Palantir Technologies Inc. (PLTR) Options Chain

The options chain displays all available contracts with end-of-day quotes, Greeks, volume, and open interest for each strike and expiration, and streams live quotes for traders who connect a broker. It is the primary tool for options trade selection.

Palantir Technologies Inc. (PLTR) operates in the Technology sector, specifically the Software - Infrastructure industry, with a market capitalization near $451.91B, listed on NASDAQ, employing roughly 4,401 people, carrying a beta of 1.60 to the broader market. Palantir Technologies Inc. Led by Alexander C. Karp, public since 2020-09-30.

Snapshot as of Oct 29, 2026.

Spot Price
$193.36
Total OI
3.4M
Total Volume
249.9K
Front Expiration
29 days
Second Expiration
36 days
ATM IV
64.6%
Avg Bid/Ask Spread
2.75%

Exposures are the assumed dealer book as of Oct 29, 2026, all expirations. Assumes dealers are long the calls and short the puts, a share p of open interest each - here 100% of open interest (the GEX page sets the share). A date without a stored exposure is a gap; a value marked * is partial, averaged over fewer days, or may include contracts expiring that day or of an unreadable expiration: its reason is printed beside it.

As of Oct 29, 2026, Palantir Technologies Inc. (PLTR) has 3.4M open contracts and 249.9K contracts traded. The nearest expiration is 29 days out, followed by 36 days. ATM implied volatility is 64.6%. Average bid/ask spread across the chain is 2.75%: moderate spreads, acceptable for most positions. The options chain aggregates every listed strike and expiration, letting traders evaluate skew, term structure, and liquidity in a single view.

How PLTR options chain Data Feeds Strategy Selection

Strategy selection on Palantir Technologies Inc. options does not derive from any single metric in isolation. The options chain view above sits inside a broader read: ATM IV currently sits at 64.6% and the assumed dealer book's GEX is positive, so its hedging is mean-reverting. Combine the options chain data here with the volatility-skew surface, gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

How to read the PLTR chain depth

The listed-expirations table below shows every expiration available for Palantir Technologies Inc. options with its days-to-expiration count and ATM implied volatility. Front-month expirations carry the most volume, the highest gamma, and the tightest bid-ask spreads; longer-dated tenors carry less liquidity but more vega exposure. PLTR front expiration sits at 29 days - the typical hedging horizon for monthly options. The backwardated slope of -0.032 means near-dated IV is pricing acute event risk.

PLTR chain mechanics and execution

Options are listed at standardized strike intervals (typically $1 for sub-$25 underlyings, $2.50-$5 for mid-cap, $10-$50 for large-cap), and the deltas of each listed strike are determined by where IV lies relative to the strike's moneyness. Average bid/ask spread on the PLTR chain is 2.75% - a measure of liquidity. Tighter spreads on liquid strikes mean lower transaction costs; wider spreads on long-dated or far-OTM strikes mean execution drag can dominate the math. The chain table on the SPA side shows the full per-strike, per-expiration grid; this SSR page summarizes the listed expirations and the front-month context to anchor the structural read.

Using the PLTR chain to build structures

Strategy selection starts with the chain: directional theses use single-leg calls or puts, range-bound theses use credit spreads or iron condors, vol theses use straddles or strangles, calendar theses use diagonal spreads. PLTR's current 18.51% expected move anchors wing placement - structures with wings at the implied band collect the modal-outcome premium under lognormal assumptions. Cross-reference with the gamma-exposure profile to understand where the assumed book's hedging would reinforce or fight your position, and with the volatility-skew chart to confirm the strikes you're trading sit at the IV levels your strategy assumes.

Learn how the options chain is reported and how to read the data →

PLTR listed expirations

Per-expiration ATM implied volatility for PLTR options. Each row is one listed expiration with its days-to-expiration count and ATM IV pulled from the same term-structure feed that powers the SPA's expiration filter. Front-month expirations carry the highest gamma, the tightest bid-ask spreads, and the most volume; longer-dated tenors carry less liquidity but more vega.

ExpirationDTEATM IV
Oct 30, 2026156.6%
Nov 6, 20268101.5%
Nov 13, 20261581.0%
Nov 20, 20262272.4%
Nov 27, 20262965.1%
Dec 4, 20263661.9%
Dec 11, 20264359.6%
Dec 18, 20265058.4%
Jan 15, 20277854.2%
Feb 19, 202711355.4%
Mar 19, 202714155.2%
Apr 16, 202716954.1%
May 21, 202720455.4%
Jun 17, 202723155.1%
Sep 17, 202732355.1%
Dec 17, 202741455.3%
Jan 21, 202844955.1%
Jun 16, 202859655.3%
Dec 15, 202877855.3%
Jan 19, 202981355.0%

PLTR most-active contracts

TypeStrikeExpirationVolumeOIIVBidAsk
CALL$200.00Oct 30, 202617.9K15.0K55.6%$0.35$0.36

Top 1 contracts from the institutional-grade nightly options scan; ranked by volume within the broader S&P 500/400/600 + ETF universe.

Frequently asked PLTR options chain questions

What does the PLTR options chain show right now?
As of Oct 29, 2026, Palantir Technologies Inc. (PLTR) has 3.4M contracts outstanding and 249.9K traded today, with ATM IV of 64.6%. The full chain spans every listed strike and expiration with bid/ask, Greeks, volume, and open interest per contract.
What expirations are available for PLTR options?
The nearest expiration is 29 days out, followed by 36 days. Listed expirations typically extend monthly with weeklies between, plus LEAPS one to two years out for liquid names.
How tight are PLTR options bid/ask spreads?
Average bid/ask spread across the chain is 2.75%. Moderate spreads are acceptable for most defined-risk positions; size with awareness of execution slippage.