PLTR Options History — July 2023 In July 2023, PLTR traded between $15.16 and $19.69. ATM implied volatility averaged 77.6%, placing in the 80.6% IV rank vs the trailing year. The 30-day expected move averaged 23.0%. IV traded above realized volatility by 25.1% (HV 20d: 52.4%). Max pain ranged from $12.00 to $14.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.44.
Notable Days 2023-07-31 : Highest Volume — 825,793 contracts2023-07-10 : Largest IV spike — 17.3% change2023-07-19 : Highest IV Rank — 100.0%2023-07-31 : Largest Expected Move — 29.6%Monthly Statistics Metric Avg Min Max Open Close Price $16.73 $15.16 $19.69 $15.46 $19.69 Max Pain $12.70 $12.00 $14.00 $14.00 $13.00 ATM IV 77.6% 59.7% 89.5% 60.0% 89.5% Expected Move 23.0% 16.5% 29.6% 16.8% 29.6% HV 20d 52.4% 46.6% 67.0% 56.3% 67.0% HV 60d 75.0% 73.9% 79.2% 73.9% 79.2% IV Rank 80.6% 32.2% 100.0% 32.9% 100.0% IV Percentile 85.8% 32.9% 100.0% 34.1% 100.0% Term Structure 0.0% -5.0% 16.0% 14.0% -4.7% VWIV 82.1% 59.0% 105.1% 59.9% 105.1% Skew 25d -7.5% -13.1% -2.4% -5.1% -10.7% Skew 10d -16.4% -29.6% -5.1% -8.5% -20.2% Call IV 25d 83.9% 60.6% 97.2% 65.5% 96.7% Put IV 25d 76.4% 58.2% 86.4% 60.4% 86.0% Bid-Ask Spread % 2.38 2.01 2.74 2.01 2.27 Gamma HHI 0.11 0.07 0.34 0.08 0.11 Net GEX 17.2M 9.0M 28.4M 11.4M 19.2M Net DEX -1.26B -1.87B -907.1M -1.00B -1.87B Net VEX -5.7M -6.2M -5.4M -5.5M -6.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.44 0.30 0.75 0.42 0.34 Total Volume 337,458.75 120,451 825,793 120,451 825,793 Total OI 2,625,748.65 2,424,572 2,923,332 2,489,434 2,482,089
Daily Data (20 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 2023-07-03 $15.46 $14.00 60.0% 16.8% 56.3% 32.9% 59.9% -5.1% 14.0% 11.4M -1.00B -5.5M 0.42 2.01 N/A N/A 84,606 35,845 1,553,922 935,512 2023-07-05 $15.71 $14.00 59.7% 16.5% 53.6% 32.2% 59.0% -4.3% 15.2% 14.0M -1.08B -5.5M 0.40 2.14 N/A N/A 124,883 50,203 1,585,011 947,892 2023-07-06 $15.16 $12.00 63.7% 21.2% 54.9% 43.4% 75.6% -2.5% 15.3% 9.6M -907.1M -5.4M 0.75 2.30 N/A N/A 129,864 96,781 1,609,389 986,432 2023-07-07 $15.38 $12.00 64.0% 20.6% 50.4% 44.1% 73.5% -2.4% 16.0% 13.2M -991.0M -5.4M 0.58 2.52 N/A N/A 150,153 87,662 1,630,169 1,000,734 2023-07-10 $16.27 $12.00 75.0% 21.7% 52.5% 75.1% 78.3% -4.6% -2.7% 14.4M -1.21B -5.5M 0.43 2.74 N/A N/A 220,972 93,938 1,556,228 963,780 2023-07-11 $16.51 $12.00 77.5% 22.2% 52.3% 81.9% 79.4% -5.2% -2.0% 17.6M -1.29B -5.5M 0.41 2.40 N/A N/A 194,936 79,908 1,602,744 995,876 2023-07-12 $16.59 $12.00 78.1% 21.6% 50.8% 83.8% 76.6% -5.3% -2.8% 19.0M -1.32B -5.5M 0.46 2.20 N/A N/A 157,222 72,250 1,629,819 1,007,968 2023-07-13 $16.91 $12.00 78.6% 21.6% 50.9% 85.2% 76.2% -6.8% -4.2% 23.1M -1.41B -5.5M 0.35 2.26 N/A N/A 240,736 85,159 1,664,552 1,023,431 2023-07-14 $16.41 $12.00 77.7% 21.5% 52.2% 82.5% 76.4% -5.1% -3.9% 19.0M -1.22B -5.5M 0.42 2.17 N/A N/A 182,103 77,314 1,693,042 1,051,530 2023-07-17 $17.38 $12.00 80.4% 22.7% 53.6% 90.2% 81.0% -7.9% -3.2% 19.3M -1.47B -5.7M 0.30 2.45 N/A N/A 378,299 113,925 1,612,467 1,008,261 2023-07-18 $18.02 $13.00 83.3% 23.7% 54.3% 98.3% 83.4% -7.8% -4.1% 24.1M -1.70B -5.8M 0.32 2.11 N/A N/A 418,307 134,195 1,708,847 1,047,400 2023-07-19 $18.06 $13.00 84.3% 24.2% 53.0% 100.0% 85.9% -7.8% -4.7% 27.3M -1.72B -6.0M 0.38 2.25 N/A N/A 406,926 155,267 1,777,468 1,067,454 2023-07-20 $17.13 $13.00 83.4% 24.1% 49.5% 97.5% 86.7% -11.3% -4.1% 19.1M -1.38B -5.9M 0.52 2.71 N/A N/A 251,010 129,740 1,778,883 1,095,288 2023-07-21 $16.48 $13.00 82.3% 23.9% 48.6% 94.5% 87.0% -13.1% -2.5% 28.4M -1.16B -5.8M 0.53 2.73 N/A N/A 224,029 119,843 1,808,861 1,114,471 2023-07-24 $16.36 $13.00 81.8% 24.6% 48.6% 93.2% 89.5% -9.0% -3.7% 10.8M -1.01B -5.7M 0.36 2.48 N/A N/A 130,368 47,400 1,552,830 871,742 2023-07-25 $16.62 $13.00 82.3% 25.0% 48.6% 94.4% 87.9% -9.0% -4.1% 12.7M -1.08B -5.8M 0.60 2.40 N/A N/A 107,955 65,211 1,593,877 892,508 2023-07-26 $16.48 $13.00 80.5% 24.8% 46.6% 89.5% 90.3% -8.7% -3.4% 11.8M -1.03B -5.7M 0.46 2.51 N/A N/A 110,118 50,823 1,618,818 914,376 2023-07-27 $16.07 $13.00 82.0% 25.5% 46.8% 93.7% 93.2% -11.9% -4.5% 9.0M -930.0M -5.7M 0.33 2.40 N/A N/A 210,126 68,695 1,632,042 917,483 2023-07-28 $17.81 $13.00 87.0% 27.6% 58.5% 100.0% 97.5% -10.8% -5.0% 21.9M -1.45B -6.0M 0.34 2.52 N/A N/A 475,956 160,654 1,651,094 930,683 2023-07-31 $19.69 $13.00 89.5% 29.6% 67.0% 100.0% 105.1% -10.7% -4.7% 19.2M -1.87B -6.2M 0.34 2.27 N/A N/A 617,680 208,113 1,572,042 910,047
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