PLTR Options History — November 2024

In November 2024, PLTR traded between $41.39 and $66.95. ATM implied volatility averaged 54.7%, placing in the 41.6% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded below realized volatility by 28.9% (HV 20d: 83.6%). Max pain ranged from $32.00 to $43.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.78.

Notable Days

2024-11-05: Highest Volume — 1,628,451 contracts
2024-11-05: Largest IV drop — 29.3% change
2024-11-04: Highest IV Rank — 82.2%
2024-11-01: Largest Expected Move — 26.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$59.21	$41.39	$66.95	$42.05	$66.95
Max Pain	$38.50	$32.00	$43.00	$33.00	$43.00
ATM IV	54.7%	42.5%	72.7%	72.2%	49.5%
Expected Move	16.1%	12.7%	26.7%	26.7%	14.8%
HV 20d	83.6%	39.3%	92.7%	39.9%	87.2%
HV 60d	59.6%	40.2%	63.8%	40.2%	62.7%
IV Rank	41.6%	13.9%	82.2%	81.2%	29.8%
IV Percentile	53.2%	16.7%	90.9%	89.7%	34.5%
Term Structure	-0.7%	-4.1%	1.2%	-4.1%	0.5%
VWIV	57.9%	45.3%	93.1%	93.1%	54.3%
Skew 25d	-1.7%	-3.9%	2.1%	1.6%	-2.0%
Skew 10d	-3.5%	-8.5%	1.9%	1.9%	-3.8%
Call IV 25d	56.8%	42.6%	72.8%	72.8%	51.5%
Put IV 25d	55.0%	42.9%	74.3%	74.3%	49.5%
Bid-Ask Spread %	3.43	2.11	5.86	2.42	2.94
Gamma HHI	0.15	0.07	0.48	0.25	0.29
Net GEX	55.6M	-6.4M	138.6M	-6.4M	110.0M
Net DEX	-7.57B	-9.97B	-3.37B	-3.50B	-8.72B
Net VEX	-14.6M	-17.1M	-11.3M	-13.4M	-15.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.78	0.52	1.03	0.90	0.64
Total Volume	750,877.5	301,190	1,628,451	301,190	319,557
Total OI	3,415,842.4	2,911,920	3,805,576	3,077,781	3,455,630

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
2024-11-01	$42.05	$33.00	72.2%	26.7%	39.9%	81.2%	93.1%	1.6%	-4.1%	-6.4M	-3.50B	-13.4M	0.90	2.42	N/A	N/A	158,526	142,664	1,723,471	1,354,310
2024-11-04	$41.39	$32.00	72.7%	18.8%	39.3%	82.2%	66.0%	2.1%	-4.0%	23.1M	-3.37B	-13.0M	0.98	3.44	N/A	N/A	320,057	312,762	1,619,705	1,292,215
2024-11-05	$51.31	$33.00	51.4%	14.9%	83.1%	34.1%	52.9%	0.4%	-0.0%	57.9M	-6.84B	-11.3M	0.71	2.66	N/A	N/A	951,560	676,891	1,716,504	1,427,778
2024-11-06	$55.09	$35.00	44.5%	13.3%	85.3%	18.5%	47.8%	-0.0%	0.8%	71.4M	-7.97B	-11.3M	0.67	2.32	N/A	N/A	565,984	381,190	1,815,441	1,597,268
2024-11-07	$56.14	$35.00	42.5%	12.7%	85.3%	13.9%	45.3%	0.3%	1.0%	60.2M	-8.10B	-11.6M	0.74	4.09	N/A	N/A	525,171	386,228	1,842,069	1,691,606
2024-11-08	$58.24	$36.00	46.6%	13.6%	85.4%	23.1%	49.6%	-1.2%	0.4%	90.3M	-8.81B	-11.9M	0.72	2.11	N/A	N/A	664,123	480,502	1,874,939	1,768,728
2024-11-11	$60.52	$37.00	54.0%	15.4%	85.8%	39.9%	56.8%	-2.9%	-0.1%	44.2M	-8.46B	-12.6M	0.63	2.79	N/A	N/A	632,596	400,615	1,757,090	1,605,141
2024-11-12	$59.94	$37.00	50.1%	14.5%	84.8%	31.1%	53.0%	-2.8%	0.7%	32.9M	-8.17B	-13.7M	1.03	5.86	N/A	N/A	241,799	247,998	1,857,349	1,712,554
2024-11-13	$61.03	$38.00	53.9%	15.4%	84.0%	39.8%	56.6%	-3.5%	-0.2%	42.3M	-8.54B	-14.2M	0.76	2.99	N/A	N/A	459,809	349,502	1,882,192	1,752,191
2024-11-14	$59.30	$38.00	52.1%	15.0%	85.6%	35.8%	54.7%	-1.0%	0.2%	14.5M	-7.77B	-15.0M	1.00	2.40	N/A	N/A	267,640	266,760	1,955,077	1,805,619
2024-11-15	$64.73	$38.00	62.2%	17.7%	89.2%	58.6%	64.7%	-3.9%	-0.6%	138.6M	-9.97B	-15.0M	0.85	4.88	N/A	N/A	807,650	683,965	1,976,537	1,829,039
2024-11-18	$61.63	$40.00	58.3%	16.7%	92.1%	49.6%	60.9%	-2.9%	-2.1%	20.6M	-6.93B	-16.3M	0.76	3.02	N/A	N/A	595,570	455,074	1,715,510	1,463,499
2024-11-19	$62.48	$40.00	58.2%	16.7%	92.1%	49.4%	59.6%	-3.0%	-2.6%	44.6M	-7.44B	-16.9M	0.82	2.30	N/A	N/A	297,075	244,077	1,829,419	1,509,482
2024-11-20	$62.19	$41.00	59.1%	16.9%	91.9%	51.5%	60.8%	-2.8%	-2.4%	38.6M	-7.32B	-17.0M	1.00	4.76	N/A	N/A	233,992	233,645	1,856,064	1,560,423
2024-11-21	$61.55	$42.00	55.8%	16.1%	92.5%	43.9%	57.7%	-2.5%	-1.8%	37.5M	-7.11B	-17.1M	0.75	5.26	N/A	N/A	274,307	204,990	1,887,116	1,603,099
2024-11-22	$64.05	$43.00	55.1%	16.0%	92.7%	42.5%	57.5%	-3.1%	-2.3%	112.3M	-8.19B	-16.8M	0.52	4.81	N/A	N/A	534,550	275,869	1,912,771	1,633,328
2024-11-25	$64.22	$43.00	55.3%	16.4%	92.6%	42.9%	58.3%	-2.2%	0.5%	50.5M	-7.76B	-16.7M	0.66	3.23	N/A	N/A	386,655	256,145	1,769,408	1,484,367
2024-11-26	$65.46	$43.00	50.6%	15.1%	92.4%	32.2%	54.2%	-3.0%	1.2%	59.9M	-8.18B	-16.2M	0.72	2.86	N/A	N/A	195,835	140,163	1,823,302	1,547,722
2024-11-27	$65.97	$43.00	50.7%	15.3%	90.8%	32.5%	54.7%	-2.2%	1.1%	68.3M	-8.32B	-16.4M	0.80	3.54	N/A	N/A	247,591	198,463	1,834,351	1,574,534
2024-11-29	$66.95	$43.00	49.5%	14.8%	87.2%	29.8%	54.3%	-2.0%	0.5%	110.0M	-8.72B	-15.9M	0.64	2.94	N/A	N/A	194,700	124,857	1,851,748	1,603,882