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Palantir Technologies Inc. Class A Common Stock PLTR

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-11T03:53:41.627Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T00:58:00.112697895Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T03:53:40.595466+00:00

Share price$170.38
1D+1.6%
AH$164$166$167$168$1705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPLTR
Sold putSold callAH

Palantir Technologies Inc. Class A Common Stock options

Live interpolated PLTR call and put midpoint premiums by absolute delta.Palantir Technologies Inc. Class A Common Stock$0.36$4.74$9.12$13.49$17.87$156.62$163.14$169.66$176.18$182.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PLTR spot · $170.38PLTR PRICE$0.84$1.11$1.40$1.72$2.04$2.43$2.82$3.24$3.70$4.16$4.67$5.22$5.77$1.25$1.67$2.12$2.64$3.21$3.85$4.59$5.41$6.47$7.95$10.23$12.29$16.61
PutsExpensive2.02×
CallsCheap0.69×
SkewBearish+30.67 pp
Implied moveBearish±$7.41
TiltBearish33.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ177.1949.4%4.5%161.8470.1%5.8%
25Δ175.8548.9%3.9%163.5969.8%5.0%
30Δ174.6048.4%3.3%165.2069.6%4.3%
35Δ173.5348.0%2.9%166.6569.6%3.7%
40Δ172.4747.5%2.4%168.0669.8%3.2%
45Δ171.5447.1%2.1%169.4270.3%2.8%
50Δ170.6146.7%1.8%170.8071.0%2.4%
55Δ169.7046.1%1.5%172.2171.9%2.1%
60Δ168.8245.2%1.3%173.7773.7%1.8%
65Δ167.9544.4%1.0%175.6578.2%1.6%
70Δ167.0943.2%0.8%178.2186.9%1.4%
75Δ166.2441.6%0.6%180.7490.2%1.1%
80Δ165.3940.1%0.5%185.33103.9%1.0%

20Δ

Calls
Pseudo strike
177.19
IV
49.4%
B/E move
4.5%
Puts
Pseudo strike
161.84
IV
70.1%
B/E move
5.8%

25Δ

Calls
Pseudo strike
175.85
IV
48.9%
B/E move
3.9%
Puts
Pseudo strike
163.59
IV
69.8%
B/E move
5.0%

30Δ

Calls
Pseudo strike
174.60
IV
48.4%
B/E move
3.3%
Puts
Pseudo strike
165.20
IV
69.6%
B/E move
4.3%

35Δ

Calls
Pseudo strike
173.53
IV
48.0%
B/E move
2.9%
Puts
Pseudo strike
166.65
IV
69.6%
B/E move
3.7%

40Δ

Calls
Pseudo strike
172.47
IV
47.5%
B/E move
2.4%
Puts
Pseudo strike
168.06
IV
69.8%
B/E move
3.2%

45Δ

Calls
Pseudo strike
171.54
IV
47.1%
B/E move
2.1%
Puts
Pseudo strike
169.42
IV
70.3%
B/E move
2.8%

50Δ

Calls
Pseudo strike
170.61
IV
46.7%
B/E move
1.8%
Puts
Pseudo strike
170.80
IV
71.0%
B/E move
2.4%

55Δ

Calls
Pseudo strike
169.70
IV
46.1%
B/E move
1.5%
Puts
Pseudo strike
172.21
IV
71.9%
B/E move
2.1%

60Δ

Calls
Pseudo strike
168.82
IV
45.2%
B/E move
1.3%
Puts
Pseudo strike
173.77
IV
73.7%
B/E move
1.8%

65Δ

Calls
Pseudo strike
167.95
IV
44.4%
B/E move
1.0%
Puts
Pseudo strike
175.65
IV
78.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
167.09
IV
43.2%
B/E move
0.8%
Puts
Pseudo strike
178.21
IV
86.9%
B/E move
1.4%

75Δ

Calls
Pseudo strike
166.24
IV
41.6%
B/E move
0.6%
Puts
Pseudo strike
180.74
IV
90.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
165.39
IV
40.1%
B/E move
0.5%
Puts
Pseudo strike
185.33
IV
103.9%
B/E move
1.0%

Options history

IV · four-Friday blend91.34%
Daily close
PLTR36.0%65.7%95.4%2026-08-12: 47.17%2026-08-13: 48.83%2026-08-14: 42.73%2026-08-17: 46.01%2026-08-18: 46.32%2026-08-19: 47.81%2026-08-20: 48.41%2026-08-21: 46.08%2026-08-24: 48.66%2026-08-25: 48.85%2026-08-26: 51.35%2026-08-27: 48.29%2026-08-28: 43.11%2026-08-31: 46.18%2026-09-01: 47.32%2026-09-02: 49.48%2026-09-03: 50.24%2026-09-04: 43.74%2026-09-08: 49.33%2026-09-09: 48.74%2026-09-10: 49.16%2026-09-11: 44.22%2026-09-14: 50.43%2026-09-15: 52.65%2026-09-16: 51.71%2026-09-17: 48.00%2026-09-18: 45.65%2026-09-21: 48.18%2026-09-22: 46.92%2026-09-23: 50.19%2026-09-24: 48.29%2026-09-25: 45.14%2026-09-28: 47.22%2026-09-29: 45.96%2026-09-30: 45.15%2026-10-01: 43.41%2026-10-02: 40.09%2026-10-05: 42.77%2026-10-06: 42.63%2026-10-07: 42.28%2026-10-08: 43.96%2026-10-09: 45.80%2026-10-12: 46.76%2026-10-13: 48.24%2026-10-14: 51.89%2026-10-15: 52.82%2026-10-16: 58.42%2026-10-19: 59.88%2026-10-20: 61.01%2026-10-21: 59.65%2026-10-22: 66.34%2026-10-23: 66.10%2026-10-26: 70.41%2026-10-27: 70.01%2026-10-28: 71.85%2026-10-29: 77.42%2026-10-30: 91.34%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
47.17%
48.83%
42.73%
46.01%
46.32%
47.81%
48.41%
46.08%
48.66%
48.85%
51.35%
48.29%
43.11%
46.18%
47.32%
49.48%
50.24%
43.74%
49.33%
48.74%
49.16%
44.22%
50.43%
52.65%
51.71%
48.00%
45.65%
48.18%
46.92%
50.19%
48.29%
45.14%
47.22%
45.96%
45.15%
43.41%
40.09%
42.77%
42.63%
42.28%
43.96%
45.80%
46.76%
48.24%
51.89%
52.82%
58.42%
59.88%
61.01%
59.65%
66.34%
66.10%
70.41%
70.01%
71.85%
77.42%
91.34%