PLTR implied volatility now and history

Palantir get one chain wey retail people love, wey dey price big moves across the whole year. Dis page dey track PLTR’s implied volatility, wey be di market live price for im future movement, for three ways: every session for di last three months, im month-by-month history against di index benchmarks, and how e dey slope across expirations. Every number dey measured from real option closing prices and dey refresh with di weekly batch.

PLTR implied volatility, di last 90 days

SELECT toString(date) AS session_date,
       round(100 * quantileExact(0.5)(implied_volatility), 1) AS atm_iv_pct
FROM global_markets.options_greeks
WHERE underlying_symbol = 'PLTR'
  AND date >= (SELECT max(date) - 90 FROM global_markets.options_greeks)
  AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
  AND abs(strike_price / underlying_close - 1) <= 0.05
  AND expiration_date BETWEEN date + 7 AND date + 60
GROUP BY date
HAVING count() >= 10
ORDER BY date

Each point na one session’s median implied volatility across PLTR’s near-di-money contracts (strikes wey dey within 5% of di stock, expiring one week to two months out). Di latest reading na 66.9%. One IV of dat size be one annualized number: di yearly percentage move wey di option prices dey treat as normal, and when you divide am by roughly 16, you get di implied one-day move.

PLTR IV history versus di market, month by month

SELECT toString(toStartOfMonth(date)) AS month,
       round(100 * quantileExactIf(0.5)(implied_volatility, underlying_symbol = 'PLTR'), 1) AS pltr_iv_pct,
       round(100 * quantileExactIf(0.5)(implied_volatility, underlying_symbol = 'SPY'), 1) AS spy_iv_pct,
       round(100 * quantileExactIf(0.5)(implied_volatility, underlying_symbol = 'QQQ'), 1) AS qqq_iv_pct
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('PLTR', 'SPY', 'QQQ')
  AND date >= toDate('2022-07-01')
  AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
  AND abs(strike_price / underlying_close - 1) <= 0.05
  AND expiration_date BETWEEN date + 7 AND date + 60
GROUP BY month
HAVING countIf(underlying_symbol = 'PLTR') >= 50
ORDER BY month

Di chart na PLTR’s fear gauge over time, drawn against di market own. Di SPY and QQQ lines carry di same measurement for di market benchmark chains; di latest month read 61.1% for PLTR against 13.8% for SPY and 24.2% for QQQ. One diversified index nearly always carry less implied volatility den any single name inside am. Di gap between di lines be di single-name premium, and how dat gap dey widen and narrow na di story of PLTR’s risk cycles. Di peaks mark di times wey option buyers pay most; di troughs be di stretches wey di market treat di name as quiet.

Di term structure: PLTR IV by expiration

SELECT multiIf(days_to_expiry <= 14, 'Under 2 weeks', days_to_expiry <= 45, '2-6 weeks',
               days_to_expiry <= 120, '6 weeks - 4 months', 'Beyond 4 months') AS expiry_bucket,
       round(100 * quantileExact(0.5)(implied_volatility), 1) AS atm_iv_pct,
       count() AS contracts
FROM global_markets.options_greeks
WHERE underlying_symbol = 'PLTR'
  AND date = (SELECT max(date) FROM global_markets.options_greeks)
  AND iv_converged AND implied_volatility BETWEEN 0.02 AND 5
  AND abs(strike_price / underlying_close - 1) <= 0.05
GROUP BY expiry_bucket
HAVING count() >= 5
ORDER BY min(days_to_expiry)

Reading across di buckets dey show wetin di market expect WHEN. One front end wey dey above di back end mean say near-term event risk dey priced, like one report, one decision, or one catalyst inside di window. One flat or upward-sloping curve be di resting state: more time, more uncertainty, gently higher IV.

FAQ

Wetin be PLTR’s implied volatility right now?

66.9% at di money as of di latest session for file, measured across near-di-money contracts expiring 7-60 days out. Di 90-day chart above carry di full recent path; di number dey refresh with di weekly batch.

PLTR’s IV high or low right now?

Judge am three ways: against im own recent path (di 90-day chart), against im own history (di monthly chart, where di latest month read 61.1%), and against di benchmarks wey dey draw on di same axes. For where di market extremes dey, di high-IV board dey track di names wey dey price di biggest moves.

How dem measure dis?

From PLTR’s near-di-money contracts (strikes wey dey within 5% of di stock price) at each session close, wey dey keep only contracts where di volatility solve converge; each value be di median, and thin sessions and months dey drop by di contract floors wey dey visible for each panel SQL.

Wetin dey move PLTR’s implied volatility?

Scheduled events dey load IV before time and crush am after; realized turbulence dey raise am; calm dey grind am down. Di monthly history above be di record of exactly dose cycles.

Every panel na one stored, versioned query over di full options tape. You fit expand any panel to audit am, or measure any strike of PLTR’s chain for di Strasmore terminal. For di concept, start at wetin implied volatility be; for how strikes differ for di same stock, see volatility skew.