PLTR Options History — July 2024 In July 2024, PLTR traded between $25.81 and $28.84. ATM implied volatility averaged 63.7%, placing in the 48.9% IV rank vs the trailing year. The 30-day expected move averaged 19.0%. IV traded above realized volatility by 19.7% (HV 20d: 44.0%). Max pain ranged from $22.00 to $24.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.41.
Notable Days 2024-07-18 : Highest Volume — 703,936 contracts2024-07-08 : Largest IV spike — 22.6% change2024-07-19 : Highest IV Rank — 63.6%2024-07-31 : Largest Expected Move — 24.6%Monthly Statistics Metric Avg Min Max Open Close Price $27.53 $25.81 $28.84 $25.86 $27.12 Max Pain $23.41 $22.00 $24.00 $22.00 $24.00 ATM IV 63.7% 42.1% 72.0% 42.5% 69.8% Expected Move 19.0% 10.6% 24.6% 11.3% 24.6% HV 20d 44.0% 30.8% 49.3% 49.3% 41.7% HV 60d 53.0% 52.1% 54.0% 52.2% 53.9% IV Rank 48.9% 10.3% 63.6% 11.0% 59.7% IV Percentile 63.1% 12.7% 79.0% 13.1% 76.6% Term Structure 0.0% -4.3% 16.6% 14.4% -2.3% VWIV 67.0% 37.9% 86.0% 39.9% 85.3% Skew 25d -1.0% -2.8% 1.2% -0.9% 1.1% Skew 10d -2.2% -6.5% 3.8% -2.6% 3.7% Call IV 25d 65.0% 43.2% 74.4% 44.9% 69.7% Put IV 25d 64.0% 42.6% 73.1% 44.0% 70.8% Bid-Ask Spread % 2.85 2.13 4.68 2.44 2.49 Gamma HHI 0.11 0.07 0.32 0.09 0.08 Net GEX 42.6M 20.2M 90.2M 36.9M 27.7M Net DEX -2.08B -2.61B -1.35B -1.71B -1.59B Net VEX -9.4M -9.9M -8.7M -8.7M -9.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.41 0.23 0.75 0.38 0.47 Total Volume 369,246.364 151,110 703,936 286,792 175,476 Total OI 2,637,084.818 2,392,288 2,939,418 2,392,288 2,520,349
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 2024-07-01 $25.86 $22.00 42.5% 11.3% 49.3% 11.0% 39.9% -0.9% 14.4% 36.9M -1.71B -8.7M 0.38 2.44 N/A N/A 208,041 78,751 1,453,829 938,459 2024-07-02 $25.91 $22.00 42.1% 10.7% 48.6% 10.3% 38.4% -0.6% 15.2% 42.4M -1.76B -8.7M 0.33 2.93 N/A N/A 205,469 68,264 1,507,595 960,818 2024-07-03 $25.81 $23.00 43.3% 10.6% 48.0% 12.4% 37.9% -1.0% 14.7% 42.9M -1.73B -8.9M 0.31 3.03 N/A N/A 115,386 35,724 1,557,950 975,582 2024-07-05 $27.21 $23.00 50.9% 17.4% 49.2% 26.1% 61.1% -1.1% 16.6% 44.0M -2.33B -8.9M 0.26 2.44 N/A N/A 506,460 129,592 1,571,804 987,230 2024-07-08 $27.88 $23.00 62.4% 18.2% 48.3% 46.6% 64.4% -1.9% -3.2% 50.6M -2.40B -9.3M 0.23 2.13 N/A N/A 518,576 118,075 1,585,281 962,177 2024-07-09 $27.59 $23.00 64.8% 18.2% 47.8% 50.8% 64.5% -1.5% -3.0% 51.8M -2.29B -9.3M 0.26 2.17 N/A N/A 351,754 92,283 1,656,339 994,996 2024-07-10 $28.27 $23.00 68.2% 18.4% 47.7% 56.8% 65.4% -2.8% -3.5% 58.3M -2.58B -9.5M 0.28 2.20 N/A N/A 352,600 97,971 1,688,683 1,011,712 2024-07-11 $27.59 $23.00 67.8% 18.4% 48.4% 56.0% 65.1% -1.3% -4.2% 49.6M -2.28B -9.6M 0.47 3.06 N/A N/A 357,414 166,600 1,727,644 1,034,627 2024-07-12 $28.01 $23.00 66.1% 18.3% 48.2% 53.0% 64.6% -2.2% -3.5% 90.2M -2.48B -9.6M 0.48 2.44 N/A N/A 224,782 107,623 1,758,298 1,073,543 2024-07-15 $28.73 $23.00 66.7% 18.8% 47.6% 54.2% 67.1% -2.8% -2.7% 50.9M -2.61B -9.7M 0.34 2.43 N/A N/A 380,633 131,155 1,662,122 1,040,761 2024-07-16 $28.52 $23.00 66.7% 19.0% 48.0% 54.2% 66.6% -2.0% -3.1% 49.6M -2.52B -9.8M 0.42 2.38 N/A N/A 225,488 94,933 1,721,292 1,067,667 2024-07-17 $28.18 $24.00 68.9% 19.7% 45.0% 58.1% 69.8% -1.8% -3.6% 46.2M -2.38B -9.7M 0.40 2.65 N/A N/A 204,973 81,711 1,745,395 1,086,437 2024-07-18 $28.66 $24.00 71.8% 20.8% 44.1% 63.3% 73.5% -1.6% -4.0% 53.1M -2.59B -9.9M 0.36 2.72 N/A N/A 516,921 187,015 1,767,156 1,099,196 2024-07-19 $28.68 $24.00 72.0% 21.1% 43.8% 63.6% 74.1% -1.2% -4.3% 44.0M -2.56B -9.9M 0.38 3.74 N/A N/A 390,995 147,422 1,809,032 1,130,386 2024-07-22 $28.49 $24.00 68.8% 20.6% 31.2% 57.9% 72.6% -0.6% -3.4% 37.9M -2.10B -9.8M 0.29 2.98 N/A N/A 224,459 66,004 1,562,587 955,216 2024-07-23 $28.84 $24.00 65.9% 20.1% 30.8% 52.7% 70.6% -1.6% -2.4% 45.3M -2.26B -9.6M 0.37 2.44 N/A N/A 174,838 64,263 1,602,129 977,481 2024-07-24 $26.91 $24.00 65.9% 21.0% 41.4% 52.7% 73.5% -0.1% -2.2% 20.7M -1.52B -9.5M 0.56 2.76 N/A N/A 266,806 148,104 1,604,683 990,806 2024-07-25 $26.76 $24.00 68.9% 21.6% 41.2% 58.1% 76.0% -0.3% -3.6% 20.2M -1.47B -9.4M 0.58 3.27 N/A N/A 188,247 109,451 1,630,522 1,006,117 2024-07-26 $27.21 $24.00 68.8% 22.0% 39.0% 57.9% 76.3% 0.4% -4.0% 26.7M -1.66B -9.4M 0.56 4.25 N/A N/A 146,090 81,787 1,644,569 1,012,171 2024-07-29 $27.18 $24.00 68.6% 23.3% 39.0% 57.5% 80.4% 1.0% -2.6% 27.1M -1.63B -9.1M 0.49 4.68 N/A N/A 123,644 60,675 1,488,933 952,493 2024-07-30 $26.34 $24.00 71.4% 24.6% 40.4% 62.6% 86.0% 1.2% -4.3% 20.4M -1.35B -9.0M 0.75 2.98 N/A N/A 112,490 84,475 1,518,272 973,527 2024-07-31 $27.12 $24.00 69.8% 24.6% 41.7% 59.7% 85.3% 1.1% -2.3% 27.7M -1.59B -9.1M 0.47 2.49 N/A N/A 119,302 56,174 1,525,822 994,527
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