PLTR Options History — December 2023 In December 2023, PLTR traded between $17.16 and $20.16. ATM implied volatility averaged 50.5%, placing in the 5.3% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded below realized volatility by 1.5% (HV 20d: 52.0%). Max pain ranged from $13.00 to $18.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.41.
Notable Days 2023-12-15 : Highest Volume — 518,764 contracts2023-12-04 : Largest IV spike — 4.9% change2023-12-20 : Highest IV Rank — 9.4%2023-12-06 : Largest Expected Move — 15.3%Monthly Statistics Metric Avg Min Max Open Close Price $17.82 $17.16 $20.16 $20.16 $17.16 Max Pain $14.15 $13.00 $18.00 $18.00 $15.00 ATM IV 50.5% 48.7% 52.4% 49.8% 48.7% Expected Move 14.5% 13.5% 15.3% 14.9% 13.5% HV 20d 52.0% 44.0% 61.1% 51.6% 44.1% HV 60d 64.5% 60.6% 66.4% 62.8% 60.6% IV Rank 5.3% 1.2% 9.4% 3.6% 1.2% IV Percentile 6.9% 1.6% 18.7% 2.8% 1.6% Term Structure 0.8% -0.3% 1.5% 0.8% 1.5% VWIV 53.1% 49.6% 57.1% 53.4% 49.6% Skew 25d -1.2% -3.4% 1.0% -0.4% -1.1% Skew 10d -3.5% -9.4% 3.3% 1.2% -3.7% Call IV 25d 52.6% 50.4% 55.9% 50.9% 50.4% Put IV 25d 51.4% 49.3% 53.9% 50.5% 49.3% Bid-Ask Spread % 2.26 1.57 3.05 2.00 2.02 Gamma HHI 0.08 0.07 0.13 0.13 0.12 Net GEX 11.9M -687.5K 37.5M 37.5M -687.5K Net DEX -686.5M -1.44B -422.6M -1.44B -422.6M Net VEX -5.9M -6.6M -5.5M -6.6M -5.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.41 0.26 0.68 0.35 0.40 Total Volume 280,353.5 153,686 518,764 341,646 211,282 Total OI 3,019,557.7 2,822,495 3,202,481 3,040,094 3,051,508
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 2023-12-01 $20.16 $18.00 49.8% 14.9% 51.6% 3.6% 53.4% -0.4% 0.8% 37.5M -1.44B -6.6M 0.35 2.00 N/A N/A 253,677 87,969 1,885,379 1,154,715 2023-12-04 $18.51 $13.00 52.3% 15.2% 57.5% 9.1% 54.5% 0.8% 0.9% 12.8M -825.3M -6.1M 0.44 1.89 N/A N/A 307,821 134,009 1,789,124 1,099,481 2023-12-05 $18.26 $13.00 51.7% 15.1% 57.2% 7.9% 53.9% 1.0% 0.5% 11.7M -752.3M -6.1M 0.33 2.60 N/A N/A 158,315 52,410 1,842,549 1,139,085 2023-12-06 $17.20 $13.00 52.3% 15.3% 60.2% 9.2% 56.3% -0.2% 0.8% 4.4M -431.2M -5.8M 0.68 2.56 N/A N/A 279,753 189,676 1,856,370 1,156,872 2023-12-07 $17.18 $13.00 51.4% 15.0% 59.8% 7.2% 54.8% -0.3% 1.2% 4.4M -435.6M -5.8M 0.39 1.71 N/A N/A 160,405 62,862 1,911,693 1,184,687 2023-12-08 $17.77 $13.00 50.1% 14.6% 61.1% 4.2% 52.4% -1.1% 1.5% 11.1M -645.9M -5.9M 0.40 2.35 N/A N/A 201,149 80,693 1,939,551 1,191,040 2023-12-11 $17.73 $13.00 50.4% 14.5% 54.6% 4.9% 51.8% -0.4% -0.2% 12.0M -691.4M -5.8M 0.30 2.85 N/A N/A 201,171 59,757 1,867,928 1,135,379 2023-12-12 $17.48 $13.00 49.6% 14.4% 54.6% 3.2% 52.0% -0.9% 0.3% 10.4M -613.5M -5.7M 0.39 2.40 N/A N/A 153,106 59,968 1,911,182 1,153,699 2023-12-13 $17.80 $14.00 48.7% 14.1% 54.8% 1.2% 50.8% -1.5% 0.3% 14.2M -718.8M -5.8M 0.31 2.89 N/A N/A 162,513 50,344 1,937,122 1,170,771 2023-12-14 $18.16 $14.00 50.8% 14.6% 55.6% 5.8% 53.2% -2.4% 0.4% 19.3M -866.4M -6.1M 0.26 1.57 N/A N/A 305,989 80,514 1,954,351 1,180,856 2023-12-15 $18.12 $14.00 52.0% 14.9% 55.6% 8.6% 54.4% -3.2% -0.3% 16.8M -852.4M -6.1M 0.32 3.05 N/A N/A 391,835 126,929 1,995,256 1,207,225 2023-12-18 $17.84 $14.00 51.0% 14.6% 54.2% 6.3% 54.4% -3.4% 0.5% 13.6M -727.0M -5.9M 0.33 2.34 N/A N/A 257,334 85,881 1,777,392 1,045,103 2023-12-19 $17.94 $14.00 50.7% 14.5% 50.5% 5.6% 52.9% -3.2% 0.6% 16.8M -765.4M -6.1M 0.34 2.59 N/A N/A 153,021 52,561 1,861,060 1,082,209 2023-12-20 $17.34 $14.00 52.4% 15.0% 45.0% 9.4% 57.1% -3.0% 0.5% 9.2M -565.7M -5.9M 0.54 2.39 N/A N/A 224,117 120,752 1,886,679 1,099,036 2023-12-21 $17.55 $15.00 50.3% 14.4% 45.5% 4.8% 53.0% -2.0% 1.3% 10.2M -626.1M -6.0M 0.46 2.03 N/A N/A 105,185 48,501 1,919,952 1,129,453 2023-12-22 $17.45 $15.00 49.0% 13.9% 45.1% 1.9% 50.6% -1.9% 1.3% 5.1M -557.6M -5.9M 0.47 2.41 N/A N/A 124,652 59,115 1,923,602 1,136,403 2023-12-26 $17.73 $15.00 50.5% 14.3% 45.7% 5.3% 55.6% -0.1% 1.0% 10.7M -666.3M -5.8M 0.40 1.75 N/A N/A 166,179 67,195 1,791,160 1,084,188 2023-12-27 $17.49 $15.00 49.5% 13.9% 44.1% 3.0% 50.6% -0.4% 1.2% 9.3M -549.3M -5.6M 0.45 1.86 N/A N/A 108,218 48,218 1,825,143 1,128,324 2023-12-28 $17.56 $15.00 49.5% 13.9% 44.0% 3.0% 50.1% -1.2% 1.3% 9.7M -580.0M -5.6M 0.63 1.99 N/A N/A 130,931 83,063 1,846,387 1,139,240 2023-12-29 $17.16 $15.00 48.7% 13.5% 44.1% 1.2% 49.6% -1.1% 1.5% -687.5K -422.6M -5.5M 0.40 2.02 N/A N/A 151,032 60,250 1,877,006 1,174,502
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