PLTR Options History — May 2024 In May 2024, PLTR traded between $20.59 and $25.18. ATM implied volatility averaged 46.4%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded below realized volatility by 18.2% (HV 20d: 64.6%). Max pain ranged from $20.00 to $22.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.41.
Notable Days 2024-05-07 : Highest Volume — 1,091,015 contracts2024-05-07 : Largest IV drop — 43.4% change2024-05-06 : Highest IV Rank — 71.9%2024-05-03 : Largest Expected Move — 28.6%Monthly Statistics Metric Avg Min Max Open Close Price $21.65 $20.59 $25.18 $22.30 $21.55 Max Pain $21.09 $20.00 $22.00 $22.00 $21.00 ATM IV 46.4% 36.3% 79.1% 74.7% 40.5% Expected Move 14.0% 10.4% 28.6% 26.5% 11.6% HV 20d 64.6% 31.9% 73.1% 31.9% 69.3% HV 60d 53.5% 44.7% 71.7% 71.7% 48.3% IV Rank 13.7% 0.0% 71.9% 62.7% 7.3% IV Percentile 16.4% 0.0% 91.3% 82.1% 5.2% Term Structure -0.5% -4.1% 1.5% -2.7% -1.2% VWIV 50.0% 37.0% 98.9% 92.3% 41.4% Skew 25d -1.1% -2.7% 0.4% 0.1% -0.2% Skew 10d -2.8% -6.9% -0.5% -1.6% -1.0% Call IV 25d 48.1% 36.9% 84.0% 74.6% 41.5% Put IV 25d 46.9% 36.6% 84.4% 74.7% 41.3% Bid-Ask Spread % 2.95 2.00 6.00 3.80 2.87 Gamma HHI 0.08 0.06 0.18 0.06 0.18 Net GEX 12.4M -6.0M 33.6M 12.1M 33.6M Net DEX -689.0M -1.82B -188.5M -888.1M -774.9M Net VEX -8.2M -9.0M -7.6M -8.5M -8.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.41 0.25 0.55 0.37 0.34 Total Volume 355,340.409 128,813 1,091,015 191,170 305,513 Total OI 2,954,856.727 2,600,790 3,407,579 2,788,167 2,855,692
Daily Data (22 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 2024-05-01 $22.30 $22.00 74.7% 26.5% 31.9% 62.7% 92.3% 0.1% -2.7% 12.1M -888.1M -8.5M 0.37 3.80 N/A N/A 139,627 51,543 1,591,276 1,196,891 2024-05-02 $22.55 $22.00 76.8% 28.1% 32.0% 67.1% 97.2% 0.4% -4.1% 15.6M -994.7M -8.5M 0.33 2.32 N/A N/A 155,503 50,818 1,621,490 1,202,581 2024-05-03 $23.29 $22.00 76.0% 28.6% 33.8% 65.5% 98.9% 0.4% -4.1% 30.1M -1.29B -8.7M 0.31 2.85 N/A N/A 318,042 99,526 1,661,305 1,211,893 2024-05-06 $25.18 $20.00 79.1% 19.7% 43.5% 71.9% 68.8% -2.5% -4.1% 25.4M -1.82B -9.0M 0.52 6.00 N/A N/A 704,918 364,399 1,623,162 1,135,410 2024-05-07 $21.48 $21.00 44.8% 12.9% 72.5% 0.0% 46.7% -1.1% 1.5% -183.1K -397.3M -7.7M 0.50 2.66 N/A N/A 729,243 361,772 1,847,475 1,278,180 2024-05-08 $21.34 $21.00 42.6% 12.3% 72.4% 0.0% 44.7% -1.1% 0.7% 4.9M -433.9M -7.8M 0.50 3.33 N/A N/A 326,686 163,900 1,984,908 1,315,834 2024-05-09 $21.24 $21.00 40.0% 11.6% 72.1% 0.0% 42.4% -1.4% 1.0% 4.5M -450.6M -8.0M 0.41 2.65 N/A N/A 254,320 104,968 2,034,000 1,327,809 2024-05-10 $20.59 $21.00 39.3% 11.6% 72.7% 0.0% 41.5% -0.8% 1.2% -6.0M -188.5M -7.6M 0.51 2.13 N/A N/A 285,145 146,464 2,065,184 1,342,395 2024-05-13 $20.95 $21.00 40.7% 11.5% 72.5% 2.6% 41.4% -0.5% -0.7% 7.5M -461.7M -7.9M 0.36 2.29 N/A N/A 227,028 82,252 1,804,244 1,235,458 2024-05-14 $21.45 $21.00 42.0% 12.0% 73.1% 5.2% 43.7% -1.5% -0.1% 16.1M -671.3M -8.3M 0.30 2.50 N/A N/A 387,106 114,893 1,850,651 1,267,832 2024-05-15 $21.64 $21.00 39.4% 11.7% 72.6% 0.3% 41.9% -1.5% 0.7% 18.4M -695.9M -8.3M 0.47 2.34 N/A N/A 155,856 73,983 1,892,862 1,280,989 2024-05-16 $21.76 $21.00 39.9% 11.4% 72.5% 1.2% 40.7% -2.2% -0.1% 24.8M -790.0M -8.3M 0.53 2.00 N/A N/A 105,964 55,977 1,923,139 1,279,753 2024-05-17 $21.73 $21.00 39.3% 11.2% 71.4% 0.0% 40.6% -1.5% -0.2% 15.8M -746.1M -8.2M 0.39 2.58 N/A N/A 190,413 73,582 1,935,006 1,283,904 2024-05-20 $21.56 $21.00 38.5% 11.0% 71.1% 0.0% 39.4% -1.3% 1.2% 14.4M -679.8M -8.1M 0.42 3.45 N/A N/A 157,163 66,719 1,539,355 1,061,435 2024-05-21 $21.26 $21.00 37.8% 10.8% 70.3% 0.0% 38.6% -2.2% 0.9% 11.9M -581.5M -8.0M 0.40 3.71 N/A N/A 122,299 48,784 1,583,835 1,093,221 2024-05-22 $21.13 $21.00 38.9% 11.2% 70.3% 2.0% 40.5% -2.7% 0.1% 10.5M -570.3M -8.1M 0.41 3.22 N/A N/A 135,255 55,492 1,615,984 1,117,667 2024-05-23 $20.68 $21.00 38.9% 11.1% 70.6% 1.9% 40.3% -1.4% 0.1% 378.4K -386.2M -8.0M 0.34 2.80 N/A N/A 219,711 74,289 1,659,518 1,139,928 2024-05-24 $20.98 $21.00 36.3% 10.4% 69.6% 0.0% 37.0% -0.3% 0.2% -5.7M -476.8M -8.0M 0.48 3.12 N/A N/A 142,777 68,091 1,701,120 1,163,034 2024-05-28 $21.07 $21.00 37.6% 11.1% 69.3% 2.2% 40.0% -0.5% 1.0% 8.7M -541.9M -8.0M 0.33 2.74 N/A N/A 125,962 41,722 1,589,894 1,124,110 2024-05-29 $20.98 $21.00 38.6% 11.1% 68.6% 4.1% 39.6% -0.9% -1.0% 8.0M -517.0M -7.9M 0.55 2.46 N/A N/A 82,984 45,829 1,629,539 1,138,258 2024-05-30 $21.63 $21.00 39.9% 11.4% 69.5% 6.4% 41.9% -2.1% -0.9% 21.4M -804.6M -8.3M 0.25 3.01 N/A N/A 321,581 79,390 1,652,371 1,148,256 2024-05-31 $21.55 $21.00 40.5% 11.6% 69.3% 7.3% 41.4% -0.2% -1.2% 33.6M -774.9M -8.3M 0.34 2.87 N/A N/A 227,587 77,926 1,705,059 1,150,633
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