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.63.5%
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.43.4%
HV6072.3%
Diferencial IV − HV20
+20.1pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
84
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.
29/60 días registrados
Cboe delayed options data · a fecha de 13:04 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 59.1% | +5.1pt | ±4.5% |
| Oct 30, 2026 | 10 | 50.6% | +5.7pt | ±6.8% |
| Nov 06, 2026 | 17 | 73.3% | +10.6pt | ±12.7% |
| Nov 13, 2026 | 24 | 67.0% | +5.8pt | ±13.8% |
| Nov 20, 2026 | 31 | 63.0% | +6.8pt | ±14.7% |
| Nov 27, 2026 | 38 | 59.4% | +5.3pt | ±15.4% |
| Dec 18, 2026 | 59 | 55.6% | +5.2pt | ±17.9% |
| Jan 15, 2027 | 87 | 53.0% | +4.6pt | ±20.7% |
| Feb 19, 2027 | 122 | 55.4% | +3.9pt | ±25.6% |
| Mar 19, 2027 | 150 | 54.8% | +3.5pt | ±27.9% |
| Apr 16, 2027 | 178 | 54.2% | +3.1pt | ±30.1% |
| May 21, 2027 | 213 | 55.3% | +2.4pt | ±33.5% |
| Jun 17, 2027 | 240 | 54.6% | +2.2pt | ±35.1% |
| Sep 17, 2027 | 332 | 55.0% | +1.7pt | ±41.3% |
| Dec 17, 2027 | 423 | 55.1% | +1.1pt | ±46.4% |
| Jan 21, 2028 | 458 | 55.1% | +1.0pt | ±48.2% |
Sonrisa de volatilidad — Nov 20, 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