PLTR Options History — October 2023 In October 2023, PLTR traded between $14.75 and $17.91. ATM implied volatility averaged 72.5%, placing in the 55.1% IV rank vs the trailing year. The 30-day expected move averaged 21.7%. IV traded above realized volatility by 16.2% (HV 20d: 56.3%). Max pain ranged from $14.00 to $16.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.55.
Notable Days 2023-10-09 : Highest Volume — 583,310 contracts2023-10-09 : Largest IV spike — 16.8% change2023-10-25 : Highest IV Rank — 76.5%2023-10-30 : Largest Expected Move — 26.2%Monthly Statistics Metric Avg Min Max Open Close Price $16.44 $14.75 $17.91 $15.86 $14.86 Max Pain $14.93 $14.00 $16.00 $15.50 $15.00 ATM IV 72.5% 55.5% 82.0% 55.5% 77.4% Expected Move 21.7% 16.0% 26.2% 16.0% 25.8% HV 20d 56.3% 46.1% 60.0% 46.1% 52.0% HV 60d 64.5% 59.8% 67.8% 65.4% 60.1% IV Rank 55.1% 16.4% 76.5% 16.4% 66.2% IV Percentile 76.3% 20.2% 94.8% 20.2% 88.5% Term Structure 0.9% -4.9% 15.8% 13.6% -2.3% VWIV 76.0% 56.3% 92.0% 56.3% 92.0% Skew 25d 4.0% 2.5% 5.7% 3.0% 5.4% Skew 10d 6.7% 4.6% 9.3% 5.8% 9.3% Call IV 25d 70.9% 54.9% 80.5% 54.9% 74.4% Put IV 25d 74.8% 57.7% 85.8% 57.9% 79.9% Bid-Ask Spread % 1.78 1.50 2.05 1.88 1.89 Gamma HHI 0.08 0.06 0.15 0.07 0.06 Net GEX 12.5M -2.6M 21.2M 12.8M 3.8M Net DEX -796.9M -1.30B -299.0M -710.0M -325.6M Net VEX -5.8M -6.1M -5.3M -5.7M -5.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.34 1.04 0.50 0.44 Total Volume 261,034.136 158,999 583,310 207,283 158,999 Total OI 2,735,861.364 2,568,582 2,909,484 2,568,582 2,730,428
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 2023-10-02 $15.86 $15.50 55.5% 16.0% 46.1% 16.4% 56.3% 3.0% 13.6% 12.8M -710.0M -5.7M 0.50 1.88 N/A N/A 138,620 68,663 1,598,185 970,397 2023-10-03 $14.89 $15.50 58.9% 17.0% 51.5% 24.3% 59.9% 3.5% 14.1% 6.8M -436.1M -5.5M 1.04 2.05 N/A N/A 117,564 122,020 1,611,447 987,807 2023-10-04 $15.77 $15.50 57.6% 16.5% 55.6% 21.2% 58.4% 3.9% 14.3% 12.5M -690.5M -5.7M 0.43 1.87 N/A N/A 149,943 65,113 1,624,197 1,005,434 2023-10-05 $15.88 $14.00 60.1% 20.3% 55.5% 26.9% 71.3% 2.5% 15.6% 14.6M -738.0M -5.7M 0.60 1.76 N/A N/A 109,047 65,456 1,657,978 1,015,770 2023-10-06 $16.63 $14.00 61.8% 19.9% 57.6% 30.7% 70.1% 2.8% 15.8% 20.2M -988.1M -5.9M 0.48 1.67 N/A N/A 262,395 124,977 1,673,322 1,032,000 2023-10-09 $17.55 $14.00 72.2% 20.9% 58.4% 54.2% 73.7% 2.5% -2.9% 18.2M -1.20B -6.0M 0.34 1.66 N/A N/A 433,691 149,619 1,621,824 997,665 2023-10-10 $17.87 $14.00 72.4% 20.5% 58.1% 54.8% 72.0% 2.9% -2.5% 21.2M -1.30B -6.1M 0.38 1.60 N/A N/A 342,250 130,624 1,685,336 1,033,852 2023-10-11 $17.91 $15.00 73.3% 20.2% 58.0% 56.8% 71.7% 3.1% -3.1% 21.2M -1.29B -6.1M 0.60 2.03 N/A N/A 171,796 103,713 1,732,920 1,071,851 2023-10-12 $17.91 $15.00 72.2% 20.0% 58.0% 54.3% 70.6% 2.7% -2.7% 21.1M -1.29B -6.1M 0.77 1.50 N/A N/A 165,484 127,847 1,756,337 1,097,480 2023-10-13 $17.38 $15.00 75.5% 21.1% 57.4% 61.9% 73.7% 3.5% -2.8% 12.3M -1.05B -6.1M 0.65 1.82 N/A N/A 185,233 121,136 1,764,437 1,116,740 2023-10-16 $17.39 $15.00 72.7% 20.7% 57.4% 55.3% 72.3% 3.6% -4.2% 15.7M -1.01B -5.9M 0.52 1.60 N/A N/A 170,729 88,039 1,655,147 1,040,895 2023-10-17 $17.80 $15.00 72.5% 20.7% 56.8% 54.9% 72.3% 3.8% -3.6% 19.7M -1.17B -6.0M 0.46 1.57 N/A N/A 175,453 80,957 1,700,096 1,077,315 2023-10-18 $17.24 $15.00 75.5% 21.6% 57.6% 61.7% 76.7% 3.4% -3.7% 15.9M -970.0M -6.0M 0.68 1.73 N/A N/A 119,773 81,349 1,728,605 1,104,011 2023-10-19 $17.05 $15.00 78.0% 22.6% 53.7% 67.4% 78.2% 4.6% -3.9% 13.6M -890.3M -6.0M 0.37 1.72 N/A N/A 141,597 52,122 1,739,418 1,127,739 2023-10-20 $16.09 $15.00 79.9% 23.4% 58.9% 71.8% 82.3% 4.5% -4.9% 10.2M -585.7M -5.8M 0.54 1.69 N/A N/A 216,456 116,336 1,767,564 1,141,920 2023-10-23 $16.21 $15.00 78.4% 23.5% 58.8% 68.2% 82.1% 5.3% -2.4% 9.4M -632.2M -5.7M 0.46 1.85 N/A N/A 173,875 79,300 1,602,213 1,022,259 2023-10-24 $16.64 $15.00 77.1% 23.4% 58.5% 65.4% 81.4% 5.3% -2.6% 13.0M -766.0M -5.9M 0.44 1.78 N/A N/A 118,761 51,854 1,657,640 1,039,714 2023-10-25 $15.66 $15.00 82.0% 25.5% 60.0% 76.5% 88.9% 4.6% -3.4% 7.4M -499.0M -5.7M 0.45 1.81 N/A N/A 147,689 66,757 1,684,997 1,052,497 2023-10-26 $15.27 $15.00 81.9% 25.6% 56.4% 76.3% 88.6% 5.3% -3.3% 4.8M -395.7M -5.6M 0.96 1.94 N/A N/A 104,329 99,704 1,702,184 1,065,724 2023-10-27 $14.96 $16.00 81.5% 25.8% 56.4% 75.3% 89.6% 5.2% -3.4% -2.6M -299.0M -5.5M 0.52 1.91 N/A N/A 105,512 54,439 1,725,239 1,109,490 2023-10-30 $14.75 $15.00 79.8% 26.2% 56.5% 71.4% 90.6% 5.7% -2.3% 3.5M -301.8M -5.3M 0.50 1.87 N/A N/A 122,333 61,197 1,613,419 1,045,457 2023-10-31 $14.86 $15.00 77.4% 25.8% 52.0% 66.2% 92.0% 5.4% -2.3% 3.8M -325.6M -5.4M 0.44 1.89 N/A N/A 110,096 48,903 1,654,546 1,075,882
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