Implied Volatility Skew (20-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Palantir Technologies Inc. (PLTR) had 20-Day Implied Volatility Skew of 0.0056 for 2024-05-02.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3937
Historical Volatility (Parkinson)	0.3979
Implied Volatility (Calls)	0.8948
Implied Volatility (Puts)	0.8976
Implied Volatility (Mean)	0.8962
Put-Call Implied Volatility Ratio	1.0031
Implied Volatility Skew	0.0056
Option Statistics
Put-Call Ratio (Volume)	0.2023
Put-Call Ratio (Open Interest)	0.5249
Forward Price	22.61
Call Breakeven Price	26.30
Put Breakeven Price	18.77
Option Breakeven Price	23.66