PLTR Options History — June 2024 In June 2024, PLTR traded between $21.23 and $25.86. ATM implied volatility averaged 40.3%, placing in the 7.0% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded below realized volatility by 1.5% (HV 20d: 41.8%). Max pain ranged from $21.00 to $22.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 19 of 19 days. Put/call ratio averaged 0.34.
Notable Days 2024-06-06 : Highest Volume — 690,962 contracts2024-06-17 : Largest IV spike — 6.8% change2024-06-18 : Highest IV Rank — 13.3%2024-06-18 : Largest Expected Move — 12.6%Monthly Statistics Metric Avg Min Max Open Close Price $23.92 $21.23 $25.86 $21.23 $25.38 Max Pain $21.42 $21.00 $22.00 $21.00 $22.00 ATM IV 40.3% 38.1% 43.8% 41.2% 40.5% Expected Move 11.6% 10.9% 12.6% 12.2% 10.9% HV 20d 41.8% 30.1% 68.2% 68.2% 49.4% HV 60d 50.3% 48.2% 53.0% 48.2% 52.1% IV Rank 7.0% 3.2% 13.3% 8.6% 7.4% IV Percentile 6.1% 1.2% 11.1% 6.0% 9.9% Term Structure 1.4% 0.1% 5.6% 0.6% 4.1% VWIV 41.6% 38.6% 45.1% 44.6% 38.6% Skew 25d -1.2% -3.4% 0.1% 0.1% -0.3% Skew 10d -2.1% -8.3% 0.4% -0.5% -0.4% Call IV 25d 41.4% 39.4% 46.5% 41.7% 39.5% Put IV 25d 40.2% 38.4% 43.1% 41.8% 39.2% Bid-Ask Spread % 2.65 1.84 3.38 3.07 2.99 Gamma HHI 0.10 0.07 0.16 0.07 0.16 Net GEX 36.7M 12.8M 49.8M 12.8M 49.2M Net DEX -1.45B -2.26B -623.5M -623.5M -1.67B Net VEX -8.5M -8.8M -8.1M -8.1M -8.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.34 0.21 0.51 0.24 0.46 Total Volume 357,389.842 153,512 690,962 239,689 244,855 Total OI 2,769,315.316 2,393,840 3,016,283 2,735,491 2,557,806
Daily Data (19 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 2024-06-03 $21.23 $21.00 41.2% 12.2% 68.2% 8.6% 44.6% 0.1% 0.6% 12.8M -623.5M -8.1M 0.24 3.07 N/A N/A 193,035 46,654 1,616,298 1,119,193 2024-06-04 $21.96 $21.00 40.6% 12.2% 62.7% 7.6% 44.1% -1.3% 1.0% 26.5M -941.9M -8.3M 0.27 3.38 N/A N/A 253,382 68,334 1,683,450 1,142,140 2024-06-05 $22.89 $21.00 39.8% 11.8% 30.1% 6.2% 42.1% -1.5% 0.4% 41.7M -1.33B -8.5M 0.34 2.84 N/A N/A 270,822 92,668 1,717,823 1,148,213 2024-06-06 $23.77 $21.00 41.9% 12.2% 32.2% 10.0% 43.6% -1.3% 0.1% 45.5M -1.69B -8.8M 0.28 2.94 N/A N/A 540,194 150,768 1,733,253 1,158,999 2024-06-07 $23.34 $21.00 40.2% 11.8% 33.1% 6.8% 41.8% -1.1% 0.2% 43.2M -1.50B -8.7M 0.35 2.91 N/A N/A 250,374 88,403 1,804,967 1,184,090 2024-06-10 $23.11 $21.00 38.8% 11.3% 30.9% 4.3% 40.3% -1.2% 0.5% 33.3M -1.25B -8.4M 0.39 2.22 N/A N/A 180,517 70,285 1,686,280 1,133,073 2024-06-11 $23.88 $21.00 39.1% 11.3% 32.1% 4.9% 40.6% -1.3% 0.2% 41.2M -1.54B -8.5M 0.51 1.84 N/A N/A 173,769 87,856 1,684,188 1,159,647 2024-06-12 $23.73 $21.00 38.3% 11.1% 31.8% 3.5% 39.6% -0.7% 0.2% 42.1M -1.45B -8.3M 0.32 3.13 N/A N/A 198,824 64,119 1,703,192 1,160,603 2024-06-13 $23.34 $21.00 38.1% 10.9% 32.6% 3.2% 39.5% -0.9% 0.1% 35.8M -1.26B -8.3M 0.30 2.16 N/A N/A 139,973 42,639 1,725,167 1,165,866 2024-06-14 $23.62 $21.00 39.4% 11.4% 32.7% 5.5% 41.1% -1.0% 0.6% 30.7M -1.40B -8.3M 0.34 2.38 N/A N/A 210,448 72,536 1,731,810 1,172,169 2024-06-17 $25.02 $21.00 42.1% 12.1% 37.7% 10.3% 43.2% -2.2% 0.3% 41.9M -1.86B -8.5M 0.24 2.30 N/A N/A 447,462 105,772 1,631,838 1,132,857 2024-06-18 $25.86 $22.00 43.8% 12.6% 38.4% 13.3% 45.1% -3.4% 0.4% 48.5M -2.26B -8.8M 0.21 2.41 N/A N/A 496,743 103,885 1,704,076 1,161,228 2024-06-20 $25.62 $22.00 42.6% 12.2% 38.0% 11.3% 44.1% -2.3% 0.3% 49.8M -2.16B -8.8M 0.29 2.71 N/A N/A 464,314 136,977 1,767,028 1,183,562 2024-06-21 $23.70 $22.00 40.7% 11.6% 48.9% 7.9% 42.3% -1.2% 0.4% 19.7M -1.25B -8.5M 0.47 2.00 N/A N/A 392,877 185,127 1,800,444 1,215,839 2024-06-24 $24.27 $22.00 40.0% 11.4% 48.2% 6.6% 40.4% -0.8% 4.4% 27.7M -1.27B -8.5M 0.37 2.72 N/A N/A 193,075 71,735 1,472,041 921,799 2024-06-25 $24.38 $22.00 38.6% 10.9% 48.1% 4.0% 39.3% -0.8% 4.0% 32.2M -1.32B -8.6M 0.36 2.58 N/A N/A 124,403 44,461 1,514,934 942,334 2024-06-26 $24.14 $22.00 39.4% 11.1% 48.5% 5.5% 39.9% -0.1% 5.6% 29.2M -1.23B -8.6M 0.35 2.72 N/A N/A 113,364 40,148 1,532,435 952,045 2024-06-27 $25.21 $22.00 40.1% 11.2% 50.0% 6.7% 39.6% -1.2% 3.7% 47.1M -1.63B -8.7M 0.39 3.08 N/A N/A 310,061 119,548 1,537,416 958,888 2024-06-28 $25.38 $22.00 40.5% 10.9% 49.4% 7.4% 38.6% -0.3% 4.1% 49.2M -1.67B -8.8M 0.46 2.99 N/A N/A 167,447 77,408 1,571,024 986,782
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