Implied Volatility Skew (30-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 30-Day Implied Volatility Skew of -0.0079 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3275
Historical Volatility (Parkinson)	0.3859
Implied Volatility (Calls)	0.7688
Implied Volatility (Puts)	0.7735
Implied Volatility (Mean)	0.7712
Put-Call Implied Volatility Ratio	1.0061
Implied Volatility Skew	-0.0079
Option Statistics
Put-Call Ratio (Volume)	0.2794
Put-Call Ratio (Open Interest)	0.7077
Forward Price	21.21
Call Breakeven Price	27.65
Put Breakeven Price	17.51
Option Breakeven Price	23.44