PLTR Implied Volatility
PLTR $172.70 · Updated Nov 10, 4:00 PM ET
PLTR at-the-money implied volatility is 56.7% for Nov 13, 2026 (3 days out). For Dec 11, 2026 it is 49.0%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Nov 13, 2026 | 3 | 172.5 | 56.7% |
| Nov 20, 2026 | 10 | 172.5 | 53.8% |
| Nov 27, 2026 | 17 | 172.5 | 49.6% |
| Dec 4, 2026 | 24 | 175 | 49.3% |
| Dec 11, 2026 | 31 | 175 | 49.0% |
| Dec 18, 2026 | 38 | 175 | 49.5% |
| Dec 24, 2026 | 44 | 175 | 48.7% |
| Jan 15, 2027 | 66 | 175 | 49.1% |
| Feb 19, 2027 | 101 | 175 | 54.6% |
| Mar 19, 2027 | 129 | 175 | 53.7% |
| Apr 16, 2027 | 157 | 175 | 53.0% |
SKEW, NOV 13, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 152.5 | 0.0% | 71.5% |
| 155 | 62.2% | 68.4% |
| 157.5 | 59.5% | 65.9% |
| 160 | 63.4% | 64.0% |
| 162.5 | 62.9% | 62.5% |
| 165 | 61.4% | 60.9% |
| 167.5 | 59.4% | 59.3% |
| 170 | 57.7% | 57.3% |
| 172.5 | 56.7% | 56.7% |
| 175 | 56.2% | 55.8% |
| 177.5 | 55.8% | 64.5% |
| 180 | 56.0% | 57.6% |
| 182.5 | 56.6% | 63.4% |
| 185 | 57.6% | 59.8% |
| 187.5 | 59.1% | 66.7% |
| 190 | 60.9% | 71.5% |
| 192.5 | 71.9% | 92.7% |
How this is calculated: Implied Volatility methodology