PLTR option chain Palantir Technologies Inc.
Cboe delayed options data · as of 13:03 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.
This expiration prices a move of about ±25.1% (128.07–213.93) · ATM IV 52.3% · P/C open interest 1.17
| 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 | |
| 82.85 | 86.05 | 1 | 71 | 65.7% | 0.97 | 0.0010 | 0.000 | 87.5 | 0.9200 | 1.04 | 64 | 8,256 | 67.2% | -0.03 | 0.0010 | -0.018 |
| 80.50 | 83.70 | 17 | 1,653 | 64.8% | 0.97 | 0.0011 | 0.000 | 90 | 1.02 | 1.13 | 42 | 9,940 | 66.0% | -0.04 | 0.0011 | -0.019 |
| 78.15 | 81.35 | 700 | 63.8% | 0.96 | 0.0012 | 0.000 | 92.5 | 1.03 | 1.35 | 2,618 | 65.0% | -0.04 | 0.0013 | -0.020 | ||
| 76.35 | 78.45 | 23 | 1,389 | 62.7% | 0.96 | 0.0014 | -0.001 | 95 | 1.25 | 1.38 | 7 | 12.2K | 64.0% | -0.04 | 0.0014 | -0.022 |
| 73.50 | 76.70 | 125 | 62.1% | 0.95 | 0.0015 | -0.003 | 97.5 | 1.30 | 1.63 | 17 | 4,001 | 63.1% | -0.05 | 0.0015 | -0.023 | |
| 72.00 | 73.80 | 3 | 8,058 | 62.2% | 0.95 | 0.0017 | -0.005 | 100 | 1.55 | 1.67 | 406 | 14.7K | 62.1% | -0.05 | 0.0017 | -0.025 |
| 67.50 | 69.15 | 8,615 | 60.4% | 0.94 | 0.0020 | -0.010 | 105 | 1.95 | 2.05 | 117 | 16.4K | 60.7% | -0.06 | 0.0020 | -0.028 | |
| 62.90 | 64.65 | 14 | 5,655 | 58.4% | 0.92 | 0.0024 | -0.015 | 110 | 2.38 | 2.51 | 64 | 14.4K | 59.1% | -0.08 | 0.0024 | -0.032 |
| 58.65 | 60.20 | 33 | 7,057 | 57.3% | 0.91 | 0.0028 | -0.020 | 115 | 2.94 | 3.10 | 188 | 5,355 | 57.9% | -0.09 | 0.0028 | -0.036 |
| 54.45 | 55.85 | 33 | 12.5K | 56.1% | 0.89 | 0.0032 | -0.026 | 120 | 3.65 | 3.80 | 422 | 13.1K | 57.0% | -0.11 | 0.0033 | -0.041 |
| 50.65 | 51.60 | 20 | 8,864 | 55.6% | 0.87 | 0.0037 | -0.032 | 125 | 4.50 | 4.60 | 365 | 7,744 | 56.1% | -0.13 | 0.0038 | -0.045 |
| 46.55 | 47.60 | 41 | 6,043 | 54.4% | 0.84 | 0.0042 | -0.038 | 130 | 5.45 | 5.65 | 287 | 11.5K | 55.4% | -0.16 | 0.0043 | -0.050 |
| 42.90 | 43.75 | 26 | 3,315 | 53.9% | 0.82 | 0.0047 | -0.043 | 135 | 6.65 | 6.85 | 304 | 11.3K | 54.8% | -0.19 | 0.0048 | -0.054 |
| 39.50 | 40.10 | 32 | 4,956 | 53.7% | 0.79 | 0.0052 | -0.049 | 140 | 8.00 | 8.15 | 453 | 6,862 | 54.2% | -0.22 | 0.0053 | -0.059 |
| 36.15 | 36.85 | 34 | 5,573 | 53.5% | 0.76 | 0.0056 | -0.054 | 145 | 9.55 | 9.80 | 93 | 3,970 | 53.9% | -0.25 | 0.0058 | -0.063 |
| 33.15 | 33.45 | 169 | 15.4K | 53.2% | 0.72 | 0.0061 | -0.059 | 150 | 11.10 | 11.55 | 3,145 | 8,695 | 53.5% | -0.28 | 0.0062 | -0.067 |
| 29.95 | 30.50 | 19 | 4,258 | 52.5% | 0.69 | 0.0064 | -0.063 | 155 | 13.20 | 13.50 | 19 | 5,065 | 53.2% | -0.32 | 0.0066 | -0.070 |
| 27.20 | 27.70 | 426 | 12.1K | 52.3% | 0.65 | 0.0068 | -0.067 | 160 | 15.30 | 15.65 | 600 | 5,915 | 52.8% | -0.35 | 0.0070 | -0.072 |
| 24.60 | 25.05 | 76 | 7,402 | 52.2% | 0.62 | 0.0070 | -0.070 | 165 | 17.70 | 18.05 | 109 | 3,690 | 52.7% | -0.39 | 0.0072 | -0.074 |
| 22.25 | 22.70 | 277 | 5,457 | 52.1% | 0.58 | 0.0072 | -0.072 | 170 | 20.25 | 20.65 | 89 | 4,817 | 52.6% | -0.43 | 0.0075 | -0.075 |
| 20.00 | 20.50 | 174 | 7,775 | 51.9% | 0.55 | 0.0074 | -0.073 | 175 | 23.00 | 23.40 | 62 | 2,514 | 52.4% | -0.46 | 0.0076 | -0.075 |
| 18.00 | 18.45 | 458 | 7,616 | 51.8% | 0.51 | 0.0074 | -0.074 | 180 | 25.95 | 26.40 | 74 | 4,672 | 52.3% | -0.50 | 0.0077 | -0.075 |
| 16.15 | 16.55 | 1,036 | 4,425 | 51.7% | 0.48 | 0.0074 | -0.074 | 185 | 29.10 | 29.30 | 19 | 1,288 | 52.0% | -0.54 | 0.0078 | -0.074 |
| 14.60 | 14.85 | 317 | 6,595 | 51.7% | 0.44 | 0.0074 | -0.074 | 190 | 32.40 | 32.90 | 53 | 2,158 | 52.3% | -0.57 | 0.0077 | -0.073 |
| 12.95 | 13.35 | 115 | 3,711 | 51.4% | 0.41 | 0.0073 | -0.073 | 195 | 35.85 | 36.40 | 8 | 1,198 | 52.3% | -0.61 | 0.0076 | -0.071 |
| 11.60 | 11.95 | 3,694 | 19.4K | 51.5% | 0.38 | 0.0071 | -0.072 | 200 | 39.40 | 40.00 | 17 | 2,333 | 52.2% | -0.64 | 0.0075 | -0.069 |
| 9.25 | 9.50 | 1,293 | 12.5K | 51.4% | 0.32 | 0.0067 | -0.068 | 210 | 46.60 | 48.00 | 2 | 667 | 52.1% | -0.70 | 0.0072 | -0.063 |
| 7.40 | 7.60 | 2,159 | 6,956 | 51.6% | 0.27 | 0.0062 | -0.064 | 220 | 54.75 | 56.15 | 15 | 519 | 52.2% | -0.75 | 0.0067 | -0.056 |
| 5.90 | 6.15 | 349 | 4,682 | 51.8% | 0.23 | 0.0056 | -0.058 | 230 | 63.15 | 64.95 | 1 | 205 | 52.5% | -0.80 | 0.0062 | -0.049 |
| 4.70 | 4.95 | 182 | 7,187 | 52.1% | 0.19 | 0.0050 | -0.053 | 240 | 71.45 | 74.05 | 121 | 51.9% | -0.84 | 0.0057 | -0.041 | |
| 3.85 | 4.00 | 371 | 12.9K | 52.4% | 0.16 | 0.0045 | -0.047 | 250 | 80.75 | 83.15 | 150 | 52.2% | -0.88 | 0.0052 | -0.034 | |
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs