PLTR волатильность 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.47.2%
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.60.9%
HV6076.2%
Спред IV − HV20
-13.7pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
78
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 записано дней
Cboe delayed options data · по состоянию на 21:53 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 60.3% | +0.2pt | ±2.6% |
| Sep 11, 2026 | 8 | 45.9% | +1.2pt | ±5.4% |
| Sep 18, 2026 | 15 | 46.6% | +1.4pt | ±7.5% |
| Sep 25, 2026 | 22 | 46.7% | +1.5pt | ±9.2% |
| Oct 02, 2026 | 29 | 47.2% | +1.9pt | ±10.6% |
| Oct 09, 2026 | 36 | 47.5% | +2.1pt | ±11.9% |
| Oct 16, 2026 | 43 | 48.0% | +1.9pt | ±13.1% |
| Oct 23, 2026 | 50 | 49.3% | — | ±14.6% |
| Nov 20, 2026 | 78 | 56.6% | +1.6pt | ±20.7% |
| Dec 18, 2026 | 106 | 54.6% | +1.7pt | ±23.4% |
| Jan 15, 2027 | 134 | 53.4% | +1.1pt | ±25.7% |
| Feb 19, 2027 | 169 | 56.0% | +0.8pt | ±30.0% |
| Mar 19, 2027 | 197 | 55.7% | +0.7pt | ±32.2% |
| Jun 17, 2027 | 287 | 56.4% | +0.3pt | ±39.2% |
| Sep 17, 2027 | 379 | 56.9% | — | ±45.1% |
| Dec 17, 2027 | 470 | 57.3% | -0.5pt | ±50.3% |
Улыбка волатильности — Sep 18, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20