PLTR Options History — September 2024 In September 2024, PLTR traded between $30.20 and $37.88. ATM implied volatility averaged 44.4%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded below realized volatility by 4.4% (HV 20d: 48.9%). Max pain ranged from $26.00 to $32.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.67.
Notable Days 2024-09-09 : Highest Volume — 1,059,435 contracts2024-09-09 : Largest IV drop — 12.5% change2024-09-06 : Highest IV Rank — 43.0%2024-09-04 : Largest Expected Move — 16.8%Monthly Statistics Metric Avg Min Max Open Close Price $35.07 $30.20 $37.88 $30.27 $37.16 Max Pain $28.90 $26.00 $32.00 $29.00 $32.00 ATM IV 44.4% 39.1% 56.0% 50.1% 42.6% Expected Move 12.8% 11.3% 16.8% 15.8% 11.4% HV 20d 48.9% 28.2% 56.0% 56.0% 49.5% HV 60d 52.3% 50.0% 55.9% 50.6% 50.6% IV Rank 17.7% 6.1% 43.0% 30.1% 13.7% IV Percentile 19.8% 4.8% 63.9% 31.3% 16.7% Term Structure 1.2% -2.3% 12.6% 0.0% 12.6% VWIV 45.2% 39.7% 58.7% 55.4% 40.3% Skew 25d 2.2% 0.8% 3.5% 1.7% 2.2% Skew 10d 4.8% 3.2% 6.4% 4.8% 6.1% Call IV 25d 43.7% 38.3% 54.2% 49.7% 43.2% Put IV 25d 45.9% 40.7% 57.7% 51.3% 45.3% Bid-Ask Spread % 3.22 2.45 5.54 3.17 3.26 Gamma HHI 0.11 0.07 0.24 0.08 0.08 Net GEX 44.9M 19.5M 88.1M 28.1M 30.8M Net DEX -3.18B -3.97B -1.79B -1.85B -3.14B Net VEX -9.8M -10.4M -9.3M -9.5M -10.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.35 0.92 0.80 0.92 Total Volume 408,687.1 164,780 1,059,435 245,229 229,072 Total OI 2,809,797.8 2,523,849 3,103,603 2,595,659 2,561,731
Daily Data (20 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 2024-09-03 $30.27 $29.00 50.1% 15.8% 56.0% 30.1% 55.4% 1.7% 0.0% 28.1M -1.85B -9.5M 0.80 3.17 N/A N/A 136,186 109,043 1,532,580 1,063,079 2024-09-04 $30.48 $29.00 51.9% 16.8% 42.0% 34.1% 58.7% 2.6% -2.3% 28.9M -1.90B -9.7M 0.58 3.21 N/A N/A 130,083 75,324 1,576,652 1,117,391 2024-09-05 $30.20 $26.00 52.5% 14.6% 42.3% 35.4% 50.9% 2.2% -2.0% 28.7M -1.79B -9.7M 0.44 5.54 N/A N/A 114,363 50,417 1,606,063 1,133,153 2024-09-06 $30.48 $26.00 56.0% 15.4% 28.2% 43.0% 53.1% 3.5% -1.4% 31.8M -1.93B -9.7M 0.47 4.54 N/A N/A 265,127 124,625 1,641,441 1,156,766 2024-09-09 $34.61 $26.00 49.0% 14.1% 52.2% 27.7% 49.8% 2.6% 0.8% 53.4M -3.50B -9.3M 0.58 2.45 N/A N/A 671,877 387,558 1,558,344 1,101,822 2024-09-10 $34.72 $27.00 47.0% 13.4% 51.3% 23.4% 47.5% 2.6% -0.3% 54.2M -3.47B -9.5M 0.84 2.98 N/A N/A 302,944 255,357 1,634,502 1,190,794 2024-09-11 $34.61 $27.00 43.9% 12.5% 50.7% 16.6% 44.9% 3.5% -0.3% 55.3M -3.38B -9.6M 0.87 2.53 N/A N/A 188,961 165,103 1,657,759 1,231,394 2024-09-12 $34.89 $28.00 42.8% 12.4% 50.6% 14.2% 43.7% 2.9% 0.4% 62.0M -3.51B -9.7M 0.52 3.01 N/A N/A 253,522 130,592 1,679,848 1,255,253 2024-09-13 $35.42 $28.00 42.9% 12.3% 50.6% 14.4% 43.4% 1.4% -0.1% 88.1M -3.79B -9.5M 0.63 2.49 N/A N/A 321,758 202,424 1,718,219 1,285,221 2024-09-16 $36.39 $28.00 43.6% 12.5% 50.7% 15.9% 44.2% 0.8% 0.2% 51.2M -3.83B -9.5M 0.46 3.60 N/A N/A 403,562 187,237 1,603,028 1,207,101 2024-09-17 $36.30 $29.00 44.1% 12.6% 50.8% 16.9% 44.8% 2.1% -0.2% 54.6M -3.77B -10.1M 0.35 2.58 N/A N/A 258,957 91,155 1,713,204 1,271,661 2024-09-18 $36.41 $29.00 43.1% 12.4% 50.8% 14.8% 43.8% 1.7% -0.0% 53.5M -3.83B -9.8M 0.67 3.29 N/A N/A 204,556 136,962 1,718,455 1,292,532 2024-09-19 $36.78 $29.00 39.8% 11.4% 50.7% 7.6% 41.5% 2.3% -0.9% 56.0M -3.97B -9.7M 0.65 2.83 N/A N/A 210,941 137,122 1,737,724 1,325,124 2024-09-20 $36.80 $29.00 39.6% 11.4% 50.4% 7.2% 40.3% 1.9% -0.3% 52.6M -3.96B -9.6M 0.76 4.31 N/A N/A 334,049 253,436 1,751,205 1,352,398 2024-09-23 $37.88 $30.00 39.6% 11.5% 50.6% 7.2% 40.7% 1.6% 2.0% 43.5M -3.49B -9.8M 0.81 3.35 N/A N/A 290,336 234,607 1,442,459 1,081,390 2024-09-24 $36.95 $31.00 39.2% 11.3% 50.5% 6.3% 39.7% 2.3% 3.0% 19.5M -3.07B -10.1M 0.87 2.72 N/A N/A 242,541 210,562 1,506,148 1,181,928 2024-09-25 $37.05 $31.00 39.1% 11.4% 50.5% 6.1% 40.2% 2.5% 3.9% 39.5M -3.18B -10.2M 0.76 2.76 N/A N/A 140,776 107,196 1,561,665 1,168,119 2024-09-26 $37.11 $32.00 40.5% 11.7% 49.4% 9.2% 41.1% 1.8% 4.3% 39.3M -3.22B -10.2M 0.69 2.95 N/A N/A 177,665 122,282 1,579,272 1,194,897 2024-09-27 $36.84 $32.00 41.3% 11.4% 49.6% 10.8% 40.2% 2.2% 5.1% 27.0M -3.06B -10.4M 0.81 2.88 N/A N/A 173,810 141,654 1,588,966 1,216,668 2024-09-30 $37.16 $32.00 42.6% 11.4% 49.5% 13.7% 40.3% 2.2% 12.6% 30.8M -3.14B -10.2M 0.92 3.26 N/A N/A 119,304 109,768 1,451,726 1,110,005
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