PLTR volatilidad Palantir Technologies Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.46.6%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.56.1%
HV6075.3%
Diferencial IV − HV20
-9.5pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
75
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 días registrados
Cboe delayed options data · a fecha de 03:41 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 56.9% | +3.8pt | ±3.4% |
| Sep 11, 2026 | 9 | 46.2% | +3.3pt | ±5.8% |
| Sep 18, 2026 | 16 | 46.6% | +3.6pt | ±7.8% |
| Sep 25, 2026 | 23 | 46.5% | +3.8pt | ±9.3% |
| Oct 02, 2026 | 30 | 46.6% | +3.4pt | ±10.6% |
| Oct 09, 2026 | 37 | 46.8% | +2.6pt | ±11.9% |
| Oct 16, 2026 | 44 | 46.8% | +2.8pt | ±12.9% |
| Nov 20, 2026 | 79 | 55.2% | +2.6pt | ±20.4% |
| Dec 18, 2026 | 107 | 53.3% | +2.4pt | ±22.9% |
| Jan 15, 2027 | 135 | 52.3% | +2.2pt | ±25.2% |
| Feb 19, 2027 | 170 | 54.6% | +1.4pt | ±29.5% |
| Mar 19, 2027 | 198 | 54.4% | +1.2pt | ±31.6% |
| Jun 17, 2027 | 288 | 55.2% | +0.7pt | ±38.6% |
| Sep 17, 2027 | 380 | 55.7% | +0.2pt | ±44.4% |
| Dec 17, 2027 | 471 | 56.3% | -0.1pt | ±49.7% |
| Jan 21, 2028 | 506 | 56.3% | -0.1pt | ±51.4% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20