PLTR Options History — November 2023 In November 2023, PLTR traded between $14.93 and $21.41. ATM implied volatility averaged 53.2%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded below realized volatility by 26.6% (HV 20d: 79.8%). Max pain ranged from $15.00 to $18.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.46.
Notable Days 2023-11-02 : Highest Volume — 767,390 contracts2023-11-02 : Largest IV drop — 26.3% change2023-11-01 : Highest IV Rank — 59.6%2023-11-01 : Largest Expected Move — 25.4%Monthly Statistics Metric Avg Min Max Open Close Price $19.23 $14.93 $21.41 $14.93 $19.96 Max Pain $16.86 $15.00 $18.00 $15.00 $18.00 ATM IV 53.2% 48.8% 74.5% 74.5% 48.8% Expected Move 15.6% 14.5% 25.4% 25.4% 14.8% HV 20d 79.8% 47.4% 85.6% 47.4% 80.6% HV 60d 65.2% 59.2% 68.0% 59.2% 62.9% IV Rank 11.2% 1.3% 59.6% 59.6% 1.3% IV Percentile 13.2% 1.6% 84.9% 84.9% 1.6% Term Structure -0.2% -2.5% 1.0% -2.5% 0.6% VWIV 55.5% 51.2% 88.0% 88.0% 52.4% Skew 25d 1.5% -0.4% 4.0% 4.0% -0.4% Skew 10d 3.5% 0.4% 7.1% 7.1% 0.4% Call IV 25d 53.2% 49.2% 72.3% 72.3% 49.7% Put IV 25d 54.7% 49.3% 76.4% 76.4% 49.3% Bid-Ask Spread % 1.77 1.27 2.69 2.13 2.17 Gamma HHI 0.11 0.06 0.17 0.06 0.11 Net GEX 26.3M 4.6M 39.1M 4.6M 32.5M Net DEX -1.36B -1.85B -349.4M -349.4M -1.37B Net VEX -6.2M -6.7M -5.4M -5.4M -6.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.46 0.32 0.73 0.73 0.44 Total Volume 363,625.476 187,049 767,390 288,118 221,970 Total OI 2,952,438.19 2,687,037 3,180,815 2,790,464 2,991,908
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 2023-11-01 $14.93 $15.00 74.5% 25.4% 47.4% 59.6% 88.0% 4.0% -2.5% 4.6M -349.4M -5.4M 0.73 2.13 N/A N/A 166,791 121,327 1,696,675 1,093,789 2023-11-02 $17.88 $16.00 55.0% 16.0% 80.5% 15.3% 56.5% 2.4% 0.8% 20.8M -1.24B -5.7M 0.36 1.51 N/A N/A 565,405 201,985 1,739,800 1,143,263 2023-11-03 $18.91 $16.00 51.5% 15.0% 81.2% 7.3% 53.8% 2.5% 1.0% 33.0M -1.59B -5.9M 0.39 1.48 N/A N/A 412,639 160,741 1,830,972 1,173,801 2023-11-06 $18.48 $16.00 51.9% 15.1% 79.9% 8.3% 52.9% 3.1% 0.6% 21.1M -1.24B -5.9M 0.61 1.34 N/A N/A 196,550 119,031 1,729,124 1,093,004 2023-11-07 $18.89 $16.00 50.3% 14.5% 80.0% 4.8% 51.2% 3.1% 0.1% 26.3M -1.39B -5.9M 0.43 1.27 N/A N/A 182,644 77,722 1,770,329 1,126,125 2023-11-08 $18.45 $16.00 51.4% 14.7% 80.5% 7.3% 51.6% 2.5% 0.0% 23.0M -1.23B -5.9M 0.58 1.51 N/A N/A 118,738 68,311 1,803,198 1,139,648 2023-11-09 $18.23 $17.00 51.5% 14.7% 80.7% 7.4% 52.1% 2.8% -0.1% 21.1M -1.16B -5.9M 0.61 1.48 N/A N/A 157,820 95,548 1,826,673 1,154,033 2023-11-10 $19.59 $17.00 52.3% 14.8% 83.5% 9.1% 52.5% 1.7% -0.9% 35.6M -1.68B -6.1M 0.42 1.41 N/A N/A 439,463 183,966 1,848,934 1,167,482 2023-11-13 $19.66 $17.00 54.3% 15.6% 83.5% 13.6% 55.2% 2.8% -0.2% 28.9M -1.57B -6.2M 0.45 1.41 N/A N/A 218,621 97,465 1,825,794 1,148,252 2023-11-14 $19.94 $17.00 53.6% 15.4% 83.3% 12.3% 54.1% 1.8% 0.1% 32.3M -1.68B -6.3M 0.33 1.36 N/A N/A 289,451 94,496 1,873,692 1,182,575 2023-11-15 $19.89 $17.00 53.4% 15.3% 82.2% 11.8% 54.3% 1.6% 0.1% 33.3M -1.67B -6.3M 0.42 1.48 N/A N/A 216,870 91,193 1,910,120 1,205,588 2023-11-16 $19.81 $17.00 52.8% 15.2% 82.1% 10.4% 53.5% 1.5% -0.2% 32.7M -1.62B -6.3M 0.63 1.60 N/A N/A 154,651 97,625 1,935,621 1,233,884 2023-11-17 $20.41 $17.00 52.3% 15.0% 78.6% 9.1% 53.6% -0.2% -0.2% 39.1M -1.85B -6.4M 0.32 1.66 N/A N/A 356,821 115,008 1,932,252 1,248,563 2023-11-20 $21.41 $17.00 52.9% 15.3% 79.6% 10.7% 55.3% 0.7% -0.8% 31.7M -1.83B -6.5M 0.49 1.98 N/A N/A 397,230 194,571 1,677,265 1,009,772 2023-11-21 $19.84 $17.00 54.6% 15.8% 85.6% 14.5% 56.3% 0.8% -1.4% 21.6M -1.27B -6.6M 0.51 2.10 N/A N/A 381,165 195,051 1,764,682 1,079,825 2023-11-22 $19.66 $17.00 52.6% 15.1% 81.9% 9.9% 55.0% 0.0% -0.6% 18.5M -1.21B -6.7M 0.42 2.36 N/A N/A 233,069 97,914 1,834,951 1,130,009 2023-11-24 $19.24 $17.50 51.6% 15.0% 81.7% 7.6% 53.7% -0.2% -1.1% 19.1M -1.05B -6.5M 0.52 2.26 N/A N/A 138,098 71,324 1,870,449 1,140,026 2023-11-27 $19.14 $17.50 50.9% 15.3% 81.1% 6.0% 54.7% 0.5% 0.3% 19.1M -1.05B -6.3M 0.38 1.92 N/A N/A 169,200 64,447 1,749,481 1,073,986 2023-11-28 $19.70 $18.00 50.8% 15.4% 80.7% 5.8% 54.4% 0.6% 0.7% 26.7M -1.26B -6.5M 0.36 2.06 N/A N/A 169,778 61,277 1,799,243 1,093,837 2023-11-29 $19.84 $18.00 49.7% 15.1% 80.7% 3.4% 53.7% 0.1% 0.3% 30.5M -1.33B -6.5M 0.37 2.69 N/A N/A 175,668 64,491 1,842,919 1,109,658 2023-11-30 $19.96 $18.00 48.8% 14.8% 80.6% 1.3% 52.4% -0.4% 0.6% 32.5M -1.37B -6.5M 0.44 2.17 N/A N/A 153,676 68,294 1,862,084 1,129,824
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