PLTR Options History — April 2023

In April 2023, PLTR traded between $7.71 and $8.89. ATM implied volatility averaged 63.1%, placing in the 25.1% IV rank vs the trailing year. The 30-day expected move averaged 18.1%. IV traded above realized volatility by 21.3% (HV 20d: 41.8%). Max pain ranged from $8.00 to $8.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.38.

Notable Days

  • 2023-04-13: Highest Volume — 124,677 contracts
  • 2023-04-10: Largest IV spike — 14.0% change
  • 2023-04-12: Highest IV Rank — 37.5%
  • 2023-04-26: Largest Expected Move — 19.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.27$7.71$8.89$8.39$7.75
Max Pain$8.00$8.00$8.00$8.00$8.00
ATM IV63.1%53.8%69.5%53.8%62.1%
Expected Move18.1%14.0%19.8%14.0%19.6%
HV 20d41.8%36.6%51.6%49.0%40.7%
HV 60d68.6%66.1%69.6%68.7%66.1%
IV Rank25.1%7.1%37.5%7.1%23.1%
IV Percentile39.6%7.1%59.1%7.1%36.1%
Term Structure-0.3%-3.6%10.2%8.4%-2.2%
VWIV64.1%49.8%69.5%49.8%68.7%
Skew 25d2.5%0.0%4.2%4.2%0.0%
Skew 10d5.8%0.3%12.4%6.7%2.8%
Call IV 25d63.2%53.5%69.8%53.5%63.0%
Put IV 25d65.7%57.6%71.3%57.6%63.1%
Bid-Ask Spread %2.792.194.274.272.19
Gamma HHI0.110.090.150.100.10
Net GEX3.6M1.1M6.9M4.0M1.1M
Net DEX-119.5M-233.9M-33.5M-136.3M-33.5M
Net VEX-2.0M-2.3M-1.8M-2.2M-1.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.380.150.660.300.47
Total Volume80,656.84243,880124,67777,44873,795
Total OI1,644,039.5261,534,6191,728,7571,534,6191,693,016

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-04-03$8.39$8.0053.8%14.0%49.0%7.1%49.8%4.2%8.4%4.0M-136.3M-2.2M0.304.27N/AN/A59,66617,7821,071,896462,723
2023-04-04$8.38$8.0056.0%14.3%49.0%11.2%50.0%3.1%5.8%4.4M-134.0M-2.1M0.242.23N/AN/A35,2568,6241,090,559469,058
2023-04-05$8.00$8.0059.6%14.6%51.6%18.4%51.8%1.4%6.9%2.2M-78.5M-1.9M0.283.29N/AN/A95,05726,4491,096,650472,094
2023-04-06$8.11$8.0057.5%18.4%47.6%14.3%65.1%2.0%10.2%2.7M-97.1M-2.0M0.352.41N/AN/A51,26317,7441,123,789485,611
2023-04-10$8.36$8.0065.6%19.4%44.2%29.9%67.5%1.4%0.1%3.7M-133.7M-2.1M0.152.61N/AN/A100,76714,9011,091,938471,137
2023-04-11$8.54$8.0067.9%18.8%36.6%34.4%66.6%2.4%-3.4%5.5M-167.7M-2.2M0.252.46N/AN/A88,62121,7501,125,181475,120
2023-04-12$8.34$8.0069.5%19.3%37.8%37.5%67.8%1.5%-2.4%4.6M-132.0M-2.0M0.362.59N/AN/A50,15818,1471,147,910480,505
2023-04-13$8.61$8.0067.2%18.5%39.2%33.0%66.0%3.9%-2.7%6.9M-172.2M-2.1M0.552.64N/AN/A80,63644,0411,154,814483,460
2023-04-14$8.89$8.0066.0%18.5%40.3%30.7%65.5%3.6%-1.3%6.0M-233.9M-2.3M0.313.65N/AN/A89,83928,2031,192,611517,091
2023-04-17$8.80$8.0066.1%18.8%40.0%31.0%65.8%3.3%-3.6%6.1M-208.9M-2.2M0.293.77N/AN/A74,66721,8761,163,416503,641
2023-04-18$8.77$8.0064.4%18.3%39.7%27.6%64.8%4.2%-3.5%6.3M-200.8M-2.2M0.423.03N/AN/A44,33918,7131,185,763512,098
2023-04-19$8.50$8.0063.6%18.2%37.1%26.0%64.3%2.1%-1.7%4.0M-148.3M-2.0M0.552.31N/AN/A36,96820,4751,191,873518,093
2023-04-20$8.16$8.0063.4%18.3%39.2%25.7%66.1%2.1%-3.0%2.2M-97.3M-2.0M0.442.41N/AN/A46,76020,5831,197,442522,154
2023-04-21$8.20$8.0062.3%18.1%39.2%23.5%64.1%3.2%-3.3%2.5M-102.5M-2.0M0.662.88N/AN/A56,65637,4991,205,577523,180
2023-04-24$8.11$8.0062.3%18.6%39.1%23.5%65.5%2.8%-1.6%2.2M-80.9M-1.9M0.422.48N/AN/A37,53315,6341,126,120500,907
2023-04-25$7.76$8.0063.8%19.3%41.9%26.4%69.4%1.1%-3.3%1.3M-36.4M-1.8M0.492.56N/AN/A41,72820,4991,140,493510,667
2023-04-26$7.71$8.0065.1%19.8%41.9%28.9%69.5%2.3%-3.3%1.3M-33.7M-1.8M0.472.54N/AN/A39,38718,5951,144,754511,712
2023-04-27$7.81$8.0062.8%19.6%41.0%24.6%68.8%2.4%-1.3%1.4M-43.0M-1.8M0.312.61N/AN/A44,06313,8061,154,107519,591
2023-04-28$7.75$8.0062.1%19.6%40.7%23.1%68.7%0.0%-2.2%1.1M-33.5M-1.8M0.472.19N/AN/A50,28123,5141,166,325526,691