PLTR Options History — August 2023 In August 2023, PLTR traded between $14.11 and $19.91. ATM implied volatility averaged 65.2%, placing in the 38.5% IV rank vs the trailing year. The 30-day expected move averaged 18.9%. IV traded below realized volatility by 10.3% (HV 20d: 75.6%). Max pain ranged from $14.00 to $19.00. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.47.
Notable Days 2023-08-07 : Highest Volume — 995,785 contracts2023-08-08 : Largest IV drop — 28.2% change2023-08-01 : Highest IV Rank — 100.0%2023-08-02 : Largest Expected Move — 31.7%Monthly Statistics Metric Avg Min Max Open Close Price $15.94 $14.11 $19.91 $19.91 $15.07 Max Pain $16.80 $14.00 $19.00 $14.00 $16.00 ATM IV 65.2% 55.8% 92.4% 92.4% 56.5% Expected Move 18.9% 15.8% 31.7% 31.2% 15.8% HV 20d 75.6% 66.7% 86.9% 67.0% 75.8% HV 60d 68.7% 64.6% 80.0% 78.6% 67.5% IV Rank 38.5% 17.1% 100.0% 100.0% 18.8% IV Percentile 42.3% 14.7% 100.0% 100.0% 17.9% Term Structure -0.8% -6.3% 1.6% -5.1% -0.4% VWIV 67.3% 55.5% 111.7% 109.5% 55.5% Skew 25d -1.8% -8.9% 2.3% -8.9% 1.5% Skew 10d -6.2% -21.7% 4.9% -21.7% 1.8% Call IV 25d 67.7% 55.4% 98.3% 98.3% 56.6% Put IV 25d 65.9% 56.2% 90.8% 89.4% 58.1% Bid-Ask Spread % 1.91 1.46 2.45 2.06 1.46 Gamma HHI 0.09 0.06 0.19 0.13 0.07 Net GEX 9.1M -3.2M 22.6M 20.6M 13.3M Net DEX -779.4M -1.92B -317.8M -1.92B -529.8M Net VEX -5.9M -6.6M -5.2M -6.5M -5.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.21 0.72 0.39 0.45 Total Volume 408,352.957 174,411 995,785 513,439 519,404 Total OI 2,803,799.652 2,346,298 3,407,874 2,658,587 2,649,975
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 2023-08-01 $19.91 $14.00 92.4% 31.2% 67.0% 100.0% 109.5% -8.9% -5.1% 20.6M -1.92B -6.5M 0.39 2.06 N/A N/A 369,435 144,004 1,684,105 974,482 2023-08-02 $18.89 $14.00 92.0% 31.7% 70.9% 99.1% 111.7% -7.1% -5.5% 15.8M -1.60B -6.6M 0.48 2.17 N/A N/A 338,930 162,800 1,751,872 1,022,370 2023-08-03 $18.70 $19.00 89.1% 23.6% 69.3% 92.6% 83.7% -6.7% -5.7% 16.6M -1.56B -6.6M 0.46 2.45 N/A N/A 210,852 96,759 1,788,354 1,032,305 2023-08-04 $18.18 $19.00 88.5% 23.2% 70.6% 91.2% 82.6% -6.3% -6.3% 10.2M -1.37B -6.6M 0.53 2.02 N/A N/A 289,236 154,438 1,819,785 1,047,328 2023-08-07 $17.82 $19.00 87.4% 23.7% 68.9% 88.8% 84.0% -6.4% -3.1% 12.5M -1.31B -6.4M 0.65 2.26 N/A N/A 603,548 392,237 1,711,503 1,003,302 2023-08-08 $16.91 $19.00 62.8% 18.1% 71.7% 32.9% 65.5% -4.9% 0.5% 5.8M -921.5M -6.2M 0.55 2.07 N/A N/A 566,689 312,572 1,982,375 1,210,603 2023-08-09 $15.32 $18.00 62.6% 17.8% 79.9% 32.7% 65.7% -6.3% -0.4% -3.2M -451.9M -5.8M 0.67 2.02 N/A N/A 369,852 249,357 2,078,671 1,227,587 2023-08-10 $15.36 $17.00 57.3% 16.6% 79.5% 20.5% 59.9% -3.7% 0.4% -37.5K -522.9M -5.8M 0.61 1.80 N/A N/A 251,636 154,595 2,144,249 1,218,540 2023-08-11 $15.43 $17.00 55.8% 16.2% 79.0% 17.1% 59.7% -2.4% 1.1% 3.3M -547.9M -5.8M 0.63 1.84 N/A N/A 196,335 124,560 2,177,500 1,230,374 2023-08-14 $15.71 $17.00 56.9% 16.3% 76.2% 19.7% 59.9% -0.5% 1.6% 7.0M -730.1M -5.8M 0.25 1.75 N/A N/A 252,171 63,917 1,764,181 1,063,783 2023-08-15 $15.36 $17.00 59.5% 17.1% 74.8% 25.5% 61.6% 0.0% 0.0% 8.8M -669.3M -5.8M 0.34 1.76 N/A N/A 130,234 44,177 1,887,432 1,068,460 2023-08-16 $15.59 $17.00 57.9% 16.6% 75.2% 21.9% 59.4% 0.4% 0.6% 10.7M -729.4M -5.8M 0.35 1.68 N/A N/A 146,093 51,169 1,907,867 1,065,822 2023-08-17 $14.11 $17.00 61.6% 17.7% 80.6% 30.3% 62.2% 2.1% -0.3% 48.0K -328.1M -5.2M 0.63 1.75 N/A N/A 257,661 162,140 1,924,499 1,065,867 2023-08-18 $14.48 $17.00 59.1% 16.9% 80.8% 24.7% 60.3% -0.5% 0.8% -1.6M -427.2M -5.5M 0.72 1.80 N/A N/A 185,430 133,787 1,963,333 1,094,041 2023-08-21 $14.54 $17.00 57.4% 16.1% 80.9% 20.7% 57.1% 0.6% -0.0% 6.0M -402.2M -5.5M 0.24 1.97 N/A N/A 162,451 38,365 1,529,824 816,474 2023-08-22 $14.68 $16.50 59.2% 16.9% 80.7% 24.9% 63.2% 1.0% -0.1% 8.9M -459.4M -5.6M 0.28 1.86 N/A N/A 182,906 50,592 1,608,516 827,869 2023-08-23 $15.39 $16.00 58.9% 16.8% 82.9% 24.1% 59.6% 0.3% -0.3% 14.6M -651.5M -5.9M 0.40 2.11 N/A N/A 193,897 78,415 1,672,815 840,165 2023-08-24 $14.21 $16.00 59.2% 17.3% 86.9% 24.8% 59.7% 2.3% 0.1% 4.5M -317.8M -5.5M 0.50 1.70 N/A N/A 292,795 146,331 1,709,245 859,783 2023-08-25 $14.57 $16.00 57.2% 16.2% 77.9% 20.4% 57.1% 1.7% 0.8% 10.4M -445.0M -5.6M 0.72 1.83 N/A N/A 179,287 128,673 1,759,622 875,171 2023-08-28 $14.70 $16.00 56.0% 15.9% 66.7% 17.6% 55.5% 1.7% 1.0% 8.4M -454.7M -5.6M 0.21 1.99 N/A N/A 260,677 55,274 1,598,957 838,982 2023-08-29 $15.43 $16.00 56.0% 15.9% 69.8% 17.5% 56.0% 1.1% 0.8% 13.7M -641.7M -5.8M 0.28 1.72 N/A N/A 239,645 67,707 1,596,202 852,803 2023-08-30 $16.26 $16.00 57.1% 16.0% 71.8% 20.2% 59.1% -1.3% 0.2% 22.6M -946.7M -6.1M 0.41 1.90 N/A N/A 270,826 110,259 1,676,063 864,336 2023-08-31 $15.07 $16.00 56.5% 15.8% 75.8% 18.8% 55.5% 1.5% -0.4% 13.3M -529.8M -5.8M 0.45 1.46 N/A N/A 357,560 161,844 1,747,497 902,478
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