PLTR Options History — March 2024 In March 2024, PLTR traded between $23.02 and $26.57. ATM implied volatility averaged 50.9%, placing in the 9.3% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded below realized volatility by 11.4% (HV 20d: 62.4%). Max pain ranged from $20.00 to $23.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.47.
Notable Days 2024-03-06 : Highest Volume — 1,486,557 contracts2024-03-06 : Largest IV spike — 7.4% change2024-03-06 : Highest IV Rank — 24.4%2024-03-01 : Largest Expected Move — 16.3%Monthly Statistics Metric Avg Min Max Open Close Price $24.63 $23.02 $26.57 $24.84 $23.02 Max Pain $21.73 $20.00 $23.00 $20.00 $23.00 ATM IV 50.9% 45.0% 58.5% 54.5% 48.5% Expected Move 14.5% 12.9% 16.3% 16.3% 13.0% HV 20d 62.4% 48.8% 107.6% 106.1% 53.2% HV 60d 71.8% 69.0% 73.3% 69.9% 73.3% IV Rank 9.3% 0.0% 24.4% 15.5% 7.4% IV Percentile 19.5% 0.0% 52.0% 34.9% 4.8% Term Structure 1.9% -1.6% 12.5% -1.3% 12.5% VWIV 51.6% 45.5% 58.0% 58.0% 46.8% Skew 25d -2.2% -4.8% -0.8% -4.1% -0.8% Skew 10d -3.6% -8.4% -1.2% -5.2% -1.5% Call IV 25d 52.8% 46.6% 61.8% 57.9% 46.9% Put IV 25d 50.6% 44.8% 57.0% 53.9% 46.1% Bid-Ask Spread % 2.03 1.76 2.88 2.88 1.94 Gamma HHI 0.11 0.07 0.24 0.14 0.24 Net GEX 27.7M -10.0M 53.3M 39.7M -10.0M Net DEX -1.68B -2.71B -866.6M -2.07B -866.6M Net VEX -9.1M -9.3M -8.7M -8.8M -8.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.21 0.96 0.31 0.54 Total Volume 421,526.5 210,816 1,486,557 535,509 504,884 Total OI 2,963,101.8 2,560,913 3,331,434 3,124,659 2,839,342
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 2024-03-01 $24.84 $20.00 54.5% 16.3% 106.1% 15.5% 58.0% -4.1% -1.3% 39.7M -2.07B -8.8M 0.31 2.88 N/A N/A 408,508 127,001 1,756,107 1,368,552 2024-03-04 $24.05 $21.00 52.7% 15.1% 107.6% 11.5% 53.5% -2.1% 0.4% 26.5M -1.66B -8.7M 0.30 1.87 N/A N/A 331,378 98,532 1,665,229 1,287,743 2024-03-05 $23.76 $21.00 54.5% 15.3% 107.6% 15.5% 54.1% -1.8% -1.4% 25.5M -1.58B -8.7M 0.54 1.92 N/A N/A 167,109 90,892 1,719,983 1,300,766 2024-03-06 $26.19 $21.00 58.5% 16.2% 66.0% 24.4% 57.5% -4.8% -1.6% 44.0M -2.56B -8.9M 0.21 2.03 N/A N/A 1,228,726 257,831 1,730,262 1,309,934 2024-03-07 $26.57 $21.00 55.7% 15.8% 59.2% 18.2% 56.3% -4.5% -0.2% 53.3M -2.71B -9.2M 0.32 2.02 N/A N/A 562,275 180,543 1,896,082 1,368,940 2024-03-08 $26.12 $21.00 53.6% 15.3% 58.4% 13.5% 54.8% -3.5% 0.2% 41.4M -2.44B -9.3M 0.38 2.00 N/A N/A 422,982 160,858 1,928,066 1,403,368 2024-03-11 $25.45 $22.00 55.3% 15.7% 58.9% 17.3% 55.6% -3.0% -0.5% 31.3M -2.03B -9.3M 0.38 2.06 N/A N/A 254,900 97,253 1,735,949 1,330,052 2024-03-12 $24.86 $22.00 54.2% 15.5% 58.0% 14.9% 55.2% -2.2% 0.0% 27.7M -1.80B -9.2M 0.37 1.94 N/A N/A 309,327 113,247 1,783,593 1,357,632 2024-03-13 $25.07 $22.00 53.2% 15.2% 55.5% 12.6% 54.0% -3.0% -0.2% 34.1M -1.94B -9.3M 0.38 2.14 N/A N/A 241,139 90,439 1,839,315 1,387,205 2024-03-14 $24.30 $22.00 53.1% 15.2% 53.8% 12.5% 54.0% -1.3% -0.2% 22.7M -1.57B -9.2M 0.55 2.14 N/A N/A 202,390 111,706 1,863,801 1,412,010 2024-03-15 $23.51 $22.00 51.9% 14.9% 54.8% 9.9% 53.6% -1.6% 0.1% 2.4M -1.23B -9.0M 0.56 1.76 N/A N/A 252,002 141,040 1,876,367 1,439,286 2024-03-18 $24.06 $22.00 50.4% 14.4% 54.2% 6.3% 51.5% -1.1% 0.1% 16.6M -1.25B -9.1M 0.36 2.08 N/A N/A 239,922 86,213 1,500,162 1,060,751 2024-03-19 $23.70 $22.00 48.5% 13.9% 52.1% 2.1% 49.4% -1.1% 0.2% 18.5M -1.18B -9.1M 0.55 1.83 N/A N/A 159,696 88,273 1,586,052 1,101,199 2024-03-20 $24.55 $22.00 46.5% 13.3% 52.3% 0.0% 47.4% -1.2% 0.5% 29.5M -1.49B -9.2M 0.57 2.00 N/A N/A 140,593 79,540 1,598,073 1,114,773 2024-03-21 $24.54 $22.00 45.4% 13.0% 50.8% 0.0% 46.6% -1.4% 0.2% 34.0M -1.49B -9.1M 0.78 2.14 N/A N/A 171,540 133,315 1,629,440 1,131,512 2024-03-22 $24.07 $22.00 45.0% 12.9% 50.5% 0.0% 45.8% -1.8% 0.3% 35.4M -1.28B -9.0M 0.96 2.10 N/A N/A 113,776 108,995 1,643,145 1,155,549 2024-03-25 $24.57 $22.00 46.3% 13.1% 50.3% 2.7% 46.6% -0.9% 7.1% 21.0M -1.41B -9.0M 0.45 1.98 N/A N/A 169,642 76,818 1,522,597 1,106,598 2024-03-26 $24.93 $22.00 45.6% 13.0% 48.8% 1.4% 45.7% -1.9% 10.2% 32.7M -1.60B -9.2M 0.48 1.83 N/A N/A 199,679 96,750 1,588,326 1,135,313 2024-03-27 $24.48 $22.50 45.5% 12.9% 49.3% 1.1% 45.5% -1.5% 11.3% 27.0M -1.40B -9.2M 0.43 1.90 N/A N/A 147,179 63,637 1,624,166 1,164,796 2024-03-28 $23.02 $23.00 48.5% 13.0% 53.2% 7.4% 46.8% -0.8% 12.5% -10.0M -866.6M -8.9M 0.54 1.94 N/A N/A 327,267 177,617 1,660,952 1,178,390
« Feb 2024 | All History | Apr 2024 » Home PLTR History March 2024