PLTR Options History — May 2023 In May 2023, PLTR traded between $7.33 and $14.79. ATM implied volatility averaged 61.3%, placing in the 30.1% IV rank vs the trailing year. The 30-day expected move averaged 18.2%. IV traded below realized volatility by 19.4% (HV 20d: 80.7%). Max pain ranged from $8.00 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.46.
Notable Days 2023-05-18 : Highest Volume — 1,091,345 contracts2023-05-09 : Largest IV drop — 24.2% change2023-05-30 : Highest IV Rank — 83.9%2023-05-30 : Largest Expected Move — 25.4%Monthly Statistics Metric Avg Min Max Open Close Price $10.46 $7.33 $14.79 $7.79 $14.71 Max Pain $8.64 $8.00 $10.00 $8.00 $10.00 ATM IV 61.3% 48.2% 78.2% 61.4% 74.9% Expected Move 18.2% 13.8% 25.4% 20.3% 23.5% HV 20d 80.7% 37.1% 103.6% 38.5% 102.7% HV 60d 68.2% 63.1% 77.8% 64.0% 73.2% IV Rank 30.1% 0.0% 83.9% 21.8% 74.7% IV Percentile 38.0% 0.0% 92.9% 33.3% 86.9% Term Structure -1.5% -4.7% 1.0% -1.8% -3.5% VWIV 66.0% 49.6% 93.3% 72.2% 87.4% Skew 25d -2.4% -11.6% 1.8% 1.8% -9.5% Skew 10d -3.4% -19.5% 6.5% 5.0% -19.5% Call IV 25d 64.6% 50.0% 86.9% 60.6% 83.9% Put IV 25d 62.3% 49.6% 75.6% 62.3% 74.4% Bid-Ask Spread % 2.42 1.87 3.17 2.49 2.15 Gamma HHI 0.14 0.10 0.23 0.11 0.12 Net GEX 8.5M 435.6K 14.6M 1.3M 14.6M Net DEX -540.1M -1.31B 4.0M -37.0M -1.30B Net VEX -2.9M -4.7M -1.7M -1.8M -4.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.46 0.32 0.73 0.47 0.48 Total Volume 397,555.636 64,539 1,091,345 65,295 594,142 Total OI 2,081,614.727 1,674,253 2,531,206 1,674,253 2,531,206
Daily Data (22 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 2023-05-01 $7.79 $8.00 61.4% 20.3% 38.5% 21.8% 72.2% 1.8% -1.8% 1.3M -37.0M -1.8M 0.47 2.49 N/A N/A 44,317 20,978 1,142,805 531,448 2023-05-02 $7.63 $8.00 63.3% 20.8% 39.0% 25.6% 74.5% 1.6% -1.0% 914.2K -20.0M -1.7M 0.52 2.68 N/A N/A 59,857 31,058 1,153,582 535,975 2023-05-03 $7.56 $8.00 64.9% 21.9% 39.0% 28.6% 77.5% 1.3% -1.5% 842.9K -13.9M -1.8M 0.33 2.23 N/A N/A 48,625 15,914 1,171,724 552,455 2023-05-04 $7.33 $8.00 66.6% 18.4% 37.1% 31.8% 65.8% 0.1% -2.0% 435.6K 4.0M -1.8M 0.50 1.87 N/A N/A 50,507 25,132 1,192,967 555,459 2023-05-05 $7.47 $8.00 67.9% 18.6% 37.5% 34.5% 64.7% 1.3% -4.1% 740.5K -17.0M -1.8M 0.42 2.09 N/A N/A 87,674 37,242 1,211,393 559,967 2023-05-08 $7.71 $8.00 75.4% 20.3% 37.7% 48.9% 76.2% 0.9% -2.7% 1.8M -68.9M -1.9M 0.45 2.26 N/A N/A 219,211 97,638 1,193,526 561,998 2023-05-09 $9.66 $8.00 57.2% 16.5% 89.7% 13.7% 60.1% 0.6% 1.0% 9.1M -454.9M -2.4M 0.34 2.77 N/A N/A 721,788 243,131 1,293,503 621,353 2023-05-10 $9.96 $8.00 52.5% 15.0% 89.4% 5.5% 55.6% -2.1% -0.5% 13.6M -520.9M -2.5M 0.47 2.66 N/A N/A 395,096 186,417 1,389,454 680,451 2023-05-11 $9.91 $8.00 52.0% 14.9% 89.1% 4.3% 53.4% -1.4% 0.0% 12.5M -487.9M -2.6M 0.47 2.26 N/A N/A 194,321 90,635 1,431,007 746,449 2023-05-12 $9.52 $8.00 48.3% 14.0% 90.1% 0.0% 49.6% -2.0% 1.0% 6.9M -359.8M -2.4M 0.70 2.23 N/A N/A 142,073 99,056 1,446,276 771,027 2023-05-15 $9.57 $8.00 48.3% 13.8% 89.9% 0.0% 50.3% -0.8% -0.7% 7.3M -319.0M -2.4M 0.73 2.03 N/A N/A 113,492 82,459 1,338,985 677,104 2023-05-16 $9.48 $8.00 48.2% 13.9% 90.0% 0.0% 49.7% 0.3% -1.0% 7.0M -308.3M -2.4M 0.53 2.11 N/A N/A 67,959 36,181 1,367,186 696,064 2023-05-17 $10.23 $8.00 50.0% 14.3% 92.5% 5.1% 52.2% 0.1% -0.1% 13.0M -495.6M -2.6M 0.33 2.06 N/A N/A 262,380 87,637 1,380,935 706,096 2023-05-18 $11.75 $8.00 58.3% 16.9% 101.1% 28.3% 61.5% -3.7% -3.0% 13.6M -894.4M -3.1M 0.37 2.51 N/A N/A 794,190 297,155 1,442,751 738,470 2023-05-19 $11.66 $9.00 58.8% 17.2% 101.4% 29.7% 62.7% -4.1% -3.6% 10.0M -844.5M -3.4M 0.44 2.20 N/A N/A 451,505 200,534 1,528,668 895,633 2023-05-22 $11.86 $9.00 57.8% 17.0% 100.9% 26.8% 60.9% -3.3% -1.1% 10.3M -678.7M -3.4M 0.45 2.85 N/A N/A 185,752 84,353 1,356,733 713,232 2023-05-23 $12.75 $10.00 64.4% 19.1% 99.7% 45.4% 69.0% -1.8% -1.0% 12.4M -921.8M -3.7M 0.48 2.94 N/A N/A 302,885 144,288 1,410,133 748,472 2023-05-24 $12.21 $10.00 63.3% 18.7% 102.0% 42.3% 67.0% -3.5% -1.0% 9.6M -728.6M -3.9M 0.68 2.53 N/A N/A 69,232 46,831 1,485,829 854,709 2023-05-25 $12.89 $10.00 66.5% 19.9% 102.5% 51.4% 73.0% -7.3% -0.7% 14.0M -948.7M -4.0M 0.32 3.17 N/A N/A 388,175 122,697 1,516,415 873,126 2023-05-26 $13.63 $10.00 69.3% 20.6% 102.3% 59.1% 76.4% -8.8% -0.3% 13.4M -1.16B -4.2M 0.33 2.85 N/A N/A 643,580 209,661 1,546,697 895,120 2023-05-30 $14.79 $10.00 78.2% 25.4% 103.6% 83.9% 93.3% -11.6% -4.7% 13.1M -1.31B -4.5M 0.34 2.26 N/A N/A 559,314 191,152 1,513,976 835,165 2023-05-31 $14.71 $10.00 74.9% 23.5% 102.7% 74.7% 87.4% -9.5% -3.5% 14.6M -1.30B -4.7M 0.48 2.15 N/A N/A 401,348 192,794 1,630,325 900,881
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