PLTR Options History — September 2023 In September 2023, PLTR traded between $13.93 and $16.02. ATM implied volatility averaged 52.9%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 15.2%. IV traded below realized volatility by 7.8% (HV 20d: 60.7%). Max pain ranged from $15.00 to $16.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.55.
Notable Days 2023-09-29 : Highest Volume — 495,454 contracts2023-09-21 : Largest IV spike — 7.9% change2023-09-26 : Highest IV Rank — 20.4%2023-09-26 : Largest Expected Move — 16.6%Monthly Statistics Metric Avg Min Max Open Close Price $15.12 $13.93 $16.02 $15.16 $16.02 Max Pain $15.78 $15.00 $16.00 $16.00 $15.00 ATM IV 52.9% 48.7% 57.2% 54.9% 54.3% Expected Move 15.2% 14.0% 16.6% 15.2% 15.6% HV 20d 60.7% 45.9% 75.9% 75.7% 45.9% HV 60d 64.7% 63.2% 66.4% 66.4% 65.4% IV Rank 10.5% 1.1% 20.4% 15.2% 13.8% IV Percentile 9.6% 1.2% 26.6% 11.9% 15.9% Term Structure 0.3% -0.6% 1.0% -0.1% 1.0% VWIV 53.7% 49.4% 58.1% 53.8% 55.7% Skew 25d 2.0% 0.5% 4.6% 0.9% 1.2% Skew 10d 2.6% -0.2% 6.4% 0.2% 0.7% Call IV 25d 52.4% 48.0% 56.0% 55.4% 54.4% Put IV 25d 54.5% 50.3% 60.2% 56.3% 55.6% Bid-Ask Spread % 1.57 1.31 2.08 1.70 2.08 Gamma HHI 0.08 0.06 0.28 0.07 0.28 Net GEX 12.6M 3.8M 29.2M 11.7M 29.2M Net DEX -547.5M -854.5M -259.9M -594.0M -854.5M Net VEX -5.5M -5.9M -5.0M -5.9M -5.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.33 0.91 0.47 0.43 Total Volume 230,212.75 121,411 495,454 275,649 495,454 Total OI 2,576,429 2,375,368 2,705,453 2,705,453 2,704,955
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 2023-09-01 $15.16 $16.00 54.9% 15.2% 75.7% 15.2% 53.8% 0.9% -0.1% 11.7M -594.0M -5.9M 0.47 1.70 N/A N/A 187,737 87,912 1,773,619 931,834 2023-09-05 $15.29 $16.00 54.0% 15.6% 75.9% 13.0% 54.6% 1.1% 0.0% 12.8M -592.1M -5.8M 0.41 1.65 N/A N/A 125,813 52,018 1,648,496 884,850 2023-09-06 $15.29 $16.00 54.0% 15.6% 74.0% 13.1% 54.7% 1.1% -0.3% 14.2M -592.6M -5.7M 0.58 1.64 N/A N/A 84,088 49,059 1,691,960 896,862 2023-09-07 $15.20 $16.00 52.0% 15.3% 65.3% 8.5% 53.4% 1.4% 0.1% 13.0M -545.2M -5.7M 0.72 1.44 N/A N/A 161,985 117,055 1,710,123 910,863 2023-09-08 $15.11 $16.00 51.2% 15.0% 65.3% 6.7% 53.3% 1.0% -0.0% 11.0M -535.6M -5.6M 0.51 1.33 N/A N/A 122,468 62,438 1,728,544 932,309 2023-09-11 $15.82 $16.00 51.6% 14.9% 67.4% 7.7% 52.9% 0.6% 0.5% 14.7M -715.4M -5.8M 0.33 1.38 N/A N/A 266,189 87,910 1,630,704 902,227 2023-09-12 $15.61 $16.00 52.3% 15.0% 67.2% 9.1% 53.6% 1.0% 0.5% 16.7M -657.5M -5.7M 0.46 1.31 N/A N/A 98,244 45,674 1,726,495 919,408 2023-09-13 $15.55 $16.00 50.8% 14.6% 66.7% 6.0% 52.0% 0.7% 0.1% 16.7M -636.8M -5.7M 0.48 1.42 N/A N/A 93,059 44,492 1,738,610 921,351 2023-09-14 $15.79 $16.00 50.1% 14.5% 66.8% 4.2% 51.2% 0.7% 0.8% 20.2M -709.2M -5.7M 0.35 1.37 N/A N/A 128,388 45,402 1,754,394 922,561 2023-09-15 $15.23 $16.00 49.6% 14.4% 57.2% 3.1% 50.4% 0.5% 0.9% 9.8M -528.3M -5.5M 0.47 1.36 N/A N/A 165,214 78,231 1,769,381 933,636 2023-09-18 $15.46 $16.00 48.7% 14.0% 56.8% 1.1% 49.4% 2.3% 0.5% 12.4M -606.3M -5.5M 0.49 1.63 N/A N/A 115,496 56,355 1,539,311 836,057 2023-09-19 $15.14 $16.00 50.4% 14.5% 57.4% 5.0% 50.5% 3.2% -0.1% 11.8M -519.1M -5.4M 0.46 1.83 N/A N/A 117,939 53,678 1,584,752 852,996 2023-09-20 $14.82 $16.00 51.2% 14.7% 57.9% 6.8% 51.4% 2.7% 0.1% 8.9M -435.9M -5.3M 0.65 1.67 N/A N/A 89,575 58,365 1,591,976 868,462 2023-09-21 $14.07 $16.00 55.3% 15.9% 58.0% 15.9% 56.3% 3.3% -0.6% 3.8M -272.0M -5.1M 0.76 1.59 N/A N/A 204,668 155,866 1,617,657 875,270 2023-09-22 $14.18 $15.50 53.8% 15.5% 50.8% 12.7% 54.2% 4.6% -0.2% 5.4M -304.5M -5.1M 0.56 1.75 N/A N/A 131,754 73,669 1,648,272 931,088 2023-09-25 $14.14 $15.50 54.6% 15.7% 49.9% 14.4% 54.1% 3.9% 0.5% 5.2M -300.3M -5.1M 0.49 1.44 N/A N/A 89,507 43,683 1,550,185 914,383 2023-09-26 $13.93 $15.50 57.2% 16.6% 50.0% 20.4% 58.1% 4.2% 0.3% 4.8M -259.9M -5.0M 0.91 1.60 N/A N/A 63,561 57,850 1,587,133 929,168 2023-09-27 $14.82 $15.00 56.5% 16.4% 52.0% 18.8% 57.5% 3.4% 0.4% 11.3M -500.4M -5.3M 0.79 1.54 N/A N/A 176,857 139,525 1,601,087 944,551 2023-09-28 $15.77 $15.00 55.2% 16.0% 53.5% 15.7% 56.6% 2.8% 0.8% 18.6M -790.8M -5.6M 0.74 1.64 N/A N/A 216,359 160,718 1,634,972 988,078 2023-09-29 $16.02 $15.00 54.3% 15.6% 45.9% 13.8% 55.7% 1.2% 1.0% 29.2M -854.5M -5.7M 0.43 2.08 N/A N/A 347,666 147,788 1,660,273 1,044,682
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