PLTR Options History — February 2024 In February 2024, PLTR traded between $16.44 and $25.34. ATM implied volatility averaged 57.7%, placing in the 22.8% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded below realized volatility by 38.5% (HV 20d: 96.2%). Max pain ranged from $17.00 to $20.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.51.
Notable Days 2024-02-06 : Highest Volume — 2,451,634 contracts2024-02-06 : Largest IV drop — 33.2% change2024-02-05 : Highest IV Rank — 72.1%2024-02-05 : Largest Expected Move — 21.4%Monthly Statistics Metric Avg Min Max Open Close Price $22.92 $16.44 $25.34 $16.44 $24.91 Max Pain $19.20 $17.00 $20.00 $17.00 $20.00 ATM IV 57.7% 52.0% 79.9% 72.4% 53.2% Expected Move 16.4% 15.0% 21.4% 19.1% 16.0% HV 20d 96.2% 39.9% 109.3% 39.9% 105.7% HV 60d 67.8% 44.9% 72.9% 44.9% 72.3% IV Rank 22.8% 10.0% 72.1% 55.5% 12.6% IV Percentile 41.3% 21.0% 92.1% 81.3% 27.4% Term Structure -1.4% -4.2% -0.2% -3.8% -1.7% VWIV 58.7% 53.3% 75.7% 67.5% 56.5% Skew 25d -2.3% -4.9% -0.2% -1.4% -0.6% Skew 10d -4.4% -11.0% -0.8% -2.2% -2.2% Call IV 25d 60.2% 53.2% 81.0% 74.3% 54.9% Put IV 25d 58.0% 52.2% 77.3% 72.8% 54.2% Bid-Ask Spread % 2.40 1.79 4.56 1.79 1.94 Gamma HHI 0.10 0.05 0.15 0.06 0.12 Net GEX 26.9M 3.6M 47.3M 3.6M 38.1M Net DEX -1.89B -2.97B -221.0M -221.0M -2.11B Net VEX -7.9M -9.0M -5.5M -5.5M -8.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.25 0.96 0.55 0.39 Total Volume 717,636.35 138,954 2,451,634 138,954 331,222 Total OI 3,109,143.35 2,422,205 3,732,302 2,452,821 3,072,267
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 2024-02-01 $16.44 $17.00 72.4% 19.1% 39.9% 55.5% 67.5% -1.4% -3.8% 3.6M -221.0M -5.5M 0.55 1.79 N/A N/A 89,837 49,117 1,402,509 1,050,312 2024-02-02 $16.93 $17.00 73.7% 19.7% 41.0% 58.4% 69.6% -0.3% -4.2% 16.0M -377.1M -5.7M 0.31 2.37 N/A N/A 253,122 79,342 1,421,379 1,065,197 2024-02-05 $16.70 $17.00 79.9% 21.4% 40.6% 72.1% 75.7% -3.6% -3.2% 6.3M -366.0M -5.8M 0.61 4.56 N/A N/A 516,442 317,615 1,378,658 1,043,547 2024-02-06 $21.69 $17.00 53.4% 15.1% 100.2% 13.1% 54.0% -2.5% -0.5% 31.9M -2.07B -6.1M 0.37 2.47 N/A N/A 1,784,127 667,507 1,605,013 1,223,449 2024-02-07 $23.68 $18.00 54.8% 15.4% 102.9% 16.2% 56.6% -3.2% -0.9% 40.2M -2.61B -6.8M 0.44 2.13 N/A N/A 1,149,456 506,959 1,753,305 1,386,379 2024-02-08 $24.62 $18.00 55.3% 15.7% 103.1% 17.4% 56.6% -4.9% -0.8% 43.3M -2.97B -7.6M 0.44 2.75 N/A N/A 1,093,045 483,169 1,915,973 1,570,161 2024-02-09 $24.20 $20.00 54.9% 15.5% 103.6% 16.5% 56.6% -3.2% -1.4% 26.2M -2.71B -7.9M 0.43 2.65 N/A N/A 894,824 381,461 2,030,212 1,702,090 2024-02-12 $25.12 $20.00 57.5% 16.3% 103.6% 22.2% 58.9% -4.4% -1.3% 39.9M -2.75B -8.4M 0.47 2.44 N/A N/A 487,649 230,858 1,911,219 1,391,174 2024-02-13 $23.99 $20.00 56.8% 16.2% 105.5% 20.8% 58.3% -2.9% -0.5% 30.2M -2.29B -8.6M 0.96 2.18 N/A N/A 358,390 343,402 1,983,333 1,454,053 2024-02-14 $25.21 $20.00 56.2% 16.1% 105.7% 19.3% 57.8% -3.4% -1.4% 47.3M -2.82B -8.9M 0.61 2.80 N/A N/A 483,653 294,096 2,031,921 1,505,098 2024-02-15 $25.34 $20.00 55.3% 15.9% 105.6% 17.2% 56.9% -2.8% -0.7% 46.1M -2.82B -9.0M 0.60 2.39 N/A N/A 321,213 192,626 2,061,447 1,576,779 2024-02-16 $24.45 $20.00 54.9% 15.8% 107.6% 16.5% 56.5% -2.5% -0.7% 15.7M -2.34B -9.0M 0.59 2.32 N/A N/A 295,442 175,450 2,078,708 1,618,797 2024-02-20 $23.39 $20.00 55.4% 16.1% 108.9% 17.4% 57.4% -0.2% -1.2% 18.8M -1.62B -8.7M 0.53 2.05 N/A N/A 337,391 179,408 1,688,441 1,275,596 2024-02-21 $22.74 $20.00 55.9% 16.3% 109.3% 18.6% 58.7% -1.1% -0.9% 15.6M -1.30B -8.7M 0.71 2.36 N/A N/A 182,092 129,342 1,710,205 1,304,884 2024-02-22 $23.59 $20.00 53.8% 15.6% 108.5% 14.0% 55.8% -1.1% -0.9% 27.5M -1.67B -8.7M 0.25 2.01 N/A N/A 438,204 108,894 1,743,172 1,325,335 2024-02-23 $23.01 $20.00 52.0% 15.0% 108.4% 10.0% 53.3% -0.9% -0.2% 7.9M -1.38B -8.3M 0.59 2.41 N/A N/A 206,543 121,320 1,748,389 1,347,421 2024-02-26 $23.55 $20.00 52.6% 15.4% 108.2% 11.3% 55.1% -2.1% -0.4% 21.1M -1.55B -8.4M 0.45 2.14 N/A N/A 178,817 79,860 1,588,762 1,274,196 2024-02-27 $24.46 $20.00 53.7% 16.0% 108.1% 13.7% 56.6% -1.9% -1.4% 29.4M -1.90B -8.5M 0.37 2.04 N/A N/A 233,281 86,808 1,640,731 1,297,670 2024-02-28 $24.41 $20.00 53.3% 15.9% 107.5% 12.8% 56.5% -2.0% -1.2% 32.7M -1.91B -8.6M 0.47 2.13 N/A N/A 197,514 93,229 1,690,574 1,314,511 2024-02-29 $24.91 $20.00 53.2% 16.0% 105.7% 12.6% 56.5% -0.6% -1.7% 38.1M -2.11B -8.7M 0.39 1.94 N/A N/A 238,080 93,142 1,724,364 1,347,903
« Jan 2024 | All History | Mar 2024 » Home PLTR History February 2024