PLTR option chain Palantir Technologies Inc.
Cboe delayed options data · as of 09:41 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 0 | 0 | 10 | 99.5% | 0.99 | 0.0005 | -0.023 | 95 | 0 | 0 | 1 | 4 | 96.2% | -0.01 | 0.0005 | -0.023 | |
| 0 | 0 | 1 | 8 | 0.98 | 0.0007 | -0.026 | 100 | 0 | 0 | 3 | 4 | 90.9% | -0.02 | 0.0007 | -0.026 | |
| 0 | 0 | 1 | 3 | 89.6% | 0.98 | 0.0008 | -0.030 | 105 | 0 | 0 | 1 | 3 | 83.7% | -0.02 | 0.0008 | -0.030 |
| 0 | 0 | 1 | 20 | 58.8% | 0.98 | 0.0010 | -0.034 | 110 | 0 | 0 | 41 | 69 | 85.0% | -0.02 | 0.0010 | -0.034 |
| 0 | 0 | 1 | 3 | 82.2% | 0.97 | 0.0013 | -0.039 | 115 | 0 | 0 | 4 | 78.9% | -0.03 | 0.0013 | -0.039 | |
| 0 | 0 | 6 | 14 | 78.6% | 0.96 | 0.0016 | -0.045 | 120 | 0 | 0 | 15 | 15 | 77.1% | -0.04 | 0.0016 | -0.045 |
| 0 | 0 | 1 | 16 | 75.5% | 0.96 | 0.0020 | -0.051 | 125 | 0 | 0 | 17 | 25 | 75.0% | -0.04 | 0.0020 | -0.051 |
| 0 | 0 | 4 | 17 | 72.4% | 0.95 | 0.0024 | -0.059 | 130 | 0 | 0 | 23 | 28 | 72.3% | -0.05 | 0.0024 | -0.059 |
| 0 | 0 | 47 | 48 | 70.0% | 0.93 | 0.0030 | -0.068 | 135 | 0 | 0 | 20 | 28 | 70.6% | -0.07 | 0.0030 | -0.068 |
| 0 | 0 | 1 | 6 | 67.8% | 0.91 | 0.0036 | -0.078 | 140 | 0 | 0 | 30 | 200 | 67.8% | -0.09 | 0.0036 | -0.079 |
| 0 | 0 | 7 | 66.0% | 0.89 | 0.0044 | -0.090 | 145 | 0 | 0 | 59 | 647 | 65.5% | -0.11 | 0.0044 | -0.090 | |
| 0 | 0 | 12 | 68 | 64.5% | 0.87 | 0.0053 | -0.103 | 150 | 0 | 0 | 181 | 193 | 64.5% | -0.13 | 0.0053 | -0.103 |
| 0 | 0 | 4 | 38 | 63.3% | 0.84 | 0.0062 | -0.117 | 155 | 0 | 0 | 249 | 278 | 63.5% | -0.16 | 0.0062 | -0.117 |
| 0 | 0 | 375 | 388 | 62.5% | 0.80 | 0.0071 | -0.130 | 160 | 0 | 0 | 261 | 276 | 62.7% | -0.20 | 0.0072 | -0.131 |
| 0 | 0 | 4 | 71 | 61.7% | 0.76 | 0.0080 | -0.143 | 165 | 0 | 0 | 75 | 110 | 60.9% | -0.24 | 0.0081 | -0.144 |
| 0 | 0 | 9 | 45 | 61.1% | 0.71 | 0.0089 | -0.155 | 170 | 0 | 0 | 85 | 226 | 61.2% | -0.29 | 0.0089 | -0.156 |
| 0 | 0 | 8 | 42 | 60.3% | 0.67 | 0.0096 | -0.165 | 175 | 0 | 0 | 37 | 130 | 60.1% | -0.34 | 0.0097 | -0.166 |
| 0 | 0 | 36 | 86 | 59.7% | 0.61 | 0.0102 | -0.172 | 180 | 0 | 0 | 831 | 921 | 59.9% | -0.39 | 0.0102 | -0.173 |
| 0 | 0 | 111 | 148 | 58.5% | 0.56 | 0.0106 | -0.175 | 185 | 0 | 0 | 310 | 93 | 58.7% | -0.44 | 0.0107 | -0.177 |
| 0 | 0 | 128 | 127 | 58.3% | 0.51 | 0.0108 | -0.176 | 190 | 0 | 0 | 265 | 158 | 58.7% | -0.50 | 0.0109 | -0.178 |
| 0 | 0 | 27 | 64 | 58.0% | 0.46 | 0.0108 | -0.173 | 195 | 0 | 0 | 113 | 150 | 58.0% | -0.55 | 0.0109 | -0.175 |
| 0 | 0 | 207 | 240 | 57.5% | 0.40 | 0.0106 | -0.168 | 200 | 0 | 0 | 44 | 308 | 57.5% | -0.60 | 0.0108 | -0.170 |
| 0 | 0 | 73 | 229 | 57.0% | 0.35 | 0.0103 | -0.160 | 205 | 0 | 0 | 7 | 66 | 57.2% | -0.65 | 0.0105 | -0.163 |
| 0 | 0 | 52 | 188 | 56.4% | 0.31 | 0.0098 | -0.150 | 210 | 0 | 0 | 9 | 264 | 57.0% | -0.70 | 0.0100 | -0.153 |
| 0 | 0 | 52 | 147 | 56.6% | 0.27 | 0.0092 | -0.139 | 215 | 0 | 0 | 1 | 15 | 56.8% | -0.74 | 0.0094 | -0.143 |
| 0 | 0 | 223 | 212 | 56.1% | 0.23 | 0.0084 | -0.128 | 220 | 0 | 0 | 4 | 56.8% | -0.78 | 0.0087 | -0.132 | |
| 0 | 0 | 38 | 137 | 56.6% | 0.19 | 0.0077 | -0.116 | 225 | 0 | 0 | 1 | 1 | 56.7% | -0.82 | 0.0080 | -0.121 |
| 0 | 0 | 59 | 226 | 57.0% | 0.17 | 0.0069 | -0.105 | 230 | 0 | 0 | 1 | 56.8% | -0.85 | 0.0072 | -0.110 | |
| 0 | 0 | 84 | 99 | 57.7% | 0.14 | 0.0062 | -0.095 | 235 | 0 | 0 | 35 | 56.9% | -0.87 | 0.0065 | -0.100 | |
| 0 | 0 | 155 | 155 | 57.6% | 0.12 | 0.0055 | -0.085 | 240 | 0 | 0 | 2 | 17 | 57.2% | -0.90 | 0.0058 | -0.090 |
| 0 | 0 | 29 | 70 | 58.2% | 0.10 | 0.0048 | -0.075 | 245 | 0 | 0 | 20 | 57.0% | -0.91 | 0.0052 | -0.082 | |
| 0 | 0 | 120 | 146 | 58.2% | 0.09 | 0.0042 | -0.067 | 250 | 0 | 0 | 1 | 31 | 57.1% | -0.93 | 0.0046 | -0.073 |
| 0 | 0 | 43 | 110 | 58.2% | 0.07 | 0.0037 | -0.059 | 255 | 0 | 0 | 15 | 16 | 57.4% | -0.95 | 0.0041 | -0.066 |
| 0 | 0 | 11 | 74 | 58.7% | 0.06 | 0.0032 | -0.052 | 260 | 0 | 0 | 1 | 2 | 57.4% | -0.96 | 0.0036 | -0.058 |
| 0 | 0 | 99 | 187 | 59.0% | 0.05 | 0.0028 | -0.046 | 265 | 0 | 0 | 1 | 56.7% | -0.97 | 0.0030 | -0.051 | |
| 0 | 0 | 3 | 39 | 59.8% | 0.04 | 0.0025 | -0.041 | 270 | 0 | 0 | 55.8% | -0.98 | 0.0026 | -0.043 | ||
| 0 | 0 | 3 | 12 | 59.1% | 0.04 | 0.0022 | -0.036 | 275 | 0 | 0 | 22 | 66.1% | -0.98 | 0.0021 | -0.035 | |
| 0 | 0 | 11 | 15 | 59.0% | 0.03 | 0.0019 | -0.032 | 280 | 0 | 0 | 1 | 16 | -0.99 | 0.0017 | -0.028 | |
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs