PLTR volatilidade 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.62.5%
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%
Spread IV − HV20
+19.1pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
83
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dias registrados
Cboe delayed options data · em 06:41 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 52.3% | +5.1pt | ±4.4% |
| Oct 30, 2026 | 10 | 49.1% | +5.3pt | ±6.8% |
| Nov 06, 2026 | 17 | 71.6% | +6.2pt | ±12.8% |
| Nov 13, 2026 | 24 | 65.8% | +5.7pt | ±13.8% |
| Nov 20, 2026 | 31 | 62.0% | +5.6pt | ±14.7% |
| Nov 27, 2026 | 38 | 58.9% | +5.2pt | ±15.3% |
| Dec 18, 2026 | 59 | 55.3% | +4.5pt | ±17.9% |
| Jan 15, 2027 | 87 | 53.2% | +3.7pt | ±20.8% |
| Feb 19, 2027 | 122 | 55.4% | +3.1pt | ±25.5% |
| Mar 19, 2027 | 150 | 54.7% | +3.0pt | ±27.9% |
| Apr 16, 2027 | 178 | 53.9% | +3.0pt | ±29.9% |
| May 21, 2027 | 213 | 55.2% | +2.1pt | ±33.4% |
| Jun 17, 2027 | 240 | 54.8% | +1.7pt | ±35.1% |
| Sep 17, 2027 | 332 | 55.2% | +1.6pt | ±41.4% |
| Dec 17, 2027 | 423 | 55.2% | +1.1pt | ±46.5% |
| Jan 21, 2028 | 458 | 55.0% | +0.8pt | ±48.1% |
Sorriso de volatilidade — Nov 20, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20