PLTR option chain Palantir Technologies Inc.
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 | 64.8% | 0.96 | 0.0010 | -0.016 | 95 | 0 | 0 | 1 | 20 | 65.4% | -0.04 | 0.0010 | -0.020 | ||
| 0 | 0 | 63.7% | 0.95 | 0.0012 | -0.019 | 100 | 0 | 0 | 14 | 41 | 61.6% | -0.05 | 0.0012 | -0.023 | ||
| 0 | 0 | 62.6% | 0.94 | 0.0014 | -0.022 | 105 | 0 | 0 | 14 | 60.6% | -0.06 | 0.0014 | -0.026 | |||
| 0 | 0 | 1 | 61.3% | 0.93 | 0.0016 | -0.025 | 110 | 0 | 0 | 1 | 49 | 61.5% | -0.07 | 0.0017 | -0.029 | |
| 0 | 0 | 11 | 11 | 59.7% | 0.92 | 0.0019 | -0.029 | 115 | 0 | 0 | 11 | 59.3% | -0.08 | 0.0019 | -0.033 | |
| 0 | 0 | 170 | 59.4% | 0.91 | 0.0022 | -0.033 | 120 | 0 | 0 | 5 | 9 | 59.0% | -0.10 | 0.0022 | -0.036 | |
| 0 | 0 | 58.3% | 0.89 | 0.0024 | -0.037 | 125 | 0 | 0 | 7 | 63 | 58.1% | -0.11 | 0.0025 | -0.040 | ||
| 0 | 0 | 2 | 57.9% | 0.87 | 0.0027 | -0.041 | 130 | 0 | 0 | 19 | 57 | 57.9% | -0.13 | 0.0028 | -0.044 | |
| 0 | 0 | 2 | 57.5% | 0.85 | 0.0030 | -0.044 | 135 | 0 | 0 | 1 | 10 | 57.0% | -0.15 | 0.0031 | -0.048 | |
| 0 | 0 | 1 | 4 | 56.3% | 0.83 | 0.0033 | -0.049 | 140 | 0 | 0 | 4 | 54 | 56.5% | -0.17 | 0.0034 | -0.052 |
| 0 | 0 | 1 | 56.7% | 0.81 | 0.0036 | -0.052 | 145 | 0 | 0 | 43 | 55.8% | -0.19 | 0.0037 | -0.055 | ||
| 0 | 0 | 14 | 21 | 55.6% | 0.79 | 0.0039 | -0.056 | 150 | 0 | 0 | 112 | 152 | 54.9% | -0.21 | 0.0040 | -0.059 |
| 0 | 0 | 2 | 1 | 55.3% | 0.77 | 0.0042 | -0.060 | 155 | 0 | 0 | 21 | 87 | 56.0% | -0.24 | 0.0043 | -0.062 |
| 0 | 0 | 2 | 36 | 54.8% | 0.74 | 0.0045 | -0.063 | 160 | 0 | 0 | 140 | 353 | 55.2% | -0.26 | 0.0046 | -0.066 |
| 0 | 0 | 100 | 125 | 54.2% | 0.71 | 0.0047 | -0.066 | 165 | 0 | 0 | 17 | 452 | 54.8% | -0.29 | 0.0048 | -0.069 |
| 0 | 0 | 2 | 26 | 53.9% | 0.69 | 0.0049 | -0.068 | 170 | 0 | 0 | 22 | 386 | 55.1% | -0.32 | 0.0051 | -0.071 |
| 0 | 0 | 2 | 5 | 54.1% | 0.66 | 0.0051 | -0.071 | 175 | 0 | 0 | 10 | 112 | 55.4% | -0.35 | 0.0053 | -0.074 |
| 0 | 0 | 1 | 63 | 53.5% | 0.63 | 0.0053 | -0.072 | 180 | 0 | 0 | 24 | 358 | 54.7% | -0.37 | 0.0054 | -0.075 |
| 0 | 0 | 2 | 11 | 53.0% | 0.61 | 0.0054 | -0.074 | 185 | 0 | 0 | 2 | 71 | 53.3% | -0.40 | 0.0056 | -0.077 |
| 0 | 0 | 7 | 324 | 53.8% | 0.58 | 0.0055 | -0.075 | 190 | 0 | 0 | 486 | 54.1% | -0.43 | 0.0057 | -0.078 | |
| 0 | 0 | 10 | 29 | 52.9% | 0.55 | 0.0056 | -0.076 | 195 | 0 | 0 | 2 | 455 | 53.7% | -0.46 | 0.0058 | -0.079 |
| 0 | 0 | 67 | 413 | 53.7% | 0.53 | 0.0056 | -0.076 | 200 | 0 | 0 | 17 | 106 | 53.5% | -0.49 | 0.0059 | -0.080 |
| 0 | 0 | 48 | 339 | 52.6% | 0.47 | 0.0056 | -0.076 | 210 | 0 | 0 | 3 | 224 | 53.1% | -0.54 | 0.0060 | -0.080 |
| 0 | 0 | 18 | 467 | 53.2% | 0.43 | 0.0056 | -0.075 | 220 | 0 | 0 | 4 | 46 | 53.8% | -0.59 | 0.0060 | -0.079 |
| 0 | 0 | 162 | 280 | 52.9% | 0.38 | 0.0054 | -0.072 | 230 | 0 | 0 | 1 | 284 | 53.2% | -0.64 | 0.0059 | -0.077 |
| 0 | 0 | 102 | 209 | 53.2% | 0.34 | 0.0052 | -0.069 | 240 | 0 | 0 | 53.4% | -0.69 | 0.0057 | -0.074 | ||
| 0 | 0 | 20 | 129 | 52.2% | 0.30 | 0.0049 | -0.066 | 250 | 0 | 0 | 29 | 53.0% | -0.73 | 0.0055 | -0.071 | |
| 0 | 0 | 173 | 287 | 52.4% | 0.26 | 0.0046 | -0.062 | 260 | 0 | 0 | 53.6% | -0.77 | 0.0053 | -0.067 | ||
| 0 | 0 | 11 | 45 | 53.2% | 0.23 | 0.0043 | -0.058 | 270 | 0 | 0 | 2 | 1 | 53.7% | -0.81 | 0.0050 | -0.064 |
| 0 | 0 | 38 | 98 | 53.0% | 0.21 | 0.0040 | -0.054 | 280 | 0 | 0 | 54.5% | -0.84 | 0.0048 | -0.060 | ||
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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.