PLTR Options History — October 2024 In October 2024, PLTR traded between $36.56 and $45.00. ATM implied volatility averaged 64.7%, placing in the 62.5% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 26.8% (HV 20d: 38.0%). Max pain ranged from $31.00 to $33.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.69.
Notable Days 2024-10-09 : Highest Volume — 836,417 contracts2024-10-07 : Largest IV spike — 16.9% change2024-10-30 : Highest IV Rank — 83.7%2024-10-31 : Largest Expected Move — 26.2%Monthly Statistics Metric Avg Min Max Open Close Price $42.09 $36.56 $45.00 $36.56 $41.67 Max Pain $31.96 $31.00 $33.00 $32.00 $33.00 ATM IV 64.7% 44.3% 73.3% 44.3% 72.4% Expected Move 19.9% 11.7% 26.2% 11.7% 26.2% HV 20d 38.0% 27.2% 49.2% 48.3% 40.3% HV 60d 50.2% 42.3% 53.0% 50.7% 43.8% IV Rank 62.5% 17.4% 83.7% 17.4% 81.6% IV Percentile 70.4% 21.0% 90.9% 21.0% 90.1% Term Structure -0.5% -5.4% 13.4% 13.0% -4.0% VWIV 69.9% 40.8% 91.5% 40.8% 91.5% Skew 25d 1.2% -0.9% 3.4% 2.3% 1.5% Skew 10d 2.4% -1.0% 5.8% 5.6% 2.5% Call IV 25d 64.3% 44.2% 72.5% 44.2% 72.5% Put IV 25d 65.6% 46.5% 74.0% 46.5% 74.0% Bid-Ask Spread % 2.34 1.88 3.61 3.61 2.46 Gamma HHI 0.12 0.06 0.59 0.07 0.06 Net GEX 51.1M 9.8M 150.0M 25.6M 9.8M Net DEX -4.33B -5.37B -2.92B -2.92B -3.34B Net VEX -11.9M -13.3M -10.4M -10.4M -13.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.69 0.47 1.17 1.04 0.97 Total Volume 403,100.783 171,372 836,417 280,205 369,104 Total OI 2,975,813.739 2,631,943 3,324,557 2,631,943 3,035,527
Daily Data (23 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 2024-10-01 $36.56 $32.00 44.3% 11.7% 48.3% 17.4% 40.8% 2.3% 13.0% 25.6M -2.92B -10.4M 1.04 3.61 N/A N/A 137,348 142,857 1,492,643 1,139,300 2024-10-02 $37.61 $32.00 45.1% 11.8% 48.8% 19.2% 41.9% 2.3% 13.4% 41.0M -3.32B -10.5M 0.54 2.88 N/A N/A 159,090 85,247 1,517,289 1,175,466 2024-10-03 $39.09 $31.00 50.7% 17.4% 49.1% 31.4% 61.0% 2.3% 12.4% 59.2M -3.93B -10.4M 0.50 2.22 N/A N/A 382,512 190,597 1,551,169 1,191,220 2024-10-04 $39.86 $31.00 51.2% 16.9% 49.2% 32.5% 59.3% 2.5% 12.7% 118.7M -4.32B -10.6M 0.62 2.15 N/A N/A 403,974 251,625 1,641,813 1,238,086 2024-10-07 $38.92 $31.00 59.8% 17.8% 27.2% 51.5% 62.1% 3.4% -0.6% 41.0M -3.63B -10.9M 0.75 2.40 N/A N/A 192,255 144,618 1,585,136 1,184,748 2024-10-08 $41.34 $31.00 63.0% 18.2% 33.3% 58.4% 65.7% 2.9% -1.3% 65.3M -4.63B -10.6M 0.66 2.17 N/A N/A 393,295 258,759 1,617,437 1,223,237 2024-10-09 $42.98 $32.00 66.6% 18.7% 34.6% 66.4% 65.7% 1.1% -1.4% 71.8M -5.21B -10.9M 0.52 2.07 N/A N/A 550,060 286,357 1,672,229 1,321,353 2024-10-10 $43.52 $32.00 67.5% 19.1% 34.6% 68.4% 67.0% 0.7% -1.2% 68.9M -5.37B -11.7M 0.58 2.30 N/A N/A 381,448 221,426 1,759,730 1,426,193 2024-10-11 $43.28 $32.00 65.0% 18.3% 35.1% 62.8% 64.7% 1.0% -1.9% 53.0M -5.19B -12.0M 0.62 2.14 N/A N/A 455,664 282,204 1,797,685 1,475,792 2024-10-14 $43.66 $32.00 65.7% 18.6% 34.5% 64.4% 66.3% -0.9% -2.8% 49.1M -5.05B -11.9M 0.64 1.88 N/A N/A 203,969 131,020 1,702,079 1,393,544 2024-10-15 $42.45 $32.00 67.0% 19.0% 36.8% 67.1% 67.0% 0.4% -3.0% 35.7M -4.56B -12.2M 0.75 2.93 N/A N/A 201,929 150,486 1,744,082 1,434,018 2024-10-16 $41.92 $32.00 67.8% 19.4% 37.4% 68.8% 68.0% 0.6% -4.2% 31.6M -4.36B -12.2M 0.81 2.05 N/A N/A 253,774 206,290 1,761,564 1,450,543 2024-10-17 $42.08 $32.00 67.3% 19.5% 37.4% 67.9% 69.4% 0.4% -3.8% 39.3M -4.46B -12.2M 0.47 2.80 N/A N/A 194,988 91,171 1,789,170 1,466,864 2024-10-18 $42.80 $32.00 69.3% 20.3% 37.5% 72.1% 71.1% 0.8% -4.4% 43.3M -4.77B -12.5M 0.60 2.20 N/A N/A 219,284 132,199 1,844,414 1,480,143 2024-10-21 $42.56 $32.00 68.7% 20.9% 36.9% 70.8% 73.4% 0.8% -3.9% 34.0M -3.93B -12.3M 0.67 2.06 N/A N/A 141,733 94,273 1,587,243 1,197,107 2024-10-22 $42.97 $32.00 69.8% 21.4% 35.1% 73.3% 74.8% 0.5% -4.2% 41.8M -4.13B -12.3M 0.66 2.33 N/A N/A 122,538 81,230 1,636,220 1,232,297 2024-10-23 $42.59 $32.00 70.7% 22.0% 35.6% 75.3% 77.1% 0.7% -4.5% 31.8M -3.91B -12.6M 0.70 2.50 N/A N/A 156,250 109,662 1,655,785 1,256,726 2024-10-24 $43.58 $32.00 70.7% 22.4% 35.9% 75.2% 78.8% 0.9% -5.4% 53.8M -4.31B -12.6M 0.65 2.38 N/A N/A 169,548 109,924 1,677,949 1,282,656 2024-10-25 $45.00 $32.00 71.3% 22.8% 36.4% 76.6% 79.9% 0.3% -5.4% 150.0M -4.89B -12.7M 0.48 1.96 N/A N/A 354,512 171,864 1,703,852 1,310,715 2024-10-28 $44.98 $32.00 71.8% 24.6% 36.6% 77.8% 85.7% 1.1% -2.7% 40.2M -4.57B -12.8M 0.55 1.90 N/A N/A 165,524 91,200 1,622,815 1,244,353 2024-10-29 $44.97 $33.00 70.1% 24.3% 35.5% 74.9% 85.0% 1.4% -3.5% 42.4M -4.60B -12.8M 0.96 2.03 N/A N/A 87,392 83,980 1,661,096 1,280,733 2024-10-30 $43.70 $33.00 73.3% 26.0% 37.4% 83.7% 90.6% 1.7% -4.1% 29.0M -4.11B -13.1M 1.17 2.48 N/A N/A 118,753 139,385 1,677,034 1,304,661 2024-10-31 $41.67 $33.00 72.4% 26.2% 40.3% 81.6% 91.5% 1.5% -4.0% 9.8M -3.34B -13.3M 0.97 2.46 N/A N/A 187,767 181,337 1,699,169 1,336,358
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