PLTR Options History — June 2023 In June 2023, PLTR traded between $14.02 and $16.61. ATM implied volatility averaged 65.0%, placing in the 47.1% IV rank vs the trailing year. The 30-day expected move averaged 18.5%. IV traded below realized volatility by 9.1% (HV 20d: 74.2%). Max pain ranged from $10.00 to $14.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.51.
Notable Days 2023-06-01 : Highest Volume — 737,822 contracts2023-06-07 : Largest IV spike — 10.6% change2023-06-01 : Highest IV Rank — 67.1%2023-06-01 : Largest Expected Move — 22.1%Monthly Statistics Metric Avg Min Max Open Close Price $15.14 $14.02 $16.61 $14.54 $15.29 Max Pain $13.52 $10.00 $14.00 $10.00 $14.00 ATM IV 65.0% 58.4% 72.2% 72.2% 58.4% Expected Move 18.5% 16.2% 22.1% 22.1% 16.2% HV 20d 74.2% 56.2% 102.9% 102.9% 56.2% HV 60d 73.1% 71.3% 74.9% 73.3% 74.8% IV Rank 47.1% 28.6% 67.1% 67.1% 28.6% IV Percentile 54.0% 26.6% 78.2% 78.2% 26.6% Term Structure 0.0% -3.4% 3.5% -2.7% 3.5% VWIV 67.3% 57.5% 80.3% 80.3% 57.5% Skew 25d -5.6% -9.5% -2.8% -9.5% -4.3% Skew 10d -13.6% -21.0% -7.1% -21.0% -9.5% Call IV 25d 70.5% 60.8% 81.3% 81.3% 60.8% Put IV 25d 64.8% 56.4% 71.8% 71.8% 56.4% Bid-Ask Spread % 2.58 2.15 4.31 2.49 2.15 Gamma HHI 0.11 0.08 0.20 0.14 0.08 Net GEX 13.4M 1.9M 24.6M 16.0M 10.2M Net DEX -1.18B -1.79B -612.5M -1.30B -1.01B Net VEX -5.5M -5.9M -4.9M -4.9M -5.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.34 0.86 0.57 0.34 Total Volume 367,716.952 176,622 737,822 737,822 238,989 Total OI 2,819,462.524 2,492,633 3,142,840 2,715,301 2,755,120
Daily Data (21 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 2023-06-01 $14.54 $10.00 72.2% 22.1% 102.9% 67.1% 80.3% -9.5% -2.7% 16.0M -1.30B -4.9M 0.57 2.49 N/A N/A 470,193 267,629 1,753,206 962,095 2023-06-02 $14.52 $11.00 66.0% 19.6% 101.0% 49.7% 72.4% -5.8% -2.2% 15.1M -1.27B -5.1M 0.53 2.34 N/A N/A 276,659 146,327 1,844,201 1,055,531 2023-06-05 $15.29 $13.00 64.7% 17.9% 101.0% 46.1% 66.3% -7.9% 0.4% 16.8M -1.42B -5.1M 0.37 2.62 N/A N/A 383,303 142,096 1,705,793 970,342 2023-06-06 $15.50 $13.00 60.8% 17.2% 101.3% 35.2% 63.3% -5.6% -0.1% 19.1M -1.47B -5.1M 0.41 2.26 N/A N/A 252,329 102,301 1,776,034 1,020,514 2023-06-07 $14.59 $13.00 67.2% 19.0% 78.1% 53.3% 70.6% -4.9% 0.6% 14.1M -1.19B -5.2M 0.52 2.71 N/A N/A 311,786 161,675 1,844,061 1,043,434 2023-06-08 $15.16 $14.00 66.8% 18.6% 78.3% 52.2% 67.7% -6.6% -1.2% 17.8M -1.33B -5.5M 0.64 4.31 N/A N/A 119,531 76,413 1,916,747 1,125,906 2023-06-09 $15.00 $14.00 68.5% 19.0% 78.6% 56.8% 70.3% -9.1% -0.4% 19.6M -1.24B -5.6M 0.57 2.68 N/A N/A 153,058 87,296 1,939,169 1,174,449 2023-06-12 $15.59 $14.00 69.2% 19.4% 75.4% 58.8% 70.1% -6.7% -0.8% 16.3M -1.42B -5.6M 0.34 2.47 N/A N/A 278,230 95,797 1,830,708 1,090,322 2023-06-13 $15.86 $14.00 71.3% 19.5% 75.1% 64.7% 70.5% -4.5% -3.4% 18.5M -1.52B -5.7M 0.36 2.74 N/A N/A 285,599 102,270 1,884,178 1,116,808 2023-06-14 $15.86 $14.00 69.9% 19.7% 74.6% 60.6% 71.3% -5.4% -1.1% 19.7M -1.52B -5.7M 0.46 3.18 N/A N/A 238,333 109,047 1,917,384 1,145,392 2023-06-15 $16.61 $14.00 69.6% 19.7% 72.7% 60.0% 70.2% -6.0% -0.9% 24.6M -1.79B -5.9M 0.39 2.29 N/A N/A 388,722 149,955 1,950,384 1,167,716 2023-06-16 $16.31 $14.00 65.6% 18.6% 60.2% 48.7% 66.8% -4.9% -1.0% 12.2M -1.64B -5.8M 0.46 2.39 N/A N/A 309,872 141,770 1,949,678 1,193,162 2023-06-20 $15.88 $14.00 66.2% 18.9% 61.6% 50.3% 67.8% -5.2% -0.7% 11.4M -1.11B -5.6M 0.53 2.22 N/A N/A 218,188 115,807 1,559,130 933,503 2023-06-21 $14.77 $14.00 64.3% 18.4% 69.0% 44.9% 66.6% -4.3% -0.5% 6.5M -806.7M -5.5M 0.52 2.55 N/A N/A 299,134 154,150 1,611,806 968,295 2023-06-22 $14.11 $14.00 62.6% 17.9% 67.8% 40.2% 65.1% -4.7% 0.5% 4.4M -627.6M -5.4M 0.73 2.25 N/A N/A 237,766 174,524 1,659,096 1,001,811 2023-06-23 $14.02 $14.00 59.3% 16.9% 65.5% 30.9% 62.4% -5.2% 0.5% 1.9M -612.5M -5.4M 0.57 2.47 N/A N/A 200,729 115,233 1,695,729 1,042,543 2023-06-26 $14.04 $14.00 62.2% 17.9% 63.1% 39.0% 66.0% -2.8% 1.1% 5.6M -657.8M -5.3M 0.86 2.56 N/A N/A 143,722 124,125 1,573,016 972,751 2023-06-27 $14.73 $14.00 60.3% 17.1% 62.3% 33.7% 62.1% -3.6% 2.6% 6.5M -828.1M -5.5M 0.38 2.20 N/A N/A 143,809 55,035 1,606,135 1,040,015 2023-06-28 $15.20 $14.00 61.3% 17.5% 56.3% 36.6% 65.2% -5.7% 2.7% 11.6M -988.9M -5.6M 0.50 2.77 N/A N/A 182,761 91,271 1,636,082 1,051,033 2023-06-29 $15.09 $14.00 59.8% 17.3% 56.3% 32.4% 61.5% -5.1% 3.3% 13.0M -952.3M -5.6M 0.58 2.61 N/A N/A 112,112 64,510 1,661,250 1,064,184 2023-06-30 $15.29 $14.00 58.4% 16.2% 56.2% 28.6% 57.5% -4.3% 3.5% 10.2M -1.01B -5.5M 0.34 2.15 N/A N/A 178,684 60,305 1,674,034 1,081,086
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