PLTR Options History — December 2024 In December 2024, PLTR traded between $66.21 and $81.82. ATM implied volatility averaged 61.1%, placing in the 56.0% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded above realized volatility by 2.9% (HV 20d: 58.2%). Max pain ranged from $35.00 to $44.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.68.
Notable Days 2024-12-06 : Highest Volume — 1,332,636 contracts2024-12-09 : Largest IV spike — 10.6% change2024-12-19 : Highest IV Rank — 76.1%2024-12-19 : Largest Expected Move — 20.1%Monthly Statistics Metric Avg Min Max Open Close Price $74.85 $66.21 $81.82 $66.21 $75.63 Max Pain $38.57 $35.00 $44.00 $43.00 $40.00 ATM IV 61.1% 49.3% 70.0% 49.3% 59.3% Expected Move 17.6% 15.0% 20.1% 15.0% 16.6% HV 20d 58.2% 45.6% 88.2% 88.0% 58.7% HV 60d 63.0% 59.5% 65.6% 62.9% 65.6% IV Rank 56.0% 29.4% 76.1% 29.4% 51.9% IV Percentile 65.1% 34.5% 81.3% 34.5% 61.9% Term Structure 1.9% -1.3% 14.6% 1.5% 12.3% VWIV 63.3% 53.6% 72.0% 53.6% 59.1% Skew 25d -2.6% -7.2% 1.9% -0.8% 1.9% Skew 10d -5.9% -15.7% 2.2% -2.1% 2.0% Call IV 25d 63.9% 50.9% 72.2% 50.9% 59.3% Put IV 25d 61.3% 50.0% 72.9% 50.0% 61.2% Bid-Ask Spread % 4.07 2.04 9.17 2.59 2.28 Gamma HHI 0.10 0.06 0.33 0.08 0.06 Net GEX 71.6M 16.4M 170.2M 41.4M 16.4M Net DEX -9.85B -12.39B -7.90B -8.03B -7.90B Net VEX -20.2M -22.0M -15.7M -15.9M -21.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.68 0.40 0.91 0.86 0.71 Total Volume 782,716.286 331,421 1,332,636 331,421 503,172 Total OI 3,682,275.762 3,184,726 4,134,336 3,184,726 3,420,900
Daily Data (21 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 2024-12-02 $66.21 $43.00 49.3% 15.0% 88.0% 29.4% 53.6% -0.8% 1.5% 41.4M -8.03B -15.9M 0.86 2.59 N/A N/A 178,408 153,013 1,722,696 1,462,030 2024-12-03 $70.99 $43.00 53.7% 16.9% 88.2% 39.3% 59.9% -2.7% 1.0% 69.0M -9.63B -15.7M 0.77 2.60 N/A N/A 567,824 439,664 1,767,108 1,494,307 2024-12-04 $69.53 $44.00 54.5% 17.4% 55.1% 41.0% 61.7% -2.4% 0.4% 45.2M -8.91B -17.3M 0.71 4.92 N/A N/A 392,638 279,033 1,853,268 1,608,314 2024-12-05 $72.25 $35.00 55.0% 15.7% 51.9% 42.3% 56.3% -3.0% 0.4% 89.8M -10.13B -17.6M 0.65 2.53 N/A N/A 394,089 254,457 1,926,341 1,644,176 2024-12-06 $76.27 $35.00 58.6% 16.9% 53.8% 50.4% 60.6% -3.1% 1.0% 106.4M -11.69B -18.0M 0.65 4.29 N/A N/A 809,703 522,933 1,968,481 1,699,409 2024-12-09 $72.09 $35.00 64.8% 18.2% 58.8% 64.4% 65.6% -5.5% -1.3% 38.5M -9.20B -19.5M 0.77 3.93 N/A N/A 687,805 529,633 1,908,309 1,673,808 2024-12-10 $70.95 $35.00 62.8% 17.7% 58.6% 59.8% 64.4% -5.2% -0.8% 38.8M -8.88B -20.8M 0.80 7.10 N/A N/A 396,402 315,329 2,078,413 1,739,477 2024-12-11 $72.88 $37.00 63.3% 17.9% 58.6% 61.0% 64.6% -5.8% -0.5% 56.7M -9.67B -21.0M 0.55 5.63 N/A N/A 458,112 253,693 2,132,556 1,786,053 2024-12-12 $72.95 $37.00 63.6% 18.0% 58.5% 61.6% 65.3% -6.7% -0.8% 73.1M -9.93B -21.2M 0.45 4.65 N/A N/A 457,184 204,760 2,205,418 1,798,907 2024-12-13 $75.19 $37.00 63.9% 18.2% 57.2% 62.5% 65.5% -5.8% -0.4% 156.6M -11.04B -21.1M 0.47 2.56 N/A N/A 583,532 272,314 2,267,308 1,827,323 2024-12-16 $75.90 $37.00 65.8% 18.8% 49.8% 66.7% 67.5% -6.4% -0.3% 86.8M -10.84B -21.2M 0.40 4.19 N/A N/A 688,651 277,749 2,080,511 1,679,876 2024-12-17 $75.13 $38.00 63.2% 18.1% 45.6% 60.8% 64.7% -7.2% -0.4% 96.8M -10.70B -21.3M 0.48 5.89 N/A N/A 392,054 188,912 2,197,489 1,738,151 2024-12-18 $71.00 $38.00 67.5% 19.3% 51.3% 70.5% 70.5% -4.6% 0.3% 49.4M -8.86B -21.9M 0.73 6.45 N/A N/A 537,687 391,961 2,229,388 1,772,495 2024-12-19 $74.95 $38.00 70.0% 20.1% 53.8% 76.1% 72.0% 0.7% 0.1% 79.3M -10.33B -22.0M 0.91 4.03 N/A N/A 385,760 351,085 2,222,897 1,846,940 2024-12-20 $79.16 $38.00 64.1% 18.4% 55.5% 62.7% 66.4% 0.4% 0.2% 170.2M -12.39B -20.6M 0.62 9.17 N/A N/A 776,237 484,708 2,237,320 1,897,016 2024-12-23 $80.63 $40.00 62.1% 17.7% 54.7% 58.2% 64.5% 0.9% 3.1% 74.3M -10.12B -21.1M 0.83 3.38 N/A N/A 394,994 326,807 1,808,560 1,541,876 2024-12-24 $81.72 $40.00 59.2% 17.1% 54.6% 51.7% 61.7% -0.0% 3.4% 82.5M -10.51B -21.5M 0.67 2.04 N/A N/A 439,244 296,074 1,864,569 1,633,287 2024-12-26 $81.82 $40.00 59.9% 17.1% 54.6% 53.2% 61.5% -1.1% 3.0% 78.2M -10.38B -21.2M 0.78 2.16 N/A N/A 305,272 237,117 1,892,768 1,683,370 2024-12-27 $78.93 $40.00 62.5% 17.8% 57.1% 59.1% 63.9% 0.7% 3.5% 20.0M -9.06B -21.6M 0.78 2.89 N/A N/A 482,032 376,344 1,939,459 1,722,109 2024-12-30 $77.71 $40.00 59.9% 16.7% 57.7% 53.4% 60.1% 0.2% 14.6% 33.5M -8.64B -21.5M 0.77 2.27 N/A N/A 254,955 195,701 1,803,838 1,551,270 2024-12-31 $75.63 $40.00 59.3% 16.6% 58.7% 51.9% 59.1% 1.9% 12.3% 16.4M -7.90B -21.3M 0.71 2.28 N/A N/A 293,936 209,236 1,840,579 1,580,321
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