PLTR Options History — January 2024

In January 2024, PLTR traded between $15.98 and $17.69. ATM implied volatility averaged 61.6%, placing in the 31.1% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded above realized volatility by 25.9% (HV 20d: 35.7%). Max pain ranged from $15.00 to $18.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.47.

Notable Days

2024-01-22: Highest Volume — 542,568 contracts
2024-01-16: Largest IV spike — 22.4% change
2024-01-31: Highest IV Rank — 58.1%
2024-01-31: Largest Expected Move — 25.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$16.60	$15.98	$17.69	$16.52	$16.19
Max Pain	$17.71	$15.00	$18.00	$15.00	$18.00
ATM IV	61.6%	47.5%	73.6%	51.1%	73.6%
Expected Move	20.0%	13.7%	25.4%	14.1%	25.4%
HV 20d	35.7%	30.5%	44.9%	44.9%	40.5%
HV 60d	58.8%	46.3%	61.2%	61.2%	46.3%
IV Rank	31.1%	0.0%	58.1%	6.5%	58.1%
IV Percentile	47.5%	0.0%	84.5%	11.9%	84.5%
Term Structure	2.1%	-4.4%	17.3%	0.8%	-3.4%
VWIV	71.1%	50.1%	89.2%	52.8%	89.2%
Skew 25d	-0.7%	-2.1%	1.1%	-0.2%	-1.5%
Skew 10d	-2.1%	-8.0%	2.8%	-1.0%	-2.3%
Call IV 25d	62.5%	48.1%	75.2%	52.3%	75.2%
Put IV 25d	61.8%	47.5%	73.8%	52.1%	73.8%
Bid-Ask Spread %	2.28	1.75	3.45	1.75	2.22
Gamma HHI	0.07	0.05	0.15	0.07	0.05
Net GEX	4.8M	-3.3M	12.6M	1.1M	2.2M
Net DEX	-303.5M	-482.6M	-99.4M	-272.7M	-162.2M
Net VEX	-5.4M	-5.7M	-5.0M	-5.2M	-5.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.47	0.28	0.87	0.73	0.48
Total Volume	228,930.333	141,397	542,568	265,845	152,158
Total OI	2,845,098.952	2,098,643	3,340,538	2,933,716	2,406,886

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
2024-01-02	$16.52	$15.00	51.1%	14.1%	44.9%	6.5%	52.8%	-0.2%	0.8%	1.1M	-272.7M	-5.2M	0.73	1.75	N/A	N/A	154,013	111,832	1,800,011	1,133,705
2024-01-03	$16.12	$15.00	49.9%	13.7%	35.6%	3.7%	50.1%	-0.4%	0.2%	-903.2K	-146.7M	-5.0M	0.64	1.98	N/A	N/A	127,817	82,405	1,834,781	1,160,336
2024-01-04	$16.31	$18.00	49.6%	18.5%	36.1%	3.1%	67.3%	-1.3%	0.5%	-512.8K	-209.4M	-5.2M	0.50	2.13	N/A	N/A	135,847	67,988	1,870,571	1,187,734
2024-01-05	$15.98	$18.00	47.7%	17.8%	30.5%	0.0%	63.8%	-1.1%	-0.0%	-3.3M	-99.4M	-5.1M	0.87	3.45	N/A	N/A	170,443	149,118	1,916,682	1,211,003
2024-01-08	$16.66	$18.00	47.5%	18.0%	34.5%	0.0%	64.3%	-0.8%	15.0%	6.2M	-372.2M	-5.3M	0.31	2.76	N/A	N/A	251,143	78,484	1,862,413	1,185,570
2024-01-09	$16.38	$18.00	47.7%	18.4%	32.2%	0.5%	65.7%	-1.1%	16.4%	6.9M	-303.5M	-5.3M	0.50	2.26	N/A	N/A	115,545	58,076	1,957,657	1,209,803
2024-01-10	$16.73	$18.00	49.3%	18.8%	33.4%	3.9%	67.3%	-2.1%	16.5%	12.6M	-443.4M	-5.5M	0.34	2.52	N/A	N/A	177,944	59,816	1,995,125	1,217,957
2024-01-11	$16.68	$18.00	51.2%	18.6%	33.2%	8.1%	67.1%	-2.0%	17.3%	12.1M	-398.3M	-5.4M	0.36	1.85	N/A	N/A	162,711	59,255	2,041,677	1,231,383
2024-01-12	$16.70	$18.00	53.0%	18.2%	32.3%	12.1%	64.8%	-0.6%	16.8%	12.5M	-404.9M	-5.4M	0.36	2.51	N/A	N/A	182,871	66,203	2,090,986	1,249,552
2024-01-16	$16.43	$18.00	64.8%	19.1%	31.4%	38.6%	68.2%	0.7%	-0.2%	4.1M	-300.4M	-5.2M	0.40	2.88	N/A	N/A	145,485	58,742	2,004,710	1,218,560
2024-01-17	$16.36	$18.00	69.5%	19.9%	31.4%	48.9%	69.6%	0.6%	-3.5%	2.2M	-262.1M	-5.2M	0.67	2.25	N/A	N/A	100,424	67,208	2,052,005	1,244,480
2024-01-18	$16.39	$18.00	67.8%	19.6%	31.2%	45.1%	68.8%	1.1%	-2.2%	1.4M	-352.0M	-5.2M	0.44	1.77	N/A	N/A	125,707	55,871	2,079,513	1,206,126
2024-01-19	$16.74	$18.00	68.5%	20.0%	32.4%	46.6%	70.2%	0.4%	-4.4%	3.4M	-449.5M	-5.3M	0.40	2.26	N/A	N/A	163,870	65,895	2,094,545	1,226,789
2024-01-22	$17.69	$18.00	71.7%	21.8%	36.4%	53.9%	76.7%	-0.3%	-3.6%	8.9M	-482.6M	-5.6M	0.28	2.40	N/A	N/A	424,461	118,107	1,166,820	931,823
2024-01-23	$17.34	$18.00	70.8%	21.8%	36.9%	51.8%	76.4%	-1.0%	-3.7%	9.6M	-416.7M	-5.7M	0.48	2.17	N/A	N/A	128,128	61,755	1,317,345	953,719
2024-01-24	$16.89	$18.00	71.8%	22.4%	38.0%	54.1%	79.4%	-0.8%	-3.7%	5.6M	-307.0M	-5.6M	0.42	2.21	N/A	N/A	157,927	66,519	1,340,552	974,064
2024-01-25	$16.43	$18.00	71.9%	22.6%	38.5%	54.4%	80.1%	-1.1%	-3.4%	1.5M	-173.8M	-5.5M	0.34	2.02	N/A	N/A	144,037	48,367	1,356,728	1,003,811
2024-01-26	$16.37	$18.00	71.4%	22.8%	38.3%	53.3%	80.7%	-1.9%	-3.7%	1.5M	-166.0M	-5.5M	0.57	2.32	N/A	N/A	90,001	51,396	1,384,255	1,015,685
2024-01-29	$17.05	$18.00	71.2%	23.6%	41.3%	52.8%	83.3%	-0.3%	-3.2%	6.9M	-352.1M	-5.6M	0.35	2.31	N/A	N/A	156,715	54,126	1,269,944	990,094
2024-01-30	$16.74	$18.00	73.3%	25.0%	41.0%	57.4%	88.2%	-0.7%	-3.2%	7.0M	-297.5M	-5.6M	0.41	1.95	N/A	N/A	112,597	46,530	1,337,716	1,013,962
2024-01-31	$16.19	$18.00	73.6%	25.4%	40.5%	58.1%	89.2%	-1.5%	-3.4%	2.2M	-162.2M	-5.5M	0.48	2.22	N/A	N/A	102,766	49,392	1,374,076	1,032,810