PLTR Options History — April 2024

In April 2024, PLTR traded between $20.45 and $22.98. ATM implied volatility averaged 71.5%, placing in the 55.9% IV rank vs the trailing year. The 30-day expected move averaged 20.9%. IV traded above realized volatility by 35.4% (HV 20d: 36.1%). Max pain ranged from $22.00 to $23.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.54.

Notable Days

  • 2024-04-04: Highest Volume — 396,925 contracts
  • 2024-04-08: Largest IV spike — 8.8% change
  • 2024-04-30: Highest IV Rank — 71.6%
  • 2024-04-30: Largest Expected Move — 27.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.13$20.45$22.98$22.79$22.05
Max Pain$22.73$22.00$23.00$23.00$22.00
ATM IV71.5%57.6%78.9%57.6%78.9%
Expected Move20.9%13.1%27.8%13.5%27.8%
HV 20d36.1%29.3%53.3%53.3%31.6%
HV 60d72.4%71.6%73.1%73.1%71.8%
IV Rank55.9%26.5%71.6%26.5%71.6%
IV Percentile78.1%50.8%91.3%50.8%91.3%
Term Structure-0.5%-5.6%12.4%10.5%-2.7%
VWIV73.1%46.8%95.8%48.6%95.8%
Skew 25d-0.4%-2.1%1.3%-2.1%0.3%
Skew 10d-1.2%-4.6%1.9%-3.4%-1.5%
Call IV 25d71.9%60.7%79.1%62.3%77.0%
Put IV 25d71.5%59.9%78.4%60.2%77.3%
Bid-Ask Spread %2.251.633.042.652.25
Gamma HHI0.080.060.150.080.06
Net GEX6.7M-11.9M16.1M8.8M10.0M
Net DEX-723.5M-1.01B-186.2M-855.9M-814.0M
Net VEX-8.6M-9.0M-7.9M-8.7M-8.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.540.350.780.650.53
Total Volume242,361.318150,727396,925352,896150,727
Total OI2,890,015.7272,602,1853,071,3182,723,1332,755,509

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$22.79$23.0057.6%13.5%53.3%26.5%48.6%-2.1%10.5%8.8M-855.9M-8.7M0.652.65N/AN/A213,297139,5991,585,6991,137,434
2024-04-02$22.66$23.0058.6%13.3%52.2%28.8%47.6%-1.8%10.7%8.3M-814.2M-8.8M0.592.05N/AN/A180,346107,2821,652,5341,191,618
2024-04-03$22.73$23.0059.9%13.1%52.2%31.4%46.8%-1.4%11.7%10.6M-860.1M-8.8M0.771.89N/AN/A112,65586,7571,700,3961,209,822
2024-04-04$22.55$23.0062.7%20.0%36.6%37.4%70.4%-1.3%12.1%8.6M-801.2M-8.8M0.353.04N/AN/A294,346102,5791,716,4741,228,157
2024-04-05$22.84$23.0064.6%20.0%36.4%41.4%70.5%-0.8%12.4%13.3M-910.6M-9.0M0.552.22N/AN/A205,918113,9421,774,7681,245,062
2024-04-08$22.98$23.0070.3%20.0%36.6%53.5%70.1%-1.3%-3.6%15.5M-991.3M-9.0M0.572.13N/AN/A104,66459,8161,681,5711,217,098
2024-04-09$22.70$23.0070.9%19.8%35.9%54.7%69.3%-1.3%-3.8%11.7M-866.7M-8.9M0.563.00N/AN/A104,73759,0891,713,2361,246,072
2024-04-10$22.45$23.0073.0%19.9%35.3%59.0%69.6%-0.9%-3.8%6.9M-753.3M-8.7M0.651.97N/AN/A110,10471,3161,732,2391,270,725
2024-04-11$22.84$23.0071.7%19.6%35.9%56.3%68.9%0.3%-4.0%11.4M-903.0M-8.9M0.532.26N/AN/A113,86360,0991,751,7291,295,955
2024-04-12$22.59$23.0076.6%21.0%34.6%66.6%73.6%0.6%-4.3%3.2M-803.0M-8.9M0.562.12N/AN/A199,224111,2191,761,7721,309,546
2024-04-15$21.95$23.0078.3%22.1%34.2%70.3%77.7%-0.5%-4.1%3.5M-630.9M-8.6M0.382.64N/AN/A203,80977,2051,667,4661,269,806
2024-04-16$21.91$23.0076.6%21.8%32.7%66.6%76.5%0.1%-4.1%2.1M-595.5M-8.5M0.501.87N/AN/A131,62165,4261,696,9251,290,756
2024-04-17$21.39$23.0078.1%22.4%33.3%69.9%78.7%-1.1%-4.3%-4.0M-450.6M-8.4M0.531.97N/AN/A116,27561,3421,715,4021,297,172
2024-04-18$21.13$23.0076.7%22.2%29.7%66.9%78.3%-0.3%-4.0%-6.7M-379.7M-8.2M0.692.11N/AN/A126,84687,2131,735,6231,296,924
2024-04-19$20.45$23.0076.6%22.4%30.9%66.8%79.2%-2.1%-5.0%-11.9M-186.2M-8.0M0.782.14N/AN/A176,556136,8701,753,7181,308,002
2024-04-22$20.93$23.0071.3%21.5%32.6%55.5%75.1%0.8%-3.7%253.9K-377.5M-7.9M0.451.63N/AN/A177,95179,7851,456,1861,145,999
2024-04-23$21.63$22.0071.9%22.0%34.3%56.8%76.5%0.6%-4.2%7.2M-647.2M-8.2M0.442.24N/AN/A191,68785,1471,519,4411,171,010
2024-04-24$21.55$22.0074.6%23.3%33.4%62.6%81.1%0.4%-5.1%7.4M-629.4M-8.3M0.482.02N/AN/A129,06962,0131,564,2411,195,190
2024-04-25$21.63$22.0073.9%23.5%33.4%61.1%81.3%0.7%-4.7%9.6M-668.1M-8.4M0.452.41N/AN/A107,30248,6971,604,8231,199,131
2024-04-26$22.38$22.0074.9%24.2%29.3%63.2%83.6%1.3%-5.6%16.1M-970.1M-8.6M0.562.77N/AN/A230,680129,2581,616,9971,206,727
2024-04-29$22.73$22.0074.9%25.6%29.7%63.0%88.2%1.3%-0.8%14.4M-1.01B-8.6M0.422.11N/AN/A145,14660,4721,529,4011,161,990
2024-04-30$22.05$22.0078.9%27.8%31.6%71.6%95.8%0.3%-2.7%10.0M-814.0M-8.5M0.532.25N/AN/A98,78851,9391,573,1331,182,376