PLTR Options History — August 2024 In August 2024, PLTR traded between $23.96 and $32.34. ATM implied volatility averaged 53.8%, placing in the 35.9% IV rank vs the trailing year. The 30-day expected move averaged 16.0%. IV traded below realized volatility by 8.3% (HV 20d: 62.1%). Max pain ranged from $24.00 to $28.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.53.
Notable Days 2024-08-09 : Highest Volume — 837,562 contracts2024-08-06 : Largest IV drop — 32.2% change2024-08-05 : Highest IV Rank — 83.7%2024-08-02 : Largest Expected Move — 27.7%Monthly Statistics Metric Avg Min Max Open Close Price $29.81 $23.96 $32.34 $25.95 $31.20 Max Pain $25.68 $24.00 $28.00 $24.00 $28.00 ATM IV 53.8% 46.8% 80.5% 70.6% 46.8% Expected Move 16.0% 13.8% 27.7% 25.5% 13.8% HV 20d 62.1% 43.6% 69.0% 44.8% 55.4% HV 60d 50.0% 42.4% 52.4% 52.4% 50.5% IV Rank 35.9% 23.0% 83.7% 61.2% 23.0% IV Percentile 37.8% 18.3% 97.6% 77.4% 18.3% Term Structure -0.7% -5.1% 7.4% -3.4% -0.9% VWIV 56.7% 48.5% 98.5% 89.3% 48.8% Skew 25d 2.2% 0.0% 5.1% 0.0% 1.2% Skew 10d 4.6% -0.3% 12.0% 0.1% 2.8% Call IV 25d 53.5% 46.3% 80.7% 72.6% 46.3% Put IV 25d 55.7% 47.5% 85.8% 72.6% 47.5% Bid-Ask Spread % 4.38 2.22 23.77 3.09 2.88 Gamma HHI 0.14 0.06 0.66 0.07 0.09 Net GEX 50.6M -3.7M 178.1M 14.9M 37.8M Net DEX -2.23B -3.27B -787.1M -1.24B -2.25B Net VEX -9.4M -10.0M -8.7M -8.9M -9.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.39 0.88 0.46 0.56 Total Volume 399,259.5 153,861 837,562 203,095 282,449 Total OI 2,667,089.409 2,452,100 2,900,767 2,552,024 2,732,740
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 2024-08-01 $25.95 $24.00 70.6% 25.5% 44.8% 61.2% 89.3% 0.0% -3.4% 14.9M -1.24B -8.9M 0.46 3.09 N/A N/A 138,959 64,136 1,549,830 1,002,194 2024-08-02 $24.51 $24.00 77.0% 27.7% 44.7% 73.1% 98.5% 4.7% -5.1% -3.7M -800.9M -8.7M 0.88 5.30 N/A N/A 220,808 194,136 1,573,200 1,009,693 2024-08-05 $23.96 $24.00 80.5% 22.3% 43.6% 83.7% 78.7% 5.1% 7.4% 11.2M -787.1M -8.7M 0.69 23.77 N/A N/A 319,417 220,117 1,472,508 979,592 2024-08-06 $26.77 $24.00 54.6% 15.5% 60.6% 35.0% 54.3% 4.3% -2.8% 30.5M -1.56B -8.7M 0.55 3.66 N/A N/A 400,691 221,176 1,550,322 1,030,482 2024-08-07 $26.69 $24.00 56.4% 15.9% 59.8% 39.2% 57.6% 4.4% -0.6% 31.0M -1.52B -8.9M 0.61 3.64 N/A N/A 343,490 207,836 1,597,876 1,063,662 2024-08-08 $29.23 $24.00 53.8% 15.8% 67.8% 38.2% 56.3% 3.5% 1.2% 59.2M -2.46B -9.3M 0.51 3.11 N/A N/A 475,396 241,281 1,635,714 1,120,022 2024-08-09 $29.98 $24.00 52.5% 15.1% 68.1% 35.5% 53.4% 3.0% -0.7% 178.1M -2.82B -9.5M 0.39 2.73 N/A N/A 601,422 236,140 1,709,521 1,191,246 2024-08-12 $29.41 $24.00 52.0% 14.8% 68.0% 34.3% 51.9% 2.7% -0.6% 44.4M -2.25B -9.4M 0.39 3.63 N/A N/A 345,863 133,821 1,584,029 1,067,725 2024-08-13 $30.36 $25.00 51.8% 15.0% 68.8% 33.8% 53.0% 2.3% 0.5% 53.5M -2.61B -9.5M 0.44 4.53 N/A N/A 293,700 129,424 1,624,425 1,104,017 2024-08-14 $30.84 $25.00 50.5% 14.7% 68.7% 30.9% 52.0% 2.7% 0.8% 59.3M -2.78B -9.6M 0.50 2.77 N/A N/A 244,208 122,003 1,656,227 1,137,046 2024-08-15 $31.20 $26.00 48.2% 13.8% 68.6% 25.9% 48.9% 1.6% -0.1% 68.1M -2.94B -9.5M 0.41 2.48 N/A N/A 220,237 89,392 1,684,319 1,157,239 2024-08-16 $31.98 $26.00 49.3% 14.1% 69.0% 28.4% 50.2% 0.4% -0.1% 142.4M -3.27B -9.5M 0.45 3.00 N/A N/A 503,933 227,769 1,699,667 1,175,359 2024-08-19 $32.28 $26.00 49.1% 14.0% 68.8% 28.0% 50.4% 1.5% -1.0% 49.7M -2.76B -9.6M 0.49 2.87 N/A N/A 227,768 111,745 1,506,277 969,960 2024-08-20 $32.34 $27.00 49.3% 14.1% 68.8% 28.4% 50.1% 1.5% -0.9% 52.6M -2.78B -10.0M 0.53 6.99 N/A N/A 176,668 94,171 1,568,047 1,035,245 2024-08-21 $32.28 $27.00 49.0% 14.0% 63.0% 27.7% 49.4% 1.6% -0.9% 52.5M -2.74B -10.0M 0.64 3.14 N/A N/A 125,758 80,804 1,591,927 1,060,618 2024-08-22 $31.94 $27.00 50.0% 14.4% 63.1% 30.0% 50.4% 1.7% -1.3% 47.1M -2.59B -9.9M 0.45 3.82 N/A N/A 200,695 90,100 1,605,417 1,079,403 2024-08-23 $31.69 $27.00 47.5% 13.8% 63.3% 24.6% 48.5% 1.0% -1.3% 39.0M -2.45B -9.7M 0.48 3.23 N/A N/A 201,182 96,216 1,624,225 1,095,134 2024-08-26 $30.86 $27.00 48.7% 14.3% 64.4% 27.0% 50.8% 1.3% -0.9% 34.7M -2.12B -9.6M 0.50 2.22 N/A N/A 147,668 74,216 1,523,957 1,020,889 2024-08-27 $30.94 $27.00 47.9% 14.0% 62.9% 25.4% 51.4% 1.0% -1.3% 36.9M -2.14B -9.6M 0.46 3.11 N/A N/A 105,368 48,493 1,549,298 1,042,388 2024-08-28 $30.34 $27.00 49.6% 14.7% 63.1% 29.2% 52.4% 1.3% -1.5% 30.2M -1.92B -9.5M 0.69 2.69 N/A N/A 136,154 94,156 1,559,949 1,055,518 2024-08-29 $31.05 $28.00 48.7% 14.6% 60.6% 27.0% 51.0% 1.3% -2.9% 44.1M -2.22B -9.6M 0.49 3.79 N/A N/A 197,213 97,530 1,595,872 1,083,188 2024-08-30 $31.20 $28.00 46.8% 13.8% 55.4% 23.0% 48.8% 1.2% -0.9% 37.8M -2.25B -9.6M 0.56 2.88 N/A N/A 180,722 101,727 1,620,551 1,112,189
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