% 50.3% 5.2% 55.9% 3.2% -0.2% 3.0M -111.7M -2.0M 0.56 3.25 N/A N/A 38,826 21,654 1,097,551 466,821 2023-03-27 $8.11 $8.00 53.5% 15.1% 50.4% 4.0% 53.9% 4.3% 0.6% 2.7M -91.8M -1.9M 0.68 3.49 N/A N/A 39,623 26,852 1,043,445 446,537 2023-03-28 $8.04 $8.00 51.5% 14.5% 49.9% 0.0% 51.7% 2.1% 2.2% 2.6M -87.7M -2.0M 0.51 3.67 N/A N/A 26,905 13,685 1,062,614 456,494 2023-03-29 $8.25 $8.00 50.1% 14.3% 50.3% 0.0% 49.4% 4.7% 3.4% 3.4M -104.5M -2.0M 0.40 2.58 N/A N/A 37,520 14,940 1,070,476 463,596 2023-03-30 $8.11 $8.00 51.1% 14.2% 49.5% 1.8% 50.6% 3.3% 2.3% 2.7M -92.0M -1.9M 0.49 2.07 N/A N/A 35,757 17,650 1,083,665 465,659 2023-03-31 $8.39 $8.00 51.4% 14.4% 49.0% 2.5% 52.1% 0.8% 2.3% 3.4M -137.0M -2.1M 0.29 3.37 N/A N/A 99,109 29,094 1,095,328 477,062
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